File size: 4,853 Bytes
ccd4d5a | 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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 | {
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"id": "7f20c8e7",
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"/home/hanyueju/miniconda3/envs/kronos/lib/python3.9/site-packages/tqdm/auto.py:21: TqdmWarning: IProgress not found. Please update jupyter and ipywidgets. See https://ipywidgets.readthedocs.io/en/stable/user_install.html\n",
" from .autonotebook import tqdm as notebook_tqdm\n"
]
}
],
"source": [
"from model import Kronos, KronosTokenizer, KronosPredictor\n",
"\n",
"# Load from Hugging Face Hub\n",
"tokenizer = KronosTokenizer.from_pretrained(\"NeoQuasar/Kronos-Tokenizer-base\")\n",
"model = Kronos.from_pretrained(\"NeoQuasar/Kronos-base\")"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "72dc9ba9",
"metadata": {},
"outputs": [],
"source": [
"# Initialize the predictor\n",
"predictor = KronosPredictor(model, tokenizer, max_context=512)"
]
},
{
"cell_type": "code",
"execution_count": 30,
"id": "b07f8d0b",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"X 的行数: 400\n",
"Y 的行数: 120\n"
]
}
],
"source": [
"import pandas as pd\n",
"\n",
"# Load your data\n",
"df = pd.read_csv(\"/home/hanyueju/MinModel/data/qlib_ready_csv/sz002709.csv\")\n",
"df['timestamps'] = pd.to_datetime(df['date'])\n",
"df.sort_values('timestamps', inplace=True, ascending=True)\n",
"df = df.reset_index(drop=True)\n",
"\n",
"# Define context window and prediction length\n",
"lookback = 400\n",
"pred_len = 120\n",
"\n",
"# Prepare inputs for the predictor\n",
"x_df = df.iloc[-(lookback + pred_len):-pred_len][['open', 'high', 'low', 'close', 'volume', 'amount']]\n",
"\n",
"x_timestamp = df.iloc[-(lookback + pred_len):-pred_len]['timestamps']\n",
"\n",
"y_timestamp = df.iloc[-pred_len:]['timestamps']\n",
"# 可以打印一下长度检查是否绝对正确:\n",
"print(f\"X 的行数: {len(x_df)}\") # 应该输出 400\n",
"print(f\"Y 的行数: {len(y_timestamp)}\") # 应该输出 120"
]
},
{
"cell_type": "code",
"execution_count": 32,
"id": "a6466d07",
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
" 0%| | 0/120 [00:00<?, ?it/s]"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"100%|██████████| 120/120 [00:01<00:00, 80.70it/s]"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"Forecasted Data Head:\n",
" open high low close volume \\\n",
"timestamps \n",
"2026-04-03 17.217230 17.387726 17.004833 17.084772 218270.890625 \n",
"2026-04-07 17.034378 17.179306 16.864655 16.910782 211789.062500 \n",
"2026-04-08 16.875727 17.017885 16.738979 16.775610 209235.468750 \n",
"2026-04-09 16.813190 16.977127 16.632999 16.682169 252907.796875 \n",
"2026-04-10 16.673990 16.577105 16.020086 15.899137 270104.250000 \n",
"\n",
" amount \n",
"timestamps \n",
"2026-04-03 310970.37500 \n",
"2026-04-07 290761.37500 \n",
"2026-04-08 282911.37500 \n",
"2026-04-09 410148.81250 \n",
"2026-04-10 450768.71875 \n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"\n"
]
}
],
"source": [
"# Generate predictions\n",
"pred_df = predictor.predict(\n",
" df=x_df,\n",
" x_timestamp=x_timestamp,\n",
" y_timestamp=y_timestamp,\n",
" pred_len=pred_len,\n",
" T=1.0, # Temperature for sampling\n",
" top_p=0.9, # Nucleus sampling probability\n",
" sample_count=1 # Number of forecast paths to generate and average\n",
")\n",
"\n",
"print(\"Forecasted Data Head:\")\n",
"print(pred_df.tail())"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "d30a9976",
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "kronos",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.9.25"
}
},
"nbformat": 4,
"nbformat_minor": 5
}
|