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.