Datasets:
File size: 57,482 Bytes
02412f8 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 | """LLM-with-time-series reasoning methods (family ``llm_ts``).
Two concrete classes, all covering T1..T7 per the Method × Task matrix
in the unified-API plan §9:
- :class:`ChatTime` (``name="chattime"``) — AAAI 2025 Oral; official repo
``ForestsKing/ChatTime``.
- :class:`TimeMQA` (``name="time_mqa"``) — 2025 LoRA-fine-tuned LLMs on
200K time-series QA pairs;
``Time-MQA/Qwen-2.5-7B``.
Each class wraps the corresponding LLM-with-TS-reasoning architecture
from :mod:`baselines.llm_ts_reason`. They consume the same per-task
``X`` / ``y`` shapes the unified loader yields (matching :mod:`methods.llm`)
but invoke the architecture-specific time-series tokenizer / patcher /
adapter rather than plain text serialisation of the lookback.
The constructor takes a typed Pydantic config (``ChatTimeConfig``,
``TimeMQAConfig``) plus an injected ``engine``
exposing the OpenAI-compatible
``chat_complete(messages, max_tokens, temperature, top_p) -> str``
protocol (see :mod:`methods._openai_engine`). When ``engine=None`` the
class does NOT eagerly load any model — that is left to the runner who
hands the engine in via DI (consistent with :mod:`methods.llm`).
ChatTime additionally exposes a ``predict(history)`` numeric-forecast
hook that the runner-supplied engine MAY implement; if absent the T1
path falls back to the chat-template completion route.
A ``dry_run=True`` mode is provided for CPU smoke testing: every
inference call is short-circuited to a deterministic placeholder
response and predictions follow the canonical per-task shape so the
runner contract / shape assertions in :mod:`tests.test_method_contract`
can be verified without any GPU, weights, or vLLM engine.
Both classes implement the canonical :class:`methods.base.Method`
contract: ``fit`` (no-op for ZS), ``predict``, ``save`` / ``load`` via
:class:`_HFSaveMixin`, ``default_config``, ``hyperparams``,
``lib_versions``. They consume neither ``meta`` nor any IO; the
``MACROLENS_DETERMINISTIC`` env var seeds python / numpy / torch.
Per-task input / output shapes (mirrors :mod:`methods.llm`):
T1 : X = (N, lookback, F) np.ndarray → y_pred (N, horizon) float32.
T2 : X = pd.DataFrame → y_pred (N,) float32.
T3 : X = pd.DataFrame → y_pred long-form
[ticker, fiscal_year, field, value].
T4 : X = pd.DataFrame with `lookback`/ `event_type` / `event_description`
columns → y_pred (N,) float32.
T5 : X = pd.DataFrame → y_pred (N,) float32.
T6 : X = pd.DataFrame → y_pred long-form.
T7 : X = pd.DataFrame → y_pred [address, rent, price].
"""
from __future__ import annotations
import json
import logging
import os
import pathlib
import re
from typing import Any
import numpy as np
import pandas as pd
from ._config import (
ChatTimeConfig,
LLMTSConfig,
TimeMQAConfig,
)
from ._openai_engine import DryRunEngine
from ._registry import register
from .base import Method, _HFSaveMixin
logger = logging.getLogger(__name__)
# ── Shared parsing helpers (lifted from baselines.llm_ts_reason) ──────────
_NUM_RE = re.compile(r"[-+]?\d*\.?\d+(?:[eE][-+]?\d+)?")
def _parse_first_number(text: str) -> float | None:
"""Return the first plausible signed/decimal number from ``text``."""
if not text:
return None
cleaned = text.replace(",", "")
m = _NUM_RE.search(cleaned)
if not m:
return None
try:
return float(m.group(0))
except (TypeError, ValueError):
return None
def _parse_horizon_list(response: str, horizon: int) -> np.ndarray | None:
"""Extract a JSON list of floats representing a forecast trajectory.
Looks for the first ``[...]`` substring in ``response`` and parses it
as JSON. Returns a ``(horizon,)`` float32 ndarray, padding with the
last value when shorter and truncating when longer. Falls back to
extracting all numeric tokens from the bracketed slice when JSON
parsing fails. Returns ``None`` on total parse failure.
"""
if not response:
return None
start = response.find("[")
end = response.rfind("]")
if start < 0 or end <= start:
return None
candidate = response[start : end + 1]
parsed: list[Any] | None = None
try:
loaded = json.loads(candidate)
if isinstance(loaded, list):
parsed = loaded
except json.JSONDecodeError:
parsed = None
if parsed is None:
tokens = _NUM_RE.findall(candidate)
if not tokens:
return None
try:
parsed = [float(t) for t in tokens]
except ValueError:
return None
vals: list[float] = []
for v in parsed:
try:
vals.append(float(v))
except (TypeError, ValueError):
continue
if not vals:
return None
if len(vals) >= horizon:
out = np.asarray(vals[:horizon], dtype=np.float32)
else:
pad = [vals[-1]] * (horizon - len(vals))
out = np.asarray(vals + pad, dtype=np.float32)
return out
def _extract_json_object(response: str) -> dict | None:
"""Extract a structured ``{field: value}`` map from an LLM response.
Two paths:
1. **JSON object**: legacy support for replies like
``{"Revenues": 1000000, "Assets": 5000000}``. Slices from the first
``{`` to the last ``}`` and tries ``json.loads``.
2. **Plain-text key/value**: line-oriented format ``<Field>: <number>``
which is what current prompts request. Each line is matched by
regex; numbers may use ``$``, commas, scientific notation. This is
the natural LLM output mode and avoids JSON parse failures.
Returns ``None`` if neither path yields any field/value pair.
"""
if not response:
return None
# Path 1: legacy JSON object.
start = response.find("{")
end = response.rfind("}")
if start >= 0 and end > start:
try:
j = json.loads(response[start:end + 1])
if isinstance(j, dict):
return j
except json.JSONDecodeError:
pass
depth = 0
for i in range(start, len(response)):
ch = response[i]
if ch == "{":
depth += 1
elif ch == "}":
depth -= 1
if depth == 0:
try:
j = json.loads(response[start:i + 1])
if isinstance(j, dict):
return j
except json.JSONDecodeError:
break
# Path 2: plain-text "<Field>: <number>" lines (one or many).
out: dict[str, float] = {}
line_re = re.compile(
r"\*?\*?\s*([A-Za-z][A-Za-z0-9_]*)\s*:\s*\$?\s*"
r"(-?\d[\d,]*(?:\.\d+)?(?:[eE][-+]?\d+)?)"
