| """ITFormer authors' inference pipeline wrapped behind a Pythonic engine. |
| |
| This module exposes :class:`ITFormerEngine`, a thin adapter that drives |
| the official ITFormer (ICML 2025 Poster) ``inference.py`` script in |
| batched mode. Each batch of (prompt, time-series) pairs is written to a |
| temp ``ts_data.h5`` + ``qa_data.jsonl`` + ``infer.yaml`` triple, the |
| authors' CLI is invoked once, and the resulting ``inference_results_*.json`` |
| is read back and split into one generated string per input. |
| |
| Usage from :mod:`methods.llm_ts_reason.ITFormer` (per-task predictors): |
| |
| engine = ITFormerEngine.create( |
| upstream_dir=..., # auto-detected if None |
| checkpoint=..., # default Pandalin98/ITFormer-ICML25 (0.5B) |
| input_len=600, # ITFormer architecture default |
| prefix_num=10, |
| batch_size=8, |
| max_new_tokens=200, |
| device="cuda" or "cpu", |
| ) |
| texts = engine.predict_batch( |
| ts_arr=np.ndarray (N, L) float32, # one signal per prompt |
| prompts=[str, ...] (length N), |
| ) |
| |
| Why this exists (limitation disclosure) |
| --------------------------------------- |
| ITFormer's published inference is a CLI driver over the EngineMT-QA |
| schema (HDF5 single-channel signals + JSONL conversation pairs), not a |
| Python-importable function. The authors' ``main_inference(args)`` pulls |
| in ``Accelerator()``, parses YAML, materialises a ``DataLoader``, and |
| calls ``model.generate()``. Wrapping that as a per-prompt Python call |
| would mean re-implementing dataset / collator / generate semantics, |
| which the user explicitly forbids ("ALWAYS use the authors' official |
| repo code; never re-implement from the paper text"). |
| |
| The compromise here is faithful but coarse: we drive the authors' code |
| verbatim via subprocess, paying one process startup per |
| :meth:`predict_batch` call. The Method-level adapter |
| (:class:`methods.llm_ts_reason.ITFormer`) calls ``predict_batch`` ONCE |
| per task (not once per sample), so subprocess overhead is amortised. |
| |
| What is faithful |
| ---------------- |
| - Authors' ``inference.py`` runs unmodified: same model class, same |
| ``generate`` call, same tokenizer, same chat-template substitution of |
| ``<ts>`` -> ``<|image_pad|> * prefix_num``. |
| - HDF5 + JSONL format matches the authors' ``TsQaDataset`` reader. |
| - YAML config fields mirror ``yaml/infer.yaml`` defaults verified against |
| upstream commit on 2026-05-05 via WebFetch. |
| |
| What is NOT faithful (documented limitation; mirrored in DRAFT.md) |
| ------------------------------------------------------------------ |
| - The published pipeline expects EngineMT-QA (industrial engine sensor |
| signals); we feed it (close-price lookback, financial QA prompt) pairs. |
| This is the same domain transfer the legacy |
| :func:`baselines.llm_ts_reason.run_itformer` already performed; we are |
| not making any NEW deviation, only honouring the published format. |
| - Stages 2/3 in ITFormer's protocol are MULTIPLE-CHOICE; our T2..T7 are |
| open-ended numeric / structured. We therefore mark every prompt as |
| ``stage='1'`` (open question) so the model emits free-form text, which |
| the calling parser then coerces to a number / dict / DataFrame row. |
| """ |
|
|
| from __future__ import annotations |
|
|
| import glob |
| import json |
| import logging |
| import os |
| import shutil |
| import subprocess |
| import sys |
| import tempfile |
| import time |
| from dataclasses import dataclass, field |
| from pathlib import Path |
| from typing import Any, Sequence |
|
|
| import numpy as np |
|
|
| logger = logging.getLogger(__name__) |
|
|
|
|
| |
| |
| |
| |
| _UPSTREAM_URL = "https://github.com/Pandalin98/ITFormer-ICML25.git" |
| _UPSTREAM_REF = "main" |
|
|
|
|
| def _legacy_clone_dir() -> Path: |
| """Return the legacy ``baselines/_vendor/itformer`` clone path.""" |
| return ( |
| Path(__file__).resolve().parents[3] |
| / "baselines" |
