| MacroLens License |
|
|
| 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. |
|
|
