Enhance model card with paper details, demo, usage, and model zoo

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by nielsr HF Staff - opened
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  1. README.md +134 -1
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  - Finance
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  - Candlestick
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  - K-line
 
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  ---
 
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  # Model Card for Kronos
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- For details on how to use this model, please visit our [GitHub page](https://github.com/shiyu-coder/Kronos).
 
 
 
 
 
 
 
 
 
 
 
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  - Finance
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  - Candlestick
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  - K-line
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+ library_name: torch
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  ---
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+
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  # Model Card for Kronos
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+ **Kronos** is a unified, scalable pre-training framework tailored to financial candlestick (K-line) modeling. It introduces a specialized tokenizer that discretizes continuous market information into token sequences, preserving both price dynamics and trade activity patterns. Pre-trained on a massive, multi-market corpus of over 12 billion K-line records from 45 global exchanges, Kronos learns nuanced temporal and cross-asset representations. Kronos excels in a zero-shot setting across a diverse set of financial tasks, boosting price series forecasting RankIC by 93%, achieving a 9% lower MAE in volatility forecasting, and a 22% improvement in generative fidelity for synthetic K-line sequences.
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+ This model was presented in the paper: [Kronos: A Foundation Model for the Language of Financial Markets](https://huggingface.co/papers/2508.02739).
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+ For full details on how to use this model, please visit our [GitHub page](https://github.com/shiyu-coder/Kronos).
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+ ## ✨ Live Demo
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+ We have set up a live demo to visualize Kronos's forecasting results. The webpage showcases a forecast for the **BTC/USDT** trading pair over the next 24 hours.
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+ **πŸ‘‰ [Access the Live Demo Here](https://shiyu-coder.github.io/Kronos-demo/)**
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+
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+ ## πŸ“¦ Model Zoo
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+ We release a family of pre-trained models with varying capacities to suit different computational and application needs. All models are readily accessible from the Hugging Face Hub.
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+
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+ | Model | Tokenizer | Context length | Param | Open-source |
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+ |--------------|---------------------------------------------------------------------------------| -------------- | ------ |---------------------------------------------------------------------------|
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+ | Kronos-mini | [Kronos-Tokenizer-2k](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-2k) | 2048 | 4.1M | βœ… [NeoQuasar/Kronos-mini](https://huggingface.co/NeoQuasar/Kronos-mini) |
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+ | Kronos-small | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 24.7M | βœ… [NeoQuasar/Kronos-small](https://huggingface.co/NeoQuasar/Kronos-small) |
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+ | Kronos-base | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 102.3M | βœ… [NeoQuasar/Kronos-base](https://huggingface.co/NeoQuasar/Kronos-base) |
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+ | Kronos-large | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 499.2M | ❌ |
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+ ## πŸš€ Getting Started
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+
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+ ### Installation
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+ 1. Install Python 3.10+, and then install the dependencies:
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+ ```shell
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+ pip install -r requirements.txt
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+ ```
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+
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+ ### πŸ“ˆ Making Forecasts
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+ Forecasting with Kronos is straightforward using the `KronosPredictor` class. It handles data preprocessing, normalization, prediction, and inverse normalization, allowing you to get from raw data to forecasts in just a few lines of code.
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+ **Important Note**: The `max_context` for `Kronos-small` and `Kronos-base` is **512**. This is the maximum sequence length the model can process. For optimal performance, it is recommended that your input data length (i.e., `lookback`) does not exceed this limit. The `KronosPredictor` will automatically handle truncation for longer contexts.
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+ Here is a step-by-step guide to making your first forecast.
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+ #### 1. Load the Tokenizer and Model
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+ First, load a pre-trained Kronos model and its corresponding tokenizer from the Hugging Face Hub.
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+ ```python
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+ from model import Kronos, KronosTokenizer, KronosPredictor
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+
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+ # Load from Hugging Face Hub
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+ tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base")
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+ model = Kronos.from_pretrained("NeoQuasar/Kronos-small")
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+ ```
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+
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+ #### 2. Instantiate the Predictor
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+ Create an instance of `KronosPredictor`, passing the model, tokenizer, and desired device.
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+ ```python
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+ # Initialize the predictor
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+ predictor = KronosPredictor(model, tokenizer, device="cuda:0", max_context=512)
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+ ```
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+
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+ #### 3. Prepare Input Data
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+ The `predict` method requires three main inputs:
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+ - `df`: A pandas DataFrame containing the historical K-line data. It must include columns `['open', 'high', 'low', 'close']`. `volume` and `amount` are optional.
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+ - `x_timestamp`: A pandas Series of timestamps corresponding to the historical data in `df`.
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+ - `y_timestamp`: A pandas Series of timestamps for the future periods you want to predict.
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+ ```python
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+ import pandas as pd
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+
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+ # Load your data
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+ df = pd.read_csv("./data/XSHG_5min_600977.csv")
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+ df['timestamps'] = pd.to_datetime(df['timestamps'])
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+
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+ # Define context window and prediction length
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+ lookback = 400
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+ pred_len = 120
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+
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+ # Prepare inputs for the predictor
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+ x_df = df.loc[:lookback-1, ['open', 'high', 'low', 'close', 'volume', 'amount']]
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+ x_timestamp = df.loc[:lookback-1, 'timestamps']
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+ y_timestamp = df.loc[lookback:lookback+pred_len-1, 'timestamps']
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+ ```
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+
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+ #### 4. Generate Forecasts
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+ Call the `predict` method to generate forecasts. You can control the sampling process with parameters like `T`, `top_p`, and `sample_count` for probabilistic forecasting.
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+ ```python
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+ # Generate predictions
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+ pred_df = predictor.predict(
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+ df=x_df,
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+ x_timestamp=x_timestamp,
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+ y_timestamp=y_timestamp,
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+ pred_len=pred_len,
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+ T=1.0, # Temperature for sampling
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+ top_p=0.9, # Nucleus sampling probability
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+ sample_count=1 # Number of forecast paths to generate and average
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+ )
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+
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+ print("Forecasted Data Head:")
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+ print(pred_df.head())
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+ ```
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+ The `predict` method returns a pandas DataFrame containing the forecasted values for `open`, `high`, `low`, `close`, `volume`, and `amount`, indexed by the `y_timestamp` you provided.
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+ #### 5. Example and Visualization
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+ For a complete, runnable script that includes data loading, prediction, and plotting, please see [`examples/prediction_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_example.py).
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+ Running this script will generate a plot comparing the ground truth data against the model's forecast, similar to the one shown below:
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+ <p align="center">
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+ <img src="https://huggingface.co/NeoQuasar/Kronos-mini/resolve/main/figures/prediction_example.png" alt="Forecast Example" align="center" width="600px" />
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+ </p>
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+ Additionally, we also provide a script that makes predictions without Volume and Amount data, which can be found in [`examples/prediction_wo_vol_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_wo_vol_example.py).
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+ ## πŸ“– Citation
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+ If you use Kronos in your research, we would appreciate a citation to our [paper](https://arxiv.org/abs/2508.02739):
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+ ```
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+ @misc{shi2025kronos,
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+ title={Kronos: A Foundation Model for the Language of Financial Markets},
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+ author={Yu Shi and Zongliang Fu and Shuo Chen and Bohan Zhao and Wei Xu and Changshui Zhang and Jian Li},
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+ year={2025},
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+ eprint={2508.02739},
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+ archivePrefix={arXiv},
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+ primaryClass={q-fin.ST},
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+ url={https://arxiv.org/abs/2508.02739},
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+ }
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+ ```