| """Frontier-LLM methods (family 7 ZS) — OpenAI-compatible HTTP rewrite. |
| |
| Three classes, one per HF model id, all sharing a single OpenAI-compatible |
| HTTP client (talking to a ``vllm serve``-hosted endpoint) that is |
| **dependency-injected** by the runner. One engine per HF model id is |
| constructed once and reused across method instances. The classes |
| themselves own only the task-specific prompt templates and response |
| parsers. |
| |
| | Class | name | tasks | config_class | |
| |--------------|----------------|--------------------|--------------------| |
| | LlamaScout | llama_scout | T1..T7 | LlamaScoutConfig | |
| | Gemma4 | gemma4 | T1..T7 | Gemma4Config | |
| | Qwen35 | qwen35 | T1..T7 | Qwen35Config | |
| |
| Per-task ``predict`` output (per plan §9 method × task matrix): |
| |
| T1 : (N, horizon) np.ndarray float32 — close trajectory |
| T2 : (N,) np.ndarray float64 — predicted equity_value |
| T3 : pd.DataFrame [ticker, fiscal_year, field, pred] long-form |
| T4 : (N,) np.ndarray float32 — predicted return_pct |
| T5 : (N,) np.ndarray float64 — predicted equity_value |
| T6 : pd.DataFrame [ticker, fiscal_year, field, pred] long-form |
| T7 : pd.DataFrame [address, pred_rent, pred_price] |
| |
| Hard rules (enforced by ``tests/test_layer_isolation.py``): |
| - Zero IO of benchmark data. |
| - Zero eval imports. |
| - Zero ``meta`` consumption. |
| - Engine NOT instantiated in ``__init__``; the runner injects it. |
| |
| Engine protocol (see :mod:`methods._openai_engine`): |
| - ``engine.chat_complete(messages, max_tokens, temperature, top_p) -> str`` |
| - ``engine.chat_complete_batch(batched_messages, max_tokens, ...) -> list[str]`` |
| |
| Chat-template formatting is no longer applied client-side: ``vllm serve`` |
| applies the model's chat template server-side from the structured |
| ``messages`` payload, so this module passes |
| ``[{"role": "user", "content": prompt}]`` directly. |
| |
| Dry-run mode (``config.dry_run=True`` AND ``engine is None``): a |
| :class:`methods._openai_engine.DryRunEngine` is instantiated internally so |
| ``predict`` can be exercised without a live vLLM endpoint (the path the |
| ``test_method_contract`` and sanity-matrix smoke tests use). |
| |
| Prompt templates and response parsers are lifted **verbatim** from |
| ``baselines/llm_baseline.py`` (the legacy code path); the only changes |
| are removing benchmark IO, canonical-index joins, and result packaging |
| (those concerns moved to ``dataloader/`` and ``eval.py``). |
| """ |
|
|
| from __future__ import annotations |
|
|
| import json |
| import logging |
| import re |
| from typing import Any, ClassVar |
|
|
| import numpy as np |
| import pandas as pd |
|
|
| logger = logging.getLogger(__name__) |
|
|
| from ._config import ( |
| Gemma4Config, |
| LlamaScoutConfig, |
| LLMConfig, |
| Qwen35Config, |
| ) |
| from ._openai_engine import DryRunEngine |
| from ._registry import register |
| from .base import Method, _HFSaveMixin |
|
|
|
|
| |
|
|
| _LLM_TASKS = frozenset({"T1", "T2", "T3", "T4", "T5", "T6", "T7"}) |
|
|
|
|
| |
|
|
| _THINK_RE = re.compile(r"<think>.*?</think>", re.DOTALL) |
|
|
| _NUM_PATTERNS = [ |
| |
| r"\*?\*?(?:final\s+answer|final\s+prediction|prediction|forecast|estimate|" |
| r"answer|price|value|market\s+cap(?:italization)?|return|equity|valuation)" |
| r"[:\s]*\$?\s*([-\d,]+(?:\.\d+)?(?:[eE][-+]?\d+)?)\s*" |
| r"(billion|million|thousand|trillion)?", |
| |
| r"\$?\s*([-\d,]+(?:\.\d+)?(?:[eE][-+]?\d+)?)\s+(billion|million|thousand|trillion)\b", |
| |
| r"\$?([-\d,]+(?:\.\d+)?(?:[eE][-+]?\d+)?)", |
| ] |
|
|
| _MAGNITUDE_MAP = { |
| "thousand": 1e3, |
| "million": 1e6, |
| "billion": 1e9, |
| "trillion": 1e12, |
| } |
|
|
|
|