)
for m in line_re.finditer(response):
field = m.group(1)
num_str = m.group(2).replace(",", "")
try:
out[field] = float(num_str)
except ValueError:
continue
return out or None
def _safe_float(v: Any, default: float = 0.0) -> float:
"""Coerce ``v`` to float, returning ``default`` on missing / non-numeric."""
if v is None:
return default
if isinstance(v, (int, float)) and not (
isinstance(v, float) and np.isnan(v)
):
return float(v)
try:
if pd.isna(v): # type: ignore[arg-type]
return default
except (TypeError, ValueError):
pass
try:
return float(v)
except (TypeError, ValueError):
return default
def _seed_from_env(seed: int) -> None:
"""Honor MACROLENS_DETERMINISTIC: seed python/numpy/torch when set."""
import random
random.seed(seed)
np.random.seed(seed)
os.environ.setdefault("PYTHONHASHSEED", str(seed))
try:
import torch
torch.manual_seed(seed)
if os.environ.get("MACROLENS_DETERMINISTIC") == "1":
try:
torch.use_deterministic_algorithms(True)
except Exception:
pass
try:
torch.backends.cudnn.deterministic = True # type: ignore[attr-defined]
except Exception:
pass
except Exception:
pass
def _find_close_idx_from_array(X: np.ndarray) -> int:
"""Heuristic close-column finder for a (N, L, F) tensor."""
if X.ndim != 3 or X.shape[2] == 0:
return 0
samples = X.reshape(-1, X.shape[2])
pos_mask = (samples >= 0).all(axis=0)
if not pos_mask.any():
return 0
medians = np.median(np.abs(samples), axis=0)
candidates = np.where(
pos_mask & (medians >= 1.0) & (medians <= 5000.0)
)[0]
if len(candidates) == 0:
return 0
cand_meds = medians[candidates]
log_cand = np.log10(cand_meds + 1e-9)
target = np.median(log_cand)
return int(candidates[np.argmin(np.abs(log_cand - target))])
# ── Task-conditional prompt builders ──────────────────────────────────────
def _t1_prompt(history: np.ndarray, horizon: int, ticker: str = "the stock") -> str:
"""Forecast prompt for T1: emit a horizon-length JSON list of floats."""
last = float(history[-1]) if len(history) else 0.0
mean = float(np.mean(history)) if len(history) else 0.0
std = float(np.std(history)) if len(history) else 0.0
denom = max(float(history[0]) if len(history) else 1e-2, 1e-2)
trend = float((history[-1] - history[0]) / denom * 100) if len(history) else 0.0
last20 = ", ".join(f"{v:.4f}" for v in history[-20:])
return (
f"You are a quantitative analyst. Predict the daily closing prices "
f"of {ticker} for each of the next {horizon} trading days, given:\n"
f"- Current close: ${last:.2f}\n"
f"- Past {len(history)} closes: mean=${mean:.2f}, std=${std:.2f}, "
f"trend={trend:+.1f}%\n"
f"- Recent close series (last 20 of {len(history)}): [{last20}]\n\n"
f"Reply with ONLY a JSON array of {horizon} floats, one per future "
f"trading day, in chronological order:\n"
f"[float, float, ..., float]"
)
def _format_macro_snapshot(row: pd.Series) -> str:
"""Render the at-anchor macro snapshot for T2/T5 prompts.
Mirrors :func:`methods.llm._format_macro_snapshot` so the LLM and
LLM-TS families show the same four series to the model.
"""
items: list[str] = []
series = {
"10-Year Treasury Yield (DGS10, %)": row.get("fred_DGS10"),
"Fed Funds Rate (FEDFUNDS, %)": row.get("fred_FEDFUNDS"),
"VIX (VIXCLS, equity vol)": row.get("fred_VIXCLS"),
"CPI Headline Level (CPIAUCSL)": row.get("fred_CPIAUCSL"),
}
for label, val in series.items():
if val is None:
continue
try:
if pd.isna(val):
continue
items.append(f"{label}: {float(val):,.2f}")
except (TypeError, ValueError):
continue
if not items:
return "Macro snapshot: not available."
return "Macro snapshot at anchor date:\n" + "\n".join(items)
def _t2_prompt(row: pd.Series) -> str:
sector = row.get("sector", "Unknown")
revenue = _safe_float(row.get("stmt_revenue", 0))
net_income = _safe_float(row.get("stmt_net_income", 0))
total_assets = _safe_float(row.get("stmt_total_assets", 0))
employees = row.get("fullTimeEmployees", "N/A")
macro = _format_macro_snapshot(row)
return (
f"You are a financial analyst. Estimate the total equity market "
f"capitalization of this company.\n\n"
f"Sector: {sector}\n"
f"Revenue: ${revenue:,.0f}\n"
f"Net Income: ${net_income:,.0f}\n"
f"Total Assets: ${total_assets:,.0f}\n"
f"Employees: {employees}\n"
f"{macro}\n\n"
f"Reply with ONLY a single number: the estimated market cap in dollars."
)
def _t5_prompt(row: pd.Series, stmt_cols: list[str]) -> str:
sector = row.get("sector", "Unknown")
industry = row.get("industry", "Unknown")
items = []
for c in stmt_cols:
val = row.get(c)
if pd.notna(val):
try:
items.append(f"{c}: ${float(val):,.0f}")
except (TypeError, ValueError):
continue
block = "\n".join(items) if items else "No financial statement data available"
macro = _format_macro_snapshot(row)
return (
f"You are a private equity analyst. Given ONLY financial statement "
f"data (no market price), estimate the market capitalization of "
f"this company.\n\n"
f"Sector: {sector}\n"
f"Industry: {industry}\n"
f"{block}\n"
f"{macro}\n\n"
f"Reply with ONLY a single number: the estimated market cap in dollars."
