Original_NNB/MQL5/Include/NeuroNetworksBook/realization/defines.mqh

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<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//| Defines.mqh |
//| Copyright 2021, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, MetaQuotes Ltd."
#property link "https://www.mql5.com"
//+------------------------------------------------------------------+
//| 5AC@AK |
//+------------------------------------------------------------------+
#resource "opencl_program.cl" as string cl_program
//+------------------------------------------------------------------+
//| >=AB0=BK |
//+------------------------------------------------------------------+
#define defNeuronNet 0x8000
#define defArrayLayers 0x8001
#define defBufferDouble 0x8002
#define defActivation 0x8003
#define defNeuronBase 0x8010
#define defNeuronConv 0x8011
#define defNeuronProof 0x8012
#define defNeuronLSTM 0x8013
#define defNeuronAttention 0x8014
#define defNeuronMHAttention 0x8015
#define defNeuronGPT 0x8016
#define defNeuronDropout 0x8017
#define defNeuronBatchNorm 0x8018
//---
#define defFileName StringFormat("%s_%s_%s.nns",MQLInfoString(MQL_PROGRAM_NAME),_Symbol,StringSubstr(EnumToString(_Period),7))
//+------------------------------------------------------------------+
//| OpenCL :5@=5;K |
//+------------------------------------------------------------------+
#define def_k_PerceptronFeedForward 0
#define def_k_Normalize 1
#define def_k_CalcOutputGradient 2
#define def_k_DeActivateGradient 3
#define def_k_CalcHiddenGradient 4
#define def_k_CalcDeltaWeights 5
#define def_k_SGDUpdate 6
#define def_k_MomentumUpdate 7
#define def_k_AdaGradUpdate 8
#define def_k_RMSPropUpdate 9
#define def_k_AdaDeltaUpdate 10
#define def_k_AdamUpdate 11
#define def_k_ProofFeedForward 12
#define def_k_ProofHiddenGradients 13
#define def_k_ConvolutionFeedForward 14
#define def_k_ConvolutionHiddenGradients 15
#define def_k_ConvolutionDeltaWeights 16
#define def_k_LSTMFeedForward 17
#define def_k_LSTMHiddenGradients 18
#define def_k_AttentionFeedForward 19
#define def_k_AttentionScoreGradients 20
#define def_k_AttentionHiddenGradients 21
#define def_k_GPTFeedForward 22
#define def_k_GPTScoreGradients 23
#define def_k_GPTHiddenGradients 24
#define def_k_BatchNormFeedForward 25
#define def_k_BatchNormCalcHiddenGradient 26
#define def_k_BatchNormCalcDeltaWeights 27
#define def_k_MaskMult 28
//+------------------------------------------------------------------+
//| OpenCL ?0@0<5B@K |
//+------------------------------------------------------------------+
//--- @O<>9 ?@>E>4 ?5@F5?B@>=0
#define def_pff_inputs 0
#define def_pff_weights 1
#define def_pff_sums 2
#define def_pff_outputs 3
#define def_pff_inputs_total 4
#define def_pff_activation 5
#define def_pff_act_param_a 6
#define def_pff_act_param_b 7
//--- >@<0;870F8O
#define def_norm_inputs 0
#define def_norm_outputs 1
#define def_norm_inputs_total 2
#define def_norm_const_value 3
//--- ?@545;5=85 3@0485=B0 >H81:8 A;>O @57C;LB0B>2
#define def_outgr_target 0
#define def_outgr_outputs 1
#define def_outgr_gradients 2
#define def_outgr_outputs_total 3
//--- >@@5:B8@>2:0 3@0;85=B0 =0 ?@>872>4=CN DC=:F88 0:B820F88
#define def_deactgr_sums 0
#define def_deactgr_outputs 1
#define def_deactgr_gradients 2
#define def_deactgr_outputs_total 3
#define def_deactgr_activation 4
#define def_deactgr_act_param_a 5
#define def_deactgr_act_param_b 6
//--- ?@545;5=85 3@0485=B0 >H81:8 A:@KB>3> A;>O
#define def_hidgr_gradient_inputs 0
#define def_hidgr_weights 1
#define def_hidgr_gradients 2
#define def_hidgr_outputs_total 3
//--- ?@545;5=85 3@0485=B0 >H81:8 =0 C@>2=5 <0B@8FK 25A>2
