interfaze-1-lite / forecasting.py
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"""Forecasting: interfaze's dataset parsing and pre-processing, and its TimesFM service's.
Two sources, ported so their behaviour does not move:
- interfaze `helpers/forecastDataset.ts` and `helpers/forecast/index.ts`: a CSV or JSON
file (or an inline list) becomes `{date, value}` points; dates without a time get
" 00:00:00"; points are sorted; values on the same date are summed; five unique dates
are the minimum and 1,000 points the maximum.
- JigsawStack's `prediction-timesfm` service: dates parsed and sorted, the step inferred
from them, the horizon clamped to what the model was compiled for, and the forecast
rounded to integers when every input was one.
Pure, apart from pandas/numpy imported where they are used.
"""
from __future__ import annotations
import ipaddress
import json
import math
import re
from datetime import datetime, timedelta
from urllib.parse import urlparse
MIN_FORECAST_POINTS = 5
MAX_FORECAST_POINTS = 1_000
MAX_DATASET_BYTES = 25 * 1024 * 1024
# TimesFM, as JigsawStack's service compiles it.
MAX_HORIZON = 256
MAX_CONTEXT = 1024
_DATE_HEADER = re.compile(r"date|time|day|month|year|timestamp|period|\bds\b", re.I)
_GROUPED = re.compile(r"^-?\d{1,3}(,\d{3})+(\.\d+)?$")
class DatasetError(ValueError):
"""The data could not be turned into a series; the message says what to fix."""
def parse_csv(text: str) -> list[list[str]]:
"""RFC-4180-ish rows: quoted fields, "" escapes, CRLF/LF, a leading BOM. Blank lines dropped."""
if text.startswith(""):
text = text[1:]
rows: list[list[str]] = []
field, row, quoted = "", [], False
i = 0
while i < len(text):
ch = text[i]
if quoted:
if ch == '"':
if i + 1 < len(text) and text[i + 1] == '"':
field += '"'
i += 1
else:
quoted = False
else:
field += ch
elif ch == '"':
quoted = True
elif ch == ",":
row.append(field)
field = ""
elif ch == "\n":
row.append(field)
rows.append(row)
field, row = "", []
elif ch != "\r":
field += ch
i += 1
row.append(field)
rows.append(row)
return [r for r in rows if not (len(r) == 1 and r[0].strip() == "")]
def coerce_number(raw: str) -> float:
"""A cell as a number: a leading currency sign dropped, thousands commas only when
the value is unambiguously grouped. NaN when it is not a number."""
trimmed = raw.strip()
trimmed = re.sub(r"^[$€£]", "", trimmed)
if trimmed:
try:
return float(trimmed)
except ValueError:
pass
if _GROUPED.match(trimmed):
return float(trimmed.replace(",", ""))
return float("nan")
def looks_like_date(text: str) -> bool:
"""What JavaScript's Date.parse accepts, near enough: pandas parses it."""
if not text or not text.strip():
return False
try:
float(text)
return False # a bare number is not a date here, as in interfaze's header test
except ValueError:
pass
import pandas as pd
try:
return not pd.isna(pd.to_datetime(text.strip(), errors="coerce"))
except (ValueError, TypeError, OverflowError):
return False
def rows_to_dataset(rows: list[list[str]], date_column: str | None = None,
value_column: str | None = None) -> list[dict]:
"""CSV rows as `{date, value}` points, choosing the columns the way interfaze does."""
if not rows:
return []
first = [c.strip() for c in rows[0]]
has_header = any(c and not _is_number(c) and not looks_like_date(c) for c in first)
header = first if has_header else [f"column_{i}" for i in range(len(first))]
lower = [h.lower() for h in header]
count = len(header)
def hint(name: str | None, kind: str) -> int:
if not name:
return -1
try:
return lower.index(name.strip().lower())
except ValueError:
raise DatasetError(f'{kind} column "{name}" not found. '
f"Available columns: {', '.join(header)}.") from None
date_idx = hint(date_column, "Date")
value_idx = hint(value_column, "Value")
if date_idx == -1 and has_header:
date_idx = next((i for i, h in enumerate(lower) if _DATE_HEADER.search(h)), -1)
if count == 2:
if date_idx == -1 and value_idx == -1:
date_idx, value_idx = 0, 1
elif value_idx == -1:
value_idx = 1 if date_idx == 0 else 0
elif date_idx == -1:
date_idx = 1 if value_idx == 0 else 0
# More than two columns, no value hint: exactly one numeric non-date column is taken;
# several is genuinely ambiguous (date,open,close) and asks for value_column.
if value_idx == -1 and date_idx != -1:
sample = (rows[1:] if has_header else rows)[:5]
numeric = [i for i in range(count) if i != date_idx and sample
and all(i < len(r) and math.isfinite(coerce_number(r[i])) for r in sample)]
if len(numeric) == 1:
value_idx = numeric[0]
if date_idx == -1 or value_idx == -1 or date_idx == value_idx:
raise DatasetError(f"Could not determine date and value columns from: {', '.join(header)}. "
"Specify date_column and value_column explicitly.")
dataset = []
for r in (rows[1:] if has_header else rows):
if date_idx >= len(r) or value_idx >= len(r):
continue
date = (r[date_idx] or "").strip()
value = coerce_number(r[value_idx] or "")
if not date or not looks_like_date(date) or not math.isfinite(value):
continue
dataset.append({"date": date, "value": value})
return dataset
def json_to_dataset(parsed, date_column: str | None = None, value_column: str | None = None) -> list[dict]:
"""`[{date, value}]`, `[[date, value]]`, or either wrapped in {data|dataset|series}."""
arr = parsed
if isinstance(parsed, dict):
# JavaScript's `??`: the first key that is present, even when it holds [].
arr = next((parsed[k] for k in ("data", "dataset", "series", "predictions")
if parsed.get(k) is not None), parsed)
if not isinstance(arr, list):
return []
date_keys = [k for k in (date_column, "date", "ds", "timestamp", "time", "day", "period") if k]
value_keys = [k for k in (value_column, "value", "y", "val", "amount", "count") if k]
dataset = []
for row in arr:
date, value = None, None
if isinstance(row, list) and len(row) >= 2:
date, value = str(row[0]).strip(), coerce_number(str(row[1]))
elif isinstance(row, dict):
by_lower = {k.lower(): k for k in row}
dk = next((by_lower[k.lower()] for k in date_keys if k.lower() in by_lower), None)
vk = next((by_lower[k.lower()] for k in value_keys if k.lower() in by_lower), None)
if dk is not None:
date = str(row[dk]).strip()
if vk is not None:
value = coerce_number(str(row[vk]))
if not date or value is None or not looks_like_date(date) or not math.isfinite(value):
continue
dataset.append({"date": date, "value": value})
return dataset
def parse_dataset(text: str, *, url: str = "", content_type: str = "",
date_column: str | None = None, value_column: str | None = None) -> list[dict]:
"""A dataset file's text as points, JSON or CSV by content type, extension or first byte."""
looks_json = ("json" in content_type.lower() or re.search(r"\.json(\?|#|$)", url, re.I)
or re.match(r"^\s*[\[{]", text))
if looks_json:
return json_to_dataset(json.loads(text), date_column, value_column)
return rows_to_dataset(parse_csv(text), date_column, value_column)
def dataset_from_text(text: str) -> list[dict]:
"""The series written into a message: its longest run of comma rows, read as CSV.
The model otherwise copies a pasted table into its tool call row by row. At 365
rows that ran past the tool turn's token limit, and the cut-off call arrived with
no data at all -- eight times, and then no answer. Rows are grouped by their comma
count, so a sentence with a comma before the table is not its header. Empty when
there is no usable series.