)
_DEFAULT_T3_T6_FIELDS = (
# MUST match dataloader.load._T3_DENSE_FIELDS exactly (the eval-side
# canonical field set). Field-name drift between predict-side prompts
# and eval-side joins produces silent 0% match rates.
"Revenues, NetIncomeLoss, Assets, Liabilities, StockholdersEquity, "
"OperatingIncomeLoss, CashAndCashEquivalentsAtCarryingValue, "
"PropertyPlantAndEquipmentNet, LongTermDebt, "
"ResearchAndDevelopmentExpense, "
"NetCashProvidedByUsedInOperatingActivities"
)
# LLMs frequently emit common-English variants of XBRL canonical names
# (Revenue/Revenues, NetIncome/NetIncomeLoss, TotalAssets/Assets, etc.).
# To recover usable predictions instead of forcing predict_failed when
# the canonical name does not appear verbatim, accept these aliases at
# parse time. Lookup is case-insensitive; lowercased keys.
_T3_T6_FIELD_ALIASES: dict[str, list[str]] = {
"Revenues": [
"revenues", "revenue", "totalrevenue", "totalrevenues", "sales",
"totalsales", "stmt_revenue", "netrevenue", "netrevenues",
],
"NetIncomeLoss": [
"netincomeloss", "netincome", "netearnings", "netprofit",
"stmt_net_income", "income", "earnings",
],
"Assets": [
"assets", "totalassets", "stmt_total_assets",
],
"Liabilities": [
"liabilities", "totalliabilities", "stmt_total_liabilities",
],
"StockholdersEquity": [
"stockholdersequity", "totalstockholdersequity", "shareholdersequity",
"totalshareholdersequity", "totalequity", "equity",
"stmt_total_equity", "bookvalue",
],
"OperatingIncomeLoss": [
"operatingincomeloss", "operatingincome", "operatingprofit",
"operatingearnings", "ebit", "stmt_operating_income",
],
"CashAndCashEquivalentsAtCarryingValue": [
"cashandcashequivalentsatcarryingvalue", "cashandcashequivalents",
"cashequivalents", "cash", "stmt_cash", "cashandshortterminvestments",
],
"PropertyPlantAndEquipmentNet": [
"propertyplantandequipmentnet", "propertyplantandequipment",
"ppe", "netppe", "ppenet", "fixedassets", "stmt_ppe_net",
],
"LongTermDebt": [
"longtermdebt", "longtermborrowings", "noncurrentdebt",
"longtermliabilities", "stmt_lt_debt",
],
"ResearchAndDevelopmentExpense": [
"researchanddevelopmentexpense", "researchanddevelopment", "rd",
"rnd", "rdexpense", "rndexpense",
],
"NetCashProvidedByUsedInOperatingActivities": [
"netcashprovidedbyusedinoperatingactivities",
"operatingcashflow", "cashfromoperations", "operatingcash",
"netcashoperating", "stmt_operating_cashflow",
],
}
def _resolve_canonical_field(parsed: dict, canon_field: str) -> Any:
"""Look up ``canon_field`` in a parsed LLM response dict, accepting
common-English aliases (case- and underscore-insensitive). Returns
``None`` when ``parsed`` is None or no alias matches.
"""
if parsed is None:
return None
aliases = _T3_T6_FIELD_ALIASES.get(canon_field, [canon_field.lower()])
norm = {
str(k).lower().replace(" ", "").replace("_", ""): v
for k, v in parsed.items()
}
for alias in [canon_field.lower(), *aliases]:
key = alias.replace(" ", "").replace("_", "")
if key in norm:
return norm[key]
return None
def _t3_prompt(row: pd.Series, fields_str: str) -> str:
ticker = str(row.get("ticker", "?"))
sector = row.get("sector", "Unknown")
revenue = _safe_float(row.get("stmt_revenue", 0))
net_income = _safe_float(row.get("stmt_net_income", 0))
total_assets = _safe_float(row.get("stmt_total_assets", 0))
total_equity = _safe_float(row.get("stmt_total_equity", 0))
example_key = fields_str.split(",")[0].strip() or "Revenues"
return (
f"You are a financial analyst. Given company fundamentals, predict "
f"each of the following financial statement fields.\n\n"
f"Company: {ticker} ({sector})\n"
f"Revenue: ${revenue:,.0f}\n"
f"Net Income: ${net_income:,.0f}\n"
f"Total Assets: ${total_assets:,.0f}\n"
f"Total Equity: ${total_equity:,.0f}\n\n"
f"Reply with one line per field, format `<FieldName>: <number>`. "
f"Use the EXACT field names below (case and spelling must "
f"match):\n{fields_str}\n\n"
f"Example:\n"
f"{example_key}: 1000000\n..."
)
def _t6_prompt(row: pd.Series, fields_str: str) -> str:
ticker = str(row.get("ticker", "?"))
description = row.get(
"company_description", f"A company with ticker {ticker}"
)
sector = row.get("sector", "Unknown")
industry = row.get("industry", "Unknown")
example_key = fields_str.split(",")[0].strip() or "Revenues"
return (
f"You are a financial analyst. Given this company description: "
f"'{description}', sector: '{sector}', industry: '{industry}', "
f"generate plausible values for the following financial fields. "
f"Use the EXACT field names below (case and spelling must match): "
f"{fields_str}.\n\n"
f"Reply with one line per field, format `<FieldName>: <number>`. "
f"Example:\n"
f"{example_key}: 1000000\n..."
)
def _t4_prompt(event_type: str, event_description: str) -> str:
et_s = str(event_type) if event_type is not None else "unknown"
ed_s = str(event_description)[:200] if event_description is not None else ""
return (
f"You are a quantitative analyst. Predict the percentage return for "
f"the stock over the next 21 trading days following this "
f"macroeconomic event.\n\n"
f"Event type: {et_s}\n"
f"Description: {ed_s}\n\n"
f"Reply with ONLY a single number: the predicted return as a "
f"percentage (e.g., 2.5 for +2.5% or -1.3 for -1.3%)."
)
def _t7_prompt(row: pd.Series) -> str:
city = row.get("city", "Unknown")
state = row.get("state", "Unknown")
property_type = row.get("property_type", "Unknown")
sqft = row.get("sqft", "N/A")
beds = row.get("bedrooms", row.get("beds", "N/A"))
baths = row.get("bathrooms", row.get("baths", "N/A"))
year_built = row.get("year_built", "N/A")
last_sale_date = row.get("last_sale_date", None)
years_since_last_sale = row.get("years_since_last_sale", None)
sale_block = ""
if pd.notna(last_sale_date) and pd.notna(years_since_last_sale):
try:
lsd = pd.to_datetime(last_sale_date).strftime("%Y-%m-%d")
sale_block = (
f"Last sale: {lsd} "
f"({float(years_since_last_sale):.1f} years before today). "
)
except Exception:
sale_block = ""
return (
f"You are a real estate appraiser estimating value AS OF "
f"2026-04-11. Given this property: location={city}, {state}, "
f"type={property_type}, sqft={sqft}, beds={beds}, baths={baths}, "
f"year_built={year_built}. {sale_block}"
f"Estimate the monthly rent and sale price.\n\n"
f"Reply on two lines, dollars only (no $ sign, no commentary):\n"
f"Rent: <monthly_rent_dollars>\n"
f"Price: <sale_price_dollars>"
)
# ── Engine protocol ───────────────────────────────────────────────────────
#
# The shared ``DryRunEngine`` from :mod:`methods._openai_engine` already
# satisfies the chat-complete contract for shape-only smoke tests; we
# re-export it under ``_DryRunEngine`` for backwards-compatibility with
# any local references that still use the legacy name.
_DryRunEngine = DryRunEngine
# ── Base class for all three llm_ts methods ───────────────────────────────
class _LLMTSBase(_HFSaveMixin, Method):
"""Shared scaffolding for ChatTime / Time-MQA.
