Commit ·
5145926
0
Parent(s):
Initial deployment: Kronos BTC Forecast API (xianqiu/qlang)
Browse files- .gitattributes +35 -0
- DEPLOYMENT.md +217 -0
- Dockerfile +40 -0
- README.md +33 -0
- app.py +776 -0
- client.py +410 -0
- model/__init__.py +17 -0
- model/kronos.py +589 -0
- model/module.py +580 -0
- models/predictor/README.md +10 -0
- models/predictor/config.json +13 -0
.gitattributes
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DEPLOYMENT.md
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| 1 |
+
# HuggingFace Space 部署指南
|
| 2 |
+
|
| 3 |
+
本指南介绍如何将 Kronos BTC 预测 API 部署到 HuggingFace Spaces。
|
| 4 |
+
|
| 5 |
+
## 准备工作
|
| 6 |
+
|
| 7 |
+
### 1. 创建 HuggingFace 账户
|
| 8 |
+
|
| 9 |
+
如果还没有账户,请访问 https://huggingface.co/join 注册。
|
| 10 |
+
|
| 11 |
+
### 2. 安装 HuggingFace CLI
|
| 12 |
+
|
| 13 |
+
```bash
|
| 14 |
+
pip install huggingface_hub
|
| 15 |
+
huggingface-cli login
|
| 16 |
+
```
|
| 17 |
+
|
| 18 |
+
## 方法一:通过 Git 部署 (推荐)
|
| 19 |
+
|
| 20 |
+
### 1. 创建新 Space
|
| 21 |
+
|
| 22 |
+
访问 https://huggingface.co/new-space 创建新 Space:
|
| 23 |
+
|
| 24 |
+
- **Space name**: `kronos-btc-predictor` (或任意名称)
|
| 25 |
+
- **License**: MIT
|
| 26 |
+
- **SDK**: Docker
|
| 27 |
+
- **Hardware**: CPU basic (免费)
|
| 28 |
+
|
| 29 |
+
### 2. 克隆 Space 仓库
|
| 30 |
+
|
| 31 |
+
```bash
|
| 32 |
+
git clone https://huggingface.co/spaces/YOUR_USERNAME/kronos-btc-predictor
|
| 33 |
+
cd kronos-btc-predictor
|
| 34 |
+
```
|
| 35 |
+
|
| 36 |
+
### 3. 复制文件
|
| 37 |
+
|
| 38 |
+
```bash
|
| 39 |
+
# 复制所有文件到 Space 仓库
|
| 40 |
+
cp -r /path/to/hf_space/* .
|
| 41 |
+
|
| 42 |
+
# 文件结构应该是:
|
| 43 |
+
# ├── app.py
|
| 44 |
+
# ├── requirements.txt
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| 45 |
+
# ├── README.md
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| 46 |
+
# ├── client.py
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| 47 |
+
# ├── Dockerfile # 需要创建
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| 48 |
+
# ├── model/
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| 49 |
+
# │ ├── __init__.py
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| 50 |
+
# │ ├── kronos.py
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| 51 |
+
# │ └── module.py
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| 52 |
+
# └── models/
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| 53 |
+
# ├── tokenizer/
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| 54 |
+
# │ ├── config.json
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| 55 |
+
# │ └── model.safetensors
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| 56 |
+
# └── predictor/
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| 57 |
+
# ├── config.json
|
| 58 |
+
# └── model.safetensors
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| 59 |
+
```
|
| 60 |
+
|
| 61 |
+
### 4. 创建 Dockerfile
|
| 62 |
+
|
| 63 |
+
```dockerfile
|
| 64 |
+
FROM python:3.10-slim
|
| 65 |
+
|
| 66 |
+
WORKDIR /app
|
| 67 |
+
|
| 68 |
+
# 安装依赖
|
| 69 |
+
COPY requirements.txt .
|
| 70 |
+
RUN pip install --no-cache-dir -r requirements.txt
|
| 71 |
+
|
| 72 |
+
# 复制应用代码
|
| 73 |
+
COPY . .
|
| 74 |
+
|
| 75 |
+
# 暴露端口
|
| 76 |
+
EXPOSE 7860
|
| 77 |
+
|
| 78 |
+
# 启动服务
|
| 79 |
+
CMD ["python", "app.py"]
|
| 80 |
+
```
|
| 81 |
+
|
| 82 |
+
### 5. 推送到 HuggingFace
|
| 83 |
+
|
| 84 |
+
```bash
|
| 85 |
+
git add .
|
| 86 |
+
git commit -m "Initial deployment"
|
| 87 |
+
git push
|
| 88 |
+
```
|
| 89 |
+
|
| 90 |
+
### 6. 等待构建
|
| 91 |
+
|
| 92 |
+
Space 会自动构建和部署。你可以在 Space 页面查看构建日志。
|
| 93 |
+
|
| 94 |
+
构建完成后,API 将在以下地址可用:
|
| 95 |
+
```
|
| 96 |
+
https://YOUR_USERNAME-kronos-btc-predictor.hf.space
|
| 97 |
+
```
|
| 98 |
+
|
| 99 |
+
## 方法二:通过 Web 界面上传
|
| 100 |
+
|
| 101 |
+
### 1. 创建 Space
|
| 102 |
+
|
| 103 |
+
访问 https://huggingface.co/new-space:
|
| 104 |
+
- SDK: Docker
|
| 105 |
+
- Hardware: CPU basic
|
| 106 |
+
|
| 107 |
+
### 2. 上传文件
|
| 108 |
+
|
| 109 |
+
在 Space 页面点击 "Files" 标签,然后 "Add file" -> "Upload files":
|
| 110 |
+
|
| 111 |
+
逐个上传以下文件:
|
| 112 |
+
- `app.py`
|
| 113 |
+
- `requirements.txt`
|
| 114 |
+
- `Dockerfile`
|
| 115 |
+
- `model/__init__.py`
|
| 116 |
+
- `model/kronos.py`
|
| 117 |
+
- `model/module.py`
|
| 118 |
+
- `models/tokenizer/config.json`
|
| 119 |
+
- `models/tokenizer/model.safetensors`
|
| 120 |
+
- `models/predictor/config.json`
|
| 121 |
+
- `models/predictor/model.safetensors`
|
| 122 |
+
|
| 123 |
+
## 验证部署
|
| 124 |
+
|
| 125 |
+
### 1. 健康检查
|
| 126 |
+
|
| 127 |
+
```bash
|
| 128 |
+
curl https://YOUR_USERNAME-kronos-btc-predictor.hf.space/health
|
| 129 |
+
```
|
| 130 |
+
|
| 131 |
+
预期响应:
|
| 132 |
+
```json
|
| 133 |
+
{
|
| 134 |
+
"status": "healthy",
|
| 135 |
+
"model_loaded": true,
|
| 136 |
+
"model_version": "iter5 (converged)",
|
| 137 |
+
"device": "cpu"
|
| 138 |
+
}
|
| 139 |
+
```
|
| 140 |
+
|
| 141 |
+
### 2. API 文档
|
| 142 |
+
|
| 143 |
+
访问 Swagger UI:
|
| 144 |
+
```
|
| 145 |
+
https://YOUR_USERNAME-kronos-btc-predictor.hf.space/docs
|
| 146 |
+
```
|
| 147 |
+
|
| 148 |
+
### 3. 测试预测
|
| 149 |
+
|
| 150 |
+
```python
|
| 151 |
+
from client import KronosClient
|
| 152 |
+
|
| 153 |
+
client = KronosClient("https://YOUR_USERNAME-kronos-btc-predictor.hf.space")
|
| 154 |
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health = client.health()
|
| 155 |
+
print(f"Status: {health.status}")
|
| 156 |
+
```
|
| 157 |
+
|
| 158 |
+
## 配置自定义域名
|
| 159 |
+
|
| 160 |
+
1. 在 Space 设置中找到 "Custom domain"
|
| 161 |
+
2. 输入你的域名 (如 `api.yourdomain.com`)
|
| 162 |
+
3. 配置 DNS CNAME 记录指向 HuggingFace
|
| 163 |
+
|
| 164 |
+
## 注意事项
|
| 165 |
+
|
| 166 |
+
### 免费版限制
|
| 167 |
+
|
| 168 |
+
- **CPU**: 2 vCPU
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| 169 |
+
- **内存**: 16GB RAM
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| 170 |
+
- **存储**: 50GB
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| 171 |
+
- **请求**: 无硬性限制,但有速率控制
|
| 172 |
+
- **冷启动**: 不活动时会休眠,首次请求需等待约 30-60 秒
|
| 173 |
+
|
| 174 |
+
### 性能优化
|
| 175 |
+
|
| 176 |
+
1. **减少 n_paths**: 使用 10-20 个路径而不是 30-100
|
| 177 |
+
2. **减少 pred_len**: 使用 12-24 而不是 72
|
| 178 |
+
3. **预热**: 定期发送健康检查请求防止休眠
|
| 179 |
+
|
| 180 |
+
### 安全建议
|
| 181 |
+
|
| 182 |
+
1. 不要在代码中硬编码 API 密钥
|
| 183 |
+
2. 使用 HuggingFace Secrets 存储敏感信息
|
| 184 |
+
3. 考虑添加请求速率限制
|
| 185 |
+
|
| 186 |
+
## 升级到 Pro
|
| 187 |
+
|
| 188 |
+
如果需要更好的性能,可以升级到 HuggingFace Pro:
|
| 189 |
+
|
| 190 |
+
- **CPU upgrade**: 更快的 CPU
|
| 191 |
+
- **GPU**: T4 GPU (付费)
|
| 192 |
+
- **永不休眠**: 始终保持运行
|
| 193 |
+
|
| 194 |
+
访问 https://huggingface.co/pricing 了解详情。
|
| 195 |
+
|
| 196 |
+
## 故障排除
|
| 197 |
+
|
| 198 |
+
### 构建失败
|
| 199 |
+
|
| 200 |
+
1. 检查 `requirements.txt` 中的版本兼容性
|
| 201 |
+
2. 确保所有文件都已上传
|
| 202 |
+
3. 查看构建日志中的错误信息
|
| 203 |
+
|
| 204 |
+
### 模型加载失败
|
| 205 |
+
|
| 206 |
+
1. 确认 `models/` 目录结构正确
|
| 207 |
+
2. 检查 `config.json` 和 `model.safetensors` 文件
|
| 208 |
+
|
| 209 |
+
### 请求超时
|
| 210 |
+
|
| 211 |
+
1. 减少 `n_paths` 和 `pred_len` 参数
|
| 212 |
+
2. 检查输入数据大小
|
| 213 |
+
3. 考虑升级到更好的硬件
|
| 214 |
+
|
| 215 |
+
## 联系支持
|
| 216 |
+
|
| 217 |
+
如有问题,请在项目仓库提交 Issue。
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Dockerfile
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|
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|
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|
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|
|
|
| 1 |
+
# Kronos BTC Prediction API - Docker Image
|
| 2 |
+
# Optimized for HuggingFace Spaces
|
| 3 |
+
|
| 4 |
+
FROM python:3.10-slim
|
| 5 |
+
|
| 6 |
+
# Set working directory
|
| 7 |
+
WORKDIR /app
|
| 8 |
+
|
| 9 |
+
# Install system dependencies
|
| 10 |
+
RUN apt-get update && apt-get install -y --no-install-recommends \
|
| 11 |
+
build-essential \
|
| 12 |
+
&& rm -rf /var/lib/apt/lists/*
|
| 13 |
+
|
| 14 |
+
# Copy requirements first for better caching
|
| 15 |
+
COPY requirements.txt .
|
| 16 |
+
|
| 17 |
+
# Install Python dependencies
|
| 18 |
+
RUN pip install --no-cache-dir -r requirements.txt
|
| 19 |
+
|
| 20 |
+
# Copy application code
|
| 21 |
+
COPY . .
|
| 22 |
+
|
| 23 |
+
# Create non-root user for security
|
| 24 |
+
RUN useradd -m -u 1000 user
|
| 25 |
+
USER user
|
| 26 |
+
|
| 27 |
+
# Set environment variables
|
| 28 |
+
ENV HOME=/home/user \
|
| 29 |
+
PATH=/home/user/.local/bin:$PATH \
|
| 30 |
+
PYTHONUNBUFFERED=1
|
| 31 |
+
|
| 32 |
+
# Expose port (HuggingFace Spaces uses 7860)
|
| 33 |
+
EXPOSE 7860
|
| 34 |
+
|
| 35 |
+
# Health check
|
| 36 |
+
HEALTHCHECK --interval=30s --timeout=10s --start-period=60s --retries=3 \
|
| 37 |
+
CMD python -c "import httpx; httpx.get('http://localhost:7860/health', timeout=5)" || exit 1
|
| 38 |
+
|
| 39 |
+
# Start the application
|
| 40 |
+
CMD ["python", "app.py"]
|
README.md
ADDED
|
@@ -0,0 +1,33 @@
|
|
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|
|
| 1 |
+
---
|
| 2 |
+
title: Kronos BTC Forecast
|
| 3 |
+
emoji: 📈
|
| 4 |
+
colorFrom: blue
|
| 5 |
+
colorTo: yellow
|
| 6 |
+
sdk: gradio
|
| 7 |
+
sdk_version: 5.9.1
|
| 8 |
+
python_version: "3.10"
|
| 9 |
+
app_file: app.py
|
| 10 |
+
pinned: false
|
| 11 |
+
license: mit
|
| 12 |
+
---
|
| 13 |
+
|
| 14 |
+
# Kronos BTC/USDT Forecast API
|
| 15 |
+
|
| 16 |
+
Probabilistic BTC/USDT price forecasting using [Kronos](https://github.com/shiyu-coder/Kronos) foundation model.
|
| 17 |
+
|
| 18 |
+
## API Usage
|
| 19 |
+
|
| 20 |
+
```python
|
| 21 |
+
from gradio_client import Client
|
| 22 |
+
|
| 23 |
+
client = Client("xianqiu/qlang")
|
| 24 |
+
|
| 25 |
+
# Get BTC/USDT 24-hour forecast
|
| 26 |
+
plot, result = client.predict(api_name="/predict")
|
| 27 |
+
print(result)
|
| 28 |
+
```
|
| 29 |
+
|
| 30 |
+
## Model
|
| 31 |
+
|
| 32 |
+
- **Model:** Kronos-mini (4.1M params)
|
| 33 |
+
- **Paper:** [arXiv:2508.02739](https://arxiv.org/abs/2508.02739)
|
app.py
ADDED
|
@@ -0,0 +1,776 @@
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|
| 1 |
+
"""
|
| 2 |
+
Kronos API Server - Hugging Face Space
|
| 3 |
+
|
| 4 |
+
Provides API endpoints for BTC/USDT price forecasting using Kronos model.
|
| 5 |
+
|
| 6 |
+
API Usage:
|
| 7 |
+
from gradio_client import Client
|
| 8 |
+
client = Client("xianqiu/qlang")
|
| 9 |
+
|
| 10 |
+
# Fast API (no plot)
|
| 11 |
+
result = client.predict(align_to_hour=True, api_name="/predict_api")
|
| 12 |
+
|
| 13 |
+
# With plot
|
| 14 |
+
plot, result = client.predict(align_to_hour=True, api_name="/predict")
|
| 15 |
+
"""
|
| 16 |
+
|
| 17 |
+
import os
|
| 18 |
+
import json
|
| 19 |
+
import time
|
| 20 |
+
from datetime import datetime, timezone, timedelta
|
| 21 |
+
|
| 22 |
+
import gradio as gr
|
| 23 |
+
import numpy as np
|
| 24 |
+
import pandas as pd
|
| 25 |
+
import torch
|
| 26 |
+
import matplotlib
|
| 27 |
+
matplotlib.use('Agg')
|
| 28 |
+
import matplotlib.pyplot as plt
|
| 29 |
+
|
| 30 |
+
from model import Kronos, KronosTokenizer, KronosPredictor
|
| 31 |
+
|
| 32 |
+
# === Configuration ===
|
| 33 |
+
CONFIG = {
|
| 34 |
+
"SYMBOL": "BTCUSDT",
|
| 35 |
+
"INTERVAL": "1h",
|
| 36 |
+
"HIST_POINTS": 360,
|
| 37 |
+
"PRED_HORIZON": 24,
|
| 38 |
+
"N_PREDICTIONS": 30,
|
| 39 |
+
"VOL_WINDOW": 24,
|
| 40 |
+
"TEMPERATURE": 1.0,
|
| 41 |
+
"TOP_P": 0.95,
|
| 42 |
+
}
|
| 43 |
+
|
| 44 |
+
# Global model instance
|
| 45 |
+
predictor = None
|
| 46 |
+
|
| 47 |
+
|
| 48 |
+
def load_model():
|
| 49 |
+
"""Load Kronos model and tokenizer."""
|
| 50 |
+
global predictor
|
| 51 |
+
if predictor is not None:
|
| 52 |
+
return predictor
|
| 53 |
+
|
| 54 |
+
print("Loading Kronos model...")
|
| 55 |
+
device = "cuda:0" if torch.cuda.is_available() else "cpu"
|
| 56 |
+
|
| 57 |
+
tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-2k")
|
| 58 |
+
model = Kronos.from_pretrained("NeoQuasar/Kronos-mini")
|
| 59 |
+
|
| 60 |
+
tokenizer.eval()
|
| 61 |
+
model.eval()
|
| 62 |
+
|
| 63 |
+
predictor = KronosPredictor(model, tokenizer, device=device, max_context=512)
|
| 64 |
+
print(f"Model loaded on {device}")
|
| 65 |
+
|
| 66 |
+
return predictor
|
| 67 |
+
|
| 68 |
+
|
| 69 |
+
def fetch_binance_data():
|
| 70 |
+
"""Fetch K-line data using Binance public REST API."""