| / "_vendor" |
| / "itformer" |
| ) |
|
|
|
|
| def _vendored_clone_dir() -> Path: |
| """Return the canonical ``methods/_vendored/itformer/upstream`` clone path.""" |
| return Path(__file__).resolve().parent / "upstream" |
|
|
|
|
| def _is_repo(path: Path) -> bool: |
| return (path / "inference.py").is_file() and (path / "models").is_dir() |
|
|
|
|
| def _ensure_upstream(*, allow_clone: bool = True) -> Path: |
| """Locate an upstream ITFormer clone, optionally cloning if missing. |
| |
| Lookup order: |
| |
| 1. ``$MACROLENS_ITFORMER_REPO`` env var (explicit override). |
| 2. ``baselines/_vendor/itformer/`` (legacy clone — preferred to avoid |
| duplicating 3.5 MB on disk). |
| 3. ``methods/_vendored/itformer/upstream/`` (this module's local |
| clone slot). |
| 4. Shallow-clone into slot (3) if ``allow_clone`` is True. |
| """ |
| explicit = os.environ.get("MACROLENS_ITFORMER_REPO", "").strip() |
| if explicit: |
| path = Path(explicit).expanduser().resolve() |
| if not _is_repo(path): |
| raise FileNotFoundError( |
| f"MACROLENS_ITFORMER_REPO={path} is not an ITFormer repo " |
| "(expected inference.py + models/ at the path root)." |
| ) |
| return path |
|
|
| legacy = _legacy_clone_dir() |
| if _is_repo(legacy): |
| return legacy |
|
|
| vendored = _vendored_clone_dir() |
| if _is_repo(vendored): |
| return vendored |
|
|
| if not allow_clone: |
| raise FileNotFoundError( |
| "ITFormer upstream clone not found. Set " |
| "MACROLENS_ITFORMER_REPO=<path> or run with allow_clone=True." |
| ) |
| vendored.parent.mkdir(parents=True, exist_ok=True) |
| logger.info("Cloning %s into %s ...", _UPSTREAM_URL, vendored) |
| subprocess.run( |
| [ |
| "git", "clone", "--depth", "1", "--branch", _UPSTREAM_REF, |
| _UPSTREAM_URL, str(vendored), |
| ], |
| check=True, |
| capture_output=True, |
| ) |
| return vendored |
|
|
|
|
| |
| |
|
|
|
|
| @dataclass |
| class _ITFormerCfg: |
| |
| d_model: int = 512 |
| n_heads: int = 8 |
| e_layers: int = 4 |
| patch_len: int = 60 |
| stride: int = 60 |
| input_len: int = 600 |
| dropout: float = 0.1 |
| it_d_model: int = 896 |
| it_n_heads: int = 16 |
| it_layers: int = 2 |
| it_dropout: float = 0.1 |
| prefix_num: int = 25 |
| |
| fp16: bool = True |
| dataloader_pin_memory: bool = True |
| dataloader_num_workers: int = 4 |
| |
| ts_path_test: str = "" |
| qa_path_test: str = "" |
|
|
| def to_dict(self) -> dict[str, Any]: |
| d = { |
| "d_model": self.d_model, |
| "n_heads": self.n_heads, |
| "e_layers": self.e_layers, |
| "patch_len": self.patch_len, |
| "stride": self.stride, |
| "input_len": self.input_len, |
| "dropout": self.dropout, |
| "it_d_model": self.it_d_model, |
| "it_n_heads": self.it_n_heads, |
| "it_layers": self.it_layers, |
| "it_dropout": self.it_dropout, |
| "prefix_num": self.prefix_num, |
| "fp16": self.fp16, |
| "dataloader_pin_memory": self.dataloader_pin_memory, |
| "dataloader_num_workers": self.dataloader_num_workers, |
| "ts_path_test": self.ts_path_test, |
| "qa_path_test": self.qa_path_test, |
| } |
| return d |
|
|
|
|
| |
|
|
|
|
| class ITFormerEngine: |
| """Thin Python wrapper over the authors' ``inference.py`` CLI. |
| |
| Public surface: |
| |
| - :meth:`create` (classmethod) — locate / clone the upstream repo and |
| validate it; returns a configured engine. |
| - :meth:`predict_batch` — run one CLI invocation over N samples. |
| |
| Construction is cheap (validates paths only); the actual model load |
| happens inside the subprocess on every :meth:`predict_batch` call. |
| """ |
|
|
| def __init__( |
| self, |
| *, |
| upstream_dir: Path, |
| checkpoint: str = "pandalin98/ITFormer-7B", |
| cfg: _ITFormerCfg | None = None, |
| batch_size: int = 8, |
| max_new_tokens: int = 200, |
| seed: int = 42, |
| timeout_sec: float = 3600.0, |
| python_exe: str | None = None, |
| ) -> None: |
| if not _is_repo(upstream_dir): |
| raise FileNotFoundError( |
| f"upstream_dir={upstream_dir} is not a valid ITFormer repo." |
| ) |