Subclasses set ``name`` / ``family`` / ``tasks`` via ``@register`` and
override ``_default_engine_loader`` if they want eager-load semantics
when ``engine`` is supplied as ``None`` and ``dry_run`` is ``False``.
"""
_ALL_TASKS = frozenset({"T1", "T2", "T3", "T4", "T5", "T6", "T7"})
def __init__(
self,
*,
task: str,
config: LLMTSConfig | None = None,
engine: Any = None,
dry_run: bool = False,
**kwargs: Any,
) -> None:
if task not in self.tasks:
raise ValueError(
f"{type(self).__name__}: task={task!r} not in supported "
f"set {sorted(self.tasks)}"
)
self.task = task
cfg_cls = self._config_class # set by @register
if config is None:
config = cfg_cls(**kwargs) if kwargs else cfg_cls()
elif kwargs:
# Re-validate by merging when both are supplied (rare).
merged = {**config.model_dump(), **kwargs}
config = cfg_cls(**merged)
self.config = config
# Honor either an explicit ``dry_run`` ctor kwarg OR ``config.dry_run``
# (the smoke-test path sets the latter via ``cfg.model_copy(...)``).
self.dry_run = bool(dry_run) or bool(getattr(config, "dry_run", False))
self._engine = engine if engine is not None else (
DryRunEngine() if self.dry_run else None
)
# Populated post-predict for parse-error tracking.
self.last_predict_meta: dict[str, Any] = {}
# Per-task hints settable by the runner (close index, horizon,
# field-list override). Mirrors :mod:`methods.llm`.
self._t1_close_idx: int | None = None
self._t1_horizon: int = 21
self._t3_t6_fields_str: str = _DEFAULT_T3_T6_FIELDS
# ── Method contract ──
@classmethod
def default_config(cls) -> LLMTSConfig:
"""Return a default-constructed config of the registered class."""
return cls._config_class()
def fit(self, X: Any, y: Any, *, seed: int = 42) -> "Method":
"""No-op for zero-shot llm_ts methods (consistent with :mod:`methods.llm`).
For T1 we still capture ``y.shape[1]`` as the prediction horizon so
downstream ``predict`` emits matching trajectory lengths (the
default ``_t1_horizon = 21`` is wrong for the canonical T1 task,
whose horizon is 252 trading days).
"""
_seed_from_env(seed)
if self.task == "T1" and isinstance(y, np.ndarray) and y.ndim == 2:
self._t1_horizon = int(y.shape[1])
return self
def predict(self, X: Any) -> np.ndarray | pd.DataFrame:
"""Dispatch to the per-task predictor for ``self.task``."""
if self._engine is None and not self.dry_run:
raise RuntimeError(
f"{type(self).__name__}.predict called with no engine and "
"dry_run=False; either inject an engine or set dry_run=True."
)
if self.task == "T1":
return self._predict_t1(X)
if self.task == "T2":
return self._predict_t2_t5(X, task="T2")
if self.task == "T3":
return self._predict_t3_t6(X, task="T3")
if self.task == "T4":
return self._predict_t4(X)
if self.task == "T5":
return self._predict_t2_t5(X, task="T5")
if self.task == "T6":
return self._predict_t3_t6(X, task="T6")
if self.task == "T7":
return self._predict_t7(X)
raise ValueError(f"Unknown task: {self.task!r}")
# ── HF-save hooks (ZS — manifest-only) ──
def _hf_save(self, path: pathlib.Path) -> None:
# Zero-shot llm_ts methods carry no fit-time state aside from the
# config + engine reference. The Pydantic config is already
# serialised via ``manifest.json["hyperparams"]`` by the mixin's
# save() above, so there's nothing extra to write for ZS.
# Subclasses that hold non-config state may override.
return None
def _hf_load(self, path: pathlib.Path) -> None:
# Symmetric: no extra artifacts to read for ZS.
return None
# ── Engine call ──
def _call(self, prompt: str, *, max_tokens: int = 256) -> str:
"""Single-prompt inference via the injected engine.
Subclasses MAY override to use ``engine.predict(numeric_history, ...)``
for T1 (ChatTime) instead of the natural-language chat-complete
path. Default contract:
``self._engine.chat_complete(messages, max_tokens, ...) -> str``.
"""
engine = self._engine
if engine is None:
raise RuntimeError(
f"{type(self).__name__}: engine is None and dry_run is False"
)
messages = [{"role": "user", "content": prompt}]
if hasattr(engine, "chat_complete"):
return str(engine.chat_complete(messages, max_tokens=max_tokens))
# Backwards-compat hooks for legacy in-process engines.
if hasattr(engine, "answer"):
return str(engine.answer(prompt))
if callable(engine):
return str(engine(prompt))
raise RuntimeError(
f"{type(self).__name__}: injected engine has no .chat_complete() "
"and is not callable"
)
def _call_batch(
self, prompts: list[str], *, max_tokens: int = 256,
) -> list[str]:
"""Batched inference. Default: one HTTP fan-out via the engine's
``chat_complete_batch`` (ThreadPoolExecutor inside
:class:`OpenAIChatEngine`). Falls back to a per-prompt loop when
the injected engine lacks the batch API. Order is preserved.
TimeMQA overrides this to wrap each prompt in the authors'
``<QUE> ... <ANS>`` template before dispatch and strip ``</END>``
from each response.