#define def_delt_inputs 0
#define def_delt_delta_weights 1
#define def_delt_gradients 2
#define def_delt_inputs_total 3
//--- ?B8<870F8O ?0@0<5B@>2 AB>E0AB8G5A:8< 3@0;85=B=K< A?CA:><
#define def_sgd_delta_weights 0
#define def_sgd_weights 1
#define def_sgd_total 2
#define def_sgd_batch_size 3
#define def_sgd_learningRate 4
#define def_sgd_Lambda1 5
#define def_sgd_Lambda2 6
//--- ?B8<870F8O ?0@0<5B@>2 <5B>4>< <><5=B>2
#define def_moment_delta_weights 0
#define def_moment_weights 1
#define def_moment_momentum 2
#define def_moment_total 3
#define def_moment_batch_size 4
#define def_moment_learningRate 5
#define def_moment_beta 6
#define def_moment_Lambda1 7
#define def_moment_Lambda2 8
//--- ?B8<870F8O ?0@0<5B@>2 <5B>4>< AdaGrad
#define def_adagrad_delta_weights 0
#define def_adagrad_weights 1
#define def_adagrad_momentum 2
#define def_adagrad_total 3
#define def_adagrad_batch_size 4
#define def_adagrad_learningRate 5
#define def_adagrad_Lambda1 6
#define def_adagrad_Lambda2 7
//--- ?B8<870F8O ?0@0<5B@>2 <5B>4>< RMSProp
#define def_rms_delta_weights 0
#define def_rms_weights 1
#define def_rms_momentum 2
#define def_rms_total 3
#define def_rms_batch_size 4
#define def_rms_learningRate 5
#define def_rms_beta 6
#define def_rms_Lambda1 7
#define def_rms_Lambda2 8
//--- ?B8<870F8O ?0@0<5B@>2 <5B>4>< AdaDelta
#define def_adadelt_delta_weights 0
#define def_adadelt_weights 1
#define def_adadelt_momentumW 2
#define def_adadelt_momentumG 3
#define def_adadelt_total 4
#define def_adadelt_batch_size 5
#define def_adadelt_beta1 6
#define def_adadelt_beta2 7
#define def_adadelt_Lambda1 8
#define def_adadelt_Lambda2 9
//--- ?B8<870F8O ?0@0<5B@>2 <5B>4>< Adam
#define def_adam_delta_weights 0
#define def_adam_weights 1
#define def_adam_momentumM 2
#define def_adam_momentumV 3
#define def_adam_total 4
#define def_adam_batch_size 5
#define def_adam_learningRate 6
#define def_adam_beta1 7
#define def_adam_beta2 8
#define def_adam_Lambda1 9
#define def_adam_Lambda2 10
//--- @O<>9 ?@>E>4 ?>42K1>@>G=>3> A;>O
#define def_prff_inputs 0
#define def_prff_outputs 1
#define def_prff_inputs_total 2
#define def_prff_input_neurons 3
#define def_prff_window 4
#define def_prff_step 5
#define def_prff_window_out 6
#define def_prff_activation 7
//--- 0A?@545;5=85 3@0485=B0 G5@57 ?>42K1>@>G=K9 A;>9
#define def_prhgr_inputs 0
#define def_prhgr_gradient_inputs 1
#define def_prhgr_outputs 2
#define def_prhgr_gradients 3
#define def_prhgr_inputs_total 4
#define def_prhgr_outputs_total 5
#define def_prhgr_window 6
#define def_prhgr_step 7
#define def_prhgr_window_out 8
#define def_prhgr_neurons 9
#define def_prhgr_activation 10
//--- @O<>9 ?@>E>4 A2Q@B>G=>3> A;>O
#define def_cff_inputs 0
#define def_cff_weights 1
#define def_cff_sums 2
#define def_cff_outputs 3
#define def_cff_inputs_total 4
#define def_cff_window 5
#define def_cff_step 6
#define def_cff_window_out 7
#define def_cff_activation 8
#define def_cff_act_param_a 9
#define def_cff_act_param_b 10
#define def_cff_transposed_out 11
//--- 0A?@545;5=85 3@0485=B0 G5@57 A2Q@B>G=K9 A;>9
#define def_convhgr_gradient_inputs 0
#define def_convhgr_weights 1
#define def_convhgr_gradients 2
#define def_convhgr_outputs_total 3
#define def_convhgr_window 4
#define def_convhgr_step 5
#define def_convhgr_window_out 6
#define def_convhgr_neurons 7
#define def_convhgr_transposed_out 8
//--- 0A?@545;5=85 3@0485=B0 =0 <0B@8FC 25A>2 A2Q@B>G=>3> A;>O
#define def_convdelt_inputs 0
#define def_convdelt_delta_weights 1
#define def_convdelt_gradients 2
#define def_convdelt_inputs_total 3
#define def_convdelt_step 4
#define def_convdelt_neurons 5
