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This MacroLens release is distributed under a dual-license:
* Curated data artifacts under CC-BY-4.0 (Creative Commons Attribution 4.0)
* Code under the MIT License
* Vendored third-party libraries retain their upstream licenses (see
"Vendored Library Acknowledgements" below)
================================================================================
DATA LICENSE
Creative Commons Attribution 4.0
(CC-BY-4.0)
================================================================================
The following directories distribute curated data artifacts under
Creative Commons Attribution 4.0 International (CC-BY-4.0):
data/{daily,weekly,monthly}/ curated panel + ground-truth parquets
data/real_estate/ RentCast-derived address features
data/xbrl/ standardized XBRL facts
data/fundamentals/ yfinance-derived quarterly statements
data/macro/ FRED + EIA series
data/prices/ yfinance-derived OHLCV
data/processed/ derived features (TTM, ratios, scenarios)
Use of these data artifacts is permitted for any purpose (research, commercial,
modification, redistribution) provided that the user gives appropriate credit
to MacroLens and indicates changes made.
Full CC-BY-4.0 text: https://creativecommons.org/licenses/by/4.0/legalcode
================================================================================
CODE LICENSE
(MIT License)
================================================================================
Copyright (c) 2026 The MacroLens Authors
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
The MIT License applies to the following code directories and files:
macrolens/ public unified API (load, score, methods, _types)
dataloader/ canonical loaders + provenance + ablation feature filter
methods/ registered method classes (excluding _vendored/)
experiments/ runner + aggregator + re_evaluate
tools/ provenance + environment verification
notebooks/ demonstration notebooks
eval.py per-task scoring functions (T1-T7)
config.py paths and constants
benchmark_loader.py
collect_*.py reconstruction scripts (universe, fundamentals, prices,
filings, news, real_estate, macro)
preprocess.py, build_ontology.py, assemble_benchmark.py,
generate_scenarios.py, enrich_benchmark.py, build_valuation_tasks.py,
validate_all.py, run_pipeline.py
================================================================================
VENDORED LIBRARY ACKNOWLEDGEMENTS
================================================================================
The following libraries are vendored (verbatim or with documented patches)
under methods/_vendored/. Each retains its upstream copyright notice and
license. Local patches are documented in methods/_vendored/CHANGES.md.
--------------------------------------------------------------------------------
methods/_vendored/tslib/ DLinear, iTransformer source
--------------------------------------------------------------------------------
Original: https://github.com/thuml/Time-Series-Library
License: MIT License
Copyright (c) 2022 THUML
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to
deal in the Software without restriction, including without limitation the
rights to use, copy, modify, merge, publish, distribute, sublicense, and/or
sell copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in
all copies or substantial portions of the Software.
--------------------------------------------------------------------------------
methods/_vendored/moderntcn/ ModernTCN source
--------------------------------------------------------------------------------
Original: https://github.com/luodhhh/ModernTCN
License: Apache License, Version 2.0
Copyright 2024 Luo Donghao and Wang Xue
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
================================================================================
UPSTREAM-DATA-PROVIDER NOTICES
================================================================================
Reconstruction scripts re-fetch from sources whose terms apply to redistribution
of *raw* artifacts. The MacroLens release ships only derived / curated features:
* SEC EDGAR: public domain (US government work). Filings (markdown + PDF,
295,860 documents) and XBRL company facts (46.8M) are bundled in the
HF release. `collect_filings.py` and `collect_fundamentals.py` provided
for re-fetch.
* FRED (Federal Reserve Bank of St. Louis): public domain. 46 series
bundled. `collect_macro.py` provided.
* EIA (U.S. Energy Information Administration): public domain. 7 series
bundled. `collect_macro.py` provided.
* Yahoo Finance (yfinance): non-commercial ToU. The release ships derived
features (OHLCV + adjusted close + quarterly fundamentals). Users
redistributing further should respect yfinance ToU. `collect_prices.py`
+ `collect_fundamentals.py` provided for re-fetch.
* RentCast: GATED — proprietary. Raw listings NOT redistributable; the
release ships derived address-level features (rent + price targets,
property attributes) only. To re-fetch raw, users must obtain their own
RentCast subscription and run `collect_real_estate.py`.
* Financial-news provider: GATED — provider ToU prohibits redistribution.
The release ships derived counts (`filing_8k_count_30d`, `news_count_7d`,
`has_press_release_7d`) only. To re-fetch raw articles, users must
provide their own news-API key and run `collect_news.py`.
================================================================================
By using MacroLens, you agree to honor the upstream-data-provider terms above
in addition to the CC-BY-4.0 / MIT licenses for the curated artifacts.
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