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- ---
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- license: mit
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- pipeline_tag: time-series-forecasting
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- tags:
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- - Finance
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- - Candlestick
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- - K-line
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- - time-series
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- ---
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-
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- # Kronos: A Foundation Model for the Language of Financial Markets
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-
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- [![Paper](https://img.shields.io/badge/Paper-2508.02739-b31b1b.svg)](https://arxiv.org/abs/2508.02739)
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- [![Live Demo](https://img.shields.io/badge/%F0%9F%9A%80-Live_Demo-brightgreen)](https://shiyu-coder.github.io/Kronos-demo/)
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- [![GitHub](https://img.shields.io/badge/%F0%9F%92%BB-GitHub-blue?logo=github)](https://github.com/shiyu-coder/Kronos)
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-
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- <p align="center">
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- <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/logo.png?raw=true" alt="Kronos Logo" width="100">
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- </p>
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-
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- **Kronos** is the **first open-source foundation model** for financial candlesticks (K-lines), trained on data from over **45 global exchanges**. It is designed to handle the unique, high-noise characteristics of financial data.
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-
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- ## Introduction
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-
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- Kronos is a family of decoder-only foundation models, pre-trained specifically for the "language" of financial markets—K-line sequences. It leverages a novel two-stage framework:
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- 1. A specialized tokenizer first quantizes continuous, multi-dimensional K-line data (OHLCV) into **hierarchical discrete tokens**.
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- 2. A large, autoregressive Transformer is then pre-trained on these tokens, enabling it to serve as a unified model for diverse quantitative tasks.
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-
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- <p align="center">
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- <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/overview.png?raw=true" alt="Kronos Overview" align="center" width="700px" />
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- </p>
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-
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- The success of large-scale pre-training paradigm, exemplified by Large Language Models (LLMs), has inspired the development of Time Series Foundation Models (TSFMs). Kronos addresses existing limitations by introducing a specialized tokenizer that discretizes continuous market information into token sequences, preserving both price dynamics and trade activity patterns. We pre-train Kronos using an autoregressive objective on a massive, multi-market corpus of over 12 billion K-line records from 45 global exchanges, enabling it to learn nuanced temporal and cross-asset representations. Kronos excels in a zero-shot setting across a diverse set of financial tasks, including price series forecasting, volatility forecasting, and synthetic data generation.
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-
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- ## Live Demo
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-
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- We have set up a live demo to visualize Kronos's forecasting results. The webpage showcases a forecast for the **BTC/USDT** trading pair over the next 24 hours.
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-
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- 👉 [Access the Live Demo Here](https://shiyu-coder.github.io/Kronos-demo/)
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-
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- ## Model Zoo
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-
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- We release a family of pre-trained models with varying capacities to suit different computational and application needs. All models are readily accessible from the Hugging Face Hub.
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-
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- | Model | Tokenizer | Context length | Param | Hugging Face Model Card |
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- |--------------|---------------------------------------------------------------------------------| -------------- | ------ |--------------------------------------------------------------------------|
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- | Kronos-mini | [Kronos-Tokenizer-2k](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-2k) | 2048 | 4.1M | ✅ [NeoQuasar/Kronos-mini](https://huggingface.co/NeoQuasar/Kronos-mini) |
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- | Kronos-small | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 24.7M | ✅ [NeoQuasar/Kronos-small](https://huggingface.co/NeoQuasar/Kronos-small) |
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- | Kronos-base | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 102.3M | ✅ [NeoQuasar/Kronos-base](https://huggingface.co/NeoQuasar/Kronos-base) |
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- | Kronos-large | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 499.2M | ❌ Not yet publicly available |
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-
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- ## Getting Started: Making Forecasts
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-
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- Forecasting with Kronos is straightforward using the `KronosPredictor` class. It handles data preprocessing, normalization, prediction, and inverse normalization, allowing you to get from raw data to forecasts in just a few lines of code.
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-
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- **Important Note**: The `max_context` for `Kronos-small` and `Kronos-base` is **512**. This is the maximum sequence length the model can process. For optimal performance, it is recommended that your input data length (i.e., `lookback`) does not exceed this limit. The `KronosPredictor` will automatically handle truncation for longer contexts.
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-
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- Here is a step-by-step guide to making your first forecast.
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-
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- ### Installation
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-
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- 1. Install Python 3.10+, and then install the dependencies from the [GitHub repository's `requirements.txt`](https://github.com/shiyu-coder/Kronos/blob/main/requirements.txt):
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-
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- ```shell
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- pip install -r requirements.txt
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- ```
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-
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- ### 1. Load the Tokenizer and Model
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-
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- First, load a pre-trained Kronos model and its corresponding tokenizer from the Hugging Face Hub.