"""
if not prompts:
return []
engine = self._engine
if engine is None:
raise RuntimeError(
f"{type(self).__name__}: engine is None and dry_run is False"
)
if hasattr(engine, "chat_complete_batch"):
batched = [[{"role": "user", "content": p}] for p in prompts]
return [
str(r)
for r in engine.chat_complete_batch(
batched, max_tokens=max_tokens,
)
]
# Fallback to serial single-call loop for legacy engines.
return [self._call(p, max_tokens=max_tokens) for p in prompts]
def _call_t1_batch(
self,
*,
prompts: list[str],
histories: list[np.ndarray],
horizon: int,
max_tokens: int = 256,
) -> list[str]:
"""Batched T1 inference. Default delegates to :meth:`_call_batch`.
ChatTime overrides to use ``engine.predict(history)`` (numeric TS
API) per-row when available, falling back to chat-complete for
the rows where the numeric path raises. TimeMQA overrides to
rebuild prompts from ``histories`` using the authors'
forecasting-question shape (Appendix A.1, Kong et al. 2025).
"""
del histories, horizon
return self._call_batch(prompts, max_tokens=max_tokens)
# ── Per-task predictors ──
def _predict_t1(self, X: np.ndarray) -> np.ndarray:
if not isinstance(X, np.ndarray) or X.ndim != 3:
raise ValueError(
f"T1 X must be (N, lookback, F) np.ndarray, got "
f"shape={getattr(X, 'shape', None)} type={type(X).__name__}"
)
n, lookback, _n_feats = X.shape
horizon = int(self._t1_horizon)
if n == 0:
self.last_predict_meta = {"task": "T1", "n_attempted": 0,
"n_parse_errors": 0}
return np.zeros((0, horizon), dtype=np.float32)
close_idx = (
self._t1_close_idx
if self._t1_close_idx is not None
else _find_close_idx_from_array(X)
)
preds = np.full((n, horizon), np.nan, dtype=np.float32)
# Trajectory output requires more tokens than a single scalar:
# budget ~12 tokens per horizon step plus brackets/separators.
max_tokens = max(64, 12 * horizon + 16)
# Build per-row prompts + histories, then dispatch a single
# batched HTTP fan-out (the engine's ThreadPoolExecutor handles
# n_workers concurrency).
histories: list[np.ndarray] = []
prompts: list[str] = []
for i in range(n):
h = X[i, :, close_idx]
histories.append(h)
prompts.append(_t1_prompt(h, horizon))
responses = self._call_t1_batch(
prompts=prompts,
histories=histories,
horizon=horizon,
max_tokens=max_tokens,
)
unparsed_idx: list[int] = []
for i, response in enumerate(responses):
traj = _parse_horizon_list(response, horizon)
if traj is None:
unparsed_idx.append(i)
continue
preds[i, :] = traj
if unparsed_idx:
retry_prompts = [
prompts[i]
+ f"\n\nIMPORTANT: Reply with EXACTLY {horizon} numbers "
"separated by commas, no other text."
for i in unparsed_idx
]
retry_hists = [histories[i] for i in unparsed_idx]
retries = self._call_t1_batch(
prompts=retry_prompts,
histories=retry_hists,
horizon=horizon,
max_tokens=max_tokens,
)
still: list[int] = []
for k, i in enumerate(unparsed_idx):
traj = _parse_horizon_list(retries[k], horizon)
if traj is None:
still.append(i)
else:
preds[i, :] = traj
unparsed_idx = still
if unparsed_idx:
logger.warning(
"%s predict: %d/%d rows unparseable after retry; "
"emitting NaN — eval-side fillna will substitute 0.",
type(self).__name__, len(unparsed_idx), n,
)
self.last_predict_meta = {
"task": "T1", "n_attempted": int(n),
"n_parse_errors_after_retry": 0,
"horizon_in_prompt": horizon, "close_idx": int(close_idx),
"lookback": int(lookback),
}
return preds
def _call_t1(
self,
prompt: str,
*,
history: np.ndarray,
horizon: int,
max_tokens: int = 256,
) -> str:
"""T1 inference hook — subclasses may use a numeric TS API.
Default falls back to the natural-language ``_call``. The
``max_tokens`` budget is sized for a horizon-length JSON array.
"""
return self._call(prompt, max_tokens=max_tokens)
def _predict_t2_t5(self, X: pd.DataFrame, *, task: str) -> np.ndarray:
if not isinstance(X, pd.DataFrame):
raise ValueError(
f"{task} X must be a DataFrame, got type={type(X).__name__}"
)
n = len(X)
if n == 0:
self.last_predict_meta = {"task": task, "n_attempted": 0,
"n_parse_errors": 0}
return np.zeros(0, dtype=np.float32)
if task == "T2":
prompts = [_t2_prompt(row) for _, row in X.iterrows()]
else:
stmt_cols = [c for c in X.columns if c.startswith("stmt_")]
prompts = [_t5_prompt(row, stmt_cols) for _, row in X.iterrows()]
responses = self._call_batch(prompts, max_tokens=64)
preds = np.full(n, np.nan, dtype=np.float64)
unparsed_idx: list[int] = []
for i, response in enumerate(responses):
v = _parse_first_number(response)
if v is None or v <= 0:
unparsed_idx.append(i)
continue
preds[i] = float(v)
if unparsed_idx:
retry_prompts = [
prompts[i] + "\n\nIMPORTANT: Reply with ONLY a single positive "
"number (no units, no commas, no currency symbol, no other text)."
for i in unparsed_idx
]
retries = self._call_batch(retry_prompts, max_tokens=64)
still: list[int] = []
for k, i in enumerate(unparsed_idx):
v = _parse_first_number(retries[k])
if v is None or v <= 0:
still.append(i)
else:
preds[i] = float(v)
unparsed_idx = still
if unparsed_idx:
logger.warning(
"%s predict: %d/%d rows unparseable after retry; "
"emitting NaN — eval-side fillna will substitute 0.",
type(self).__name__, len(unparsed_idx), n,
)
self.last_predict_meta = {
"task": task, "n_attempted": int(n),
"n_parse_errors_after_retry": 0,
}
return preds
def _predict_t3_t6(
self, X: pd.DataFrame, *, task: str,
) -> pd.DataFrame:
if not isinstance(X, pd.DataFrame):
raise ValueError(
f"{task} X must be a DataFrame, got type={type(X).__name__}"
)
n = len(X)
if n == 0:
self.last_predict_meta = {"task": task, "n_attempted": 0,
"n_parse_errors": 0}
return pd.DataFrame(
columns=["ticker", "fiscal_year", "field", "pred"]
)
fields_str = self._t3_t6_fields_str
fields_for_row = [
f.strip() for f in fields_str.split(",") if f.strip()
]
prompts: list[str] = []
tickers: list[str] = []
fys: list[Any] = []
for _, row in X.iterrows():
tickers.append(str(row.get("ticker", "?")))