| self.upstream_dir = upstream_dir |
| self.checkpoint = str(checkpoint) |
| self.cfg = cfg or _ITFormerCfg() |
| self.batch_size = int(batch_size) |
| self.max_new_tokens = int(max_new_tokens) |
| self.seed = int(seed) |
| self.timeout_sec = float(timeout_sec) |
| |
| |
| |
| self.python_exe = python_exe or sys.executable |
|
|
| @classmethod |
| def create( |
| cls, |
| *, |
| upstream_dir: Path | str | None = None, |
| checkpoint: str = "pandalin98/ITFormer-7B", |
| input_len: int = 600, |
| prefix_num: int = 25, |
| batch_size: int = 8, |
| max_new_tokens: int = 200, |
| seed: int = 42, |
| allow_clone: bool = True, |
| ) -> "ITFormerEngine": |
| """Locate / clone the upstream repo and return a configured engine.""" |
| if upstream_dir is None: |
| up = _ensure_upstream(allow_clone=allow_clone) |
| else: |
| up = Path(upstream_dir).expanduser().resolve() |
| if not _is_repo(up): |
| raise FileNotFoundError( |
| f"upstream_dir={up} is not a valid ITFormer repo." |
| ) |
| cfg = _ITFormerCfg( |
| input_len=int(input_len), |
| prefix_num=int(prefix_num), |
| patch_len=min(60, int(input_len)), |
| stride=min(60, int(input_len)), |
| ) |
| return cls( |
| upstream_dir=up, |
| checkpoint=checkpoint, |
| cfg=cfg, |
| batch_size=batch_size, |
| max_new_tokens=max_new_tokens, |
| seed=seed, |
| ) |
|
|
| |
|
|
| def _resolve_checkpoint_path(self) -> str: |
| """Return a local-filesystem path to the checkpoint directory. |
| |
| ``self.checkpoint`` may be either a local path (passed straight |
| through after existence check) or a HuggingFace repo id like |
| ``pandalin98/ITFormer-7B``. The authors' ``inference.py`` does |
| ``os.path.exists(model_checkpoint)`` rather than HF auto-download, |
| so we resolve repo ids via ``huggingface_hub.snapshot_download`` |
| (cached) and pass the resulting local directory. |
| |
| Cached on the instance so multi-task runs hit the resolver once. |
| """ |
| if hasattr(self, "_resolved_checkpoint") and self._resolved_checkpoint: |
| return self._resolved_checkpoint |
| ckpt = str(self.checkpoint) |
| if os.path.isdir(ckpt) or os.path.isfile(ckpt): |
| self._resolved_checkpoint = ckpt |
| return ckpt |
| try: |
| from huggingface_hub import snapshot_download |
| except ImportError as exc: |
| raise RuntimeError( |
| "ITFormer engine: huggingface_hub is required to resolve " |
| f"checkpoint repo id {ckpt!r}; install or pass a local " |
| "directory path instead." |
| ) from exc |
| local_path = snapshot_download(repo_id=ckpt) |
| self._resolved_checkpoint = str(local_path) |
| return self._resolved_checkpoint |
|
|
| |
|
|
| def predict_batch( |
| self, |
| *, |
| ts_arr: np.ndarray, |
| prompts: Sequence[str], |
| scratch_dir: Path | None = None, |
| ) -> list[str]: |
| """Run one CLI invocation over N samples; return N decoded strings. |
| |
| Args: |
| ts_arr: ``(N, L)`` float32 single-channel signals. ``L`` should |
| match ``self.cfg.input_len``; if shorter, the array is |
| left-padded with zeros (the authors' loader has no notion |
| of attention masks for the time series so zero-padding is |
| the standard convention). |
| prompts: ``N`` natural-language prompts. ``"<ts>"`` is |
| inserted at position 0 if not already present (the |
| authors' chat-template substitutes it for prefix_num |
| ``<|image_pad|>`` tokens). |
| scratch_dir: optional override; defaults to a fresh tempdir. |
| |
| Returns: |
| A length-N list of generated text strings, in the same order |
| as ``prompts``. Missing entries (parse failure / index gap) |
| are returned as empty strings — the caller decides how to |
| handle parse errors. |
| """ |
| prompts = list(prompts) |
| n = len(prompts) |
| if ts_arr.ndim != 2: |
| raise ValueError( |
| f"ts_arr must be 2-D (N, L); got shape {ts_arr.shape}" |
| ) |
| if ts_arr.shape[0] != n: |
| raise ValueError( |
| f"ts_arr.shape[0]={ts_arr.shape[0]} != len(prompts)={n}" |
| ) |
| if n == 0: |
| return [] |
|
|
| |
| L_target = int(self.cfg.input_len) |