|
| 71 |
+
import requests
|
| 72 |
+
|
| 73 |
+
symbol = "BTCUSDT"
|
| 74 |
+
interval = "1h"
|
| 75 |
+
limit = CONFIG["HIST_POINTS"] + CONFIG["VOL_WINDOW"]
|
| 76 |
+
|
| 77 |
+
# Try multiple Binance API endpoints
|
| 78 |
+
endpoints = [
|
| 79 |
+
"https://api.binance.com/api/v3/klines",
|
| 80 |
+
"https://api1.binance.com/api/v3/klines",
|
| 81 |
+
"https://api2.binance.com/api/v3/klines",
|
| 82 |
+
"https://api3.binance.com/api/v3/klines",
|
| 83 |
+
"https://data-api.binance.vision/api/v3/klines", # Data API endpoint
|
| 84 |
+
]
|
| 85 |
+
|
| 86 |
+
ohlcv = None
|
| 87 |
+
last_error = None
|
| 88 |
+
|
| 89 |
+
for endpoint in endpoints:
|
| 90 |
+
try:
|
| 91 |
+
url = f"{endpoint}?symbol={symbol}&interval={interval}&limit={limit}"
|
| 92 |
+
response = requests.get(url, timeout=30)
|
| 93 |
+
response.raise_for_status()
|
| 94 |
+
ohlcv = response.json()
|
| 95 |
+
break
|
| 96 |
+
except Exception as e:
|
| 97 |
+
last_error = e
|
| 98 |
+
continue
|
| 99 |
+
|
| 100 |
+
if ohlcv is None:
|
| 101 |
+
# Fallback to ccxt with OKX
|
| 102 |
+
try:
|
| 103 |
+
import ccxt
|
| 104 |
+
exchange = ccxt.okx({'enableRateLimit': True})
|
| 105 |
+
raw_ohlcv = exchange.fetch_ohlcv("BTC/USDT", "1h", limit=limit)
|
| 106 |
+
# Convert ccxt format to binance format
|
| 107 |
+
ohlcv = [[d[0], d[1], d[2], d[3], d[4], d[5], d[0], 0, 0, 0, 0, 0] for d in raw_ohlcv]
|
| 108 |
+
except Exception as e:
|
| 109 |
+
raise Exception(f"Failed to fetch data from all sources. Last error: {last_error}, ccxt error: {e}")
|
| 110 |
+
|
| 111 |
+
# Parse Binance format: [open_time, open, high, low, close, volume, close_time, quote_volume, ...]
|
| 112 |
+
df = pd.DataFrame(ohlcv, columns=[
|
| 113 |
+
'open_time', 'open', 'high', 'low', 'close', 'volume', 'close_time',
|
| 114 |
+
'quote_asset_volume', 'number_of_trades', 'taker_buy_base_asset_volume',
|
| 115 |
+
'taker_buy_quote_asset_volume', 'ignore'
|
| 116 |
+
])
|
| 117 |
+
|
| 118 |
+
df['timestamps'] = pd.to_datetime(df['open_time'], unit='ms')
|
| 119 |
+
df['amount'] = pd.to_numeric(df['quote_asset_volume'])
|
| 120 |
+
|
| 121 |
+
for col in ['open', 'high', 'low', 'close', 'volume']:
|
| 122 |
+
df[col] = pd.to_numeric(df[col])
|
| 123 |
+
|
| 124 |
+
df = df[['timestamps', 'open', 'high', 'low', 'close', 'volume', 'amount']]
|
| 125 |
+
|
| 126 |
+
return df
|
| 127 |
+
|
| 128 |
+
|
| 129 |
+
def make_prediction(df, pred_model):
|
| 130 |
+
"""Generate probabilistic forecasts."""
|
| 131 |
+
last_timestamp = df['timestamps'].max()
|
| 132 |
+
start_new_range = last_timestamp + pd.Timedelta(hours=1)
|
| 133 |
+
new_timestamps_index = pd.date_range(
|
| 134 |
+
start=start_new_range,
|
| 135 |
+
periods=CONFIG["PRED_HORIZON"],
|
| 136 |
+
freq='h'
|
| 137 |
+
)
|
| 138 |
+
y_timestamp = pd.Series(new_timestamps_index, name='y_timestamp')
|
| 139 |
+
x_timestamp = df['timestamps']
|
| 140 |
+
x_df = df[['open', 'high', 'low', 'close', 'volume', 'amount']]
|
| 141 |
+
|
| 142 |
+
with torch.no_grad():
|
| 143 |
+
close_preds, volume_preds = pred_model.predict(
|
| 144 |
+
df=x_df,
|
| 145 |
+
x_timestamp=x_timestamp,
|
| 146 |
+
y_timestamp=y_timestamp,
|
| 147 |
+
pred_len=CONFIG["PRED_HORIZON"],
|
| 148 |
+
T=CONFIG["TEMPERATURE"],
|
| 149 |
+
top_p=CONFIG["TOP_P"],
|
| 150 |
+
sample_count=CONFIG["N_PREDICTIONS"],
|
| 151 |
+
verbose=False
|
| 152 |
+
)
|
| 153 |
+
|
| 154 |
+
return close_preds, volume_preds, y_timestamp
|
| 155 |
+
|
| 156 |
+
|
| 157 |
+
def make_prediction_detail(df, pred_model):
|
| 158 |
+
"""Generate probabilistic forecasts with full OHLCV output."""
|
| 159 |
+
last_timestamp = df['timestamps'].max()
|
| 160 |
+
start_new_range = last_timestamp + pd.Timedelta(hours=1)
|
| 161 |
+
new_timestamps_index = pd.date_range(
|
| 162 |
+
start=start_new_range,
|
| 163 |
+
periods=CONFIG["PRED_HORIZON"],
|
| 164 |
+
freq='h'
|
| 165 |
+
)
|
| 166 |
+
y_timestamp = pd.Series(new_timestamps_index, name='y_timestamp')
|
| 167 |
+
x_timestamp = df['timestamps']
|
| 168 |
+
x_df = df[['open', 'high', 'low', 'close', 'volume', 'amount']]
|
| 169 |
+
|
| 170 |
+
with torch.no_grad():
|
| 171 |
+
preds_dict = pred_model.predict_detail(
|
| 172 |
+
df=x_df,
|
| 173 |
+
x_timestamp=x_timestamp,
|
| 174 |
+
y_timestamp=y_timestamp,
|
| 175 |
+
pred_len=CONFIG["PRED_HORIZON"],
|
| 176 |
+
T=CONFIG["TEMPERATURE"],
|
| 177 |
+
top_p=CONFIG["TOP_P"],
|
| 178 |
+
sample_count=CONFIG["N_PREDICTIONS"],
|
| 179 |
+
verbose=False
|
| 180 |
+
)
|
| 181 |
+
|
| 182 |
+
return preds_dict, y_timestamp
|
| 183 |
+
|
| 184 |
+
|
| 185 |
+
def calculate_metrics(hist_df, close_preds_df):
|
| 186 |
+
"""Calculate upside and volatility metrics."""
|
| 187 |
+
last_close = hist_df['close'].iloc[-1]
|
| 188 |
+
|
| 189 |
+
# Upside Probability
|
| 190 |
+
final_hour_preds = close_preds_df.iloc[-1]
|
| 191 |
+
upside_prob = float((final_hour_preds > last_close).mean())
|
| 192 |
+
|
| 193 |
+
# Volatility Amplification
|
| 194 |
+
hist_log_returns = np.log(hist_df['close'] / hist_df['close'].shift(1))
|
| 195 |
+
historical_vol = hist_log_returns.iloc[-CONFIG["VOL_WINDOW"]:].std()
|
| 196 |
+
|
| 197 |
+
amplification_count = 0
|
| 198 |
+
for col in close_preds_df.columns:
|
| 199 |
+
full_sequence = pd.concat([pd.Series([last_close]), close_preds_df[col]]).reset_index(drop=True)
|
| 200 |
+
pred_log_returns = np.log(full_sequence / full_sequence.shift(1))
|
| 201 |
+
predicted_vol = pred_log_returns.std()
|
| 202 |
+
if predicted_vol > historical_vol:
|
| 203 |
+
amplification_count += 1
|
| 204 |
+
|
| 205 |
+
vol_amp_prob = amplification_count / len(close_preds_df.columns)
|
| 206 |
+
|
| 207 |
+
return upside_prob, vol_amp_prob
|
| 208 |
+
|
| 209 |
+
|
| 210 |
+
def create_plot(hist_df, close_preds_df, volume_preds_df):
|
| 211 |
+
"""Create forecast visualization."""
|
| 212 |
+
fig, (ax1, ax2) = plt.subplots(
|
| 213 |
+
2, 1, figsize=(15, 10), sharex=True,
|
| 214 |
+
gridspec_kw={'height_ratios': [3, 1]}
|
| 215 |
+
)
|
| 216 |
+
|
| 217 |
+
hist_time = hist_df['timestamps']
|
| 218 |
+
last_hist_time = hist_time.iloc[-1]
|
| 219 |
+
pred_time = pd.to_datetime([last_hist_time + timedelta(hours=i + 1) for i in range(len(close_preds_df))])
|
| 220 |
+
|
| 221 |
+
ax1.plot(hist_time, hist_df['close'], color='royalblue', label='Historical Price', linewidth=1.5)
|
| 222 |
+
mean_preds = close_preds_df.mean(axis=1)
|
| 223 |
+
ax1.plot(pred_time, mean_preds, color='darkorange', linestyle='-', label='Mean Forecast', linewidth=2)
|
| 224 |
+
ax1.fill_between(pred_time, close_preds_df.min(axis=1), close_preds_df.max(axis=1),
|
| 225 |
+
color='darkorange', alpha=0.2, label='Forecast Range')
|
| 226 |
+
ax1.set_title(f'{CONFIG["SYMBOL"]} 24-Hour Price Forecast (Kronos)', fontsize=16, weight='bold')
|
| 227 |
+
ax1.set_ylabel('Price (USDT)')
|
| 228 |
+
ax1.legend()
|
| 229 |
+
ax1.grid(True, linestyle='--', alpha=0.7)
|
| 230 |
+
|
| 231 |
+
ax2.bar(hist_time, hist_df['volume'], color='skyblue', label='Historical Volume', width=0.03)
|
| 232 |
+
ax2.bar(pred_time, volume_preds_df.mean(axis=1), color='sandybrown', label='Forecast Volume', width=0.03)
|
| 233 |
+
ax2.set_ylabel('Volume')
|
| 234 |
+
ax2.set_xlabel('Time (UTC)')
|
| 235 |
+
ax2.legend()
|
| 236 |
+
ax2.grid(True, linestyle='--', alpha=0.7)
|
| 237 |
+
|
| 238 |
+
separator_time = hist_time.iloc[-1] + timedelta(minutes=30)
|
| 239 |
+
for ax in [ax1, ax2]:
|
| 240 |
+
ax.axvline(x=separator_time, color='red', linestyle='--', linewidth=1.5)
|
| 241 |
+
ax.tick_params(axis='x', rotation=30)
|
| 242 |
+
|
| 243 |
+
fig.tight_layout()
|
| 244 |
+
return fig
|
| 245 |
+
|
| 246 |
+
|
| 247 |
+
def predict_btc(align_to_hour: bool = True):
|
| 248 |
+
"""
|
| 249 |
+
Main prediction function with plot (for UI).
|
| 250 |
+
|
| 251 |
+
Args:
|
| 252 |
+
align_to_hour: If True, use data up to the last completed hour (aligned with official demo).
|
| 253 |
+
If False, use all available data including the current incomplete hour.
|
| 254 |
+
|
| 255 |
+
Returns:
|
| 256 |
+
tuple: (plot_figure, result_dict)
|
| 257 |
+
"""
|
| 258 |
+
fig, result = _do_prediction(align_to_hour=align_to_hour, include_plot=True)
|
| 259 |
+
return fig, result
|
| 260 |
+
|
| 261 |
+
|
| 262 |
+
def predict_btc_api(align_to_hour: bool = True):
|
| 263 |
+
"""
|
| 264 |
+
API-only prediction (no plot, faster response).
|
| 265 |
+
|
| 266 |
+
Args:
|
| 267 |
+
align_to_hour: If True, use data up to the last completed hour (aligned with official demo).
|
| 268 |
+
If False, use all available data including the current incomplete hour.
|
| 269 |
+
|
| 270 |
+
Returns:
|
| 271 |
+
dict: Prediction result without plot
|
| 272 |
+
"""
|
| 273 |
+
_, result = _do_prediction(align_to_hour=align_to_hour, include_plot=False)
|
| 274 |
+
return result
|
| 275 |
+
|
| 276 |
+
|
| 277 |
+
def predict_btc_detail(align_to_hour: bool = True):
|
| 278 |
+
"""
|
| 279 |
+
Detailed prediction API returning all Monte Carlo sample paths.
|
| 280 |
+
|
| 281 |
+
Args:
|
| 282 |
+
align_to_hour: If True, use data up to the last completed hour (aligned with official demo).
|
| 283 |
+
If False, use all available data including the current incomplete hour.
|
| 284 |
+
|
| 285 |
+
Returns:
|
| 286 |
+
dict: Prediction result with all Monte Carlo sample paths
|
| 287 |
+
"""
|
| 288 |
+
_, result = _do_prediction_detail(align_to_hour=align_to_hour)
|
| 289 |
+
return result
|
| 290 |
+
|
| 291 |
+
|
| 292 |
+
def _do_prediction(align_to_hour: bool = True, include_plot: bool = True):
|
| 293 |
+
"""
|
| 294 |
+
Internal prediction function.
|
| 295 |
+
|
| 296 |
+
Args:
|
| 297 |
+
align_to_hour: If True, use data up to the last completed hour.
|
| 298 |
+
include_plot: If True, generate plot (slower). If False, skip plot (faster).
|
| 299 |
+
|
| 300 |
+
Returns:
|
| 301 |
+
tuple: (plot_figure or None, result_dict)
|
| 302 |
+
"""
|
| 303 |
+
try:
|
| 304 |
+
sample_count = CONFIG["N_PREDICTIONS"]
|
| 305 |
+
|
| 306 |
+
print(f"[Predict] align_to_hour={align_to_hour}, include_plot={include_plot}")
|
| 307 |
+
start_time = time.time()
|
| 308 |
+
|
| 309 |
+
# Load model
|
| 310 |
+
pred_model = load_model()
|
| 311 |
+
|
| 312 |
+
# Fetch data
|
| 313 |
+
df_full = fetch_binance_data()
|
| 314 |
+
|
| 315 |
+
# Choose data based on alignment mode
|
| 316 |
+
if align_to_hour:
|
| 317 |
+
# Exclude the last (incomplete) bar - aligned with official demo
|
| 318 |
+
df_for_model = df_full.iloc[:-1]
|
| 319 |
+
data_mode = "hourly_aligned"
|
| 320 |
+
else:
|
| 321 |
+
# Use all data including current incomplete bar
|
| 322 |
+
df_for_model = df_full
|
| 323 |
+
data_mode = "realtime"
|
| 324 |
+
|
| 325 |
+
# Make predictions
|
| 326 |
+
close_preds, volume_preds, pred_timestamps = make_prediction(
|
| 327 |
+
df_for_model, pred_model
|
| 328 |
+
)
|
| 329 |
+
|
| 330 |
+
# Calculate metrics
|
| 331 |
+
hist_df_for_metrics = df_for_model.tail(CONFIG["VOL_WINDOW"])
|
| 332 |
+
upside_prob, vol_amp_prob = calculate_metrics(hist_df_for_metrics, close_preds)
|
| 333 |
+
|
| 334 |
+
# Create plot only if requested
|
| 335 |
+
fig = None
|
| 336 |
+
if include_plot:
|
| 337 |
+
hist_df_for_plot = df_for_model.tail(CONFIG["HIST_POINTS"])
|
| 338 |
+
fig = create_plot(hist_df_for_plot, close_preds, volume_preds)
|
| 339 |
+
|
| 340 |
+
# Prepare result
|
| 341 |
+
last_close = float(df_for_model['close'].iloc[-1])
|
| 342 |
+
last_timestamp = df_for_model['timestamps'].iloc[-1]
|
| 343 |
+
mean_preds = close_preds.mean(axis=1).tolist()
|
| 344 |
+
min_preds = close_preds.min(axis=1).tolist()
|
| 345 |
+
max_preds = close_preds.max(axis=1).tolist()
|
| 346 |
+
|
| 347 |
+
elapsed = time.time() - start_time
|
| 348 |
+
|
| 349 |
+
result = {
|
| 350 |
+
"timestamp": datetime.now(timezone.utc).isoformat(),
|
| 351 |
+
"symbol": CONFIG["SYMBOL"],
|
| 352 |
+
"last_close": last_close,
|
| 353 |
+
"last_data_timestamp": last_timestamp.isoformat(),
|
| 354 |
+
"data_mode": data_mode,
|
| 355 |
+
"upside_probability": round(upside_prob * 100, 1),
|
| 356 |
+
"volatility_amplification": round(vol_amp_prob * 100, 1),
|
| 357 |
+
"prediction_horizon_hours": CONFIG["PRED_HORIZON"],
|
| 358 |
+
"sample_count": sample_count,
|
| 359 |
+
"inference_time_seconds": round(elapsed, 1),
|
| 360 |
+
"predictions": {
|
| 361 |
+
"timestamps": [t.isoformat() for t in pred_timestamps],
|
| 362 |
+
"mean": mean_preds,
|
| 363 |
+
"min": min_preds,
|
| 364 |
+
"max": max_preds,
|
| 365 |
+
},
|
| 366 |
+
"model": {
|
| 367 |
+
"name": "Kronos-mini",
|
| 368 |
+
"tokenizer": "Kronos-Tokenizer-2k",
|
| 369 |
+
"temperature": CONFIG["TEMPERATURE"],
|
| 370 |
+
"top_p": CONFIG["TOP_P"],
|
| 371 |
+
}
|
| 372 |
+
}
|
| 373 |
+
|
| 374 |
+
print(f"[Done] Prediction completed in {elapsed:.1f}s (plot={include_plot})")
|
| 375 |
+
return fig, result
|
| 376 |
+
|
| 377 |
+
except Exception as e:
|
| 378 |
+
error_result = {
|
| 379 |
+
"error": str(e),
|
| 380 |
+
"timestamp": datetime.now(timezone.utc).isoformat()
|
| 381 |
+
}
|
| 382 |
+
return None, error_result
|
| 383 |
+
|
| 384 |
+
|
| 385 |
+
def _do_prediction_detail(align_to_hour: bool = True):
|
| 386 |
+
"""
|
| 387 |
+
Internal prediction function that returns all Monte Carlo sample paths.
|
| 388 |
+
|
| 389 |
+
Args:
|
| 390 |
+
align_to_hour: If True, use data up to the last completed hour.