fys.append(row.get("fiscal_year", None))
prompts.append(
_t3_prompt(row, fields_str)
if task == "T3"
else _t6_prompt(row, fields_str)
)
responses = self._call_batch(prompts, max_tokens=1024)
parsed_per_row = [_extract_json_object(r) for r in responses]
unparsed_idx = [i for i, p in enumerate(parsed_per_row) if p is None]
if unparsed_idx:
retry_prompts = [
prompts[i]
+ "\n\nIMPORTANT: Reply with EXACTLY one line per field, "
"format `<FieldName>: <number>`. No extra commentary."
for i in unparsed_idx
]
retries = self._call_batch(retry_prompts, max_tokens=1024)
still: list[int] = []
for k, i in enumerate(unparsed_idx):
p = _extract_json_object(retries[k])
if p is None:
still.append(i)
else:
parsed_per_row[i] = p
unparsed_idx = still
if unparsed_idx:
logger.warning(
"%s predict: %d/%d rows unparseable after retry; "
"emitting NaN — eval-side fillna will substitute 0.",
type(self).__name__, len(unparsed_idx), n,
)
# Canonical fields the eval-side join expects. Only matches against
# this set count as "valid"; arbitrary keys the LLM invented (e.g.
# ``Revenue`` for canonical ``Revenues``, ``NetIncome`` for
# ``NetIncomeLoss``) are filtered out so the predict-side
# n_valid==0 gate triggers when the LLM cannot produce canonical
# field names.
canonical_fields = {f.strip() for f in fields_for_row if f.strip()}
canonical_lc = {f.lower(): f for f in canonical_fields}
rows: list[dict[str, Any]] = []
n_valid = 0
for i, parsed in enumerate(parsed_per_row):
ticker = tickers[i]
fy = fys[i]
for canon_field in canonical_fields:
v = _resolve_canonical_field(parsed, canon_field)
try:
pred_val = float(v) if v is not None else np.nan
except (TypeError, ValueError):
pred_val = np.nan
if not np.isnan(pred_val):
n_valid += 1
rows.append({
"ticker": ticker, "fiscal_year": fy,
"field": canon_field, "pred": pred_val,
})
if n_valid == 0:
# 0/N valid is a legitimate benchmark measurement for methods that
# cannot produce the canonical XBRL field schema (ChatTime's
# 10K-bin numeric tokenizer cannot emit structured text; the
# chat-fallback path returns ""). Emit the all-NaN frame and let
# the eval-side fillna(0) -> APE 100% rule score it honestly,
# rather than converting a real failure into a hard error.
logger.warning(
"%s %s predict: 0/%d rows yielded any canonical "
"(field, value) pair — emitting all-NaN frame; eval will "
"score as 100%% MAPE.",
type(self).__name__, task, n,
)
# 100% NaN frame — log and pass through; eval-side fillna(0)
# substitutes 0 per missed field, contributing APE=100% (clipped).
if not any(
(r["pred"] is not None) and not (
isinstance(r["pred"], float) and np.isnan(r["pred"])
)
for r in rows
):
logger.warning(
"%s %s predict: every row NaN; emitting NaN frame — "
"eval will substitute 0.",
type(self).__name__, task,
)
self.last_predict_meta = {
"task": task, "n_attempted": int(n),
"n_parse_errors_after_retry": 0,
"n_valid_field_cells": int(n_valid),
}
return pd.DataFrame(
rows, columns=["ticker", "fiscal_year", "field", "pred"]
)
def _predict_t4(self, X: Any) -> np.ndarray:
# Unified loader yields a DataFrame with `lookback` (object cells),
# `event_type`, `event_description`. Accept the legacy dict form
# too for backwards compat with :mod:`methods.llm` callers.
if isinstance(X, dict):
event_type = np.asarray(X.get("event_type", []))
event_desc = np.asarray(X.get("event_description", []))
elif isinstance(X, pd.DataFrame):
event_type = (
X["event_type"].to_numpy()
if "event_type" in X.columns
else np.array([])
)
event_desc = (
X["event_description"].to_numpy()
if "event_description" in X.columns
else np.array([""] * len(event_type))
)
else:
raise ValueError(
f"T4 X must be DataFrame or dict, got type={type(X).__name__}"
)
n = int(len(event_type))
if n == 0:
self.last_predict_meta = {"task": "T4", "n_attempted": 0,
"n_parse_errors": 0}
return np.zeros(0, dtype=np.float32)
if len(event_desc) != n:
raise ValueError(
f"T4 X: event_type ({len(event_type)}) and "
f"event_description ({len(event_desc)}) length mismatch."
)
prompts = [
_t4_prompt(event_type[i], event_desc[i]) for i in range(n)
]
responses = self._call_batch(prompts, max_tokens=64)
preds = np.full(n, np.nan, dtype=np.float32)
unparsed_idx: list[int] = []
for i, response in enumerate(responses):
v = _parse_first_number(response)
if v is None:
unparsed_idx.append(i)
continue
preds[i] = float(v)
if unparsed_idx:
retry_prompts = [
prompts[i] + "\n\nIMPORTANT: Reply with ONLY a single signed "
"number (e.g. 2.5 or -1.3). No units, no percent sign, no text."
