File size: 4,929 Bytes
ff4becd | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 | # Vendored libraries — local patches
This file enumerates every local modification on top of the upstream
`methods/_vendored/{tslib,moderntcn}/` source. Per plan §7b #6, additions
must be appended (not silently merged) so the diff against upstream is
auditable.
Source revisions:
- `tslib/` — https://github.com/thuml/Time-Series-Library (main; MIT — see `LICENSE-tslib`)
- `moderntcn/` — https://github.com/luodhhh/ModernTCN (main; MIT — see `LICENSE-moderntcn`)
> **License note:** Plan §7 lists ModernTCN as Apache 2.0; verification
> against the upstream `LICENSE` file (fetched 2026-05-04) confirms it
> is MIT. The MIT text is reproduced verbatim under
> `LICENSE-moderntcn`.
## Patches in `methods/_vendored/`
### TSLib (`tslib/`)
No source-level patches. The vendored snapshot is byte-identical to the
upstream `models/{DLinear,iTransformer,PatchTST}.py` and the supporting
`layers/`. The Method-contract glue — namespace-style configs, `(B, L, F)`
input shape, target-variate selection — lives in `methods/sequence.py`
inside the `_TSLibWrapper` class (a thin `nn.Module` adapter, **not** a
modification to the vendored source).
### ModernTCN (`moderntcn/`)
No source-level patches. The vendored snapshot is byte-identical to the
upstream `models/{ModernTCN,ModernTCN_Layer}.py` and `layers/RevIN.py`.
The Method-contract glue lives in `methods/sequence.py` inside the
`_ModernTCNWrapper` class (same pattern as `_TSLibWrapper`; constructs
the four-stage `dims`/`dw_dims` lists ModernTCN expects even when only
one stage is in use).
## Patches that live outside `methods/_vendored/` (referenced for completeness)
These patches operate against installed Python packages — not vendored
source — but are documented here because they are part of the same
"local modifications to upstream behaviour" surface the auditor cares
about.
### Moirai2 — gluonts 0.16 forward-shape wrap
- **Where:** `methods/tsfm.py`
- **What:** Wraps `Moirai2Forecast.forward` so it returns
`((preds.transpose(1, 2),), None, None)`, the shape
`gluonts==0.16.QuantileForecastGenerator` expects.
- **Why:** `uni2ts` ships a forward signature aligned with gluonts < 0.16;
the runtime crash this papers over is a pure interface mismatch, not a
semantic change.
- **Idempotency:** guarded by the
`_macrolens_gluonts016_wrap_applied` sentinel attribute on the
`Moirai2Forecast` class so repeated method instantiations do not stack
wrappers.
### Sundial — not vendored, removed from the panel
- `transformers >= 4.45` is incompatible with the upstream Sundial
checkpoint's custom forward; rather than maintain a deeper patch we
removed Sundial from `experiments/panel.py` (see comment there).
- This entry is preserved as a trail for future re-evaluation against a
newer upstream release.
## Method-contract wrappers (not modifications, but worth documenting)
- **`_TSLibWrapper`** — `methods/sequence.py`. Thin `nn.Module` adapter
exposing the vendored TSLib models via the unified `Method` contract.
Accepts `(B, L, F)` and emits the target variate at index
`self.target_idx` (`close` price column for T1; index 0 for T4).
- **`_ModernTCNWrapper`** — `methods/sequence.py`. Same pattern for the
vendored ModernTCN model. Constructs the four-stage `dims` and
`dw_dims` lists ModernTCN expects even when only one stage is in
active use.
## Append-only log
Future patches MUST be appended below this header (with date and a one-
line rationale). Silent merges into the sections above are prohibited
by plan §7b #6.
<!-- new patches go below -->
### 2026-05-05 — ITFormer (`itformer/`) — adapter for authors' CLI
Added `methods/_vendored/itformer/` with two files:
- `__init__.py` — re-exports `ITFormerEngine`.
- `engine.py` — Pythonic wrapper that drives the authors' `inference.py`
CLI verbatim. Locates an existing clone at
`baselines/_vendor/itformer/` (preferred; legacy clone, 3.5 MB) or
`methods/_vendored/itformer/upstream/` (clones on demand). No
source-level patches to the upstream tree — it is invoked as an opaque
CLI per the authors' `accelerate launch ... inference.py --config
... --model_checkpoint ...` recipe.
Source revision:
- Upstream URL: `https://github.com/Pandalin98/ITFormer-ICML25` (`main`,
MIT — see upstream `LICENSE`). Verified against
`https://huggingface.co/Pandalin98/ITFormer-ICML25` model card on
2026-05-05.
The Method-contract glue lives in `methods/llm_ts_reason.py::ITFormer`
(per-task `_predict_*` overrides that batch all prompts into one
HDF5+JSONL+YAML triple, subprocess-call `inference.py` once, and route
each generated `prediction` string through the same parsers the
chat-complete path uses). Documented protocol mismatch (zero-padded
time-series prefix for non-T1 tasks; all prompts tagged `stage='1'`) is
disclosed in DRAFT.md Family 6 and in the `ITFormer` class docstring.
|