|
| 391 |
+
|
| 392 |
+
Returns:
|
| 393 |
+
tuple: (None, result_dict with all sample paths)
|
| 394 |
+
"""
|
| 395 |
+
try:
|
| 396 |
+
sample_count = CONFIG["N_PREDICTIONS"]
|
| 397 |
+
|
| 398 |
+
print(f"[Predict Detail] align_to_hour={align_to_hour}")
|
| 399 |
+
start_time = time.time()
|
| 400 |
+
|
| 401 |
+
# Load model
|
| 402 |
+
pred_model = load_model()
|
| 403 |
+
|
| 404 |
+
# Fetch data
|
| 405 |
+
df_full = fetch_binance_data()
|
| 406 |
+
|
| 407 |
+
# Choose data based on alignment mode
|
| 408 |
+
if align_to_hour:
|
| 409 |
+
# Exclude the last (incomplete) bar - aligned with official demo
|
| 410 |
+
df_for_model = df_full.iloc[:-1]
|
| 411 |
+
data_mode = "hourly_aligned"
|
| 412 |
+
else:
|
| 413 |
+
# Use all data including current incomplete bar
|
| 414 |
+
df_for_model = df_full
|
| 415 |
+
data_mode = "realtime"
|
| 416 |
+
|
| 417 |
+
# Make predictions with full OHLCV output
|
| 418 |
+
preds_dict, pred_timestamps = make_prediction_detail(
|
| 419 |
+
df_for_model, pred_model
|
| 420 |
+
)
|
| 421 |
+
|
| 422 |
+
# Extract close predictions for metrics calculation
|
| 423 |
+
close_preds = preds_dict['close']
|
| 424 |
+
|
| 425 |
+
# Calculate metrics
|
| 426 |
+
hist_df_for_metrics = df_for_model.tail(CONFIG["VOL_WINDOW"])
|
| 427 |
+
upside_prob, vol_amp_prob = calculate_metrics(hist_df_for_metrics, close_preds)
|
| 428 |
+
|
| 429 |
+
# Prepare result
|
| 430 |
+
last_close = float(df_for_model['close'].iloc[-1])
|
| 431 |
+
last_timestamp = df_for_model['timestamps'].iloc[-1]
|
| 432 |
+
|
| 433 |
+
# Summary statistics for close price
|
| 434 |
+
mean_preds = close_preds.mean(axis=1).tolist()
|
| 435 |
+
min_preds = close_preds.min(axis=1).tolist()
|
| 436 |
+
max_preds = close_preds.max(axis=1).tolist()
|
| 437 |
+
|
| 438 |
+
# Prepare all sample paths for OHLCV (each column is a sample path)
|
| 439 |
+
all_samples = {}
|
| 440 |
+
for price_type in ['open', 'high', 'low', 'close', 'volume']:
|
| 441 |
+
price_df = preds_dict[price_type]
|
| 442 |
+
samples = {}
|
| 443 |
+
for col in price_df.columns:
|
| 444 |
+
samples[col] = price_df[col].tolist()
|
| 445 |
+
all_samples[price_type] = samples
|
| 446 |
+
|
| 447 |
+
elapsed = time.time() - start_time
|
| 448 |
+
|
| 449 |
+
result = {
|
| 450 |
+
"timestamp": datetime.now(timezone.utc).isoformat(),
|
| 451 |
+
"symbol": CONFIG["SYMBOL"],
|
| 452 |
+
"last_close": last_close,
|
| 453 |
+
"last_data_timestamp": last_timestamp.isoformat(),
|
| 454 |
+
"data_mode": data_mode,
|
| 455 |
+
"upside_probability": round(upside_prob * 100, 1),
|
| 456 |
+
"volatility_amplification": round(vol_amp_prob * 100, 1),
|
| 457 |
+
"prediction_horizon_hours": CONFIG["PRED_HORIZON"],
|
| 458 |
+
"sample_count": sample_count,
|
| 459 |
+
"inference_time_seconds": round(elapsed, 1),
|
| 460 |
+
"predictions": {
|
| 461 |
+
"timestamps": [t.isoformat() for t in pred_timestamps],
|
| 462 |
+
"mean": mean_preds,
|
| 463 |
+
"min": min_preds,
|
| 464 |
+
"max": max_preds,
|
| 465 |
+
},
|
| 466 |
+
"all_samples": all_samples,
|
| 467 |
+
"model": {
|
| 468 |
+
"name": "Kronos-mini",
|
| 469 |
+
"tokenizer": "Kronos-Tokenizer-2k",
|
| 470 |
+
"temperature": CONFIG["TEMPERATURE"],
|
| 471 |
+
"top_p": CONFIG["TOP_P"],
|
| 472 |
+
}
|
| 473 |
+
}
|
| 474 |
+
|
| 475 |
+
print(f"[Done] Detail prediction completed in {elapsed:.1f}s")
|
| 476 |
+
return None, result
|
| 477 |
+
|
| 478 |
+
except Exception as e:
|
| 479 |
+
error_result = {
|
| 480 |
+
"error": str(e),
|
| 481 |
+
"timestamp": datetime.now(timezone.utc).isoformat()
|
| 482 |
+
}
|
| 483 |
+
return None, error_result
|
| 484 |
+
|
| 485 |
+
|
| 486 |
+
def predict_custom(
|
| 487 |
+
hist_data_json: str,
|
| 488 |
+
pred_horizon: int = 24,
|
| 489 |
+
sample_count: int = 30,
|
| 490 |
+
temperature: float = 1.0,
|
| 491 |
+
top_p: float = 0.95
|
| 492 |
+
):
|
| 493 |
+
"""
|
| 494 |
+
Custom prediction with user-provided data.
|
| 495 |
+
|
| 496 |
+
Args:
|
| 497 |
+
hist_data_json: JSON string with format:
|
| 498 |
+
{
|
| 499 |
+
"timestamps": ["2024-01-01T00:00:00", ...],
|
| 500 |
+
"open": [100.0, ...],
|
| 501 |
+
"high": [101.0, ...],
|
| 502 |
+
"low": [99.0, ...],
|
| 503 |
+
"close": [100.5, ...],
|
| 504 |
+
"volume": [1000.0, ...], # optional
|
| 505 |
+
"amount": [100000.0, ...] # optional
|
| 506 |
+
}
|
| 507 |
+
pred_horizon: Number of hours to predict (1-48)
|
| 508 |
+
sample_count: Number of Monte Carlo samples (1-100)
|
| 509 |
+
temperature: Sampling temperature (0.1-2.0)
|
| 510 |
+
top_p: Nucleus sampling probability (0.1-1.0)
|
| 511 |
+
|
| 512 |
+
Returns:
|
| 513 |
+
JSON string with predictions
|
| 514 |
+
"""
|
| 515 |
+
try:
|
| 516 |
+
pred_model = load_model()
|
| 517 |
+
|
| 518 |
+
# Parse input
|
| 519 |
+
data = json.loads(hist_data_json)
|
| 520 |
+
df = pd.DataFrame(data)
|
| 521 |
+
df['timestamps'] = pd.to_datetime(df['timestamps'])
|
| 522 |
+
|
| 523 |
+
# Ensure required columns
|
| 524 |
+
for col in ['open', 'high', 'low', 'close']:
|
| 525 |
+
if col not in df.columns:
|
| 526 |
+
raise ValueError(f"Missing required column: {col}")
|
| 527 |
+
df[col] = pd.to_numeric(df[col])
|
| 528 |
+
|
| 529 |
+
if 'volume' not in df.columns:
|
| 530 |
+
df['volume'] = 0.0
|
| 531 |
+
if 'amount' not in df.columns:
|
| 532 |
+
df['amount'] = 0.0
|
| 533 |
+
|
| 534 |
+
# Validate parameters
|
| 535 |
+
pred_horizon = max(1, min(48, pred_horizon))
|
| 536 |
+
sample_count = max(1, min(100, sample_count))
|
| 537 |
+
temperature = max(0.1, min(2.0, temperature))
|
| 538 |
+
top_p = max(0.1, min(1.0, top_p))
|
| 539 |
+
|
| 540 |
+
# Prepare timestamps
|
| 541 |
+
last_timestamp = df['timestamps'].max()
|
| 542 |
+
freq = pd.infer_freq(df['timestamps'])
|
| 543 |
+
if freq is None:
|
| 544 |
+
freq = 'h'
|
| 545 |
+
|
| 546 |
+
y_timestamp = pd.Series(
|
| 547 |
+
pd.date_range(start=last_timestamp + pd.Timedelta(hours=1), periods=pred_horizon, freq=freq)
|
| 548 |
+
)
|
| 549 |
+
x_timestamp = df['timestamps']
|
| 550 |
+
x_df = df[['open', 'high', 'low', 'close', 'volume', 'amount']]
|
| 551 |
+
|
| 552 |
+
# Predict
|
| 553 |
+
with torch.no_grad():
|
| 554 |
+
close_preds, volume_preds = pred_model.predict(
|
| 555 |
+
df=x_df,
|
| 556 |
+
x_timestamp=x_timestamp,
|
| 557 |
+
y_timestamp=y_timestamp,
|
| 558 |
+
pred_len=pred_horizon,
|
| 559 |
+
T=temperature,
|
| 560 |
+
top_p=top_p,
|
| 561 |
+
sample_count=sample_count,
|
| 562 |
+
verbose=False
|
| 563 |
+
)
|
| 564 |
+
|
| 565 |
+
# Calculate metrics
|
| 566 |
+
last_close = float(df['close'].iloc[-1])
|
| 567 |
+
final_hour_preds = close_preds.iloc[-1]
|
| 568 |
+
upside_prob = float((final_hour_preds > last_close).mean())
|
| 569 |
+
|
| 570 |
+
result = {
|
| 571 |
+
"timestamp": datetime.now(timezone.utc).isoformat(),
|
| 572 |
+
"last_close": last_close,
|
| 573 |
+
"upside_probability": round(upside_prob * 100, 1),
|
| 574 |
+
"prediction_horizon": pred_horizon,
|
| 575 |
+
"sample_count": sample_count,
|
| 576 |
+
"predictions": {
|
| 577 |
+
"timestamps": [t.isoformat() for t in y_timestamp],
|
| 578 |
+
"mean": close_preds.mean(axis=1).tolist(),
|
| 579 |
+
"min": close_preds.min(axis=1).tolist(),
|
| 580 |
+
"max": close_preds.max(axis=1).tolist(),
|
| 581 |
+
"volume_mean": volume_preds.mean(axis=1).tolist(),
|
| 582 |
+
},
|
| 583 |
+
"parameters": {
|
| 584 |
+
"temperature": temperature,
|
| 585 |
+
"top_p": top_p,
|
| 586 |
+
}
|
| 587 |
+
}
|
| 588 |
+
|
| 589 |
+
return json.dumps(result, indent=2)
|
| 590 |
+
|
| 591 |
+
except Exception as e:
|
| 592 |
+
return json.dumps({"error": str(e)}, indent=2)
|
| 593 |
+
|
| 594 |
+
|
| 595 |
+
# === Gradio Interface ===
|
| 596 |
+
with gr.Blocks(title="Kronos BTC Forecast API") as demo:
|
| 597 |
+
gr.Markdown("""
|
| 598 |
+
# Kronos: BTC/USDT Price Forecast API
|
| 599 |
+
|
| 600 |
+
This Space provides an API for probabilistic BTC/USDT price forecasting using the
|
| 601 |
+
[Kronos](https://github.com/shiyu-coder/Kronos) foundation model.
|
| 602 |
+
|
| 603 |
+
## Quick Start (Python)
|
| 604 |
+
|
| 605 |
+
```python
|
| 606 |
+
from gradio_client import Client
|
| 607 |
+
|
| 608 |
+
client = Client("xianqiu/qlang")
|
| 609 |
+
|
| 610 |
+
# Fast API call (no plot, recommended)
|
| 611 |
+
result = client.predict(align_to_hour=True, api_name="/predict_api")
|
| 612 |
+
print(result)
|
| 613 |
+
|
| 614 |
+
# With plot (slower)
|
| 615 |
+
plot, result = client.predict(align_to_hour=True, api_name="/predict")
|
| 616 |
+
|
| 617 |
+
# Detail API - returns all Monte Carlo sample paths with full OHLCV
|
| 618 |
+
result = client.predict(align_to_hour=True, api_name="/predict_all")
|
| 619 |
+
print(result["all_samples"]["open"]) # All 30 open price prediction paths
|
| 620 |
+
print(result["all_samples"]["high"]) # All 30 high price prediction paths
|
| 621 |
+
print(result["all_samples"]["low"]) # All 30 low price prediction paths
|
| 622 |
+
print(result["all_samples"]["close"]) # All 30 close price prediction paths
|
| 623 |
+
print(result["all_samples"]["volume"]) # All 30 volume prediction paths
|
| 624 |
+
```
|
| 625 |
+
|
| 626 |
+
## API Endpoints
|
| 627 |
+
|
| 628 |
+
- `/predict_api` - **Recommended**: JSON-only response (faster, no plot)
|
| 629 |
+
- `/predict` - With plot (for visualization)
|
| 630 |
+
- `/predict_all` - Returns all Monte Carlo sample paths with full OHLCV (for detailed analysis)
|
| 631 |
+
- `/predict_custom` - Custom OHLCV data prediction
|
| 632 |
+
|
| 633 |
+
## Data Mode
|
| 634 |
+
|
| 635 |
+
- **Hourly Aligned (default)**: Uses data up to the last completed hour, matching the official Kronos demo
|
| 636 |
+
- **Realtime**: Uses all available data including the current incomplete hour
|
| 637 |
+
""")
|
| 638 |
+
|
| 639 |
+
with gr.Tab("BTC/USDT Forecast"):
|
| 640 |
+
gr.Markdown("""
|
| 641 |
+
Generate 24-hour BTC/USDT price forecast.
|
| 642 |
+
|
| 643 |
+
**Data Mode:**
|
| 644 |
+
- **Hourly Aligned**: Use data up to last completed hour (matches official demo for comparison)
|
| 645 |
+
- **Realtime**: Use all available data including current incomplete hour
|
| 646 |
+
""")
|
| 647 |
+
|
| 648 |
+
align_checkbox = gr.Checkbox(
|
| 649 |
+
label="Align to Hour (match official demo)",
|
| 650 |
+
value=True,
|
| 651 |
+
info="If checked, excludes current incomplete hour for consistency with official demo"
|
| 652 |
+
)
|
| 653 |
+
predict_btn = gr.Button("Generate Forecast", variant="primary")
|
| 654 |
+
|
| 655 |
+
with gr.Row():
|
| 656 |
+
plot_output = gr.Plot(label="Forecast Chart")
|
| 657 |
+
|
| 658 |
+
json_output = gr.JSON(label="Prediction Result")
|
| 659 |
+
|
| 660 |
+
# UI button - with plot
|
| 661 |
+
predict_btn.click(
|
| 662 |
+
fn=predict_btc,
|
| 663 |
+
inputs=[align_checkbox],
|
| 664 |
+
outputs=[plot_output, json_output],
|
| 665 |
+
api_name="predict"
|
| 666 |
+
)
|
| 667 |
+
|
| 668 |
+
with gr.Tab("API Only (Fast)"):
|
| 669 |
+
gr.Markdown("""
|
| 670 |
+
**Fast API endpoint** - Returns JSON only, no plot generation.
|
| 671 |
+
|
| 672 |
+
Use this for programmatic access when you don't need the chart.
|
| 673 |
+
""")
|
| 674 |
+
|
| 675 |
+
api_align_checkbox = gr.Checkbox(
|
| 676 |
+
label="Align to Hour (match official demo)",
|
| 677 |
+
value=True
|
| 678 |
+
)
|
| 679 |
+
api_btn = gr.Button("Get Prediction (API)", variant="primary")
|
| 680 |
+
api_json_output = gr.JSON(label="Prediction Result")
|
| 681 |
+
|
| 682 |
+
api_btn.click(
|
| 683 |
+
fn=predict_btc_api,
|
| 684 |
+
inputs=[api_align_checkbox],
|
| 685 |
+
outputs=[api_json_output],
|
| 686 |
+
api_name="predict_api"
|
| 687 |
+
)
|
| 688 |
+
|
| 689 |
+
with gr.Tab("Detail API (All Samples)"):
|
| 690 |
+
gr.Markdown("""
|
| 691 |
+
**Detail API endpoint** - Returns all Monte Carlo sample paths with full OHLCV data.
|
| 692 |
+
|
| 693 |
+
Use this for detailed analysis when you need all individual prediction paths, not just summary statistics (mean/min/max).
|
| 694 |
+
|
| 695 |
+
**Response includes:**
|
| 696 |
+
- `predictions`: Summary statistics for close price (mean, min, max)
|
| 697 |
+
- `all_samples.open`: All open price prediction paths (pred-1, pred-2, ..., pred-N)
|
| 698 |
+
- `all_samples.high`: All high price prediction paths
|
| 699 |
+
- `all_samples.low`: All low price prediction paths
|
| 700 |
+
- `all_samples.close`: All close price prediction paths
|
| 701 |
+
- `all_samples.volume`: All volume prediction paths
|
| 702 |
+
""")
|
| 703 |
+
|
| 704 |
+
detail_align_checkbox = gr.Checkbox(
|
| 705 |
+
label="Align to Hour (match official demo)",
|
| 706 |
+
value=True
|
| 707 |
+
)
|
| 708 |
+
detail_btn = gr.Button("Get Detail Prediction", variant="primary")
|
| 709 |
+
detail_json_output = gr.JSON(label="Detail Prediction Result")
|
| 710 |
+
|
| 711 |
+
detail_btn.click(
|
| 712 |
+
fn=predict_btc_detail,
|
| 713 |
+
inputs=[detail_align_checkbox],
|
| 714 |
+
outputs=[detail_json_output],
|
| 715 |
+
api_name="predict_all"
|
| 716 |
+
)
|
| 717 |
+
|
| 718 |
+
with gr.Tab("Custom Prediction"):
|
| 719 |
+
gr.Markdown("""
|
| 720 |
+
Provide your own OHLCV data for prediction.
|
| 721 |
+
|
| 722 |
+
**Input Format:**
|
| 723 |
+
```json
|
| 724 |
+
{
|
| 725 |
+
"timestamps": ["2024-01-01T00:00:00", "2024-01-01T01:00:00", ...],
|
| 726 |
+
"open": [100.0, 101.0, ...],
|
| 727 |
+
"high": [101.0, 102.0, ...],
|
| 728 |
+
"low": [99.0, 100.0, ...],
|
| 729 |
+
"close": [100.5, 101.5, ...],
|
| 730 |
+
"volume": [1000.0, 1100.0, ...],
|
| 731 |
+
"amount": [100000.0, 110000.0, ...]
|
| 732 |
+
}
|
| 733 |
+
```
|
| 734 |
+
""")
|
| 735 |
+
|
| 736 |
+
with gr.Row():
|
| 737 |
+
with gr.Column():
|
| 738 |
+
data_input = gr.Textbox(
|
| 739 |
+
label="Historical Data (JSON)",
|
| 740 |
+
placeholder='{"timestamps": [...], "open": [...], "high": [...], "low": [...], "close": [...]}',
|
| 741 |
+
lines=10
|
| 742 |
+
)
|
| 743 |
+
|
| 744 |
+
with gr.Row():
|
| 745 |
+
horizon_input = gr.Slider(1, 48, value=24, step=1, label="Prediction Horizon (hours)")
|
| 746 |
+
samples_input = gr.Slider(1, 100, value=30, step=1, label="Sample Count")
|
| 747 |
+
|
| 748 |
+
with gr.Row():
|
| 749 |
+
temp_input = gr.Slider(0.1, 2.0, value=1.0, step=0.1, label="Temperature")
|
| 750 |
+
topp_input = gr.Slider(0.1, 1.0, value=0.95, step=0.05, label="Top-p")
|
| 751 |
+
|
| 752 |
+
custom_btn = gr.Button("Predict", variant="primary")
|
| 753 |
+
|
| 754 |
+
with gr.Column():
|
| 755 |
+
custom_output = gr.JSON(label="Prediction Result")
|
| 756 |
+
|
| 757 |
+
custom_btn.click(
|
| 758 |
+
fn=predict_custom,
|
| 759 |
+
inputs=[data_input, horizon_input, samples_input, temp_input, topp_input],
|
| 760 |
+
outputs=custom_output,
|
| 761 |
+
api_name="predict_custom"
|
| 762 |
+
)
|
| 763 |
+
|
| 764 |
+
gr.Markdown("""
|
| 765 |
+
---
|
| 766 |
+
**Model:** Kronos-mini (4.1M params) | **Paper:** [arXiv:2508.02739](https://arxiv.org/abs/2508.02739)
|
| 767 |
+
""")
|
| 768 |
+
|
| 769 |
+
|
| 770 |
+
# Pre-load model on startup
|
| 771 |
+
print("Pre-loading model...")
|
| 772 |
+
load_model()
|
| 773 |
+
print("Model ready!")
