"""Per-method typed Pydantic configurations for the MacroLens unified API. Each method class declares its own ``MethodConfig`` subclass with typed, validated, default-bearing hyperparameters. The runner records ``config.model_dump()`` into ``RunRecord.hyperparams`` for every result. """ from __future__ import annotations from typing import Literal import pydantic class MethodConfig(pydantic.BaseModel): """Base for all method configs. ``model_config = ConfigDict(extra="forbid")`` so unknown kwargs raise at construction; methods can override to allow ``extra="allow"`` if they intentionally pass through to a wrapped library. """ model_config = pydantic.ConfigDict(extra="forbid", frozen=True) # ── Naive ────────────────────────────────────────────────────────────────── class PersistenceConfig(MethodConfig): # Index of the "close" feature on the (N, lookback, F) X array. Since # X is a numpy ndarray (no column names), the runner must pass this # in via config; default 0 matches the convention that close is the # first numeric feature returned by the T1 loader. close_feature_idx: int = 0 # Optional explicit horizon override; when None, fit() reads horizon # from y.shape[1] and stores it as self._horizon. horizon: int | None = None class SectorMedianConfig(MethodConfig): fallback_to_global: bool = True class MetroMedianConfig(MethodConfig): fallback_to_global: bool = True metro_key: Literal["city_state", "state", "state_property_type"] = ( "state_property_type" ) class HistoricalAnalogueConfig(MethodConfig): fallback_to_global: bool = True class LogSizeOLSConfig(MethodConfig): use_log_assets: bool = True sector_dummies: bool = True # ── Classical ────────────────────────────────────────────────────────────── class LightGBMConfig(MethodConfig): """LightGBM library defaults; only ``n_jobs`` is a system-level flag.""" n_estimators: int = 100 # LightGBM default max_depth: int = -1 # LightGBM default (unlimited) learning_rate: float = 0.1 # LightGBM default subsample: float = 1.0 # LightGBM default colsample_bytree: float = 1.0 # LightGBM default n_jobs: int = 8 # system-level flag (not a hyperparameter) verbosity: int = -1 t6_text_handling: Literal["sector_industry_only"] = "sector_industry_only" class RandomForestConfig(MethodConfig): """sklearn RandomForestRegressor library defaults; ``n_jobs`` is system-level.""" n_estimators: int = 100 # sklearn default max_depth: int | None = None # sklearn default (unlimited) min_samples_leaf: int = 1 # sklearn default n_jobs: int = 8 # system-level flag (not a hyperparameter) t6_text_handling: Literal["sector_industry_only"] = "sector_industry_only" # ── Sequence ─────────────────────────────────────────────────────────────── class SequenceConfig(MethodConfig): """Shared training-loop defaults aligned with each upstream paper's reference script (DLinear / iTransformer / ModernTCN — all 3 papers use train_epochs=10, batch_size=32, patience=3, no weight_decay).""" epochs: int = 10 # all three upstream papers use 10 batch_size: int = 32 # all three upstream papers use 32 learning_rate: float = 1e-4 # subclass overrides match each paper patience: int = 3 # all three upstream papers use 3 weight_decay: float = 0.0 # upstream papers don't use weight_decay grad_clip: float = 1.0 target_idx: int = 0 class DLinearConfig(SequenceConfig): """DLinear (Zeng et al. AAAI 2023; cure-lab/LTSF-Linear, ETTh1 ref).""" moving_avg: int = 25 # paper default learning_rate: float = 5e-3 # ETTh1 reference script lr=0.005 class ITransformerConfig(SequenceConfig): """iTransformer (Liu et al. ICLR 2024; thuml/iTransformer, ETTh1 ref).""" d_model: int = 128 # ETTh1 reference d_model=128 n_heads: int = 8 # paper default e_layers: int = 2 # ETTh1 reference e_layers=2 d_ff: int = 128 # ETTh1 reference d_ff=128 dropout: float = 0.1 # paper default factor: int = 1 # paper default activation: str = "gelu" # paper default learning_rate: float = 1e-4 # ETTh1 reference lr=0.0001 class ModernTCNConfig(SequenceConfig): """ModernTCN (Donghao & Xue ICLR 2024; luodhhh/ModernTCN, ETTh1 ref).""" patch_size: int = 16 # paper default patch_stride: int = 8 # paper default d_model: int = 64 # ETTh1 reference d_model=64 kernel_size: int = 25 # paper default stem_ratio: int = 1 # paper default downsample_ratio: int = 2 # paper default ffn_ratio: int = 2 # paper default num_blocks: tuple[int, ...] = (1,) # paper default large_size: tuple[int, ...] = (51,) # paper default small_size: tuple[int, ...] = (5,) # paper default dropout: float = 0.1 # paper default head_dropout: float = 0.1 # paper default revin: bool = True # paper default affine: bool = True # paper default learning_rate: float = 1e-3 # ETTh1 reference lr=0.001 # ── TSFM (zero-shot) ─────────────────────────────────────────────────────── class TSFMConfig(MethodConfig): """Shared base for Chronos2 / Moirai2 / TimesFM.""" model_id: str = "" # subclass overrides the default device: Literal["auto", "cpu", "cuda"] = "auto" batch_size: int = 32 target_idx: int = 0 # close-column index in T1 X (N, L, F) class Chronos2Config(TSFMConfig): model_id: str = "amazon/chronos-2" num_samples: int = 20 class Moirai2Config(TSFMConfig): model_id: str = "Salesforce/moirai-2.0-R-small" class TimesFMConfig(TSFMConfig): model_id: str = "google/timesfm-1.0-200m-pytorch" per_core_batch_size: int = 32 granularity: Literal["daily", "weekly", "monthly"] = "daily" # ── LLM (frontier) ───────────────────────────────────────────────────────── class LLMConfig(MethodConfig): model_id: str = "" tensor_parallel_size: int = 1 max_model_len: int = 8192 temperature: float = 0.0 max_tokens: int = 256 enable_thinking: bool = False # Number of in-context (X_train, y_train) examples to include in the # prompt at predict time. ``0`` (default) = pure zero-shot. in_context_k: int = 0 # Smoke-test mode: ``predict`` returns deterministic fake outputs # without invoking the engine. Used when ``engine=None`` in CI. dry_run: bool = False class LlamaScoutConfig(LLMConfig): model_id: str = "meta-llama/Llama-4-Scout-17B-16E-Instruct" tensor_parallel_size: int = 4 class Gemma4Config(LLMConfig): model_id: str = "google/gemma-4-31B-it" tensor_parallel_size: int = 2 class Qwen35Config(LLMConfig): model_id: str = "Qwen/Qwen3.5-27B-FP8" tensor_parallel_size: int = 1 # ── LLM-TS multi-task ────────────────────────────────────────────────────── class LLMTSConfig(MethodConfig): model_id: str = "" device: Literal["auto", "cpu", "cuda"] = "auto" # Smoke-test mode: ``predict`` returns deterministic fake outputs without # invoking a real engine. Mirrors :class:`LLMConfig.dry_run`. dry_run: bool = False class ChatTimeConfig(LLMTSConfig): model_id: str = "ChengsenWang/ChatTime-1-7B-Chat" hist_len: int = 63 pred_len: int = 21 class TimeMQAConfig(LLMTSConfig): model_id: str = "Time-MQA/Qwen-2.5-7B" base_model_id: str = "Qwen/Qwen2.5-7B-Instruct" # ── LLM fine-tune (deferred) ─────────────────────────────────────────────── class LLMFineTunedConfig(LLMConfig): lora_r: int = 16 lora_alpha: int = 32 epochs: int = 3 learning_rate: float = 2e-4