| def _strip_thinking(response: str) -> str: |
| """Remove ``<think>...</think>`` reasoning blocks from a response. |
| |
| Preserves the legacy behaviour: also handles unclosed ``<think>`` |
| fragments by taking the trailing portion. |
| """ |
| response = _THINK_RE.sub("", response).strip() |
| m = re.search(r"<think>(.*)", response, flags=re.DOTALL) |
| if m and "</think>" not in response: |
| response = m.group(1).strip() |
| return response |
|
|
|
|
| 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 |
| |
| 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 |
| |
| 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 _parse_number(text: str) -> float | None: |
| """Extract the first plausible number from an LLM response. |
| |
| Strips ``<think>...</think>`` blocks, list-numbered prefixes |
| (``1. ``, ``2. ``), and CoT step markers before number extraction. |
| Honors magnitude suffixes (B / billion, M / million, K / thousand, |
| T / trillion). Returns ``None`` only when no number is found. |
| """ |
| if not text: |
| return None |
| |
| text = _strip_thinking(text) |
| |
| |
| for cue in ["Final answer:", "Final Answer:", "FINAL ANSWER:", |
| "Therefore,", "So, ", "Answer:", "answer:"]: |
| idx = text.rfind(cue) |
| if idx >= 0: |
| text = text[idx + len(cue):] |
| break |
| |
| |
| text = re.sub(r"(?m)^\s*\d+\.\s+", "", text) |
| for pat in _NUM_PATTERNS: |
| match = re.search(pat, text, re.IGNORECASE) |
| if match: |
| num_str = match.group(1).replace(",", "") |
| mag_str = ( |
| match.group(2) if match.lastindex and match.lastindex >= 2 |
| else None |
| ) |
| try: |
| v = float(num_str) |
| except ValueError: |
| continue |
| if mag_str: |
| v *= _MAGNITUDE_MAP.get(mag_str.lower(), 1.0) |
| return v |
| return None |
|
|
|
|
| def _parse_horizon_list(response: str, horizon: int) -> np.ndarray | None: |
| """Extract a list of floats representing a forecast trajectory. |
| |
| Strategy: try a bracketed JSON-array slice first; otherwise extract |
| every numeric token from the whole response. Plain-text replies like |
| ``"123.45, 124.10, 125.00, ..."`` or ``"123.45\\n124.10\\n..."`` parse |
| just as well as JSON. |
| |
| Returns a ``(horizon,)`` float32 ndarray, padding with the last value |
| when the parsed list is shorter and truncating when longer. Returns |
| ``None`` only when zero numeric tokens are found. |
| """ |
| if not response: |
| return None |
| |
| |
| |
| response = _strip_thinking(response) |
| |
| start = response.find("[") |
| end = response.rfind("]") |
| candidate = response[start : end + 1] if start >= 0 and end > start else response |
| parsed: list[Any] | None = None |
| if start >= 0 and end > start: |
| try: |
| j = json.loads(candidate) |
| if isinstance(j, list): |
| parsed = j |
| except json.JSONDecodeError: |
| parsed = None |
| if parsed is None: |
| |
| tokens = re.findall(r"[-+]?\d*\.?\d+(?:[eE][-+]?\d+)?", 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: |
| f = float(v) |
| except (TypeError, ValueError): |
| continue |
| if not (f != f): |
| vals.append(f) |
| 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 _safe_float(v: Any, default: float = 0.0) -> float: |
| """Coerce ``v`` to float; fall back to ``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): |
| return default |
| except (TypeError, ValueError): |
| pass |
| try: |
| return float(v) |
| except (TypeError, ValueError): |
| return default |
|
|
|
|
| def _format_macro_snapshot(row: pd.Series) -> str: |
| """Render the at-anchor macro snapshot for T2/T5 prompts. |
| |
| Picks four widely-recognised series whose level is itself meaningful |
| (rates / vol / index level) so the LLM does not need to derive a YoY |
| change from a single observation. Lines are silently dropped when a |