|
| 774 |
+
|
| 775 |
+
if __name__ == "__main__":
|
| 776 |
+
demo.launch()
|
client.py
ADDED
|
@@ -0,0 +1,410 @@
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|
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|
|
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|
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|
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|
|
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|
|
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|
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|
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|
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#!/usr/bin/env python3
|
| 2 |
+
"""
|
| 3 |
+
Kronos BTC 预测 API 测试客户端
|
| 4 |
+
|
| 5 |
+
可直接运行来验证 HuggingFace Space API 是否正常工作。
|
| 6 |
+
|
| 7 |
+
使用方法:
|
| 8 |
+
# 测试健康检查
|
| 9 |
+
python client.py health
|
| 10 |
+
|
| 11 |
+
# 测试预测 API
|
| 12 |
+
python client.py predict
|
| 13 |
+
|
| 14 |
+
# 测试交易信号 API
|
| 15 |
+
python client.py signal
|
| 16 |
+
|
| 17 |
+
# 运行所有测试
|
| 18 |
+
python client.py all
|
| 19 |
+
|
| 20 |
+
# 使用自定义 URL
|
| 21 |
+
python client.py all --url https://your-space.hf.space
|
| 22 |
+
"""
|
| 23 |
+
|
| 24 |
+
import argparse
|
| 25 |
+
import json
|
| 26 |
+
import sys
|
| 27 |
+
import time
|
| 28 |
+
from datetime import datetime, timedelta
|
| 29 |
+
from typing import List, Dict, Any, Optional
|
| 30 |
+
|
| 31 |
+
import requests
|
| 32 |
+
|
| 33 |
+
|
| 34 |
+
# ==================== 配置 ====================
|
| 35 |
+
|
| 36 |
+
DEFAULT_API_URL = "https://xianqiu-qlang.hf.space"
|
| 37 |
+
|
| 38 |
+
# 币安 API
|
| 39 |
+
BINANCE_API = "https://api.binance.com/api/v3/klines"
|
| 40 |
+
|
| 41 |
+
|
| 42 |
+
# ==================== 辅助函数 ====================
|
| 43 |
+
|
| 44 |
+
def fetch_btc_data(symbol: str = "BTCUSDT", interval: str = "1h", limit: int = 200) -> List[Dict]:
|
| 45 |
+
"""
|
| 46 |
+
从币安获取 BTC K线数据
|
| 47 |
+
|
| 48 |
+
Args:
|
| 49 |
+
symbol: 交易对
|
| 50 |
+
interval: K线周期 (1h, 4h, 1d 等)
|
| 51 |
+
limit: 获取条数 (最大 1000)
|
| 52 |
+
|
| 53 |
+
Returns:
|
| 54 |
+
OHLCV 数据列表
|
| 55 |
+
"""
|
| 56 |
+
print(f"[Binance] 获取 {symbol} {interval} K线数据 (最近 {limit} 条)...")
|
| 57 |
+
|
| 58 |
+
params = {
|
| 59 |
+
"symbol": symbol,
|
| 60 |
+
"interval": interval,
|
| 61 |
+
"limit": limit
|
| 62 |
+
}
|
| 63 |
+
|
| 64 |
+
try:
|
| 65 |
+
response = requests.get(BINANCE_API, params=params, timeout=10)
|
| 66 |
+
response.raise_for_status()
|
| 67 |
+
data = response.json()
|
| 68 |
+
except requests.exceptions.RequestException as e:
|
| 69 |
+
print(f"[Error] 无法连接币安 API: {e}")
|
| 70 |
+
print("[Info] 使用模拟数据...")
|
| 71 |
+
return generate_mock_data(limit)
|
| 72 |
+
|
| 73 |
+
ohlcv_list = []
|
| 74 |
+
for item in data:
|
| 75 |
+
ohlcv_list.append({
|
| 76 |
+
"timestamp": datetime.fromtimestamp(item[0] / 1000).isoformat(),
|
| 77 |
+
"open": float(item[1]),
|
| 78 |
+
"high": float(item[2]),
|
| 79 |
+
"low": float(item[3]),
|
| 80 |
+
"close": float(item[4]),
|
| 81 |
+
"volume": float(item[5]),
|
| 82 |
+
"amount": float(item[7]) # Quote asset volume
|
| 83 |
+
})
|
| 84 |
+
|
| 85 |
+
print(f"[OK] 获取到 {len(ohlcv_list)} 条数据")
|
| 86 |
+
print(f" 时间范围: {ohlcv_list[0]['timestamp']} ~ {ohlcv_list[-1]['timestamp']}")
|
| 87 |
+
print(f" 当前价格: ${ohlcv_list[-1]['close']:,.2f}")
|
| 88 |
+
|
| 89 |
+
return ohlcv_list
|
| 90 |
+
|
| 91 |
+
|
| 92 |
+
def generate_mock_data(n: int = 200) -> List[Dict]:
|
| 93 |
+
"""生成模拟 K线数据 (当币安 API 不可用时使用)"""
|
| 94 |
+
import random
|
| 95 |
+
|
| 96 |
+
base_price = 100000.0
|
| 97 |
+
data = []
|
| 98 |
+
current_time = datetime.utcnow() - timedelta(hours=n)
|
| 99 |
+
|
| 100 |
+
for i in range(n):
|
| 101 |
+
change = random.gauss(0, 0.01) # 1% 标准差
|
| 102 |
+
base_price *= (1 + change)
|
| 103 |
+
|
| 104 |
+
high = base_price * (1 + random.random() * 0.005)
|
| 105 |
+
low = base_price * (1 - random.random() * 0.005)
|
| 106 |
+
close = random.uniform(low, high)
|
| 107 |
+
|
| 108 |
+
data.append({
|
| 109 |
+
"timestamp": current_time.isoformat(),
|
| 110 |
+
"open": round(base_price, 2),
|
| 111 |
+
"high": round(high, 2),
|
| 112 |
+
"low": round(low, 2),
|
| 113 |
+
"close": round(close, 2),
|
| 114 |
+
"volume": round(random.uniform(100, 1000), 2),
|
| 115 |
+
"amount": round(random.uniform(1000000, 10000000), 2)
|
| 116 |
+
})
|
| 117 |
+
|
| 118 |
+
current_time += timedelta(hours=1)
|
| 119 |
+
|
| 120 |
+
return data
|
| 121 |
+
|
| 122 |
+
|
| 123 |
+
def print_json(data: Any, title: str = None):
|
| 124 |
+
"""美化打印 JSON"""
|
| 125 |
+
if title:
|
| 126 |
+
print(f"\n{'='*60}")
|
| 127 |
+
print(f" {title}")
|
| 128 |
+
print(f"{'='*60}")
|
| 129 |
+
print(json.dumps(data, indent=2, ensure_ascii=False))
|
| 130 |
+
|
| 131 |
+
|
| 132 |
+
# ==================== API 测试函数 ====================
|
| 133 |
+
|
| 134 |
+
def test_health(base_url: str) -> bool:
|
| 135 |
+
"""测试健康检查 API"""
|
| 136 |
+
print("\n" + "="*60)
|
| 137 |
+
print(" TEST: /health")
|
| 138 |
+
print("="*60)
|
| 139 |
+
|
| 140 |
+
url = f"{base_url}/health"
|
| 141 |
+
print(f"[Request] GET {url}")
|
| 142 |
+
|
| 143 |
+
try:
|
| 144 |
+
start = time.time()
|
| 145 |
+
response = requests.get(url, timeout=30)
|
| 146 |
+
elapsed = time.time() - start
|
| 147 |
+
|
| 148 |
+
print(f"[Response] Status: {response.status_code} ({elapsed:.2f}s)")
|
| 149 |
+
|
| 150 |
+
if response.status_code == 200:
|
| 151 |
+
data = response.json()
|
| 152 |
+
print(f"\n[Result]")
|
| 153 |
+
print(f" Status: {data.get('status', 'N/A')}")
|
| 154 |
+
print(f" Model Loaded: {data.get('model_loaded', 'N/A')}")
|
| 155 |
+
print(f" Model Version: {data.get('model_version', 'N/A')}")
|
| 156 |
+
print(f" Device: {data.get('device', 'N/A')}")
|
| 157 |
+
print(f" Timestamp: {data.get('timestamp', 'N/A')}")
|
| 158 |
+
return True
|
| 159 |
+
else:
|
| 160 |
+
print(f"[Error] {response.text}")
|
| 161 |
+
return False
|
| 162 |
+
|
| 163 |
+
except requests.exceptions.RequestException as e:
|
| 164 |
+
print(f"[Error] 请求失败: {e}")
|
| 165 |
+
return False
|
| 166 |
+
|
| 167 |
+
|
| 168 |
+
def test_predict(base_url: str, data: List[Dict] = None) -> bool:
|
| 169 |
+
"""测试预测 API"""
|
| 170 |
+
print("\n" + "="*60)
|
| 171 |
+
print(" TEST: /predict")
|
| 172 |
+
print("="*60)
|
| 173 |
+
|
| 174 |
+
# 获取数据
|
| 175 |
+
if data is None:
|
| 176 |
+
data = fetch_btc_data(limit=200)
|
| 177 |
+
|
| 178 |
+
url = f"{base_url}/predict"
|
| 179 |
+
payload = {
|
| 180 |
+
"data": data,
|
| 181 |
+
"pred_len": 24,
|
| 182 |
+
"n_paths": 30,
|
| 183 |
+
"temperature": 1.0,
|
| 184 |
+
"top_p": 0.9
|
| 185 |
+
}
|
| 186 |
+
|
| 187 |
+
print(f"\n[Request] POST {url}")
|
| 188 |
+
print(f" 数据点数: {len(data)}")
|
| 189 |
+
print(f" 预测长度: {payload['pred_len']} 小时")
|
| 190 |
+
print(f" Monte Carlo: {payload['n_paths']} 路径")
|
| 191 |
+
|
| 192 |
+
try:
|
| 193 |
+
start = time.time()
|
| 194 |
+
response = requests.post(url, json=payload, timeout=120)
|
| 195 |
+
elapsed = time.time() - start
|
| 196 |
+
|
| 197 |
+
print(f"\n[Response] Status: {response.status_code} ({elapsed:.2f}s)")
|
| 198 |
+
|
| 199 |
+
if response.status_code == 200:
|
| 200 |
+
result = response.json()
|
| 201 |
+
print(f"\n[Result]")
|
| 202 |
+
print(f" 当前价格: ${result.get('current_price', 0):,.2f}")
|
| 203 |
+
print(f" 预测均值: ${result.get('mean_forecast', 0):,.2f}")
|
| 204 |
+
print(f" 预测范围: ${result.get('min_forecast', 0):,.2f} ~ ${result.get('max_forecast', 0):,.2f}")
|
| 205 |
+
print(f" 上涨概率: {result.get('upside_probability', 0)*100:.1f}%")
|
| 206 |
+
print(f" 预期收益: {result.get('expected_return', 0)*100:.2f}%")
|
| 207 |
+
print(f" 波动放大: {result.get('volatility_amplification', 0):.2f}x")
|
| 208 |
+
print(f" 置信度: {result.get('confidence', 0)*100:.1f}%")
|
| 209 |
+
print(f" 预测点数: {len(result.get('forecast_prices', []))} 个")
|
| 210 |
+
|
| 211 |
+
# 显示部分预测价格
|
| 212 |
+
prices = result.get('forecast_prices', [])
|
| 213 |
+
if prices:
|
| 214 |
+
print(f"\n 预测价格趋势 (每6小时):")
|
| 215 |
+
for i in range(0, len(prices), 6):
|
| 216 |
+
print(f" +{i}h: ${prices[i]:,.2f}")
|
| 217 |
+
|
| 218 |
+
return True
|
| 219 |
+
elif response.status_code == 503:
|
| 220 |
+
print(f"[Warning] 模型未加载,请稍后重试")
|
| 221 |
+
print(f" Response: {response.text}")
|
| 222 |
+
return False
|
| 223 |
+
else:
|
| 224 |
+
print(f"[Error] {response.text}")
|
| 225 |
+
return False
|
| 226 |
+
|
| 227 |
+
except requests.exceptions.Timeout:
|
| 228 |
+
print(f"[Error] 请求超时 (>120s)")
|
| 229 |
+
return False
|
| 230 |
+
except requests.exceptions.RequestException as e:
|
| 231 |
+
print(f"[Error] 请求失败: {e}")
|
| 232 |
+
return False
|
| 233 |
+
|
| 234 |
+
|
| 235 |
+
def test_signal(base_url: str, data: List[Dict] = None) -> bool:
|
| 236 |
+
"""测试交易信号 API"""
|
| 237 |
+
print("\n" + "="*60)
|
| 238 |
+
print(" TEST: /signal")
|
| 239 |
+
print("="*60)
|
| 240 |
+
|
| 241 |
+
# 获取数据
|
| 242 |
+
if data is None:
|
| 243 |
+
data = fetch_btc_data(limit=200)
|
| 244 |
+
|
| 245 |
+
url = f"{base_url}/signal"
|
| 246 |
+
payload = {
|
| 247 |
+
"data": data,
|
| 248 |
+
"buy_threshold": 0.58,
|
| 249 |
+
"sell_threshold": 0.42,
|
| 250 |
+
"stop_loss": 0.03,
|
| 251 |
+
"take_profit": 0.08,
|
| 252 |
+
"n_paths": 30
|
| 253 |
+
}
|
| 254 |
+
|
| 255 |
+
print(f"\n[Request] POST {url}")
|
| 256 |
+
print(f" 数据点数: {len(data)}")
|
| 257 |
+
print(f" 买入阈值: {payload['buy_threshold']}")
|
| 258 |
+
print(f" 卖出阈值: {payload['sell_threshold']}")
|
| 259 |
+
print(f" 止损比例: {payload['stop_loss']*100:.1f}%")
|
| 260 |
+
print(f" 止盈比例: {payload['take_profit']*100:.1f}%")
|
| 261 |
+
|
| 262 |
+
try:
|
| 263 |
+
start = time.time()
|
| 264 |
+
response = requests.post(url, json=payload, timeout=120)
|
| 265 |
+
elapsed = time.time() - start
|
| 266 |
+
|
| 267 |
+
print(f"\n[Response] Status: {response.status_code} ({elapsed:.2f}s)")
|
| 268 |
+
|
| 269 |
+
if response.status_code == 200:
|
| 270 |
+
result = response.json()
|
| 271 |
+
signal = result.get('signal', 'N/A')
|
| 272 |
+
|
| 273 |
+
# 信号颜色
|
| 274 |
+
signal_icons = {
|
| 275 |
+
'STRONG_BUY': '[++]',
|
| 276 |
+
'BUY': '[+]',
|
| 277 |
+
'HOLD': '[=]',
|
| 278 |
+
'SELL': '[-]',
|
| 279 |
+
'STRONG_SELL': '[--]'
|
| 280 |
+
}
|
| 281 |
+
|
| 282 |
+
print(f"\n[Result]")
|
| 283 |
+
print(f" 信号: {signal_icons.get(signal, '')} {signal}")
|
| 284 |
+
print(f" 置信度: {result.get('confidence', 0)*100:.1f}%")
|
| 285 |
+
print(f" 当前价格: ${result.get('current_price', 0):,.2f}")
|
| 286 |
+
print(f" 目标价格: ${result.get('target_price', 0):,.2f}")
|
| 287 |
+
print(f" 止损价格: ${result.get('stop_loss_price', 0):,.2f}")
|
| 288 |
+
print(f" 止盈价格: ${result.get('take_profit_price', 0):,.2f}")
|
| 289 |
+
print(f" 上涨概率: {result.get('upside_probability', 0)*100:.1f}%")
|
| 290 |
+
print(f" 预期收益: {result.get('expected_return', 0)*100:.2f}%")
|
| 291 |
+
print(f" 建议仓位: {result.get('suggested_position_size', 0)*100:.1f}%")
|
| 292 |
+
print(f" 原因: {result.get('reason', 'N/A')}")
|
| 293 |
+
|
| 294 |
+
return True
|
| 295 |
+
elif response.status_code == 503:
|
| 296 |
+
print(f"[Warning] 模型未加载,请稍后重试")
|
| 297 |
+
print(f" Response: {response.text}")
|
| 298 |
+
return False
|
| 299 |
+
else:
|
| 300 |
+
print(f"[Error] {response.text}")
|
| 301 |
+
return False
|
| 302 |
+
|
| 303 |
+
except requests.exceptions.Timeout:
|
| 304 |
+
print(f"[Error] 请求超时 (>120s)")
|
| 305 |
+
return False
|
| 306 |
+
except requests.exceptions.RequestException as e:
|
| 307 |
+
print(f"[Error] 请求失败: {e}")
|
| 308 |
+
return False
|
| 309 |
+
|
| 310 |
+
|
| 311 |
+
def run_all_tests(base_url: str) -> bool:
|
| 312 |
+
"""运行所有测试"""
|
| 313 |
+
print("\n" + "#"*60)
|
| 314 |
+
print("#")
|
| 315 |
+
print("# Kronos BTC 预测 API 测试")
|
| 316 |
+
print(f"# URL: {base_url}")
|
| 317 |
+
print(f"# 时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
|
| 318 |
+
print("#")
|
| 319 |
+
print("#"*60)
|
| 320 |
+
|
| 321 |
+
results = {}
|
| 322 |
+
|
| 323 |
+
# 1. 健康检查
|
| 324 |
+
results['health'] = test_health(base_url)
|
| 325 |
+
|
| 326 |
+
if not results['health']:
|
| 327 |
+
print("\n[Warning] 健康检查失败,API 可能未启动")
|
| 328 |
+
print(" 请检查 HuggingFace Space 是否正在运行")
|
| 329 |
+
return False
|
| 330 |
+
|
| 331 |
+
# 2. 获取数据 (只获取一次,两个测试共用)
|
| 332 |
+
print("\n" + "-"*60)
|
| 333 |
+
data = fetch_btc_data(limit=200)
|
| 334 |
+
|
| 335 |
+
# 3. 预测测试
|
| 336 |
+
results['predict'] = test_predict(base_url, data)
|
| 337 |
+
|
| 338 |
+
# 4. 信号测试
|
| 339 |
+
results['signal'] = test_signal(base_url, data)
|
| 340 |
+
|
| 341 |
+
# 汇总
|
| 342 |
+
print("\n" + "="*60)
|
| 343 |
+
print(" 测试结果汇总")
|
| 344 |
+
print("="*60)
|
| 345 |
+
|
| 346 |
+
for test_name, passed in results.items():
|
| 347 |
+
status = "PASS" if passed else "FAIL"
|
| 348 |
+
icon = "[OK]" if passed else "[X]"
|
| 349 |
+
print(f" {icon} {test_name}: {status}")
|
| 350 |
+
|
| 351 |
+
all_passed = all(results.values())
|
| 352 |
+
|
| 353 |
+
print("\n" + "-"*60)
|
| 354 |
+
if all_passed:
|
| 355 |
+
print(" 所有测试通过!")
