DeepSharp.Pipelines.Indicators 0.2.0

<img src="https://raw.githubusercontent.com/xkqg/DeepSharp/main/assets/icon.png" width="96" align="right" alt="" />

DeepSharp — deep learning in C#

The best of both worlds: TensorFlow's way of describing a network, PyTorch's way of running it.

DeepSharp is the C# layer over the engines that already exist. You describe, train and use a network in C#, and the arithmetic runs on whichever engine suits the job — .NET's own vector maths out of the box, libtorch through TorchSharp when the work gets bigger. Swapping between them does not change a line of your model.

What DeepSharp adds is everything around the engine. Getting your data in, the layers, the training loop, the checkpoints, the metrics and the pictures. An engine gives you fast arithmetic; it does not give you a way to describe a network in C#, feed it real data, watch it learn and save the result.

using DeepSharp.Tensors;

var maths = new CpuBackend();

var a = Tensor.From(new Shape(2, 2), [1f, 2f, 3f, 4f]);
var b = Tensor.From(new Shape(2, 2), [10f, 20f, 30f, 40f]);

var sum = maths.Add(a, b);   // 11, 22, 33, 44

Pipeline-driven design

The course from raw data to a validated model is always the same — collect, add features, normalise, deal with the gaps, split into training, validation and test, build, and check against data it has never seen. DeepSharp asks you to declare that course in advance as one artefact rather than perform it, and then replays it. The rule that makes it worth doing: anything that learns from the data is fitted on the training split alone and replayed unchanged.

The wiki has both halves: PDD for the idea and the mistake it removes, Pipeline for the verbs themselves.

Version 0.2.0 — what is here today

The first release was the tensors. This one is the data half: everything a set of rows goes through before a model sees it, written down once as a file you can save, hand over and replay. What it contains works and is tested; everything above describes where it is going, and the changelog records what each release actually added.

using DeepSharp.Pipelines;

var declaration = Pdd.Create()
    .ReadCsv("btceur-1d.csv")                                   // declared, not opened
    .SplitByTime("timestamp", train: 0.70, validation: 0.15)      // test is the rest: 0.15
    .FillMissing("trades", With.Mean)                           // only offered after the split
    .Declaration;

File.WriteAllText("btceur.pdd.json", declaration.ToJson());

Next come the features, the normalisers and the report, then gradients, the layers, the optimizers and the training loop — see the roadmap.

Next to TorchSharp and TensorFlow.NET

Those are bindings: PyTorch's or TensorFlow's own interface written in C#, with the original engine underneath. They are excellent at being that, and DeepSharp is happy to use one. What they do not give you is a library that reads like C#, a way to pour your data in, a training loop you did not write yourself, or a picture of what happened — and because your model talks to a backend rather than to an engine, the choice of engine stays a choice. The wiki has the full comparison.

Getting started

git clone https://github.com/xkqg/DeepSharp.git
cd DeepSharp
dotnet build DeepSharp.slnx -c Release

Runs on .NET 10. The wiki has the walkthrough, what you can build with it, the design decisions and what is planned. CONTRIBUTING.md has the rules for changing anything here: a failing test first, no warnings, and a coverage check that fails rather than reports.

Licence

MIT. See LICENSE.