MacroLens / code /methods /llm_ts_reason.py
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"""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"]