"""
best: list[str] = []
run: list[str] = []
shape = None
for line in (text or "").splitlines():
commas = line.count(",")
if line.strip() and commas:
if commas != shape:
run, shape = [], commas
run.append(line)
if len(run) > len(best):
best = list(run)
else:
run, shape = [], None
# A sentence with as many commas as the rows ("Forecast this, please:") lands at the
# top of the run; leading lines are dropped until what is left reads as a table.
for start in range(min(3, len(best))):
if len(best) - start < MIN_FORECAST_POINTS:
break
try:
points = rows_to_dataset(parse_csv("\n".join(best[start:])))
except (DatasetError, ValueError):
continue
if len(points) >= MIN_FORECAST_POINTS:
return points
return []
def assert_fetchable_url(url: str) -> None:
"""Refuse non-http(s) URLs and addresses back into our own network, as interfaze does."""
parsed = urlparse(url)
if parsed.scheme not in ("http", "https"):
raise DatasetError("Only http(s) dataset URLs are supported.")
host = (parsed.hostname or "").lower()
blocked = host in ("localhost", "0.0.0.0", "::1", "::") or host.endswith(".localhost")
try:
ip = ipaddress.ip_address(host)
blocked = blocked or ip.is_loopback or ip.is_private or ip.is_link_local or ip.is_unspecified
except ValueError:
pass
if blocked:
raise DatasetError(f"Refusing to fetch dataset from a non-public address ({parsed.hostname}).")
def series(dataset: list[dict]) -> dict[str, float]:
"""interfaze's pre-processing: a time on every date, sorted, same-date values summed."""
points = [{**p, "date": p["date"] if ":" in p["date"] else f"{p['date']} 00:00:00"} for p in dataset]
points.sort(key=lambda p: _timestamp(p["date"]))
y: dict[str, float] = {}
for p in points:
v = float(p["value"]) if not isinstance(p["value"], str) else float(p["value"])
y[p["date"]] = y[p["date"]] + v if p["date"] in y else v
if len(y) < MIN_FORECAST_POINTS:
raise DatasetError("At least 5 unique dates are required")
return y
# --- the TimesFM service's side -------------------------------------------------------
def parse_dates_sorted(y: dict[str, float]) -> tuple[list[datetime], list[float]]:
import pandas as pd
keys = list(y)
idx = pd.to_datetime(keys, errors="coerce")
bad = [keys[i] for i, ts in enumerate(idx) if pd.isna(ts)]
if bad:
raise DatasetError(f"Invalid date keys: {bad[:8]}{'...' if len(bad) > 8 else ''}")
if getattr(idx, "tz", None) is not None:
idx = idx.tz_convert(None)
order = idx.argsort()
return [idx[i].to_pydatetime() for i in order], [float(y[keys[i]]) for i in order]
def infer_step(dts: list[datetime]) -> timedelta:
import numpy as np
import pandas as pd
if len(dts) < 3:
return timedelta(days=1)
try:
guessed = pd.infer_freq(pd.DatetimeIndex(dts))
if guessed:
g = guessed.upper()
if g.endswith("D"):
return timedelta(days=int(g[:-1] or "1"))
if g.endswith("H"):
return timedelta(hours=int(g[:-1] or "1"))
if g.endswith(("T", "MIN")):
n = g[:-1] if g.endswith("T") else g.replace("MIN", "")
return timedelta(minutes=int(n or "1"))
if g.endswith("S"):
return timedelta(seconds=int(g[:-1] or "1"))
except Exception:
pass
diffs = np.diff(np.array(dts, dtype="datetime64[s]")).astype("timedelta64[s]").astype(int)
diffs = diffs[diffs > 0]
return timedelta(seconds=int(np.median(diffs))) if diffs.size else timedelta(days=1)
def future_timestamps(last: datetime, horizon: int, step: timedelta) -> list[str]:
start = last + step
return [(start + i * step).strftime("%Y-%m-%d %H:%M:%S") for i in range(horizon)]
def all_integers(values) -> bool:
return all(not isinstance(v, bool) and isinstance(v, (int, float)) and abs(v - round(v)) < 1e-9
for v in values)
def _is_number(text: str) -> bool:
try:
float(text)
return True
except ValueError:
return False
def _timestamp(text: str) -> float:
import pandas as pd
ts = pd.to_datetime(text, errors="coerce")
return float("inf") if pd.isna(ts) else ts.value