|
| 356 |
+
else:
|
| 357 |
+
print(" 部分测试失败,请检查 API 状态")
|
| 358 |
+
print("-"*60)
|
| 359 |
+
|
| 360 |
+
return all_passed
|
| 361 |
+
|
| 362 |
+
|
| 363 |
+
# ==================== 主函数 ====================
|
| 364 |
+
|
| 365 |
+
def main():
|
| 366 |
+
parser = argparse.ArgumentParser(
|
| 367 |
+
description="Kronos BTC 预测 API 测试客户端",
|
| 368 |
+
formatter_class=argparse.RawDescriptionHelpFormatter,
|
| 369 |
+
epilog="""
|
| 370 |
+
示例:
|
| 371 |
+
python client.py health # 测试健康检查
|
| 372 |
+
python client.py predict # 测试预测 API
|
| 373 |
+
python client.py signal # 测试交易信号 API
|
| 374 |
+
python client.py all # 运行所有测试
|
| 375 |
+
python client.py all --url http://localhost:7860 # 测试本地服务
|
| 376 |
+
"""
|
| 377 |
+
)
|
| 378 |
+
|
| 379 |
+
parser.add_argument(
|
| 380 |
+
"command",
|
| 381 |
+
choices=["health", "predict", "signal", "all"],
|
| 382 |
+
help="要执行的测试命令"
|
| 383 |
+
)
|
| 384 |
+
|
| 385 |
+
parser.add_argument(
|
| 386 |
+
"--url",
|
| 387 |
+
default=DEFAULT_API_URL,
|
| 388 |
+
help=f"API 地址 (默认: {DEFAULT_API_URL})"
|
| 389 |
+
)
|
| 390 |
+
|
| 391 |
+
args = parser.parse_args()
|
| 392 |
+
|
| 393 |
+
# 执行测试
|
| 394 |
+
if args.command == "health":
|
| 395 |
+
success = test_health(args.url)
|
| 396 |
+
elif args.command == "predict":
|
| 397 |
+
success = test_predict(args.url)
|
| 398 |
+
elif args.command == "signal":
|
| 399 |
+
success = test_signal(args.url)
|
| 400 |
+
elif args.command == "all":
|
| 401 |
+
success = run_all_tests(args.url)
|
| 402 |
+
else:
|
| 403 |
+
parser.print_help()
|
| 404 |
+
sys.exit(1)
|
| 405 |
+
|
| 406 |
+
sys.exit(0 if success else 1)
|
| 407 |
+
|
| 408 |
+
|
| 409 |
+
if __name__ == "__main__":
|
| 410 |
+
main()
|
model/__init__.py
ADDED
|
@@ -0,0 +1,17 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
from .kronos import KronosTokenizer, Kronos, KronosPredictor
|
| 2 |
+
|
| 3 |
+
model_dict = {
|
| 4 |
+
'kronos_tokenizer': KronosTokenizer,
|
| 5 |
+
'kronos': Kronos,
|
| 6 |
+
'kronos_predictor': KronosPredictor
|
| 7 |
+
}
|
| 8 |
+
|
| 9 |
+
|
| 10 |
+
def get_model_class(model_name):
|
| 11 |
+
if model_name in model_dict:
|
| 12 |
+
return model_dict[model_name]
|
| 13 |
+
else:
|
| 14 |
+
print(f"Model {model_name} not found in model_dict")
|
| 15 |
+
raise NotImplementedError
|
| 16 |
+
|
| 17 |
+
|
model/kronos.py
ADDED
|
@@ -0,0 +1,589 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
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|
|
|
|
|
|
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|
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|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
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|
|
|
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|
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|
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|
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|
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|
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|
| 1 |
+
import numpy as np
|
| 2 |
+
import pandas as pd
|
| 3 |
+
import torch
|
| 4 |
+
from huggingface_hub import PyTorchModelHubMixin
|
| 5 |
+
import sys
|
| 6 |
+
|
| 7 |
+
from tqdm import trange
|
| 8 |
+
|
| 9 |
+
sys.path.append("../")
|
| 10 |
+
from model.module import *
|
| 11 |
+
|
| 12 |
+
|
| 13 |
+
class KronosTokenizer(nn.Module, PyTorchModelHubMixin):
|
| 14 |
+
"""
|
| 15 |
+
KronosTokenizer module for tokenizing input data using a hybrid quantization approach.
|
| 16 |
+
|
| 17 |
+
This tokenizer utilizes a combination of encoder and decoder Transformer blocks
|
| 18 |
+
along with the Binary Spherical Quantization (BSQuantizer) to compress and decompress input data.
|
| 19 |
+
|
| 20 |
+
Args:
|
| 21 |
+
d_in (int): Input dimension.
|
| 22 |
+
d_model (int): Model dimension.
|
| 23 |
+
n_heads (int): Number of attention heads.
|
| 24 |
+
ff_dim (int): Feed-forward dimension.
|
| 25 |
+
n_enc_layers (int): Number of encoder layers.
|
| 26 |
+
n_dec_layers (int): Number of decoder layers.
|
| 27 |
+
ffn_dropout_p (float): Dropout probability for feed-forward networks.
|
| 28 |
+
attn_dropout_p (float): Dropout probability for attention mechanisms.
|
| 29 |
+
resid_dropout_p (float): Dropout probability for residual connections.
|
| 30 |
+
s1_bits (int): Number of bits for the pre token in BSQuantizer.
|
| 31 |
+
s2_bits (int): Number of bits for the post token in BSQuantizer.
|
| 32 |
+
beta (float): Beta parameter for BSQuantizer.
|
| 33 |
+
gamma0 (float): Gamma0 parameter for BSQuantizer.
|
| 34 |
+
gamma (float): Gamma parameter for BSQuantizer.
|
| 35 |
+
zeta (float): Zeta parameter for BSQuantizer.
|
| 36 |
+
group_size (int): Group size parameter for BSQuantizer.
|
| 37 |
+
|
| 38 |
+
"""
|
| 39 |
+
|
| 40 |
+
def __init__(self, d_in, d_model, n_heads, ff_dim, n_enc_layers, n_dec_layers, ffn_dropout_p, attn_dropout_p, resid_dropout_p, s1_bits, s2_bits, beta, gamma0, gamma, zeta, group_size):
|
| 41 |
+
|
| 42 |
+
super().__init__()
|
| 43 |
+
self.d_in = d_in
|
| 44 |
+
self.d_model = d_model
|
| 45 |
+
self.n_heads = n_heads
|
| 46 |
+
self.ff_dim = ff_dim
|
| 47 |
+
self.enc_layers = n_enc_layers
|
| 48 |
+
self.dec_layers = n_dec_layers
|
| 49 |
+
self.ffn_dropout_p = ffn_dropout_p
|
| 50 |
+
self.attn_dropout_p = attn_dropout_p
|
| 51 |
+
self.resid_dropout_p = resid_dropout_p
|
| 52 |
+
|
| 53 |
+
self.s1_bits = s1_bits
|
| 54 |
+
self.s2_bits = s2_bits
|
| 55 |
+
self.codebook_dim = s1_bits + s2_bits # Total dimension of the codebook after quantization
|
| 56 |
+
self.embed = nn.Linear(self.d_in, self.d_model)
|
| 57 |
+
self.head = nn.Linear(self.d_model, self.d_in)
|
| 58 |
+
|
| 59 |
+
# Encoder Transformer Blocks
|
| 60 |
+
self.encoder = nn.ModuleList([
|
| 61 |
+
TransformerBlock(self.d_model, self.n_heads, self.ff_dim, self.ffn_dropout_p, self.attn_dropout_p, self.resid_dropout_p)
|
| 62 |
+
for _ in range(self.enc_layers - 1)
|
| 63 |
+
])
|
| 64 |
+
# Decoder Transformer Blocks
|
| 65 |
+
self.decoder = nn.ModuleList([
|
| 66 |
+
TransformerBlock(self.d_model, self.n_heads, self.ff_dim, self.ffn_dropout_p, self.attn_dropout_p, self.resid_dropout_p)
|
| 67 |
+
for _ in range(self.dec_layers - 1)
|
| 68 |
+
])
|
| 69 |
+
self.quant_embed = nn.Linear(in_features=self.d_model, out_features=self.codebook_dim) # Linear layer before quantization
|
| 70 |
+
self.post_quant_embed_pre = nn.Linear(in_features=self.s1_bits, out_features=self.d_model) # Linear layer after quantization (pre part - s1 bits)
|
| 71 |
+
self.post_quant_embed = nn.Linear(in_features=self.codebook_dim, out_features=self.d_model) # Linear layer after quantization (full codebook)
|
| 72 |
+
self.tokenizer = BSQuantizer(self.s1_bits, self.s2_bits, beta, gamma0, gamma, zeta, group_size) # BSQuantizer module
|
| 73 |
+
|
| 74 |
+
def forward(self, x):
|
| 75 |
+
"""
|
| 76 |
+
Forward pass of the KronosTokenizer.
|
| 77 |
+
|
| 78 |
+
Args:
|
| 79 |
+
x (torch.Tensor): Input tensor of shape (batch_size, seq_len, d_in).
|
| 80 |
+
|
| 81 |
+
Returns:
|
| 82 |
+
tuple: A tuple containing:
|
| 83 |
+
- tuple: (z_pre, z) - Reconstructed outputs from decoder with s1_bits and full codebook respectively,
|
| 84 |
+
both of shape (batch_size, seq_len, d_in).
|
| 85 |
+
- torch.Tensor: bsq_loss - Loss from the BSQuantizer.
|
| 86 |
+
- torch.Tensor: quantized - Quantized representation from BSQuantizer.
|
| 87 |
+
- torch.Tensor: z_indices - Indices from the BSQuantizer.
|
| 88 |
+
"""
|
| 89 |
+
z = self.embed(x)
|
| 90 |
+
|
| 91 |
+
for layer in self.encoder:
|
| 92 |
+
z = layer(z)
|
| 93 |
+
|
| 94 |
+
z = self.quant_embed(z) # (B, T, codebook)
|
| 95 |
+
|
| 96 |
+
bsq_loss, quantized, z_indices = self.tokenizer(z)
|
| 97 |
+
|
| 98 |
+
quantized_pre = quantized[:, :, :self.s1_bits] # Extract the first part of quantized representation (s1_bits)
|
| 99 |
+
z_pre = self.post_quant_embed_pre(quantized_pre)
|
| 100 |
+
|
| 101 |
+
z = self.post_quant_embed(quantized)
|
| 102 |
+
|
| 103 |
+
# Decoder layers (for pre part - s1 bits)
|
| 104 |
+
for layer in self.decoder:
|
| 105 |
+
z_pre = layer(z_pre)
|
| 106 |
+
z_pre = self.head(z_pre)
|
| 107 |
+
|
| 108 |
+
# Decoder layers (for full codebook)
|
| 109 |
+
for layer in self.decoder:
|
| 110 |
+
z = layer(z)
|
| 111 |
+
z = self.head(z)
|
| 112 |
+
|
| 113 |
+
return (z_pre, z), bsq_loss, quantized, z_indices
|
| 114 |
+
|
| 115 |
+
def indices_to_bits(self, x, half=False):
|
| 116 |
+
"""
|
| 117 |
+
Converts indices to bit representations and scales them.
|
| 118 |
+
|
| 119 |
+
Args:
|
| 120 |
+
x (torch.Tensor): Indices tensor.
|
| 121 |
+
half (bool, optional): Whether to process only half of the codebook dimension. Defaults to False.
|
| 122 |
+
|
| 123 |
+
Returns:
|
| 124 |
+
torch.Tensor: Bit representation tensor.
|
| 125 |
+
"""
|
| 126 |
+
if half:
|
| 127 |
+
x1 = x[0] # Assuming x is a tuple of indices if half is True
|
| 128 |
+
x2 = x[1]
|
| 129 |
+
mask = 2 ** torch.arange(self.codebook_dim//2, device=x1.device, dtype=torch.long) # Create a mask for bit extraction
|
| 130 |
+
x1 = (x1.unsqueeze(-1) & mask) != 0 # Extract bits for the first half
|
| 131 |
+
x2 = (x2.unsqueeze(-1) & mask) != 0 # Extract bits for the second half
|
| 132 |
+
x = torch.cat([x1, x2], dim=-1) # Concatenate the bit representations
|
| 133 |
+
else:
|
| 134 |
+
mask = 2 ** torch.arange(self.codebook_dim, device=x.device, dtype=torch.long) # Create a mask for bit extraction
|
| 135 |
+
x = (x.unsqueeze(-1) & mask) != 0 # Extract bits
|
| 136 |
+
|
| 137 |
+
x = x.float() * 2 - 1 # Convert boolean to bipolar (-1, 1)
|
| 138 |
+
q_scale = 1. / (self.codebook_dim ** 0.5) # Scaling factor
|
| 139 |
+
x = x * q_scale
|
| 140 |
+
return x
|
| 141 |
+
|
| 142 |
+
def encode(self, x, half=False):
|
| 143 |
+
"""
|
| 144 |
+
Encodes the input data into quantized indices.
|
| 145 |
+
|
| 146 |
+
Args:
|
| 147 |
+
x (torch.Tensor): Input tensor of shape (batch_size, seq_len, d_in).
|
| 148 |
+
half (bool, optional): Whether to use half quantization in BSQuantizer. Defaults to False.
|
| 149 |
+
|
| 150 |
+
Returns:
|
| 151 |
+
torch.Tensor: Quantized indices from BSQuantizer.
|
| 152 |
+
"""
|
| 153 |
+
z = self.embed(x)
|
| 154 |
+
for layer in self.encoder:
|
| 155 |
+
z = layer(z)
|
| 156 |
+
z = self.quant_embed(z)
|
| 157 |
+
|
| 158 |
+
bsq_loss, quantized, z_indices = self.tokenizer(z, half)
|
| 159 |
+
return z_indices
|
| 160 |
+
|
| 161 |
+
def decode(self, x, half=False):
|
| 162 |
+
"""
|
| 163 |
+
Decodes quantized indices back to the input data space.
|
| 164 |
+
|
| 165 |
+
Args:
|
| 166 |
+
x (torch.Tensor): Quantized indices tensor.
|
| 167 |
+
half (bool, optional): Whether the indices were generated with half quantization. Defaults to False.
|
| 168 |
+
|
| 169 |
+
Returns:
|
| 170 |
+
torch.Tensor: Reconstructed output tensor of shape (batch_size, seq_len, d_in).
|
| 171 |
+
"""
|
| 172 |
+
quantized = self.indices_to_bits(x, half)
|
| 173 |
+
z = self.post_quant_embed(quantized)
|
| 174 |
+
for layer in self.decoder:
|
| 175 |
+
z = layer(z)
|
| 176 |
+
z = self.head(z)
|
| 177 |
+
return z
|
| 178 |
+
|
| 179 |
+
|
| 180 |
+
class Kronos(nn.Module, PyTorchModelHubMixin):
|
| 181 |
+
"""
|
| 182 |
+
Kronos Model.
|
| 183 |
+
|
| 184 |
+
Args:
|
| 185 |
+
s1_bits (int): Number of bits for pre tokens.
|
| 186 |
+
s2_bits (int): Number of bits for post tokens.
|
| 187 |
+
n_layers (int): Number of Transformer blocks.
|
| 188 |
+
d_model (int): Dimension of the model's embeddings and hidden states.
|
| 189 |
+
n_heads (int): Number of attention heads in the MultiheadAttention layers.
|
| 190 |
+
ff_dim (int): Dimension of the feedforward network in the Transformer blocks.
|
| 191 |
+
ffn_dropout_p (float): Dropout probability for the feedforward network.
|
| 192 |
+
attn_dropout_p (float): Dropout probability for the attention layers.
|
| 193 |
+
resid_dropout_p (float): Dropout probability for residual connections.
|
| 194 |
+
token_dropout_p (float): Dropout probability for token embeddings.
|
| 195 |
+
learn_te (bool): Whether to use learnable temporal embeddings.
|
| 196 |
+
"""
|
| 197 |
+
|
| 198 |
+
def __init__(self, s1_bits, s2_bits, n_layers, d_model, n_heads, ff_dim, ffn_dropout_p, attn_dropout_p, resid_dropout_p, token_dropout_p, learn_te):
|
| 199 |
+
super().__init__()
|
| 200 |
+
self.s1_bits = s1_bits
|
| 201 |
+
self.s2_bits = s2_bits
|
| 202 |
+
self.n_layers = n_layers
|
| 203 |
+
self.d_model = d_model
|
| 204 |
+
self.n_heads = n_heads
|
| 205 |
+
self.learn_te = learn_te
|
| 206 |
+
self.ff_dim = ff_dim
|
| 207 |
+
self.ffn_dropout_p = ffn_dropout_p
|
| 208 |
+
self.attn_dropout_p = attn_dropout_p
|
| 209 |
+
self.resid_dropout_p = resid_dropout_p
|
| 210 |
+
self.token_dropout_p = token_dropout_p
|
| 211 |
+
|
| 212 |
+
self.s1_vocab_size = 2 ** self.s1_bits
|
| 213 |
+
self.token_drop = nn.Dropout(self.token_dropout_p)
|
| 214 |
+
self.embedding = HierarchicalEmbedding(self.s1_bits, self.s2_bits, self.d_model)
|
| 215 |
+
self.time_emb = TemporalEmbedding(self.d_model, self.learn_te)
|
| 216 |
+
self.transformer = nn.ModuleList([
|
| 217 |
+
TransformerBlock(self.d_model, self.n_heads, self.ff_dim, self.ffn_dropout_p, self.attn_dropout_p, self.resid_dropout_p)
|
| 218 |
+
for _ in range(self.n_layers)
|
| 219 |
+
])
|
| 220 |
+
self.norm = RMSNorm(self.d_model)
|
| 221 |
+
self.dep_layer = DependencyAwareLayer(self.d_model)
|
| 222 |
+
self.head = DualHead(self.s1_bits, self.s2_bits, self.d_model)
|
| 223 |
+
self.apply(self._init_weights)
|
| 224 |
+
|
| 225 |
+
def _init_weights(self, module):
|
| 226 |
+
|
| 227 |
+
if isinstance(module, nn.Linear):
|
| 228 |
+
nn.init.xavier_normal_(module.weight)
|
| 229 |
+
if module.bias is not None:
|
| 230 |
+
nn.init.zeros_(module.bias)
|
| 231 |
+
elif isinstance(module, nn.Embedding):
|
| 232 |
+
nn.init.normal_(module.weight, mean=0, std=self.embedding.d_model ** -0.5)
|
| 233 |
+
elif isinstance(module, nn.LayerNorm):
|
| 234 |
+
nn.init.ones_(module.weight)
|
| 235 |
+
nn.init.zeros_(module.bias)
|
| 236 |
+
elif isinstance(module, RMSNorm):
|
| 237 |
+
nn.init.ones_(module.weight)
|
| 238 |
+
|
| 239 |
+
def forward(self, s1_ids, s2_ids, stamp=None, padding_mask=None, use_teacher_forcing=False, s1_targets=None):
|
| 240 |
+
"""
|
| 241 |
+
Args:
|
| 242 |
+
s1_ids (torch.Tensor): Input tensor of s1 token IDs. Shape: [batch_size, seq_len]
|
| 243 |
+
s2_ids (torch.Tensor): Input tensor of s2 token IDs. Shape: [batch_size, seq_len]
|
| 244 |
+
stamp (torch.Tensor, optional): Temporal stamp tensor. Shape: [batch_size, seq_len]. Defaults to None.
|
| 245 |
+
padding_mask (torch.Tensor, optional): Mask for padding tokens. Shape: [batch_size, seq_len]. Defaults to None.
|
| 246 |
+
use_teacher_forcing (bool, optional): Whether to use teacher forcing for s1 decoding. Defaults to False.
|
| 247 |
+
s1_targets (torch.Tensor, optional): Target s1 token IDs for teacher forcing. Shape: [batch_size, seq_len]. Defaults to None.
|
| 248 |
+
|
| 249 |
+
Returns:
|
| 250 |
+
Tuple[torch.Tensor, torch.Tensor]:
|
| 251 |
+
- s1 logits: Logits for s1 token predictions. Shape: [batch_size, seq_len, s1_vocab_size]
|
| 252 |
+
- s2_logits: Logits for s2 token predictions, conditioned on s1. Shape: [batch_size, seq_len, s2_vocab_size]
|
| 253 |
+
"""
|
| 254 |
+
x = self.embedding([s1_ids, s2_ids])
|
| 255 |
+
if stamp is not None:
|
| 256 |
+
time_embedding = self.time_emb(stamp)
|
| 257 |
+
x = x + time_embedding
|
| 258 |
+
x = self.token_drop(x)
|
| 259 |
+
|
| 260 |
+
for layer in self.transformer:
|
| 261 |
+
x = layer(x, key_padding_mask=padding_mask)
|
| 262 |
+
|
| 263 |
+
x = self.norm(x)
|
| 264 |
+
|
| 265 |
+
s1_logits = self.head(x)
|
| 266 |
+
|
| 267 |
+
if use_teacher_forcing:
|
| 268 |
+
sibling_embed = self.embedding.emb_s1(s1_targets)
|
| 269 |
+
else:
|
| 270 |
+
s1_probs = F.softmax(s1_logits.detach(), dim=-1)
|
| 271 |
+
sample_s1_ids = torch.multinomial(s1_probs.view(-1, self.s1_vocab_size), 1).view(s1_ids.shape)
|
| 272 |
+
sibling_embed = self.embedding.emb_s1(sample_s1_ids)
|
| 273 |
+
|
| 274 |
+
x2 = self.dep_layer(x, sibling_embed, key_padding_mask=padding_mask) # Dependency Aware Layer: Condition on s1 embeddings
|
| 275 |
+
s2_logits = self.head.cond_forward(x2)
|
| 276 |
+
return s1_logits, s2_logits
|
| 277 |
+
|
| 278 |
+
def decode_s1(self, s1_ids, s2_ids, stamp=None, padding_mask=None):
|
| 279 |
+
"""
|
| 280 |
+
Decodes only the s1 tokens.
