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745c264
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  1. .gitignore +4 -0
  2. Dockerfile +18 -14
  3. app.py +24 -37
  4. requirements.txt +3 -6
  5. schemas.py +58 -0
  6. service.py +129 -0
.gitignore ADDED
@@ -0,0 +1,4 @@
 
 
 
 
 
1
+ __pycache__/
2
+ .pytest_cache/
3
+ .venv/
4
+ *.pyc
Dockerfile CHANGED
@@ -1,21 +1,25 @@
1
- # 使用官方轻量级 Python 镜像
2
- FROM python:3.10-slim
3
 
4
- # 设置工作目录
5
- WORKDIR /app
 
 
 
 
 
 
 
 
 
6
 
7
- # 安装系统依赖 (如有需要)
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- RUN apt-get update && apt-get install -y git && rm -rf /var/lib/apt/lists/*
9
 
10
- # 复制依赖文件并安装
11
- COPY requirements.txt .
12
- RUN pip install --no-cache-dir -r requirements.txt
13
 
14
- # 复制代码到容器
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- COPY . .
16
 
17
- # 暴露 Space 默认端口
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  EXPOSE 7860
19
 
20
- # 启动命令
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- CMD ["python", "app.py"]
 
1
+ FROM python:3.13-slim
 
2
 
3
+ ENV PYTHONDONTWRITEBYTECODE=1
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+ ENV PYTHONUNBUFFERED=1
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+ ENV PORT=7860
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+ ENV CUDA_VISIBLE_DEVICES=""
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+ ENV TRANSFORMERS_NO_ADVISORY_WARNINGS=1
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+ ENV HF_HUB_DISABLE_TELEMETRY=1
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+ ENV TIMESFM_BACKEND=baseline_cpu
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+ ENV TIMESFM_MAX_CONTEXT_LENGTH=512
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+ ENV TIMESFM_MAX_HORIZON_STEP=288
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+ ENV TIMESFM_MIN_REQUIRED_POINTS=32
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+ ENV UV_SYSTEM_PYTHON=1
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+ WORKDIR /app
 
16
 
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+ COPY requirements.txt /app/requirements.txt
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+ RUN python -m pip install --no-cache-dir uv
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+ RUN uv pip install --no-cache-dir -r /app/requirements.txt
20
 
21
+ COPY . /app
 
22
 
 
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  EXPOSE 7860
24
 
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+ CMD ["uvicorn", "app:app", "--host", "0.0.0.0", "--port", "7860", "--workers", "1"]
 
app.py CHANGED
@@ -1,44 +1,31 @@
 
 
1
  from fastapi import FastAPI, HTTPException
2
- from pydantic import BaseModel
3
- import torch
4
- from transformers import TimesFm2_5ModelForPrediction
5
- import uvicorn
6
- import os
7
 
8
- app = FastAPI(title="Equinai Prediction API")
 
 
 
 
 
 
 
 
 
9
 
10
- # 1. 全局加载模型
11
- device = "cuda" if torch.cuda.is_available() else "cpu"
12
- model_id = "google/timesfm-2.5-200m-transformers"
13
 
14
- print(f"Loading model to {device}...")
15
- model = TimesFm2_5ModelForPrediction.from_pretrained(model_id).to(device)
 
16
 
17
- class PredictRequest(BaseModel):
18
- # 传入历史 K 线序列 (收盘价等)
19
- inputs: list[float]
20
- # 预测步长
21
- horizon: int = 24
22
 
23
- @app.post("/predict")
24
- async def predict(req: PredictRequest):
25
  try:
26
- # 转换输入格式为 Tensor (Batch, Sequence_Length)
27
- input_tensor = torch.tensor([req.inputs], dtype=torch.float32).to(device)
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-
29
- # 执行推理
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- with torch.no_grad():
31
- outputs = model(past_values=input_tensor)
32
- # 根据 TimesFM 2.5 架构获取预测值
33
- predictions = outputs.point_forecast # 获取点预测结果
34
-
35
- return {
36
- "status": "success",
37
- "predictions": predictions.cpu().numpy().tolist()[0]
38
- }
39
- except Exception as e:
40
- raise HTTPException(status_code=500, detail=str(e))
41
-
42
- if __name__ == "__main__":
43
- # Space 默认监听端口为 7860
44
- uvicorn.run(app, host="0.0.0.0", port=7860)
 
1
+ from __future__ import annotations
2
+
3
  from fastapi import FastAPI, HTTPException
 
 
 
 
 
4
 
5
+ from schemas import HealthResponse, PredictRequest, PredictResponse
6
+ from service import TimesFmService
7
+
8
+ app = FastAPI(title="TimesFm Space", version="0.1.0")
9
+ service = TimesFmService()
10
+
11
+
12
+ @app.get("/health", response_model=HealthResponse)
13
+ def health() -> HealthResponse:
14
+ return service.health()
15
 