| L_in = ts_arr.shape[1] |
| if L_in == L_target: |
| ts_padded = ts_arr.astype(np.float32, copy=False) |
| elif L_in > L_target: |
| ts_padded = ts_arr[:, -L_target:].astype(np.float32, copy=False) |
| else: |
| ts_padded = np.zeros((n, L_target), dtype=np.float32) |
| ts_padded[:, -L_in:] = ts_arr.astype(np.float32, copy=False) |
|
|
| |
| owns_scratch = scratch_dir is None |
| scratch = ( |
| Path(tempfile.mkdtemp(prefix="itformer_engine_")) |
| if owns_scratch |
| else Path(scratch_dir) |
| ) |
| scratch.mkdir(parents=True, exist_ok=True) |
| try: |
| return self._invoke(scratch, ts_padded, prompts) |
| finally: |
| if owns_scratch: |
| shutil.rmtree(scratch, ignore_errors=True) |
|
|
| |
|
|
| def _invoke( |
| self, |
| scratch: Path, |
| ts_padded: np.ndarray, |
| prompts: list[str], |
| ) -> list[str]: |
| |
| import h5py |
| import yaml |
|
|
| n = len(prompts) |
| h5_path = scratch / "ts_data.h5" |
| |
| |
| |
| |
| |
| if ts_padded.ndim == 2: |
| ts_padded_3d = ts_padded[..., None] |
| else: |
| ts_padded_3d = ts_padded |
| with h5py.File(str(h5_path), "w") as f: |
| f.create_dataset("seq_data", data=ts_padded_3d) |
|
|
| |
| |
| |
| |
| |
| |
| jsonl_path = scratch / "qa_data.jsonl" |
| with open(jsonl_path, "w", encoding="utf-8") as f: |
| for i, prompt in enumerate(prompts): |
| |
| |
| q = prompt if "<ts>" in prompt else f"<ts> {prompt}" |
| entry = { |
| "id": i + 1, |
| "conversations": [ |
| {"stage": "1", "attribute": "open", |
| "value": q}, |
| |
| |
| |
| |
| {"stage": "1", "attribute": "open", "value": ""}, |
| ], |
| } |
| f.write(json.dumps(entry) + "\n") |
|
|
| |
| yaml_path = scratch / "infer.yaml" |
| cfg_dict = self.cfg.to_dict() |
| cfg_dict["ts_path_test"] = str(h5_path) |
| cfg_dict["qa_path_test"] = str(jsonl_path) |
| with open(yaml_path, "w", encoding="utf-8") as f: |
| yaml.safe_dump(cfg_dict, f) |
|
|
| |
| output_dir = scratch / "results" |
| output_dir.mkdir(parents=True, exist_ok=True) |
|
|
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| resolved_ckpt = self._resolve_checkpoint_path() |
| cmd = [ |
| self.python_exe, |
| str(self.upstream_dir / "inference.py"), |
| "--config", str(yaml_path), |
| "--model_checkpoint", resolved_ckpt, |
| "--output_dir", str(output_dir), |
| "--seed", str(self.seed), |
| "--batch_size", str(self.batch_size), |
| "--max_new_tokens", str(self.max_new_tokens), |
| ] |
| env = dict(os.environ) |
| |
| |
| env["PYTHONPATH"] = ( |
| f"{self.upstream_dir}{os.pathsep}{env.get('PYTHONPATH','')}" |
| ) |
|
|
| t0 = time.time() |
| try: |
| rc = subprocess.run( |
| cmd, |
| cwd=str(self.upstream_dir), |
| env=env, |
| capture_output=True, |
| text=True, |
| timeout=self.timeout_sec, |
| ) |
| except subprocess.TimeoutExpired as exc: |
| logger.error( |
| "ITFormer inference timed out after %.0fs (n=%d): %s", |
| self.timeout_sec, n, exc, |
| ) |
| return [""] * n |
| elapsed = time.time() - t0 |
| if rc.returncode != 0: |
| tail = (rc.stderr or rc.stdout or "")[-1000:] |
| logger.error( |
| "ITFormer inference failed (rc=%d, n=%d, %.1fs): %s", |
| rc.returncode, n, elapsed, tail, |
| ) |
| return [""] * n |
|
|
| return self._read_results(output_dir, n) |
|
|
| @staticmethod |
| def _read_results(output_dir: Path, n: int) -> list[str]: |
| files = sorted(glob.glob(str(output_dir / "inference_results_*.json"))) |
| if not files: |
| logger.error("ITFormer: no result files in %s", output_dir) |
| return [""] * n |
| with open(files[-1], "r", encoding="utf-8") as f: |
| results = json.load(f) |
| if not isinstance(results, list): |
| logger.error("ITFormer: result file is not a list: %s", files[-1]) |
| return [""] * n |
| |
| |
| out: list[str] = [""] * n |
| for entry in results: |
| try: |
| idx = int(entry.get("index")) |
| pred = str(entry.get("prediction", "")) |
| except (TypeError, ValueError): |
| continue |
| if 0 <= idx < n: |
| out[idx] = pred |
| return out |
|
|
|
|
| __all__ = ["ITFormerEngine"] |
|
|