|
| 281 |
+
|
| 282 |
+
This method performs a forward pass to predict only s1 tokens. It returns the s1 logits
|
| 283 |
+
and the context representation from the Transformer, which can be used for subsequent s2 decoding.
|
| 284 |
+
|
| 285 |
+
Args:
|
| 286 |
+
s1_ids (torch.Tensor): Input tensor of s1 token IDs. Shape: [batch_size, seq_len]
|
| 287 |
+
s2_ids (torch.Tensor): Input tensor of s2 token IDs. Shape: [batch_size, seq_len]
|
| 288 |
+
stamp (torch.Tensor, optional): Temporal stamp tensor. Shape: [batch_size, seq_len]. Defaults to None.
|
| 289 |
+
padding_mask (torch.Tensor, optional): Mask for padding tokens. Shape: [batch_size, seq_len]. Defaults to None.
|
| 290 |
+
|
| 291 |
+
Returns:
|
| 292 |
+
Tuple[torch.Tensor, torch.Tensor]:
|
| 293 |
+
- s1 logits: Logits for s1 token predictions. Shape: [batch_size, seq_len, s1_vocab_size]
|
| 294 |
+
- context: Context representation from the Transformer. Shape: [batch_size, seq_len, d_model]
|
| 295 |
+
"""
|
| 296 |
+
x = self.embedding([s1_ids, s2_ids])
|
| 297 |
+
if stamp is not None:
|
| 298 |
+
time_embedding = self.time_emb(stamp)
|
| 299 |
+
x = x + time_embedding
|
| 300 |
+
x = self.token_drop(x)
|
| 301 |
+
|
| 302 |
+
for layer in self.transformer:
|
| 303 |
+
x = layer(x, key_padding_mask=padding_mask)
|
| 304 |
+
|
| 305 |
+
x = self.norm(x)
|
| 306 |
+
|
| 307 |
+
s1_logits = self.head(x)
|
| 308 |
+
return s1_logits, x
|
| 309 |
+
|
| 310 |
+
def decode_s2(self, context, s1_ids, padding_mask=None):
|
| 311 |
+
"""
|
| 312 |
+
Decodes the s2 tokens, conditioned on the context and s1 tokens.
|
| 313 |
+
|
| 314 |
+
This method decodes s2 tokens based on a pre-computed context representation (typically from `decode_s1`)
|
| 315 |
+
and the s1 token IDs. It uses the dependency-aware layer and the conditional s2 head to predict s2 tokens.
|
| 316 |
+
|
| 317 |
+
Args:
|
| 318 |
+
context (torch.Tensor): Context representation from the transformer (output of decode_s1).
|
| 319 |
+
Shape: [batch_size, seq_len, d_model]
|
| 320 |
+
s1_ids (torch.torch.Tensor): Input tensor of s1 token IDs. Shape: [batch_size, seq_len]
|
| 321 |
+
padding_mask (torch.Tensor, optional): Mask for padding tokens. Shape: [batch_size, seq_len]. Defaults to None.
|
| 322 |
+
|
| 323 |
+
Returns:
|
| 324 |
+
torch.Tensor: s2 logits. Shape: [batch_size, seq_len, s2_vocab_size]
|
| 325 |
+
"""
|
| 326 |
+
sibling_embed = self.embedding.emb_s1(s1_ids)
|
| 327 |
+
x2 = self.dep_layer(context, sibling_embed, key_padding_mask=padding_mask)
|
| 328 |
+
return self.head.cond_forward(x2)
|
| 329 |
+
|
| 330 |
+
|
| 331 |
+
def top_k_top_p_filtering(
|
| 332 |
+
logits,
|
| 333 |
+
top_k: int = 0,
|
| 334 |
+
top_p: float = 1.0,
|
| 335 |
+
filter_value: float = -float("Inf"),
|
| 336 |
+
min_tokens_to_keep: int = 1,
|
| 337 |
+
):
|
| 338 |
+
"""Filter a distribution of logits using top-k and/or nucleus (top-p) filtering
|
| 339 |
+
Args:
|
| 340 |
+
logits: logits distribution shape (batch size, vocabulary size)
|
| 341 |
+
if top_k > 0: keep only top k tokens with highest probability (top-k filtering).
|
| 342 |
+
if top_p < 1.0: keep the top tokens with cumulative probability >= top_p (nucleus filtering).
|
| 343 |
+
Nucleus filtering is described in Holtzman et al. (http://arxiv.org/abs/1904.09751)
|
| 344 |
+
Make sure we keep at least min_tokens_to_keep per batch example in the output
|
| 345 |
+
From: https://gist.github.com/thomwolf/1a5a29f6962089e871b94cbd09daf317
|
| 346 |
+
"""
|
| 347 |
+
if top_k > 0:
|
| 348 |
+
top_k = min(max(top_k, min_tokens_to_keep), logits.size(-1)) # Safety check
|
| 349 |
+
# Remove all tokens with a probability less than the last token of the top-k
|
| 350 |
+
indices_to_remove = logits < torch.topk(logits, top_k)[0][..., -1, None]
|
| 351 |
+
logits[indices_to_remove] = filter_value
|
| 352 |
+
return logits
|
| 353 |
+
|
| 354 |
+
if top_p < 1.0:
|
| 355 |
+
sorted_logits, sorted_indices = torch.sort(logits, descending=True)
|
| 356 |
+
cumulative_probs = torch.cumsum(F.softmax(sorted_logits, dim=-1), dim=-1)
|
| 357 |
+
|
| 358 |
+
# Remove tokens with cumulative probability above the threshold (token with 0 are kept)
|
| 359 |
+
sorted_indices_to_remove = cumulative_probs > top_p
|
| 360 |
+
if min_tokens_to_keep > 1:
|
| 361 |
+
# Keep at least min_tokens_to_keep (set to min_tokens_to_keep-1 because we add the first one below)
|
| 362 |
+
sorted_indices_to_remove[..., :min_tokens_to_keep] = 0
|
| 363 |
+
# Shift the indices to the right to keep also the first token above the threshold
|
| 364 |
+
sorted_indices_to_remove[..., 1:] = sorted_indices_to_remove[..., :-1].clone()
|
| 365 |
+
sorted_indices_to_remove[..., 0] = 0
|
| 366 |
+
|
| 367 |
+
# scatter sorted tensors to original indexing
|
| 368 |
+
indices_to_remove = sorted_indices_to_remove.scatter(1, sorted_indices, sorted_indices_to_remove)
|
| 369 |
+
logits[indices_to_remove] = filter_value
|
| 370 |
+
return logits
|
| 371 |
+
|
| 372 |
+
|
| 373 |
+
def sample_from_logits(logits, temperature=1.0, top_k=None, top_p=None, sample_logits=True):
|
| 374 |
+
logits = logits / temperature
|
| 375 |
+
if top_k is not None or top_p is not None:
|
| 376 |
+
if top_k > 0 or top_p < 1.0:
|
| 377 |
+
logits = top_k_top_p_filtering(logits, top_k=top_k, top_p=top_p)
|
| 378 |
+
|
| 379 |
+
probs = F.softmax(logits, dim=-1)
|
| 380 |
+
|
| 381 |
+
if not sample_logits:
|
| 382 |
+
_, x = top_k(probs, k=1, dim=-1)
|
| 383 |
+
else:
|
| 384 |
+
x = torch.multinomial(probs, num_samples=1)
|
| 385 |
+
|
| 386 |
+
return x
|
| 387 |
+
|
| 388 |
+
|
| 389 |
+
def auto_regressive_inference(tokenizer, model, x, x_stamp, y_stamp, max_context, pred_len, clip=5, T=1.0, top_k=0, top_p=0.99, sample_count=5, verbose=False):
|
| 390 |
+
with torch.no_grad():
|
| 391 |
+
batch_size = x.size(0)
|
| 392 |
+
initial_seq_len = x.size(1)
|
| 393 |
+
x = torch.clip(x, -clip, clip)
|
| 394 |
+
|
| 395 |
+
device = x.device
|
| 396 |
+
x = x.unsqueeze(1).repeat(1, sample_count, 1, 1).reshape(-1, x.size(1), x.size(2)).to(device)
|
| 397 |
+
x_stamp = x_stamp.unsqueeze(1).repeat(1, sample_count, 1, 1).reshape(-1, x_stamp.size(1), x_stamp.size(2)).to(device)
|
| 398 |
+
y_stamp = y_stamp.unsqueeze(1).repeat(1, sample_count, 1, 1).reshape(-1, y_stamp.size(1), y_stamp.size(2)).to(device)
|
| 399 |
+
|
| 400 |
+
x_token = tokenizer.encode(x, half=True)
|
| 401 |
+
|
| 402 |
+
def get_dynamic_stamp(x_stamp, y_stamp, current_seq_len, pred_step):
|
| 403 |
+
|
| 404 |
+
if current_seq_len <= max_context - pred_step:
|
| 405 |
+
return torch.cat([x_stamp, y_stamp[:, :pred_step, :]], dim=1)
|
| 406 |
+
else:
|
| 407 |
+
start_idx = max_context - pred_step
|
| 408 |
+
return torch.cat([x_stamp[:, -start_idx:, :], y_stamp[:, :pred_step, :]], dim=1)
|
| 409 |
+
|
| 410 |
+
if verbose:
|
| 411 |
+
ran = trange
|
| 412 |
+
else:
|
| 413 |
+
ran = range
|
| 414 |
+
for i in ran(pred_len):
|
| 415 |
+
current_seq_len = initial_seq_len + i
|
| 416 |
+
|
| 417 |
+
if current_seq_len <= max_context:
|
| 418 |
+
input_tokens = x_token
|
| 419 |
+
else:
|
| 420 |
+
input_tokens = [t[:, -max_context:].contiguous() for t in x_token]
|
| 421 |
+
|
| 422 |
+
current_stamp = get_dynamic_stamp(x_stamp, y_stamp, current_seq_len, i)
|
| 423 |
+
|
| 424 |
+
s1_logits, context = model.decode_s1(input_tokens[0], input_tokens[1], current_stamp)
|
| 425 |
+
s1_logits = s1_logits[:, -1, :]
|
| 426 |
+
sample_pre = sample_from_logits(s1_logits, temperature=T, top_k=top_k, top_p=top_p, sample_logits=True)
|
| 427 |
+
|
| 428 |
+
s2_logits = model.decode_s2(context, sample_pre)
|
| 429 |
+
s2_logits = s2_logits[:, -1, :]
|
| 430 |
+
sample_post = sample_from_logits(s2_logits, temperature=T, top_k=top_k, top_p=top_p, sample_logits=True)
|
| 431 |
+
|
| 432 |
+
x_token[0] = torch.cat([x_token[0], sample_pre], dim=1)
|
| 433 |
+
x_token[1] = torch.cat([x_token[1], sample_post], dim=1)
|
| 434 |
+
|
| 435 |
+
input_tokens = [t[:, -max_context:].contiguous() for t in x_token]
|
| 436 |
+
z = tokenizer.decode(input_tokens, half=True)
|
| 437 |
+
z = z.reshape(batch_size, sample_count, z.size(1), z.size(2))
|
| 438 |
+
preds = z.cpu().numpy()
|
| 439 |
+
# preds = np.mean(preds, axis=1)
|
| 440 |
+
|
| 441 |
+
return preds
|
| 442 |
+
|
| 443 |
+
|
| 444 |
+
def calc_time_stamps(x_timestamp):
|
| 445 |
+
time_df = pd.DataFrame()
|
| 446 |
+
time_df['minute'] = x_timestamp.dt.minute
|
| 447 |
+
time_df['hour'] = x_timestamp.dt.hour
|
| 448 |
+
time_df['weekday'] = x_timestamp.dt.weekday
|
| 449 |
+
time_df['day'] = x_timestamp.dt.day
|
| 450 |
+
time_df['month'] = x_timestamp.dt.month
|
| 451 |
+
return time_df
|
| 452 |
+
|
| 453 |
+
|
| 454 |
+
class KronosPredictor:
|
| 455 |
+
|
| 456 |
+
def __init__(self, model, tokenizer, device="cuda:0", max_context=512, clip=5):
|
| 457 |
+
self.tokenizer = tokenizer
|
| 458 |
+
self.model = model
|
| 459 |
+
self.max_context = max_context
|
| 460 |
+
self.clip = clip
|
| 461 |
+
self.price_cols = ['open', 'high', 'low', 'close']
|
| 462 |
+
self.vol_col = 'volume'
|
| 463 |
+
self.amt_vol = 'amount'
|
| 464 |
+
self.time_cols = ['minute', 'hour', 'weekday', 'day', 'month']
|
| 465 |
+
self.device = device
|
| 466 |
+
|
| 467 |
+
self.tokenizer = self.tokenizer.to(self.device)
|
| 468 |
+
self.model = self.model.to(self.device)
|
| 469 |
+
|
| 470 |
+
def generate(self, x, x_stamp, y_stamp, pred_len, T, top_k, top_p, sample_count, verbose):
|
| 471 |
+
|
| 472 |
+
x_tensor = torch.from_numpy(np.array(x).astype(np.float32)).to(self.device)
|
| 473 |
+
x_stamp_tensor = torch.from_numpy(np.array(x_stamp).astype(np.float32)).to(self.device)
|
| 474 |
+
y_stamp_tensor = torch.from_numpy(np.array(y_stamp).astype(np.float32)).to(self.device)
|
| 475 |
+
|
| 476 |
+
preds = auto_regressive_inference(self.tokenizer, self.model, x_tensor, x_stamp_tensor, y_stamp_tensor, self.max_context, pred_len,
|
| 477 |
+
self.clip, T, top_k, top_p, sample_count, verbose)
|
| 478 |
+
preds = preds[:, :, -pred_len:, :]
|
| 479 |
+
return preds
|
| 480 |
+
|
| 481 |
+
def predict(self, df, x_timestamp, y_timestamp, pred_len, T=1.0, top_k=0, top_p=0.9, sample_count=1, verbose=True):
|
| 482 |
+
|
| 483 |
+
if not isinstance(df, pd.DataFrame):
|
| 484 |
+
raise ValueError("Input must be a pandas DataFrame.")
|
| 485 |
+
|
| 486 |
+
if not all(col in df.columns for col in self.price_cols):
|
| 487 |
+
raise ValueError(f"Price columns {self.price_cols} not found in DataFrame.")
|
| 488 |
+
|
| 489 |
+
df = df.copy()
|
| 490 |
+
if self.vol_col not in df.columns:
|
| 491 |
+
df[self.vol_col] = 0.0 # Fill missing volume with zeros
|
| 492 |
+
df[self.amt_vol] = 0.0 # Fill missing amount with zeros
|
| 493 |
+
if self.amt_vol not in df.columns and self.vol_col in df.columns:
|
| 494 |
+
df[self.amt_vol] = df[self.vol_col] * df[self.price_cols].mean(axis=1)
|
| 495 |
+
|
| 496 |
+
if df[self.price_cols + [self.vol_col, self.amt_vol]].isnull().values.any():
|
| 497 |
+
raise ValueError("Input DataFrame contains NaN values in price or volume columns.")
|
| 498 |
+
|
| 499 |
+
x_time_df = calc_time_stamps(x_timestamp)
|
| 500 |
+
y_time_df = calc_time_stamps(y_timestamp)
|
| 501 |
+
|
| 502 |
+
x = df[self.price_cols + [self.vol_col, self.amt_vol]].values.astype(np.float32)
|
| 503 |
+
x_stamp = x_time_df.values.astype(np.float32)
|
| 504 |
+
y_stamp = y_time_df.values.astype(np.float32)
|
| 505 |
+
|
| 506 |
+
x_mean, x_std = np.mean(x, axis=0), np.std(x, axis=0)
|
| 507 |
+
|
| 508 |
+
x = (x - x_mean) / (x_std + 1e-5)
|
| 509 |
+
x = np.clip(x, -self.clip, self.clip)
|
| 510 |
+
|
| 511 |
+
x = x[np.newaxis, :]
|
| 512 |
+
x_stamp = x_stamp[np.newaxis, :]
|
| 513 |
+
y_stamp = y_stamp[np.newaxis, :]
|
| 514 |
+
|
| 515 |
+
preds = self.generate(x, x_stamp, y_stamp, pred_len, T, top_k, top_p, sample_count, verbose)
|
| 516 |
+
|
| 517 |
+
preds = preds.squeeze(0)
|
| 518 |
+
preds = preds * (x_std[np.newaxis, :] + 1e-5) + x_mean[np.newaxis, :]
|
| 519 |
+
|
| 520 |
+
close_preds = preds[:, :, 3].swapaxes(0, 1)
|
| 521 |
+
volume_preds = preds[:, :, 4].swapaxes(0, 1)
|
| 522 |
+
|
| 523 |
+
close_df = pd.DataFrame(close_preds, columns=[f"pred-{i+1}" for i in range(sample_count)], index=y_timestamp)
|
| 524 |
+
volume_df = pd.DataFrame(volume_preds, columns=[f"pred-{i + 1}" for i in range(sample_count)], index=y_timestamp)
|
| 525 |
+
|
| 526 |
+
return close_df, volume_df
|
| 527 |
+
|
| 528 |
+
def predict_detail(self, df, x_timestamp, y_timestamp, pred_len, T=1.0, top_k=0, top_p=0.9, sample_count=1, verbose=True):
|
| 529 |
+
"""
|
| 530 |
+
Predict with full OHLCV output for all Monte Carlo samples.
|
| 531 |
+
|
| 532 |
+
Returns:
|
| 533 |
+
dict: Dictionary containing DataFrames for each price component:
|
| 534 |
+
- 'open': DataFrame with open price predictions
|
| 535 |
+
- 'high': DataFrame with high price predictions
|
| 536 |
+
- 'low': DataFrame with low price predictions
|
| 537 |
+
- 'close': DataFrame with close price predictions
|
| 538 |
+
- 'volume': DataFrame with volume predictions
|
| 539 |
+
"""
|
| 540 |
+
if not isinstance(df, pd.DataFrame):
|
| 541 |
+
raise ValueError("Input must be a pandas DataFrame.")
|
| 542 |
+
|
| 543 |
+
if not all(col in df.columns for col in self.price_cols):
|
| 544 |
+
raise ValueError(f"Price columns {self.price_cols} not found in DataFrame.")
|
| 545 |
+
|
| 546 |
+
df = df.copy()
|
| 547 |
+
if self.vol_col not in df.columns:
|
| 548 |
+
df[self.vol_col] = 0.0
|
| 549 |
+
df[self.amt_vol] = 0.0
|
| 550 |
+
if self.amt_vol not in df.columns and self.vol_col in df.columns:
|
| 551 |
+
df[self.amt_vol] = df[self.vol_col] * df[self.price_cols].mean(axis=1)
|
| 552 |
+
|
| 553 |
+
if df[self.price_cols + [self.vol_col, self.amt_vol]].isnull().values.any():
|
| 554 |
+
raise ValueError("Input DataFrame contains NaN values in price or volume columns.")