 
 
 
16
 
17
+ @app.get("/")
18
+ def root() -> dict[str, str]:
19
+ return {"service": "timesfm", "status": "ok"}
20
 
 
 
 
 
 
21
 
22
+ @app.post("/predict", response_model=PredictResponse)
23
+ def predict(payload: PredictRequest) -> PredictResponse:
24
  try:
25
+ return service.predict(payload)
26
+ except ValueError as exc:
27
+ raise HTTPException(status_code=400, detail=str(exc)) from exc
28
+ except RuntimeError as exc:
29
+ raise HTTPException(status_code=503, detail=str(exc)) from exc
30
+ except Exception as exc: # pragma: no cover - API guardrail
31
+ raise HTTPException(status_code=500, detail="prediction_failed") from exc
 
 
 
 
 
 
 
 
 
 
 
 
requirements.txt CHANGED
@@ -1,6 +1,3 @@
1
- fastapi
2
- uvicorn
3
- pydantic
4
- torch --index-url https://download.pytorch.org/whl/cpu # 若用 GPU 则去掉 index-url
5
- transformers
6
- numpy
 
1
+ fastapi==0.115.12
2
+ uvicorn==0.34.0
3
+ pydantic==2.11.3
 
 
 
schemas.py ADDED
@@ -0,0 +1,58 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from __future__ import annotations
2
+
3
+ from typing import List
4
+
5
+ from pydantic import BaseModel, Field, field_validator
6
+
7
+
8
+ class HealthResponse(BaseModel):
9
+ status: str
10
+ model: str
11
+ model_id: str
12
+ backend: str
13
+ device: str
14
+ ready: bool
15
+ max_context_length: int
16
+ max_horizon_step: int
17
+
18
+
19
+ class PredictRequest(BaseModel):
20
+ symbol: str = Field(..., min_length=1, max_length=32)
21
+ close_prices: List[float] = Field(..., min_length=8)
22
+ context_length: int = Field(..., ge=8, le=2048)
23
+ horizons: List[int] = Field(..., min_length=1, max_length=64)
24
+
25
+ @field_validator("symbol")
26
+ @classmethod
27
+ def validate_symbol(cls, value: str) -> str:
28
+ normalized = value.strip().upper()
29
+ if not normalized:
30
+ raise ValueError("symbol must not be empty")
31
+ return normalized
32
+
33
+ @field_validator("close_prices")
34
+ @classmethod
35
+ def validate_close_prices(cls, values: List[float]) -> List[float]:
36
+ if any(price <= 0 for price in values):
37
+ raise ValueError("close_prices must be positive")
38
+ return values
39
+
40
+ @field_validator("horizons")
41
+ @classmethod
42
+ def validate_horizons(cls, values: List[int]) -> List[int]:
43
+ if any(step <= 0 for step in values):
44
+ raise ValueError("horizons must be positive integers")
45
+ if len(set(values)) != len(values):
46
+ raise ValueError("horizons must not contain duplicates")
47
+ return values
48
+
49
+
50
+ class PredictionItem(BaseModel):
51
+ step: int = Field(..., gt=0)
52
+ pred_price: float = Field(..., gt=0)
53
+ pred_confidence: float = Field(..., ge=0, le=1)
54
+
55
+
56
+ class PredictResponse(BaseModel):
57
+ model_id: str
58
+ predictions: List[PredictionItem]
service.py ADDED
@@ -0,0 +1,129 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from __future__ import annotations
2
+
3
+ import math
4
+ import os
5
+ from statistics import mean
6
+ from typing import Any
7
+
8
+ from schemas import HealthResponse, PredictRequest, PredictResponse, PredictionItem
9
+
10
+
11
+ class TimesFmService:
12
+ """CPU-first HF Space service wrapper.
13
+
14
+ HuggingFace free Spaces are CPU-only in our rollout, so this service keeps
15
+ the HTTP contract stable and intentionally avoids any GPU assumption. The
16
+ default backend is a deterministic CPU baseline that is cheap to start,
17
+ predictable for contract tests, and compatible with `tsf-bridge`.
18
+ """
19
+
20
+ def __init__(self) -> None:
21
+ self.model_id = "timesfm"
22
+ self.model_name = os.getenv(
23
+ "TIMESFM_MODEL_NAME",
24
+ "google/timesfm-2.5-200m-transformers",
25
+ )
26
+ self.backend = os.getenv("TIMESFM_BACKEND", "baseline_cpu").strip() or "baseline_cpu"
27
+ self.device = "cpu"
28
+ self.ready = True
29
+ self.max_context_length = int(os.getenv("TIMESFM_MAX_CONTEXT_LENGTH", "512"))
30
+ self.max_horizon_step = int(os.getenv("TIMESFM_MAX_HORIZON_STEP", "288"))