| column is missing or NaN, so the prompt stays compact when the macro |
| join failed. |
| """ |
| 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 _find_close_idx_from_array(X: np.ndarray) -> int: |
| """Heuristic close-column finder when feature_names are unavailable. |
| |
| Matches ``methods.llm.FrontierLLM`` from the legacy file: pick a |
| feature column whose values are all-positive across observed |
| timesteps and whose median magnitude is in the price-shaped range |
| [1, 5000]; tie-break by closeness to the median magnitude in |
| log-space. Falls back to column 0. |
| """ |
| 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))]) |
|
|
|
|
| |
|
|
| _DEFAULT_T3_T6_FIELDS = ( |
| |
| |
| |
| "Revenues", |
| "NetIncomeLoss", |
| "Assets", |
| "Liabilities", |
| "StockholdersEquity", |
| "OperatingIncomeLoss", |
| "CashAndCashEquivalentsAtCarryingValue", |
| "PropertyPlantAndEquipmentNet", |
| "LongTermDebt", |
| "ResearchAndDevelopmentExpense", |
| "NetCashProvidedByUsedInOperatingActivities", |
| ) |
|
|
| |
| |
| |
| _T3_T6_FIELD_ALIASES: dict[str, list[str]] = { |
| "Revenues": ["revenues","revenue","totalrevenue","totalrevenues","sales","totalsales","netrevenue","netrevenues","stmt_revenue"], |
| "NetIncomeLoss": ["netincomeloss","netincome","netearnings","netprofit","income","earnings","stmt_net_income"], |
| "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 | None, canon_field: str) -> Any: |
| """Resolve ``canon_field`` from a parsed LLM dict using a canonical-name |
| alias map. Lookup is 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 |
|
|
|
|
|
|
|
|
| |
|
|
|
|
| class _LLMBase(_HFSaveMixin, Method): |
| """Shared scaffolding for the four frontier-LLM methods. |
| |
| Subclasses set ``name``, ``family``, ``tasks``, and ``_config_class`` |
| via the ``@register`` decorator. The engine — an |
| :class:`methods._openai_engine.OpenAIChatEngine` exposing |
| ``chat_complete`` / ``chat_complete_batch`` — is **injected** by the |
| runner via the ``engine=`` ctor kwarg. |
| |
| When ``engine is None`` AND ``config.dry_run=True``, a |
| :class:`methods._openai_engine.DryRunEngine` is instantiated lazily on |
| first ``predict`` so smoke tests can run without a live HTTP endpoint. |
| |
| Chat-template formatting is delegated to the vLLM server (it sees |
| structured ``messages`` and applies the model's tokenizer chat |
| template before generation), so this class no longer needs a |
| tokenizer kwarg or a client-side ``apply_chat_template`` step. |
| """ |
|
|
| family: ClassVar[str] = "llm" |
| tasks: ClassVar[frozenset[str]] = _LLM_TASKS |
| schema_version: ClassVar[int] = 1 |
|
|
| _config_class: ClassVar[type[LLMConfig]] = LLMConfig |
|
|
| def __init__( |
| self, |
| *, |
| task: str, |
| config: LLMConfig | None = None, |
| engine: Any = None, |
| **kwargs: Any, |
| ) -> None: |
| if task not in self.tasks: |
| raise ValueError( |
| f"{type(self).__name__} does not support task {task!r}; " |
| f"supported: {sorted(self.tasks)}" |
| ) |
| self.task: str = task |
| self.config: LLMConfig = config or self._config_class(**kwargs) |
|
|
| |
| |
| self.engine: Any = engine |
|
|
| |
| |
| self._y_train: Any = None |
| self._X_train: Any = None |
| self._fitted_fields_per_ticker: dict[str, list[str]] = {} |
| self._fitted_fields_global: list[str] = [] |
|
|
| |
| self.last_predict_meta: dict[str, Any] = {} |
|
|
| |
| |
| self._t1_close_idx: int | None = None |
| self._t1_horizon: int | None = None |
|
|
| |
|
|
| @classmethod |
| def default_config(cls) -> LLMConfig: |
| return cls._config_class() |
|
|
| |
|
|
| def set_feature_names(self, feature_names: list[str]) -> None: |