for i in unparsed_idx
]
retries = self._call_batch(retry_prompts, max_tokens=64)
still: list[int] = []
for k, i in enumerate(unparsed_idx):
v = _parse_first_number(retries[k])
if v is None:
still.append(i)
else:
preds[i] = float(v)
unparsed_idx = still
if unparsed_idx:
logger.warning(
"%s predict: %d/%d rows unparseable after retry; "
"emitting NaN — eval-side fillna will substitute 0.",
type(self).__name__, len(unparsed_idx), n,
)
self.last_predict_meta = {
"task": "T4", "n_attempted": int(n),
"n_parse_errors_after_retry": 0,
}
return preds
def _predict_t7(self, X: pd.DataFrame) -> pd.DataFrame:
if not isinstance(X, pd.DataFrame):
raise ValueError(
f"T7 X must be a DataFrame, got type={type(X).__name__}"
)
n = len(X)
if n == 0:
self.last_predict_meta = {"task": "T7", "n_attempted": 0,
"n_parse_errors": 0}
return pd.DataFrame(
columns=["address", "pred_rent", "pred_price"]
)
addrs: list[Any] = []
prompts: list[str] = []
for _, row in X.iterrows():
addrs.append(row.get("address", None))
prompts.append(_t7_prompt(row))
responses = self._call_batch(prompts, max_tokens=128)
parsed_per_row = [_extract_json_object(r) for r in responses]
unparsed_idx = [i for i, p in enumerate(parsed_per_row) if p is None]
if unparsed_idx:
retry_prompts = [
prompts[i] + "\n\nIMPORTANT: Reply on EXACTLY two lines, "
"no units / no $ / no commentary:\nRent: <number>\n"
"Price: <number>"
for i in unparsed_idx
]
retries = self._call_batch(retry_prompts, max_tokens=128)
still: list[int] = []
for k, i in enumerate(unparsed_idx):
p = _extract_json_object(retries[k])
if p is None:
still.append(i)
else:
parsed_per_row[i] = p
unparsed_idx = still
if unparsed_idx:
logger.warning(
"%s predict: %d/%d rows unparseable after retry; "
"emitting NaN — eval-side fillna will substitute 0.",
type(self).__name__, len(unparsed_idx), n,
)
rows: list[dict[str, Any]] = []
n_valid_rent = 0
n_valid_price = 0
for i, parsed in enumerate(parsed_per_row):
addr = addrs[i]
if parsed is None:
rows.append({"address": addr, "pred_rent": np.nan,
"pred_price": np.nan})
continue
ci = {str(k).lower(): v for k, v in parsed.items()}
try:
rent_val = float(ci.get("rent", 0) or 0)
except (TypeError, ValueError):
rent_val = np.nan
try:
price_val = float(ci.get("price", 0) or 0)
except (TypeError, ValueError):
price_val = np.nan
if not np.isnan(rent_val) and rent_val != 0:
n_valid_rent += 1
if not np.isnan(price_val) and price_val != 0:
n_valid_price += 1
rows.append({"address": addr, "pred_rent": rent_val,
"pred_price": price_val})
if n_valid_rent == 0 and n_valid_price == 0:
logger.warning(
"%s T7 predict: 0/%d rows yielded rent or price — "
"emitting NaN frame; eval will substitute 0.",
type(self).__name__, n,
)
self.last_predict_meta = {
"task": "T7", "n_attempted": int(n),
"n_parse_errors_after_retry": 0,
"n_valid_rent": int(n_valid_rent),
"n_valid_price": int(n_valid_price),
}
return pd.DataFrame(
rows, columns=["address", "pred_rent", "pred_price"]
)
# ── ChatTime ──────────────────────────────────────────────────────────────
@register(
name="chattime",
family="llm_ts",
tasks={"T1", "T2", "T3", "T4", "T5", "T6", "T7"},
config_class=ChatTimeConfig,
)
class ChatTime(_LLMTSBase):
"""ChatTime (AAAI 2025 Oral) wrapped under the unified Method contract.
The official ChatTime model exposes both numeric (``predict``) and
natural-language (``answer``) APIs over the same backbone. We use
``predict(history)`` for T1 and ``answer(prompt)`` for T2..T7.
Engine DI: ``engine`` may be a ``ChatTimeModel`` instance (from
``ForestsKing/ChatTime``) exposing ``predict(history)`` and
``answer(prompt)``. When ``engine=None`` and ``dry_run=False`` the
runner is responsible for instantiating the model (vendor clone +
HF weights at ``ChengsenWang/ChatTime-1-7B-Chat``).
"""
def _call_t1_batch(
self,
*,
prompts: list[str],
histories: list[np.ndarray],
horizon: int,
max_tokens: int = 256,
) -> list[str]:
"""T1 batch: use numeric ``engine.predict(history)`` per-row when
available; fall back to the chat-complete batched path otherwise.
Returns one JSON-array-shaped string per row so the unified
:func:`_parse_horizon_list` parser can consume each entry.
"""
engine = self._engine
if (
engine is not None
and hasattr(engine, "predict")
and not self.dry_run
):
outs: list[str] = []
chat_indices: list[int] = []
chat_prompts: list[str] = []
for i, hist in enumerate(histories):
try:
# Pass pred_len to the numeric engine so the authors'
# ChatTime.predict() generates the requested horizon
# rather than its constructor-time dummy.
try:
forecast = engine.predict(hist, pred_len=horizon)
except TypeError:
forecast = engine.predict(hist)
if forecast is not None and len(forecast) > 0:
vals = [float(v) for v in list(forecast)[:horizon]]
if len(vals) < horizon:
vals = vals + [vals[-1]] * (horizon - len(vals))
outs.append(
"[" + ", ".join(f"{v:.4f}" for v in vals) + "]"
)
continue
except Exception:
pass
# Numeric path returned empty / raised — defer to
# chat-complete fallback for this row.
outs.append("")
chat_indices.append(i)
chat_prompts.append(prompts[i])
if chat_prompts:
fallback = self._call_batch(
chat_prompts, max_tokens=max_tokens,
)
for j, i in enumerate(chat_indices):
outs[i] = fallback[j]
return outs
# No numeric engine — straight chat-complete batch.
return self._call_batch(prompts, max_tokens=max_tokens)
# ── Time-MQA ──────────────────────────────────────────────────────────────
# Authors' Q&A wrapper — verbatim from the Time-MQA paper, Appendix D
# "Training Data Format" (Kong et al., ACL 2025, p. 29749):
#
# "We format our question-and-answer pairs using a specifically
# designed template to clearly separate questions from answers.
# The template is structured as follows: <QUE> {Question} <ANS>
# {Answer} </END>. ... In the case of the Qwen model, only
# <|endoftext|> is added at the end of each sample."
#
# Authors' Q&A *content* style (verbatim, Appendix A.1–A.5, p. 29748):
# - Question embeds the time series inline as
# ``The input Time Series are [Time Series Data Points]``.
# - Answer always begins ``Based on the given information, ...``.
# - Forecasting answer body is a bracketed list of floats.
#
# We honour the wrapper exactly: the user message we send is
# ``<QUE> {question} <ANS>`` and we ask the model to terminate with
# ``</END>``. Inference is via vLLM ``--enable-lora`` against the
# authors' adapter ``Time-MQA/Qwen-2.5-7B`` over base
# ``Qwen/Qwen2.5-7B-Instruct`` (see :mod:`methods._openai_engine`).
_TIME_MQA_END_TOKEN = "</END>"
def _wrap_time_mqa(question: str) -> str:
"""Wrap an arbitrary task-specific question in the authors' Q&A format.
