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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 ── | |
| 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 ────────────────────────────────────────────────────────────── | |
| 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}]." | |
| ) | |
| 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"] | |