| """T1 close-column resolver. Optional; runner may or may not call.""" |
| if "close" in feature_names: |
| self._t1_close_idx = feature_names.index("close") |
| else: |
| self._t1_close_idx = None |
|
|
| |
|
|
| def fit(self, X: Any, y: Any, *, seed: int = 42) -> "_LLMBase": |
| """Zero-shot fit. |
| |
| For T3/T6 we record the unique field set per ticker (and global) |
| from ``y`` so ``predict`` emits one row per ``(ticker, fiscal_year, |
| field)`` for every fitted field — matching the plan's per-task |
| long-form contract. |
| |
| For T1 we capture the horizon from ``y.shape[1]`` so the prompt |
| wording and the output tile width are consistent. |
| |
| For ``config.in_context_k > 0`` we additionally retain ``X`` and |
| ``y`` so ``predict`` can build in-context examples (currently a |
| thin handle; the IC builder is task-specific and can be added |
| without breaking the API). |
| """ |
| if self.config.in_context_k > 0: |
| self._X_train = X |
| self._y_train = y |
|
|
| if self.task == "T1": |
| if isinstance(y, np.ndarray) and y.ndim == 2: |
| self._t1_horizon = int(y.shape[1]) |
|
|
| if self.task in ("T3", "T6"): |
| if isinstance(y, pd.DataFrame) and not y.empty and "field" in y.columns: |
| |
| self._fitted_fields_per_ticker = { |
| str(t): sorted(grp["field"].astype(str).unique().tolist()) |
| for t, grp in y.groupby("ticker", sort=False) |
| } |
| |
| |
| self._fitted_fields_global = sorted( |
| y["field"].astype(str).unique().tolist() |
| ) |
|
|
| return self |
|
|
| |
|
|
| def predict(self, X: Any) -> np.ndarray | pd.DataFrame: |
| """Emit predictions for ``X``. Shape is per the plan §9 matrix.""" |
| |
| |
| if self.engine is None and not self.config.dry_run: |
| raise RuntimeError( |
| f"{type(self).__name__}.predict: no engine was injected and " |
| f"config.dry_run=False; the runner must inject a vLLM engine " |
| f"(or set dry_run=True for CI smoke tests)." |
| ) |
|
|
| if self.task == "T1": |
| return self._predict_t1(X) |
| if self.task in ("T2", "T5"): |
| return self._predict_t2_t5(X, task=self.task) |
| if self.task in ("T3", "T6"): |
| return self._predict_t3_t6(X, task=self.task) |
| if self.task == "T4": |
| return self._predict_t4(X) |
| if self.task == "T7": |
| return self._predict_t7(X) |
| raise ValueError(f"Unknown task: {self.task!r}") |
|
|
| |
|
|
| def _hf_save(self, path: Any) -> None: |
| """No-op: frontier model weights are too large; the HF cache is |
| the SSOT. ``manifest.json`` written by the mixin records the |
| ``model_id`` so ``load`` can re-use the same shared engine. |
| """ |
| return None |
|
|
| def _hf_load(self, path: Any) -> None: |
| """No-op counterpart to :meth:`_hf_save`. The runner is |
| responsible for re-injecting the engine after construction. |
| """ |
| return None |
|
|
| |
|
|
| def _ensure_engine(self) -> Any: |
| """Return the injected engine, instantiating a DryRunEngine when |
| ``engine is None`` and ``config.dry_run=True``. |
| """ |
| if self.engine is not None: |
| return self.engine |
| if self.config.dry_run: |
| self.engine = DryRunEngine(horizon=int(self._t1_horizon or 21)) |
| return self.engine |
| raise RuntimeError( |
| f"{type(self).__name__}.predict: no engine was injected and " |
| f"config.dry_run=False; the runner must inject an " |
| f"OpenAIChatEngine (or set dry_run=True for CI smoke tests)." |
| ) |
|
|
| def _call_batch( |
| self, |
| prompts: list[str], |
| *, |
| max_tokens: int | None = None, |
| ) -> list[str]: |
| """Batched LLM inference via the injected OpenAI-compatible engine. |
| |
| Each prompt becomes a one-message ``[{"role": "user", ...}]`` |
| payload. ``vllm serve`` applies the model's chat template |
| server-side, so no client-side tokenizer is needed. |
| """ |
| if not prompts: |
| return [] |
