| """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__) |
|
|
|
|
| |
|
|
|
|
| _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 |
| |
| 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 _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): |
| 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 |
| 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))]) |
|
|
|
|
| |
|
|
|
|
| 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 = ( |
| |
| |
| |
| "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", "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>" |
| ) |
|
|
|
|
| |
| |
| |
| |
| |
| |
|
|
| _DryRunEngine = DryRunEngine |
|
|
|
|
| |
|
|
|
|
| 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 |
| if config is None: |
| config = cfg_cls(**kwargs) if kwargs else cfg_cls() |
| elif kwargs: |
| |
| merged = {**config.model_dump(), **kwargs} |
| config = cfg_cls(**merged) |
| self.config = config |
| |
| |
| 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 |
| ) |
| |
| self.last_predict_meta: dict[str, Any] = {} |
| |
| |
| self._t1_close_idx: int | None = None |
| self._t1_horizon: int = 21 |
| self._t3_t6_fields_str: str = _DEFAULT_T3_T6_FIELDS |
|
|
| |
|
|
| @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}") |
|
|
| |
|
|
| def _hf_save(self, path: pathlib.Path) -> None: |
| |
| |
| |
| |
| |
| return None |
|
|
| def _hf_load(self, path: pathlib.Path) -> None: |
| |
| return None |
|
|
| |
|
|
| 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)) |
| |
| 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, |
| ) |
| ] |
| |
| 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) |
|
|
| |
|
|
| 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) |
| |
| |
| max_tokens = max(64, 12 * horizon + 16) |
| |
| |
| |
| 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 = {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: |
| |
| |
| |
| |
| |
| |
| 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, |
| ) |
| |
| |
| 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: |
| |
| |
| |
| 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"] |
| ) |
|
|
|
|
| |
|
|
|
|
| @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: |
| |
| |
| |
| 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 |
| |
| |
| 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 |
| |
| return self._call_batch(prompts, max_tokens=max_tokens) |
|
|
|
|
| |
|
|
|
|
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| _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] |
| |
| |
| 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 |
| 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"] |
|
|