# 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. ### 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.