#define def_convdelt_transposed_out 6
//--- @O<>9 ?@>E>4 LSTM 1;>:0
#define def_lstmff_forgetgate 0
#define def_lstmff_inputgate 1
#define def_lstmff_outputgate 2
#define def_lstmff_newcontent 3
#define def_lstmff_memory 4
#define def_lstmff_hiddenstate 5
#define def_lstmff_outputs_total 6
//--- 0A?@545;5=85 3@0;85=B0 G5@57 LSTM 1;>:
#define def_lstmhgr_outputs 0
#define def_lstmhgr_gradients 1
#define def_lstmhgr_inputgate 2
#define def_lstmhgr_outputgate 3
#define def_lstmhgr_newcontent 4
#define def_lstmhgr_memory 5
#define def_lstmhgr_fg_gradients 6
#define def_lstmhgr_ig_gradients 7
#define def_lstmhgr_og_gradients 8
#define def_lstmhgr_nc_gradients 9
#define def_lstmhgr_outputs_total 10
//--- @O<>9 ?@>E>4 1;>:0 2=8<0=8O
#define def_attff_querys 0
#define def_attff_keys 1
#define def_attff_scores 2
#define def_attff_values 3
#define def_attff_outputs 4
#define def_attff_window 5
#define def_attff_key_size 6
#define def_attff_mask 7
//--- ?@545;5=85 3@0485=B0 =0 <0B@8F5 :>MDD8F85=B>2 7028A8<>AB8 1;>:0 2=8<0=8O
#define def_attscr_scores 0
#define def_attscr_scores_grad 1
#define def_attscr_values 2
#define def_attscr_values_grad 3
#define def_attscr_outputs_grad 4
#define def_attscr_scores_temp 5
#define def_attscr_window 6
//--- 0A?@545;5=85 3@0485=B0 G5@57 1;>: 2=8<0=8O
#define def_atthgr_querys 0
#define def_atthgr_querys_grad 1
#define def_atthgr_keys 2
#define def_atthgr_keys_grad 3
#define def_atthgr_scores_grad 4
#define def_atthgr_key_size 5
//--- @O<>9 ?@>E>4 GPT
#define def_gptff_querys 0
#define def_gptff_keys 1
#define def_gptff_scores 2
#define def_gptff_values 3
#define def_gptff_outputs 4
#define def_gptff_key_size 5
#define def_gptff_units 6
//--- ?@545;5=85 3@0485=B0 =0 <0B@8F5 :>MDD8F85=B>2 7028A8<>AB8 GPT
#define def_gptscr_scores 0
#define def_gptscr_scores_grad 1
#define def_gptscr_values 2
#define def_gptscr_values_grad 3
#define def_gptscr_outputs_grad 4
#define def_gptscr_scores_temp 5
#define def_gptscr_window 6
#define def_gptscr_units 7
#define def_gptscr_current 8
//--- 0A?@545;5=85 3@0485=B0 G5@57 GPT
#define def_gpthgr_querys 0
#define def_gpthgr_querys_grad 1
#define def_gpthgr_keys 2
#define def_gpthgr_scores_grad 3
#define def_gpthgr_key_size 4
#define def_gpthgr_units 5
#define def_gpthgr_current 6
//--- @O<>9 ?@>E>4 ?0:5B=>9 =>@<0;8B70F88
#define def_bnff_inputs 0
#define def_bnff_options 1
#define def_bnff_weights 2
#define def_bnff_outputs 3
#define def_bnff_batch 4
#define def_bnff_total 5
//--- 0A?@545;5=85 3@0485=B0 G5@57 A;>9 ?0:5B=>9 =>@<0;870F88
#define def_bnhgr_options 0
#define def_bnhgr_gradient 1
#define def_bnhgr_inputs 2
#define def_bnhgr_gradient_inputs 3
#define def_bnhgr_weights 4
#define def_bnhgr_batch 5
#define def_bnhgr_total 6
//--- 0A?@545;5=85 3@0485=B0 4> >?B8<878@C5<KE ?0@0<5B@>2 ?0:5B=>9 =>@<0;870F88
#define def_bndelt_options 0
#define def_bndelt_delta_weights 1
#define def_bndelt_gradient 2
//--- 0A:8@>20=85 40==KE
#define def_mask_inputs 0
#define def_mask_mask 1
#define def_mask_outputs 2
#define def_mask_total 3
//+------------------------------------------------------------------+
//| 5@5G8A;5=8O |
//+------------------------------------------------------------------+
// $C=:F88 0:B820F88
enum ENUM_ACTIVATION
{
ACT_None = -1,
ACT_LINE,
ACT_SIGMOID,
ACT_TANH,
ACT_LReLU,
ACT_SOFTMAX,
ACT_SWISH,
ACT_AVERAGE_POOLING,
ACT_MAX_POOLING
};
//--- $C=:F88 ?>B5@L
enum ENUM_LOSS_FUNCTION
{
ENUM_LOSS_MAD,
ENUM_LOSS_MSE,
ENUM_LOSS_LogLoss
};
//--- 5B>4K >?B8<870F88
enum ENUM_OPTIMIZATION
{
None = -1,
SGD,
MOMENTUM,
AdaGrad,
RMSProp,
AdaDelta,
Adam
};
//+------------------------------------------------------------------+