| engine = self._ensure_engine() |
| |
| |
| |
| prefix = "" |
| if not bool(getattr(self.config, "enable_thinking", False)): |
| mid = str(getattr(self.config, "model_id", "") or "") |
| if "Qwen3" in mid or "qwen3" in mid: |
| prefix = "/no_think\n" |
| batched_messages = [ |
| [{"role": "user", "content": prefix + p}] for p in prompts |
| ] |
| responses = engine.chat_complete_batch( |
| batched_messages, |
| max_tokens=int(max_tokens or self.config.max_tokens), |
| temperature=float(self.config.temperature), |
| top_p=1.0, |
| ) |
| return [_strip_thinking(str(r)) for r in responses] |
|
|
| |
|
|
| 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, _ = X.shape |
| horizon = int(self._t1_horizon or 21) |
|
|
| 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) |
| ) |
|
|
| prompts: list[str] = [] |
| for i in range(n): |
| close_series = X[i, :, close_idx] |
| last_close = float(close_series[-1]) |
| mean_close = float(np.mean(close_series)) |
| std_close = float(np.std(close_series)) |
| denom = max(float(close_series[0]), 0.01) |
| trend = float((close_series[-1] - close_series[0]) / denom * 100) |
| prompts.append( |
| f"You are a quantitative analyst. Predict the daily closing " |
| f"prices of the stock for each of the next {horizon} trading " |
| f"days, given:\n" |
| f"- Current close: ${last_close:.2f}\n" |
| f"- Past {lookback} closes: " |
| f"mean=${mean_close:.2f}, std=${std_close:.2f}, " |
| f"trend={trend:+.1f}%\n\n" |
| f"Reply with {horizon} closing prices in chronological order, " |
| f"one per line, dollars only (no $ sign, no commentary)." |
| ) |
|
|
| |
| |
| max_tokens = max(64, 12 * horizon + 16) |
| responses = self._call_batch(prompts, max_tokens=max_tokens) |
|
|
| preds = np.full((n, horizon), np.nan, dtype=np.float32) |
| unparsed_idx: list[int] = [] |
| for i, resp in enumerate(responses): |
| traj = _parse_horizon_list(resp, 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 or newlines, no other text." |
| for i in unparsed_idx |
| ] |
| retries = self._call_batch(retry_prompts, max_tokens=max_tokens) |
| still_unparsed = [] |
| for k, i in enumerate(unparsed_idx): |
| traj = _parse_horizon_list(retries[k], horizon) |
| if traj is None: |
| still_unparsed.append(i) |
| else: |
| preds[i, :] = traj |
| unparsed_idx = still_unparsed |
|
|
| 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": horizon, "close_idx": int(close_idx), |
| } |
| return preds |
|
|
| |
|
|
| 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.float64) |
|
|
| prompts: list[str] = [] |
| if task == "T2": |
| for _, row in X.iterrows(): |
| sector = row.get("sector", "Unknown") |
| revenue = row.get("stmt_revenue", 0) |
| net_income = row.get("stmt_net_income", 0) |
| total_assets = row.get("stmt_total_assets", 0) |
| employees = row.get("fullTimeEmployees", "N/A") |
| macro_str = _format_macro_snapshot(row) |
| |
| |
| prompts.append( |
| f"You are a financial analyst. Estimate the total equity " |
| f"market capitalization of this company.\n\n" |
| f"Sector: {sector}\n" |
| f"Revenue: ${_safe_float(revenue):,.0f}\n" |
| f"Net Income: ${_safe_float(net_income):,.0f}\n" |
| f"Total Assets: ${_safe_float(total_assets):,.0f}\n" |
| f"Employees: {employees}\n" |
| f"{macro_str}\n\n" |
| f"Reply with ONLY a single number: the estimated market cap " |
| f"in dollars." |
| ) |
| else: |
| stmt_cols = [c for c in X.columns if c.startswith("stmt_")] |
| for _, row in X.iterrows(): |
| sector = row.get("sector", "Unknown") |
| industry = row.get("industry", "Unknown") |
| stmt_items = [] |
| for c in stmt_cols: |
| val = row.get(c) |
| if pd.notna(val): |
| try: |
| stmt_items.append(f"{c}: ${float(val):,.0f}") |
| except (TypeError, ValueError): |
| continue |