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-
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- ```python
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- from model import Kronos, KronosTokenizer, KronosPredictor
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-
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- # Load from Hugging Face Hub
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- tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base")
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- model = Kronos.from_pretrained("NeoQuasar/Kronos-small")
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- ```
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-
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- ### 2. Instantiate the Predictor
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-
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- Create an instance of `KronosPredictor`, passing the model, tokenizer, and desired device.
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-
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- ```python
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- # Initialize the predictor
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- predictor = KronosPredictor(model, tokenizer, device="cuda:0", max_context=512)
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- ```
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-
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- ### 3. Prepare Input Data
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-
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- The `predict` method requires three main inputs:
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- - `df`: A pandas DataFrame containing the historical K-line data. It must include columns `['open', 'high', 'low', 'close']`. `volume` and `amount` are optional.
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- - `x_timestamp`: A pandas Series of timestamps corresponding to the historical data in `df`.
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- - `y_timestamp`: A pandas Series of timestamps for the future periods you want to predict.
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-
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- ```python
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- import pandas as pd
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-
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- # Load your data (example data can be found in the GitHub repo)
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- df = pd.read_csv("./data/XSHG_5min_600977.csv")
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- df['timestamps'] = pd.to_datetime(df['timestamps'])
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-
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- # Define context window and prediction length
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- lookback = 400
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- pred_len = 120
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-
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- # Prepare inputs for the predictor
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- x_df = df.loc[:lookback-1, ['open', 'high', 'low', 'close', 'volume', 'amount']]
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- x_timestamp = df.loc[:lookback-1, 'timestamps']
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- y_timestamp = df.loc[lookback:lookback+pred_len-1, 'timestamps']
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- ```
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-
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- ### 4. Generate Forecasts
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- Call the `predict` method to generate forecasts. You can control the sampling process with parameters like `T`, `top_p`, and `sample_count` for probabilistic forecasting.
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-
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- ```python
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- # Generate predictions
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- pred_df = predictor.predict(
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- df=x_df,
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- x_timestamp=x_timestamp,
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- y_timestamp=y_timestamp,
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- pred_len=pred_len,
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- T=1.0, # Temperature for sampling
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- top_p=0.9, # Nucleus sampling probability
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- sample_count=1 # Number of forecast paths to generate and average
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- )
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-
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- print("Forecasted Data Head:")
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- print(pred_df.head())
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- ```
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- The `predict` method returns a pandas DataFrame containing the forecasted values for `open`, `high`, `low`, `close`, `volume`, and `amount`, indexed by the `y_timestamp` you provided.
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- ### 5. Example and Visualization
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- For a complete, runnable script that includes data loading, prediction, and plotting, please see [`examples/prediction_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_example.py) in the GitHub repository.
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- Running this script will generate a plot comparing the ground truth data against the model's forecast, similar to the one shown below:
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-
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- <p align="center">
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- <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/prediction_example.png?raw=true" alt="Forecast Example" align="center" width="600px" />
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- </p>
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- Additionally, a script that makes predictions without Volume and Amount data can be found in [`examples/prediction_wo_vol_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_wo_vol_example.py).
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- ## 🔧 Finetuning on Your Own Data (A-Share Market Example)
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- Refer to the [README](https://github.com/shiyu-coder/Kronos) of GitHub repository.
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- ## Citation
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- If you use Kronos in your research, we would appreciate a citation to our [paper](https://huggingface.co/papers/2508.02739):
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- ```bibtex
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- @misc{shi2025kronos,
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- title={Kronos: A Foundation Model for the Language of Financial Markets},
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- author={Yu Shi and Zongliang Fu and Shuo Chen and Bohan Zhao and Wei Xu and Changshui Zhang and Jian Li},
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- year={2025},
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- eprint={2508.02739},
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- archivePrefix={arXiv},
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- primaryClass={q-fin.ST},
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- url={https://arxiv.org/abs/2508.02739},
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- }
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- ```
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-
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- ## License
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- This project is licensed under the [MIT License](https://github.com/shiyu-coder/Kronos/blob/main/LICENSE).
 
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+ ---
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+ license: mit
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+ pipeline_tag: time-series-forecasting
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+ tags:
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+ - Finance
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+ - Candlestick
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+ - K-line
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+ ---
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+
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+ # Kronos: Foundation Model for Financial Markets
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+
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+ **Kronos** ek open-source foundation model hai jo financial candlesticks (K-lines) ke liye banaya gaya hai. Ye model global exchanges ke data ko samajhne aur time-series forecasting ke liye design kiya gaya hai.
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+
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+ ## Key Features
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+ - **Architecture**: Decoder-only transformer model
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+ - **Domain**: Finance & Stock Market Prediction
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+ - **Noise Handling**: Highly robust against financial market noise.
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+
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+ *Maintained by klok123*