import random from pathlib import Path import numpy as np import pandas as pd import pytest import torch from tqdm import tqdm from model import Kronos, KronosPredictor, KronosTokenizer TEST_DATA_ROOT = Path(__file__).parent / "data" INPUT_DATA_PATH = TEST_DATA_ROOT / "regression_input.csv" # Regression test configuration OUTPUT_DATA_DIR = TEST_DATA_ROOT TEST_CTX_LEN = [512, 256] PRED_LEN = 8 REL_TOLERANCE = 1e-5 FEATURE_NAMES = ["open", "high", "low", "close", "volume", "amount"] # MSE regression test configuration MSE_SAMPLE_SIZE = 4 MSE_CTX_LEN = [512, 256] MSE_EXPECTED = [0.008979, 0.003741] MSE_PRED_LEN = 30 MSE_TOLERANCE = 0.000001 MSE_FEATURE_NAMES = ["open", "high", "low", "close"] MODEL_REVISION = "901c26c1332695a2a8f243eb2f37243a37bea320" TOKENIZER_REVISION = "0e0117387f39004a9016484a186a908917e22426" MAX_CTX_LEN = 512 SEED = 123 DEVICE = "cpu" def set_seed(seed: int) -> None: random.seed(seed) np.random.seed(seed) torch.manual_seed(seed) if torch.backends.cudnn.is_available(): torch.backends.cudnn.deterministic = True torch.backends.cudnn.benchmark = False @pytest.mark.parametrize("context_len", TEST_CTX_LEN) def test_kronos_predictor_regression(context_len): set_seed(SEED) expected_output_path = OUTPUT_DATA_DIR / f"regression_output_{context_len}.csv" df = pd.read_csv(INPUT_DATA_PATH, parse_dates=["timestamps"]) expected_df = pd.read_csv(expected_output_path, parse_dates=["timestamps"]) if df.shape[0] < context_len + len(expected_df): raise ValueError("Example data does not contain enough rows for the regression test.") context_df = df.iloc[:context_len].copy() context_features = context_df[FEATURE_NAMES].reset_index(drop=True) x_timestamp = context_df["timestamps"].reset_index(drop=True) future_timestamp = df["timestamps"].iloc[context_len:context_len + len(expected_df)].reset_index(drop=True) expected = expected_df[FEATURE_NAMES].values.astype(np.float32) tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base", revision=TOKENIZER_REVISION) model = Kronos.from_pretrained("NeoQuasar/Kronos-small", revision=MODEL_REVISION) tokenizer.eval() model.eval() predictor = KronosPredictor(model, tokenizer, device=DEVICE, max_context=MAX_CTX_LEN) with torch.no_grad(): pred_df = predictor.predict( df=context_features, x_timestamp=x_timestamp, y_timestamp=future_timestamp, pred_len=expected.shape[0], T=1.0, top_k=1, top_p=1.0, verbose=False, sample_count=1, ) obtained = pred_df[FEATURE_NAMES].to_numpy(dtype=np.float32) abs_diff = np.abs(obtained - expected) rel_diff = abs_diff / (np.abs(expected) + 1e-9) print(f"Abs diff: {np.max(abs_diff)}, Rel diff: {np.max(rel_diff)}") np.testing.assert_allclose(obtained, expected, rtol=REL_TOLERANCE) @pytest.mark.parametrize("context_len, expected_mse", zip(MSE_CTX_LEN, MSE_EXPECTED)) def test_kronos_predictor_mse(context_len, expected_mse): set_seed(SEED) df = pd.read_csv(INPUT_DATA_PATH, parse_dates=["timestamps"]) if df.shape[0] <= context_len + MSE_PRED_LEN: raise ValueError("Example data does not contain enough rows for the random sample regression test.") tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base", revision=TOKENIZER_REVISION) model = Kronos.from_pretrained("NeoQuasar/Kronos-small", revision=MODEL_REVISION) tokenizer.eval() model.eval() predictor = KronosPredictor(model, tokenizer, device=DEVICE, max_context=MAX_CTX_LEN) valid_region = df.iloc[context_len : df.shape[0] - MSE_PRED_LEN] if valid_region.shape[0] < MSE_SAMPLE_SIZE: raise ValueError("Not enough data points to draw the requested random samples.") sampled_rows = valid_region.sample(n=MSE_SAMPLE_SIZE, random_state=SEED).sort_index() mse_values = [] sample_indices = sampled_rows.index.to_list() with torch.no_grad(): for row_idx in tqdm(sample_indices): context_slice = df.iloc[row_idx - context_len : row_idx].copy() future_slice = df.iloc[row_idx : row_idx + MSE_PRED_LEN].copy() pred_df = predictor.predict( df=context_slice[FEATURE_NAMES].reset_index(drop=True), x_timestamp=context_slice["timestamps"].reset_index(drop=True), y_timestamp=future_slice["timestamps"].reset_index(drop=True), pred_len=MSE_PRED_LEN, T=1.0, top_k=1, top_p=1.0, verbose=False, sample_count=1, ) obtained = pred_df[MSE_FEATURE_NAMES].to_numpy(dtype=np.float32) expected = future_slice[MSE_FEATURE_NAMES].to_numpy(dtype=np.float32) mse_values.append(float(np.mean((obtained - expected) ** 2))) assert len(mse_values) == MSE_SAMPLE_SIZE, f"Expected {MSE_SAMPLE_SIZE} MSE values, got {len(mse_values)}." mse = np.mean(mse_values).item() mse_diff = mse - expected_mse print(f"Average MSE: {mse} (Diff vs expected: {mse_diff:+})") assert abs(mse_diff) <= MSE_TOLERANCE, f"MSE {mse} differs from expected {expected_mse}"