| stmt_str = ( |
| "\n".join(stmt_items) if stmt_items |
| else "No financial statement data available" |
| ) |
| macro_str = _format_macro_snapshot(row) |
| prompts.append( |
| f"You are a private equity analyst. Given ONLY financial " |
| f"statement data (no market price), estimate the market " |
| f"capitalization of this company.\n\n" |
| f"Sector: {sector}\n" |
| f"Industry: {industry}\n" |
| f"{stmt_str}\n" |
| f"{macro_str}\n\n" |
| f"Reply with ONLY a single number: the estimated market cap " |
| f"in dollars." |
| ) |
|
|
| responses = self._call_batch(prompts, max_tokens=64) |
| preds = np.full(n, np.nan, dtype=np.float64) |
| unparsed_idx: list[int] = [] |
| for i, resp in enumerate(responses): |
| v = _parse_number(resp) |
| 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_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"] |
| ) |
|
|
| |
| global_fields = ( |
| self._fitted_fields_global |
| or list(_DEFAULT_T3_T6_FIELDS) |
| ) |
|
|
| prompts: list[str] = [] |
| meta_rows: list[tuple[str, Any, list[str]]] = [] |
| for _, row in X.iterrows(): |
| ticker = str(row.get("ticker", "?")) |
| fy = row.get("fiscal_year", None) |
| fields_for_row = ( |
| self._fitted_fields_per_ticker.get(ticker) |
| or global_fields |
| ) |
| fields_str = ", ".join(fields_for_row) |
| example_key = fields_for_row[0] if fields_for_row else "Revenues" |
| meta_rows.append((ticker, fy, fields_for_row)) |
|
|
| if task == "T3": |
| 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)) |
| prompts.append( |
| f"You are a financial analyst. Given company fundamentals, " |
| f"predict 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..." |
| ) |
| else: |
| description = row.get( |
| "company_description", f"A company with ticker {ticker}", |
| ) |
| sector = row.get("sector", "Unknown") |
| industry = row.get("industry", "Unknown") |
| prompts.append( |
| 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 " |
| f"match): {fields_str}.\n\n" |
| f"Reply with one line per field, format `<FieldName>: <number>`. " |
| f"Example:\n" |
| f"{example_key}: 1000000\n..." |
| ) |
|
|
| 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, |
| ) |
|
|
| rows: list[dict[str, Any]] = [] |
| n_valid = 0 |
| for (ticker, fy, fields_for_row), parsed in zip(meta_rows, parsed_per_row): |
| for field in fields_for_row: |
| |
| |
| |
| v = _resolve_canonical_field(parsed, str(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": str(field), |
| "pred": pred_val, |
| }) |
|
|
| |
| |
| |
| if n_valid == 0: |
| logger.warning( |
| "%s %s predict: 0/%d (canonical_field, value) cells " |
| "extracted; emitting NaN frame — eval will substitute 0.", |
| type(self).__name__, task, len(rows), |
| ) |
|
|
| 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: |
| """Per the canonical T4 loader, ``X`` is a DataFrame with columns |
| ``lookback`` (object), ``event_type``, ``event_description``. |
| For backward compatibility with the legacy dict layout we accept |
| a dict too. |
| """ |
| if isinstance(X, pd.DataFrame): |
| if "event_type" not in X.columns: |
| raise ValueError("T4 X DataFrame missing 'event_type' column") |
| event_type = X["event_type"].astype(str).to_numpy() |
| event_desc = ( |
| X["event_description"].astype(str).to_numpy() |
| if "event_description" in X.columns |
| else np.array([""] * len(X)) |
| ) |
| elif isinstance(X, dict): |
| event_type = np.asarray(X.get("event_type", [])) |
| event_desc = np.asarray(X.get("event_description", [])) |
| else: |
| raise ValueError( |
| f"T4 X must be a 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 event_description " |
| f"({len(event_desc)}) length mismatch." |
| ) |
|
|
| prompts: list[str] = [] |
| for et, ed in zip(event_type, event_desc): |