31
+ self.confidence_floor = float(os.getenv("TIMESFM_CONFIDENCE_FLOOR", "0.20"))
32
+ self.confidence_ceiling = float(os.getenv("TIMESFM_CONFIDENCE_CEILING", "0.85"))
33
+ self.min_required_points = int(os.getenv("TIMESFM_MIN_REQUIRED_POINTS", "32"))
34
+
35
+ def health(self) -> HealthResponse:
36
+ return HealthResponse(
37
+ status="ok",
38
+ model=self.model_name,
39
+ model_id=self.model_id,
40
+ backend=self.backend,
41
+ device=self.device,
42
+ ready=self.ready,
43
+ max_context_length=self.max_context_length,
44
+ max_horizon_step=self.max_horizon_step,
45
+ )
46
+
47
+ def predict(self, payload: PredictRequest) -> PredictResponse:
48
+ self._validate_request(payload)
49
+ closes = payload.close_prices[-payload.context_length :]
50
+
51
+ predictions = self._predict_with_baseline(closes, payload.horizons)
52
+ return PredictResponse(model_id=self.model_id, predictions=predictions)
53
+
54
+ def _validate_request(self, payload: PredictRequest) -> None:
55
+ if payload.context_length > self.max_context_length:
56
+ raise ValueError(
57
+ f"context_length {payload.context_length} exceeds "
58
+ f"TIMESFM_MAX_CONTEXT_LENGTH={self.max_context_length}"
59
+ )
60
+ if payload.context_length > len(payload.close_prices):
61
+ raise ValueError("context_length must not exceed len(close_prices)")
62
+ if len(payload.close_prices) < self.min_required_points:
63
+ raise ValueError(
64
+ f"at least {self.min_required_points} close prices are required "
65
+ "for CPU baseline stability"
66
+ )
67
+ if any(step > self.max_horizon_step for step in payload.horizons):
68
+ raise ValueError(
69
+ f"horizons contain values above TIMESFM_MAX_HORIZON_STEP={self.max_horizon_step}"
70
+ )
71
+
72
+ def _predict_with_baseline(
73
+ self, close_prices: list[float], horizons: list[int]
74
+ ) -> list[PredictionItem]:
75
+ last_price = close_prices[-1]
76
+ short_window = close_prices[-min(8, len(close_prices)) :]
77
+ long_window = close_prices[-min(32, len(close_prices)) :]
78
+
79
+ short_mean = mean(short_window)
80
+ long_mean = mean(long_window)
81
+ momentum = 0.0 if short_mean == 0 else (last_price - short_mean) / short_mean
82
+ regime_bias = 0.0 if long_mean == 0 else (short_mean - long_mean) / long_mean
83
+
84
+ predictions: list[PredictionItem] = []
85
+ for step in horizons:
86
+ damped_step = math.log(step + 1.0)
87
+ expected_return = momentum * 0.55 + regime_bias * 0.45
88
+ expected_return *= min(1.0, damped_step / 3.5)
89
+
90
+ pred_price = max(0.00000001, last_price * (1.0 + expected_return))
91
+ confidence = self._confidence(close_prices, step, abs(expected_return))
92
+ predictions.append(
93
+ PredictionItem(
94
+ step=step,
95
+ pred_price=round(pred_price, 8),
96
+ pred_confidence=round(confidence, 4),
97
+ )
98
+ )
99
+ return predictions
100
+
101
+ def _confidence(
102
+ self, close_prices: list[float], step: int, expected_move_abs: float
103
+ ) -> float:
104
+ if len(close_prices) < 3:
105
+ return self.confidence_floor
106
+
107
+ changes: list[float] = []
108
+ for previous, current in zip(close_prices[:-1], close_prices[1:]):
109
+ if previous <= 0:
110
+ continue
111
+ changes.append(abs((current - previous) / previous))
112
+
113
+ realized_vol = mean(changes[-min(32, len(changes)) :]) if changes else 0.0
114
+ signal_to_noise = expected_move_abs / (realized_vol + 1e-9)
115
+ horizon_decay = 1.0 / (1.0 + math.log(step + 1.0))
116
+ raw = 0.25 + min(signal_to_noise, 2.0) * 0.25 + horizon_decay * 0.35
117
+ return max(self.confidence_floor, min(self.confidence_ceiling, raw))
118
+
119
+ def describe_runtime(self) -> dict[str, Any]:
120
+ return {
121
+ "model_id": self.model_id,
122
+ "model_name": self.model_name,
123
+ "backend": self.backend,
124
+ "device": self.device,
125
+ "ready": self.ready,
126
+ "max_context_length": self.max_context_length,
127
+ "max_horizon_step": self.max_horizon_step,
128
+ "min_required_points": self.min_required_points,
129
+ }