|
| 555 |
+
|
| 556 |
+
x_time_df = calc_time_stamps(x_timestamp)
|
| 557 |
+
y_time_df = calc_time_stamps(y_timestamp)
|
| 558 |
+
|
| 559 |
+
x = df[self.price_cols + [self.vol_col, self.amt_vol]].values.astype(np.float32)
|
| 560 |
+
x_stamp = x_time_df.values.astype(np.float32)
|
| 561 |
+
y_stamp = y_time_df.values.astype(np.float32)
|
| 562 |
+
|
| 563 |
+
x_mean, x_std = np.mean(x, axis=0), np.std(x, axis=0)
|
| 564 |
+
|
| 565 |
+
x = (x - x_mean) / (x_std + 1e-5)
|
| 566 |
+
x = np.clip(x, -self.clip, self.clip)
|
| 567 |
+
|
| 568 |
+
x = x[np.newaxis, :]
|
| 569 |
+
x_stamp = x_stamp[np.newaxis, :]
|
| 570 |
+
y_stamp = y_stamp[np.newaxis, :]
|
| 571 |
+
|
| 572 |
+
preds = self.generate(x, x_stamp, y_stamp, pred_len, T, top_k, top_p, sample_count, verbose)
|
| 573 |
+
|
| 574 |
+
preds = preds.squeeze(0)
|
| 575 |
+
preds = preds * (x_std[np.newaxis, :] + 1e-5) + x_mean[np.newaxis, :]
|
| 576 |
+
|
| 577 |
+
# Extract all OHLCV components: [sample_count, pred_len, 6]
|
| 578 |
+
# Columns: open(0), high(1), low(2), close(3), volume(4), amount(5)
|
| 579 |
+
col_names = [f"pred-{i+1}" for i in range(sample_count)]
|
| 580 |
+
|
| 581 |
+
result = {
|
| 582 |
+
'open': pd.DataFrame(preds[:, :, 0].swapaxes(0, 1), columns=col_names, index=y_timestamp),
|
| 583 |
+
'high': pd.DataFrame(preds[:, :, 1].swapaxes(0, 1), columns=col_names, index=y_timestamp),
|
| 584 |
+
'low': pd.DataFrame(preds[:, :, 2].swapaxes(0, 1), columns=col_names, index=y_timestamp),
|
| 585 |
+
'close': pd.DataFrame(preds[:, :, 3].swapaxes(0, 1), columns=col_names, index=y_timestamp),
|
| 586 |
+
'volume': pd.DataFrame(preds[:, :, 4].swapaxes(0, 1), columns=col_names, index=y_timestamp),
|
| 587 |
+
}
|
| 588 |
+
|
| 589 |
+
return result
|
model/module.py
ADDED
|
@@ -0,0 +1,580 @@
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|
|
|
|
| 1 |
+
import math
|
| 2 |
+
|
| 3 |
+
from einops import rearrange, reduce
|
| 4 |
+
import torch
|
| 5 |
+
import torch.nn as nn
|
| 6 |
+
from torch.autograd import Function
|
| 7 |
+
import torch.nn.functional as F
|
| 8 |
+
|
| 9 |
+
|
| 10 |
+
class DifferentiableEntropyFunction(Function):
|
| 11 |
+
@staticmethod
|
| 12 |
+
def forward(ctx, zq, basis, K, eps):
|
| 13 |
+
zb = (zq + 1) / 2
|
| 14 |
+
zi = ((zb * basis).sum(-1)).to(torch.int64)
|
| 15 |
+
cnt = torch.scatter_reduce(torch.zeros(2 ** K, device=zq.device, dtype=zq.dtype),
|
| 16 |
+
0,
|
| 17 |
+
zi.flatten(),
|
| 18 |
+
torch.ones_like(zi.flatten()).to(zq.dtype),
|
| 19 |
+
'sum')
|
| 20 |
+
prob = (cnt + eps) / (cnt + eps).sum()
|
| 21 |
+
H = -(prob * torch.log(prob)).sum()
|
| 22 |
+
ctx.save_for_backward(zq, zi, prob)
|
| 23 |
+
ctx.K = K
|
| 24 |
+
return H
|
| 25 |
+
|
| 26 |
+
@staticmethod
|
| 27 |
+
def backward(ctx, grad_output):
|
| 28 |
+
zq, zi, prob = ctx.saved_tensors
|
| 29 |
+
grad_array = -grad_output * (torch.log(prob) + 1) / zi.numel() / ctx.K
|
| 30 |
+
reord_grad = grad_array[zi.flatten()].reshape(zi.shape)
|
| 31 |
+
grad_input = reord_grad.unsqueeze(-1) * zq
|
| 32 |
+
return grad_input, None, None, None, None
|
| 33 |
+
|
| 34 |
+
|
| 35 |
+
def codebook_entropy(zq, basis, K, eps=1e-4):
|
| 36 |
+
return DifferentiableEntropyFunction.apply(zq, basis, K, eps)
|
| 37 |
+
|
| 38 |
+
|
| 39 |
+
class BinarySphericalQuantizer(nn.Module):
|
| 40 |
+
def __init__(self, embed_dim, beta, gamma0, gamma, zeta,
|
| 41 |
+
input_format='bchw',
|
| 42 |
+
soft_entropy=True, group_size=9,
|
| 43 |
+
persample_entropy_compute='analytical',
|
| 44 |
+
cb_entropy_compute='group',
|
| 45 |
+
l2_norm=True,
|
| 46 |
+
inv_temperature=1):
|
| 47 |
+
"""
|
| 48 |
+
Paper link: https://arxiv.org/pdf/2406.07548.pdf
|
| 49 |
+
Here we use the official implementation of the BinarySphericalQuantizer.
|
| 50 |
+
"""
|
| 51 |
+
super().__init__()
|
| 52 |
+
self.embed_dim = embed_dim
|
| 53 |
+
self.beta = beta # loss weight for commit loss
|
| 54 |
+
self.gamma0 = gamma0 # loss weight for entropy penalty
|
| 55 |
+
self.gamma = gamma # loss weight for entropy penalty
|
| 56 |
+
self.zeta = zeta # loss weight for entire entropy penalty
|
| 57 |
+
self.input_format = input_format
|
| 58 |
+
assert self.embed_dim % group_size == 0, "embed_dim must be divisible by group_size"
|
| 59 |
+
self.num_groups = self.embed_dim // group_size
|
| 60 |
+
self.group_size = group_size
|
| 61 |
+
assert persample_entropy_compute in ['group', 'analytical'], "persample_entropy_compute must be either 'group' or 'analytical'"
|
| 62 |
+
assert cb_entropy_compute in ['group', 'nce'], "cb_entropy_compute must be either 'group' or 'nce'"
|
| 63 |
+
self.persample_entropy_compute = persample_entropy_compute
|
| 64 |
+
self.cb_entropy_compute = cb_entropy_compute
|
| 65 |
+
self.l2_norm = l2_norm
|
| 66 |
+
self.inv_temperature = inv_temperature
|
| 67 |
+
|
| 68 |
+
self.register_buffer('basis', 2 ** torch.arange(embed_dim - 1, -1, -1))
|
| 69 |
+
self.register_buffer('group_basis', 2 ** torch.arange(group_size - 1, -1, -1))
|
| 70 |
+
|
| 71 |
+
self.num_dimensions = 2 ** embed_dim
|
| 72 |
+
self.bits_per_index = embed_dim
|
| 73 |
+
|
| 74 |
+
# we only need to keep the codebook portion up to the group size
|
| 75 |
+
# because we approximate the H loss with this subcode
|
| 76 |
+
group_codes = torch.arange(2 ** self.group_size)
|
| 77 |
+
group_codebook = self.indexes_to_codes(group_codes).float()[:, -group_size:]
|
| 78 |
+
self.register_buffer('group_codebook', group_codebook, persistent=False)
|
| 79 |
+
|
| 80 |
+
self.soft_entropy = soft_entropy # soft_entropy: Sec 3.2 of https://arxiv.org/pdf/1911.05894.pdf
|
| 81 |
+
|
| 82 |
+
def quantize(self, z):
|
| 83 |
+
assert z.shape[-1] == self.embed_dim, f"Expected {self.embed_dim} dimensions, got {z.shape[-1]}"
|
| 84 |
+
|
| 85 |
+
zhat = torch.where(z > 0,
|
| 86 |
+
torch.tensor(1, dtype=z.dtype, device=z.device),
|
| 87 |
+
torch.tensor(-1, dtype=z.dtype, device=z.device))
|
| 88 |
+
return z + (zhat - z).detach()
|
| 89 |
+
|
| 90 |
+
def forward(self, z):
|
| 91 |
+
# if self.input_format == 'bchw':
|
| 92 |
+
# z = rearrange(z, 'b c h w -> b h w c')
|
| 93 |
+
zq = self.quantize(z)
|
| 94 |
+
|
| 95 |
+
indices = self.codes_to_indexes(zq.detach())
|
| 96 |
+
group_indices = self.codes_to_group_indexes(zq.detach())
|
| 97 |
+
if not self.training:
|
| 98 |
+
used_codes = torch.unique(indices, return_counts=False)
|
| 99 |
+
else:
|
| 100 |
+
used_codes = None
|
| 101 |
+
|
| 102 |
+
q_scale = 1. / (self.embed_dim ** 0.5) if self.l2_norm else 1.
|
| 103 |
+
|
| 104 |
+
if self.soft_entropy:
|
| 105 |
+
persample_entropy, cb_entropy, avg_prob = self.soft_entropy_loss(z)
|
| 106 |
+
entropy_penalty = self.gamma0 * persample_entropy - self.gamma * cb_entropy
|
| 107 |
+
else:
|
| 108 |
+
zb_by_sample = ((zq + 1) / 2).reshape(z.shape[0], -1, z.shape[-1]).to(torch.float32)
|
| 109 |
+
persample_entropy = self.get_hard_per_sample_entropy(zb_by_sample)
|
| 110 |
+
cb_entropy = codebook_entropy(zq, self.basis, self.embed_dim)
|
| 111 |
+
entropy_penalty = self.gamma0 * persample_entropy - self.gamma * cb_entropy
|
| 112 |
+
|
| 113 |
+
zq = zq * q_scale
|
| 114 |
+
|
| 115 |
+
# commit loss
|
| 116 |
+
commit_loss = self.beta * torch.mean(((zq.detach() - z) ** 2).sum(dim=-1))
|
| 117 |
+
|
| 118 |
+
# if self.input_format == 'bchw':
|
| 119 |
+
# zq = rearrange(zq, 'b h w c -> b c h w')
|
| 120 |
+
|
| 121 |
+
return (
|
| 122 |
+
zq,
|
| 123 |
+
commit_loss + self.zeta * entropy_penalty / self.inv_temperature,
|
| 124 |
+
{"H": cb_entropy, "used_codes": used_codes, "indices": indices, "group_indices": group_indices,
|
| 125 |
+
"avg_prob": avg_prob}
|
| 126 |
+
)
|
| 127 |
+
|
| 128 |
+
def soft_entropy_loss(self, z):
|
| 129 |
+
# if we divide the code in subgroups of size group_size, the codebook will be of size 2 ** group_size
|
| 130 |
+
# the sub-code is the last group_size bits of the full code
|
| 131 |
+
group_code_book = self.group_codebook / (self.embed_dim ** 0.5 if self.l2_norm else 1)
|
| 132 |
+
divided_z = rearrange(z, '... (g c) -> ... g c', c=self.group_size)
|
| 133 |
+
|
| 134 |
+
# we calculate the distance between the divided_z and the codebook for each subgroup
|
| 135 |
+
distance = - 2 * torch.einsum('... g c, d c ->... g d', divided_z, group_code_book)
|
| 136 |
+
prob = (-distance * self.inv_temperature).softmax(dim=-1)
|
| 137 |
+
if self.persample_entropy_compute == 'analytical':
|
| 138 |
+
if self.l2_norm:
|
| 139 |
+
p = torch.sigmoid(-4 * z / (self.embed_dim ** 0.5) * self.inv_temperature)
|
| 140 |
+
else:
|
| 141 |
+
p = torch.sigmoid(-4 * z * self.inv_temperature)
|
| 142 |
+
prob = torch.stack([p, 1 - p], dim=-1)
|
| 143 |
+
per_sample_entropy = self.get_entropy(prob, dim=-1, normalize=False).sum(dim=-1).mean()
|
| 144 |
+
else:
|
| 145 |
+
per_sample_entropy = self.get_entropy(prob, dim=-1, normalize=False).sum(dim=-1).mean()
|
| 146 |
+
|
| 147 |
+
# macro average of the probability of each subgroup
|
| 148 |
+
avg_prob = reduce(prob, '... g d ->g d', 'mean')
|
| 149 |
+
codebook_entropy = self.get_entropy(avg_prob, dim=-1, normalize=False)
|
| 150 |
+
|
| 151 |
+
# the approximation of the entropy is the sum of the entropy of each subgroup
|
| 152 |
+
return per_sample_entropy, codebook_entropy.sum(), avg_prob
|
| 153 |
+
|
| 154 |
+
def get_hard_per_sample_entropy(self, zb_by_sample):
|
| 155 |
+
probs_per_dim = zb_by_sample.sum(1) / zb_by_sample.shape[1]
|
| 156 |
+
persample_entropy = - probs_per_dim * torch.log(probs_per_dim + 1e-8) - (1 - probs_per_dim) * torch.log(1 - probs_per_dim + 1e-8)
|
| 157 |
+
persample_entropy = persample_entropy.sum(-1)
|
| 158 |
+
return persample_entropy.mean()
|
| 159 |
+
|
| 160 |
+
def codes_to_indexes(self, zhat):
|
| 161 |
+
"""Converts a `code` to an index in the codebook.
|
| 162 |
+
Args:
|
| 163 |
+
zhat: A tensor of shape (B, ..., C) containing the codes. must be in {-1, 1}
|
| 164 |
+
"""
|
| 165 |
+
assert zhat.shape[-1] == self.embed_dim, f"Expected {self.embed_dim} dimensions, got {zhat.shape[-1]}"
|
| 166 |
+
return ((zhat + 1) / 2 * self.basis).sum(axis=-1).to(torch.int64)
|
| 167 |
+
|
| 168 |
+
def codes_to_group_indexes(self, zhat):
|
| 169 |
+
"""Converts a `code` to a list of indexes (in groups) in the codebook.
|
| 170 |
+
Args:
|
| 171 |
+
zhat: A tensor of shape (B, ..., C) containing the codes. must be in {-1, 1}
|
| 172 |
+
"""
|
| 173 |
+
zhat_in_group = rearrange(zhat, 'b ... (g c) -> b ... g c', c=self.group_size)
|
| 174 |
+
return ((zhat_in_group + 1) / 2 * self.group_basis).sum(axis=-1).to(torch.int64)
|
| 175 |
+
|
| 176 |
+
def indexes_to_codes(self, indices):
|
| 177 |
+
"""Inverse of `indexes_to_codes`."""
|
| 178 |
+
indices = indices.unsqueeze(-1)
|
| 179 |
+
codes_non_centered = torch.remainder(
|
| 180 |
+
torch.floor_divide(indices, self.basis), 2
|
| 181 |
+
)
|
| 182 |
+
return codes_non_centered * 2 - 1
|
| 183 |
+
|
| 184 |
+
def group_indexes_to_codes(self, group_indices):
|
| 185 |
+
"""Inverse of `group_indexes_to_codes`."""
|
| 186 |
+
group_indices = group_indices.unsqueeze(-1)
|
| 187 |
+
codes_non_centered = torch.remainder(
|
| 188 |
+
torch.floor_divide(group_indices, self.group_basis), 2
|
| 189 |
+
)
|
| 190 |
+
codes_non_centered = rearrange(codes_non_centered, 'b ... g c -> b ... (g c)')
|
| 191 |
+
return codes_non_centered * 2 - 1
|
| 192 |
+
|
| 193 |
+
def get_entropy(self, count, dim=-1, eps=1e-4, normalize=True):
|
| 194 |
+
if normalize:
|
| 195 |
+
probs = (count + eps) / (count + eps).sum(dim=dim, keepdim=True)
|
| 196 |
+
else:
|
| 197 |
+
probs = count
|
| 198 |
+
H = -(probs * torch.log(probs + 1e-8)).sum(dim=dim)
|
| 199 |
+
return H
|
| 200 |
+
|
| 201 |
+
def get_group_codebook_entry(self, group_indices):
|
| 202 |
+
z_q = self.group_indexes_to_codes(group_indices)
|
| 203 |
+
q_scale = 1. / (self.embed_dim ** 0.5) if self.l2_norm else 1.
|
| 204 |
+
z_q = z_q * q_scale
|
| 205 |
+
if self.input_format == 'bchw':
|
| 206 |
+
h, w = int(z_q.shape[1] ** 0.5)
|
| 207 |
+
assert h * w == z_q.shape[1], 'Invalid sequence length'
|
| 208 |
+
z_q = rearrange(z_q, 'b (h w) c -> b c h w', h=h)
|
| 209 |
+
return z_q
|
| 210 |
+
|
| 211 |
+
def get_codebook_entry(self, indices):
|
| 212 |
+
z_q = self.indexes_to_codes(indices)
|
| 213 |
+
q_scale = 1. / (self.embed_dim ** 0.5) if self.l2_norm else 1.