| et_s = str(et) if et is not None else "unknown" |
| ed_s = str(ed)[:200] if ed is not None else "" |
| prompts.append( |
| f"You are a quantitative analyst. Predict the percentage return " |
| f"for 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%)." |
| ) |
|
|
| responses = self._call_batch(prompts, max_tokens=64) |
| preds = np.full(n, np.nan, dtype=np.float32) |
| unparsed_idx: list[int] = [] |
| for i, resp in enumerate(responses): |
| v = _parse_number(resp) |
| 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_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"]) |
|
|
| prompts: list[str] = [] |
| addrs: list[Any] = [] |
| for _, row in X.iterrows(): |
| addrs.append(row.get("address", None)) |
| 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 = "" |
|
|
| prompts.append( |
| 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>" |
| ) |
|
|
| 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 addr, parsed in zip(addrs, parsed_per_row): |
| 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", np.nan)) |
| except (TypeError, ValueError): |
| rent_val = np.nan |
| try: |
| price_val = float(ci.get("price", np.nan)) |
| except (TypeError, ValueError): |
| price_val = np.nan |
| if not np.isnan(rent_val): |
| n_valid_rent += 1 |
| if not np.isnan(price_val): |
| 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"]) |
|
|
|
|
| |
|
|
|
|
| @register( |
| name="llama_scout", |
| family="llm", |
| tasks=_LLM_TASKS, |
| config_class=LlamaScoutConfig, |
| ) |
| class LlamaScout(_LLMBase): |
| """Llama-4 Scout 109B MoE (FP8), TP=4. Covers T1..T7 zero-shot.""" |
|
|
| name: ClassVar[str] = "llama_scout" |
| _config_class: ClassVar[type[LLMConfig]] = LlamaScoutConfig |
|
|
|
|
| @register( |
| name="gemma4", |
| family="llm", |
| tasks=_LLM_TASKS, |
| config_class=Gemma4Config, |
| ) |
| class Gemma4(_LLMBase): |
| """Gemma-4 31B (FP8), TP=2. Covers T1..T7 zero-shot.""" |
|
|
| name: ClassVar[str] = "gemma4" |
| _config_class: ClassVar[type[LLMConfig]] = Gemma4Config |
|
|
|
|
| @register( |
| name="qwen35", |
| family="llm", |
| tasks=_LLM_TASKS, |
| config_class=Qwen35Config, |
| ) |
| class Qwen35(_LLMBase): |
| """Qwen-3.5 27B (FP8), TP=1. Covers T1..T7 zero-shot.""" |
|
|
| name: ClassVar[str] = "qwen35" |
| _config_class: ClassVar[type[LLMConfig]] = Qwen35Config |
|
|
|
|
| |
| class Gpt51Config(LLMConfig): |
| model_id: str = "openai/gpt-5.1" |
|
|
|
|
| @register( |
| name="gpt51", |
| family="llm", |
| tasks=_LLM_TASKS, |
| config_class=Gpt51Config, |
| ) |
| class Gpt51(_LLMBase): |
| """OpenAI GPT-5.1 served via OpenRouter. Zero-shot.""" |
| name: ClassVar[str] = "gpt51" |
| _config_class: ClassVar[type[LLMConfig]] = Gpt51Config |
|
|
|
|
| class Gemini3FlashConfig(LLMConfig): |
| model_id: str = "google/gemini-3-flash-preview" |
|
|
|
|
| @register( |
| name="gemini3_flash", |
| family="llm", |
| tasks=_LLM_TASKS, |
| config_class=Gemini3FlashConfig, |
| ) |
| class Gemini3Flash(_LLMBase): |
| """Google Gemini-3 Flash (preview) via OpenRouter. Zero-shot.""" |
| name: ClassVar[str] = "gemini3_flash" |
| _config_class: ClassVar[type[LLMConfig]] = Gemini3FlashConfig |
|
|
|
|
| class Exaone45Config(LLMConfig): |
| model_id: str = "LGAI-EXAONE/EXAONE-4.5-33B-FP8" |
| tensor_parallel_size: int = 4 |
|
|
|
|
| @register( |
| name="exaone", |
| family="llm", |
| tasks=_LLM_TASKS, |
| config_class=Exaone45Config, |
| ) |
| class Exaone45(_LLMBase): |
| """LG AI Research EXAONE-4.5-33B (open weights, FP8). Local vLLM, TP=4. Zero-shot.""" |
| name: ClassVar[str] = "exaone" |
| _config_class: ClassVar[type[LLMConfig]] = Exaone45Config |
|
|
|
|
| __all__ = ["LlamaScout", "Gemma4", "Qwen35", "Gpt51", "Gemini3Flash", "Exaone45"] |
|
|