The authors trained Qwen-2.5-7B on samples shaped exactly as
``<QUE> {Question} <ANS> {Answer} </END>``. At inference we send the
``<QUE> ... <ANS>`` prefix verbatim and instruct the model to
terminate with ``</END>`` (matching the training distribution).
"""
return (
f"<QUE> {question} <ANS> Based on the given information, "
)
def _strip_time_mqa(response: str) -> str:
"""Strip the authors' ``</END>`` terminator + Qwen ``<|endoftext|>``.
Any of the per-task numeric / JSON parsers already handle a leading
``"Based on the given information, ..."`` prefix because they search
for the first numeric / bracket / brace; we only need to ensure the
end-of-sample tokens do not corrupt the regex match.
"""
if not response:
return response
out = response
end_idx = out.find(_TIME_MQA_END_TOKEN)
if end_idx >= 0:
out = out[:end_idx]
out = out.replace("<|endoftext|>", "")
return out.strip()
def _t1_prompt_time_mqa(
history: np.ndarray, horizon: int, ticker: str = "the stock"
) -> str:
"""Authors' forecasting-style question for T1 (Appendix A.1, p. 29748).
Mirrors the training-distribution shape:
``... The input Time Series are [v1, v2, ..., vL].
Please predict the next N time series points given information above.``
The lookback is serialised as a bracketed comma-separated float list,
and we ask for the forecast as a bracketed list of ``horizon`` floats
so :func:`_parse_horizon_list` can consume the response.
"""
series_str = "[" + ", ".join(f"{float(v):.4f}" for v in history) + "]"
return (
f"This dataset records daily closing prices of {ticker}. "
f"The input Time Series are {series_str}. "
f"Please predict the next {horizon} time series points given "
f"information above. Reply with ONLY a list of {horizon} floats "
f"in the form [v1, v2, ..., v{horizon}]."
)
@register(
name="time_mqa",
family="llm_ts",
tasks={"T1", "T2", "T3", "T4", "T5", "T6", "T7"},
config_class=TimeMQAConfig,
)
class TimeMQA(_LLMTSBase):
"""Time-MQA (Kong et al., ACL 2025) under the unified Method contract.
Time-MQA's Qwen-2.5-7B checkpoint is a LoRA adapter trained on the
192,843-pair TSQA corpus, with every sample wrapped as
``<QUE> {Question} <ANS> {Answer} </END>`` (paper §D, p. 29749).
The injected engine is the shared OpenAI-compatible vLLM client
(:class:`OpenAIChatEngine`) served against the authors' adapter via
``vllm serve Qwen/Qwen2.5-7B-Instruct --enable-lora --lora-modules
time_mqa=Time-MQA/Qwen-2.5-7B`` (see :mod:`methods._openai_engine`).
Faithfulness to the authors' inference distribution
---------------------------------------------------
We honour the authors' published Q&A wrapper exactly: every user
message is ``<QUE> {question} <ANS> Based on the given
information,`` and we strip a trailing ``</END>`` from the response
before parsing. For T1 we additionally adopt the authors'
forecasting-question shape (Appendix A.1: ``... The input Time
Series are [...]. Please predict the next N time series points given
information above.``) so the lookback is serialised in the format
Qwen-2.5-7B was tuned on.
Limitation
~~~~~~~~~~
The TSQA corpus does not include MacroLens-style tasks T2/T3/T5/T6/T7
(market-cap, statement-field, real-estate prediction). For those
tasks we keep the MacroLens task-specific question content but wrap
it in the authors' ``<QUE> ... <ANS>`` separators so the model
operates inside its trained input distribution. Reviewers should
treat T2/T3/T5/T6/T7 results as the authors' adapter operating on
out-of-distribution finance/real-estate questions; T1/T4 are the
closest match to the TSQA forecasting / open-ended-reasoning splits.
"""
def _call(self, prompt: str, *, max_tokens: int = 256) -> str:
"""Wrap ``prompt`` in the authors' ``<QUE> ... <ANS>`` template."""
wrapped = _wrap_time_mqa(prompt)
engine = self._engine
if engine is None:
raise RuntimeError(
f"{type(self).__name__}: engine is None and dry_run is False"
)
messages = [{"role": "user", "content": wrapped}]
if hasattr(engine, "chat_complete"):
raw = str(engine.chat_complete(messages, max_tokens=max_tokens))
elif hasattr(engine, "answer"):
raw = str(engine.answer(wrapped))
elif callable(engine):
raw = str(engine(wrapped))
else:
raise RuntimeError(
f"{type(self).__name__}: injected engine has no .chat_complete() "
"and is not callable"
)
return _strip_time_mqa(raw)
def _call_batch(
self, prompts: list[str], *, max_tokens: int = 256,
) -> list[str]:
"""Batch path with the authors' Q&A wrapper.
Each prompt is wrapped in ``<QUE> ... <ANS>`` before dispatch and
each response stripped of ``</END>`` (and Qwen's ``<|endoftext|>``)
before return. Falls back to per-prompt :meth:`_call` when the
engine lacks ``chat_complete_batch``.
"""
if not prompts:
return []
engine = self._engine
if engine is None:
raise RuntimeError(
f"{type(self).__name__}: engine is None and dry_run is False"
)
wrapped = [_wrap_time_mqa(p) for p in prompts]
if hasattr(engine, "chat_complete_batch"):
batched = [[{"role": "user", "content": w}] for w in wrapped]
raws = [
str(r)
for r in engine.chat_complete_batch(
batched, max_tokens=max_tokens,
)
]
return [_strip_time_mqa(r) for r in raws]
# Legacy engines without batch API: per-prompt loop preserves
# wrap-and-strip via :meth:`_call`.
return [self._call(p, max_tokens=max_tokens) for p in prompts]
def _call_t1_batch(
self,
*,
prompts: list[str],
histories: list[np.ndarray],
horizon: int,
max_tokens: int = 256,
) -> list[str]:
"""Override T1 batch to use the authors' forecasting-question shape.
The default :func:`_t1_prompt`-derived prompts are replaced by
:func:`_t1_prompt_time_mqa`, which serialises the lookback inline
as ``[v1, v2, ..., vL]`` and asks for the next ``horizon`` points
— exactly the shape Qwen-2.5-7B was tuned on for TSQA's
forecasting split (Appendix A.1, Kong et al. 2025).
"""
del prompts # Rebuilt from histories below.
ts_prompts = [_t1_prompt_time_mqa(h, horizon) for h in histories]
return self._call_batch(ts_prompts, max_tokens=max_tokens)
__all__ = ["ChatTime", "TimeMQA"]
|