|
| 214 |
+
z_q = z_q * q_scale
|
| 215 |
+
if self.input_format == 'bchw':
|
| 216 |
+
h, w = int(z_q.shape[1] ** 0.5)
|
| 217 |
+
assert h * w == z_q.shape[1], 'Invalid sequence length'
|
| 218 |
+
z_q = rearrange(z_q, 'b (h w) c -> b c h w', h=h)
|
| 219 |
+
return z_q
|
| 220 |
+
|
| 221 |
+
|
| 222 |
+
class BSQuantizer(nn.Module):
|
| 223 |
+
|
| 224 |
+
def __init__(self, s1_bits, s2_bits, beta, gamma0, gamma, zeta, group_size):
|
| 225 |
+
super().__init__()
|
| 226 |
+
self.codebook_dim = s1_bits + s2_bits
|
| 227 |
+
self.s1_bits = s1_bits
|
| 228 |
+
self.s2_bits = s2_bits
|
| 229 |
+
self.bsq = BinarySphericalQuantizer(self.codebook_dim, beta, gamma0, gamma, zeta, group_size=group_size)
|
| 230 |
+
|
| 231 |
+
def bits_to_indices(self, bits):
|
| 232 |
+
bits = (bits >= 0).to(torch.long)
|
| 233 |
+
indices = 2 ** torch.arange(
|
| 234 |
+
0,
|
| 235 |
+
bits.shape[-1],
|
| 236 |
+
1,
|
| 237 |
+
dtype=torch.long,
|
| 238 |
+
device=bits.device,
|
| 239 |
+
)
|
| 240 |
+
return (bits * indices).sum(-1)
|
| 241 |
+
|
| 242 |
+
def forward(self, z, half=False):
|
| 243 |
+
z = F.normalize(z, dim=-1)
|
| 244 |
+
quantized, bsq_loss, metrics = self.bsq(z)
|
| 245 |
+
if half:
|
| 246 |
+
q_pre = quantized[:, :, :self.s1_bits]
|
| 247 |
+
q_post = quantized[:, :, self.s1_bits:]
|
| 248 |
+
z_indices = [self.bits_to_indices(q_pre), self.bits_to_indices(q_post)]
|
| 249 |
+
else:
|
| 250 |
+
z_indices = self.bits_to_indices(quantized)
|
| 251 |
+
return bsq_loss, quantized, z_indices
|
| 252 |
+
|
| 253 |
+
|
| 254 |
+
class RMSNorm(torch.nn.Module):
|
| 255 |
+
def __init__(self, dim: int, eps: float = 1e-5):
|
| 256 |
+
super().__init__()
|
| 257 |
+
self.eps = eps
|
| 258 |
+
self.weight = nn.Parameter(torch.ones(dim))
|
| 259 |
+
|
| 260 |
+
def _norm(self, x):
|
| 261 |
+
return x * torch.rsqrt(torch.mean(x * x, dim=-1, keepdim=True) + self.eps)
|
| 262 |
+
|
| 263 |
+
def forward(self, x):
|
| 264 |
+
output = self._norm(x.float()).type_as(x)
|
| 265 |
+
return output * self.weight
|
| 266 |
+
|
| 267 |
+
|
| 268 |
+
class FeedForward(nn.Module):
|
| 269 |
+
def __init__(self, d_model, ff_dim, ffn_dropout_p=0.0):
|
| 270 |
+
super().__init__()
|
| 271 |
+
|
| 272 |
+
self.w1 = nn.Linear(d_model, ff_dim, bias=False)
|
| 273 |
+
self.w3 = nn.Linear(d_model, ff_dim, bias=False)
|
| 274 |
+
self.w2 = nn.Linear(ff_dim, d_model, bias=False)
|
| 275 |
+
self.ffn_dropout = nn.Dropout(ffn_dropout_p)
|
| 276 |
+
|
| 277 |
+
def forward(self, x):
|
| 278 |
+
return self.ffn_dropout(self.w2(F.silu(self.w1(x)) * self.w3(x)))
|
| 279 |
+
|
| 280 |
+
|
| 281 |
+
class RotaryPositionalEmbedding(nn.Module):
|
| 282 |
+
def __init__(self, dim):
|
| 283 |
+
super().__init__()
|
| 284 |
+
inv_freq = 1.0 / (10000 ** (torch.arange(0, dim, 2).float() / dim))
|
| 285 |
+
self.register_buffer("inv_freq", inv_freq)
|
| 286 |
+
self.seq_len_cached = None
|
| 287 |
+
self.cos_cached = None
|
| 288 |
+
self.sin_cached = None
|
| 289 |
+
|
| 290 |
+
def _update_cos_sin_cache(self, x, seq_len):
|
| 291 |
+
if seq_len != self.seq_len_cached:
|
| 292 |
+
self.seq_len_cached = seq_len
|
| 293 |
+
t = torch.arange(seq_len, device=x.device).type_as(self.inv_freq)
|
| 294 |
+
freqs = torch.einsum('i,j->ij', t, self.inv_freq)
|
| 295 |
+
emb = torch.cat((freqs, freqs), dim=-1).to(x.device)
|
| 296 |
+
self.cos_cached = emb.cos()[None, None, :, :]
|
| 297 |
+
self.sin_cached = emb.sin()[None, None, :, :]
|
| 298 |
+
return self.cos_cached, self.sin_cached
|
| 299 |
+
|
| 300 |
+
def forward(self, q, k):
|
| 301 |
+
cos, sin = self._update_cos_sin_cache(q, q.shape[-2])
|
| 302 |
+
return (
|
| 303 |
+
(q * cos) + (self._rotate_half(q) * sin),
|
| 304 |
+
(k * cos) + (self._rotate_half(k) * sin),
|
| 305 |
+
)
|
| 306 |
+
|
| 307 |
+
def _rotate_half(self, x):
|
| 308 |
+
x1, x2 = x.chunk(2, dim=-1)
|
| 309 |
+
return torch.cat((-x2, x1), dim=-1)
|
| 310 |
+
|
| 311 |
+
|
| 312 |
+
def scaled_dot_product_attention(query, key, value, attn_mask=None, dropout_p=0.0, is_causal=False, scale=None, training=True) -> torch.Tensor:
|
| 313 |
+
L, S = query.size(-2), key.size(-2)
|
| 314 |
+
scale_factor = 1 / math.sqrt(query.size(-1)) if scale is None else scale
|
| 315 |
+
attn_bias = torch.zeros(L, S, dtype=query.dtype).to(query.device)
|
| 316 |
+
|
| 317 |
+
if is_causal:
|
| 318 |
+
assert attn_mask is None
|
| 319 |
+
temp_mask = torch.ones(L, S, dtype=torch.bool).tril(diagonal=0).to(query.device)
|
| 320 |
+
attn_bias.masked_fill_(temp_mask.logical_not(), float("-inf"))
|
| 321 |
+
attn_bias.to(query.dtype)
|
| 322 |
+
|
| 323 |
+
attn_weight = query @ key.transpose(-2, -1) * scale_factor
|
| 324 |
+
attn_weight += attn_bias
|
| 325 |
+
|
| 326 |
+
if attn_mask is not None:
|
| 327 |
+
attn_mask_bias = torch.zeros_like(attn_weight)
|
| 328 |
+
if attn_mask.dtype == torch.bool:
|
| 329 |
+
attn_mask_bias.masked_fill_(attn_mask, float("-inf"))
|
| 330 |
+
else:
|
| 331 |
+
attn_mask_bias += attn_mask
|
| 332 |
+
attn_weight += attn_mask_bias
|
| 333 |
+
|
| 334 |
+
attn_weight = torch.softmax(attn_weight, dim=-1)
|
| 335 |
+
attn_weight = torch.dropout(attn_weight, dropout_p, train=training)
|
| 336 |
+
return attn_weight @ value
|
| 337 |
+
|
| 338 |
+
|
| 339 |
+
class MultiHeadAttentionWithRoPE(nn.Module):
|
| 340 |
+
def __init__(self, d_model, n_heads, attn_dropout_p=0.0, resid_dropout_p=0.0):
|
| 341 |
+
super().__init__()
|
| 342 |
+
self.d_model = d_model
|
| 343 |
+
self.n_heads = n_heads
|
| 344 |
+
self.head_dim = d_model // n_heads
|
| 345 |
+
|
| 346 |
+
self.q_proj = nn.Linear(d_model, d_model)
|
| 347 |
+
self.k_proj = nn.Linear(d_model, d_model)
|
| 348 |
+
self.v_proj = nn.Linear(d_model, d_model)
|
| 349 |
+
self.out_proj = nn.Linear(d_model, d_model)
|
| 350 |
+
self.rotary = RotaryPositionalEmbedding(self.head_dim)
|
| 351 |
+
self.attn_dropout_p = attn_dropout_p
|
| 352 |
+
self.resid_dropout = nn.Dropout(resid_dropout_p)
|
| 353 |
+
|
| 354 |
+
def forward(self, x, key_padding_mask=None):
|
| 355 |
+
batch_size, seq_len, _ = x.shape
|
| 356 |
+
|
| 357 |
+
q = self.q_proj(x).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
| 358 |
+
k = self.k_proj(x).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
| 359 |
+
v = self.v_proj(x).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
| 360 |
+
|
| 361 |
+
q, k = self.rotary(q, k)
|
| 362 |
+
|
| 363 |
+
if key_padding_mask is not None:
|
| 364 |
+
attn_mask = key_padding_mask.unsqueeze(1).unsqueeze(2) # [batch, 1, 1, seq_len]
|
| 365 |
+
attn_mask = attn_mask.expand(-1, self.n_heads, seq_len, -1) # [batch, n_heads, q_len, k_len]
|
| 366 |
+
else:
|
| 367 |
+
attn_mask = None
|
| 368 |
+
|
| 369 |
+
attn_output = scaled_dot_product_attention(
|
| 370 |
+
q, k, v,
|
| 371 |
+
attn_mask=attn_mask,
|
| 372 |
+
dropout_p=self.attn_dropout_p,
|
| 373 |
+
is_causal=True,
|
| 374 |
+
training=self.training
|
| 375 |
+
)
|
| 376 |
+
|
| 377 |
+
attn_output = attn_output.transpose(1, 2).contiguous().view(batch_size, seq_len, self.d_model)
|
| 378 |
+
return self.resid_dropout(self.out_proj(attn_output))
|
| 379 |
+
|
| 380 |
+
|
| 381 |
+
class MultiHeadCrossAttentionWithRoPE(nn.Module):
|
| 382 |
+
def __init__(self, d_model, n_heads, attn_dropout_p=0.0, resid_dropout=0.0):
|
| 383 |
+
super().__init__()
|
| 384 |
+
self.d_model = d_model
|
| 385 |
+
self.n_heads = n_heads
|
| 386 |
+
self.head_dim = d_model // n_heads
|
| 387 |
+
|
| 388 |
+
self.q_proj = nn.Linear(d_model, d_model)
|
| 389 |
+
self.k_proj = nn.Linear(d_model, d_model)
|
| 390 |
+
self.v_proj = nn.Linear(d_model, d_model)
|
| 391 |
+
self.out_proj = nn.Linear(d_model, d_model)
|
| 392 |
+
self.rotary = RotaryPositionalEmbedding(self.head_dim)
|
| 393 |
+
self.attn_dropout_p = attn_dropout_p
|
| 394 |
+
self.resid_dropout = nn.Dropout(resid_dropout)
|
| 395 |
+
|
| 396 |
+
def forward(self, query, key, value, key_padding_mask=None):
|
| 397 |
+
batch_size, q_len, _ = query.shape
|
| 398 |
+
_, seq_len, _ = key.shape
|
| 399 |
+
|
| 400 |
+
q = self.q_proj(query).view(batch_size, q_len, self.n_heads, self.head_dim).transpose(1, 2)
|
| 401 |
+
k = self.k_proj(key).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
| 402 |
+
v = self.v_proj(value).view(batch_size, seq_len, self.n_heads, self.head_dim).transpose(1, 2)
|
| 403 |
+
|
| 404 |
+
q, k = self.rotary(q, k)
|
| 405 |
+
|
| 406 |
+
if key_padding_mask is not None:
|
| 407 |
+
attn_mask = key_padding_mask.unsqueeze(1).unsqueeze(2)
|
| 408 |
+
attn_mask = attn_mask.expand(-1, self.n_heads, q_len, -1)
|
| 409 |
+
else:
|
| 410 |
+
attn_mask = None
|
| 411 |
+
|
| 412 |
+
is_causal_flag = self.training
|
| 413 |
+
|
| 414 |
+
attn_output = scaled_dot_product_attention(
|
| 415 |
+
q, k, v,
|
| 416 |
+
attn_mask=attn_mask,
|
| 417 |
+
dropout_p=self.attn_dropout_p,
|
| 418 |
+
is_causal=is_causal_flag,
|
| 419 |
+
training=self.training
|
| 420 |
+
)
|
| 421 |
+
|
| 422 |
+
attn_output = attn_output.transpose(1, 2).contiguous().view(batch_size, q_len, self.d_model)
|
| 423 |
+
return self.resid_dropout(self.out_proj(attn_output))
|
| 424 |
+
|
| 425 |
+
|
| 426 |
+
class HierarchicalEmbedding(nn.Module):
|
| 427 |
+
def __init__(self, s1_bits, s2_bits, d_model=256):
|
| 428 |
+
super().__init__()
|
| 429 |
+
self.s1_bits = s1_bits
|
| 430 |
+
self.s2_bits = s2_bits
|
| 431 |
+
|
| 432 |
+
vocab_s1 = 2 ** s1_bits
|
| 433 |
+
vocab_s2 = 2 ** s2_bits
|
| 434 |
+
|
| 435 |
+
self.emb_s1 = nn.Embedding(vocab_s1, d_model)
|
| 436 |
+
self.emb_s2 = nn.Embedding(vocab_s2, d_model)
|
| 437 |
+
self.d_model = d_model
|
| 438 |
+
self.fusion_proj = nn.Linear(d_model * 2, d_model)
|
| 439 |
+
|
| 440 |
+
nn.init.normal_(self.emb_s1.weight, mean=0, std=d_model ** -0.5)
|
| 441 |
+
nn.init.normal_(self.emb_s2.weight, mean=0, std=d_model ** -0.5)
|
| 442 |
+
|
| 443 |
+
def forward(self, token_ids):
|
| 444 |
+
"""Inputs:
|
| 445 |
+
token_ids: [batch_size, seq_len] token ID
|
| 446 |
+
Output: [batch_size, seq_len, d_model]
|
| 447 |
+
"""
|
| 448 |
+
if isinstance(token_ids, tuple) or isinstance(token_ids, list):
|
| 449 |
+
s1_ids, s2_ids = token_ids
|
| 450 |
+
else:
|
| 451 |
+
s1_ids, s2_ids = self.split_token(token_ids, self.s2_bits)
|
| 452 |
+
s1_emb = self.emb_s1(s1_ids) * math.sqrt(self.d_model)
|
| 453 |
+
s2_emb = self.emb_s2(s2_ids) * math.sqrt(self.d_model)
|
| 454 |
+
return self.fusion_proj(torch.cat([s1_emb, s2_emb], dim=-1))
|
| 455 |
+
|
| 456 |
+
|
| 457 |
+
class DependencyAwareLayer(nn.Module):
|
| 458 |
+
def __init__(self, d_model, n_heads=4, attn_dropout_p=0.0, resid_dropout=0.0):
|
| 459 |
+
super().__init__()
|
| 460 |
+
self.cross_attn = MultiHeadCrossAttentionWithRoPE(d_model, n_heads, attn_dropout_p, resid_dropout)
|
| 461 |
+
self.norm = RMSNorm(d_model)
|
| 462 |
+
|
| 463 |
+
def forward(self, hidden_states, sibling_embed, key_padding_mask=None):
|
| 464 |
+
"""hidden_states: [batch, seq_len, d_model]
|
| 465 |
+
sibling_embed: Embedding from another subtoken
|
| 466 |
+
"""
|
| 467 |
+
attn_out = self.cross_attn(
|
| 468 |
+
query=sibling_embed,
|
| 469 |
+
key=hidden_states,
|
| 470 |
+
value=hidden_states,
|
| 471 |
+
key_padding_mask=key_padding_mask
|
| 472 |
+
)
|
| 473 |
+
return self.norm(hidden_states + attn_out)
|
| 474 |
+
|
| 475 |
+
|
| 476 |
+
class TransformerBlock(nn.Module):
|
| 477 |
+
def __init__(self, d_model, n_heads, ff_dim=1024, ffn_dropout_p=0.0, attn_dropout_p=0.0, resid_dropout_p=0.0):
|
| 478 |
+
super().__init__()
|
| 479 |
+
self.norm1 = RMSNorm(d_model)
|
| 480 |
+
self.self_attn = MultiHeadAttentionWithRoPE(d_model, n_heads, attn_dropout_p, resid_dropout_p)
|
| 481 |
+
self.norm2 = RMSNorm(d_model)
|
| 482 |
+
self.ffn = FeedForward(d_model, ff_dim, ffn_dropout_p)
|
| 483 |
+
|
| 484 |
+
def forward(self, x, key_padding_mask=None):
|
| 485 |
+
residual = x
|
| 486 |
+
x = self.norm1(x)
|
| 487 |
+
attn_out = self.self_attn(x, key_padding_mask=key_padding_mask)
|
| 488 |
+
x = residual + attn_out
|
| 489 |
+
|
| 490 |
+
residual = x
|
| 491 |
+
x = self.norm2(x)
|
| 492 |
+
ffn_out = self.ffn(x)
|
| 493 |
+
x = residual + ffn_out
|
| 494 |
+
return x
|
| 495 |
+
|
| 496 |
+
|
| 497 |
+
class DualHead(nn.Module):
|
| 498 |
+
def __init__(self, s1_bits, s2_bits, d_model):
|
| 499 |
+
super().__init__()
|
| 500 |
+
self.vocab_s1 = 2 ** s1_bits
|
| 501 |
+
self.vocab_s2 = 2 ** s2_bits
|
| 502 |
+
self.proj_s1 = nn.Linear(d_model, self.vocab_s1)
|
| 503 |
+
self.proj_s2 = nn.Linear(d_model, self.vocab_s2)
|
| 504 |
+
|
| 505 |
+
def compute_loss(self, s1_logits, s2_logits, s1_targets, s2_targets, padding_mask=None):
|
| 506 |
+
if padding_mask is not None:
|
| 507 |
+
valid_mask = (padding_mask == 0)
|
| 508 |
+
s1_logits = s1_logits[valid_mask]
|
| 509 |
+
s2_logits = s2_logits[valid_mask]
|
| 510 |
+
s1_targets = s1_targets[valid_mask]
|
| 511 |
+
s2_targets = s2_targets[valid_mask]
|
| 512 |
+
ce_s1 = F.cross_entropy(s1_logits, s1_targets)
|
| 513 |
+
ce_s2 = F.cross_entropy(s2_logits, s2_targets)
|
| 514 |
+
else:
|
| 515 |
+
ce_s1 = F.cross_entropy(s1_logits.reshape(-1, self.vocab_s1), s1_targets.reshape(-1))
|
| 516 |
+
ce_s2 = F.cross_entropy(s2_logits.reshape(-1, self.vocab_s2), s2_targets.reshape(-1))
|
| 517 |
+
ce_loss = (ce_s1 + ce_s2) / 2
|
| 518 |
+
return ce_loss, ce_s1, ce_s2
|
| 519 |
+
|
| 520 |
+
def forward(self, x):
|
| 521 |
+
return self.proj_s1(x)
|
| 522 |
+
|
| 523 |
+
def cond_forward(self, x2):
|
| 524 |
+
return self.proj_s2(x2)
|
| 525 |
+
|
| 526 |
+
|
| 527 |
+
class FixedEmbedding(nn.Module):
|
| 528 |
+
def __init__(self, c_in, d_model):
|
| 529 |
+
super(FixedEmbedding, self).__init__()
|
| 530 |
+
|
| 531 |
+
w = torch.zeros(c_in, d_model).float()
|
| 532 |
+
w.require_grad = False
|
| 533 |
+
|
| 534 |
+
position = torch.arange(0, c_in).float().unsqueeze(1)
|
| 535 |
+
div_term = (torch.arange(0, d_model, 2).float() * -(math.log(10000.0) / d_model)).exp()
|
| 536 |
+
|
| 537 |
+
w[:, 0::2] = torch.sin(position * div_term)
|
| 538 |
+
w[:, 1::2] = torch.cos(position * div_term)
|
| 539 |
+
|
| 540 |
+
self.emb = nn.Embedding(c_in, d_model)
|
| 541 |
+
self.emb.weight = nn.Parameter(w, requires_grad=False)
|
| 542 |
+
|
| 543 |
+
def forward(self, x):
|
| 544 |
+
return self.emb(x).detach()
|
| 545 |
+
|
| 546 |
+
|
| 547 |
+
class TemporalEmbedding(nn.Module):
|
| 548 |
+
def __init__(self, d_model, learn_pe):
|
| 549 |
+
super(TemporalEmbedding, self).__init__()
|
| 550 |
+
|
| 551 |
+
minute_size = 60
|
| 552 |
+
hour_size = 24
|
| 553 |
+
weekday_size = 7
|
| 554 |
+
day_size = 32
|
| 555 |
+
month_size = 13
|
| 556 |
+
|
| 557 |
+
Embed = FixedEmbedding if not learn_pe else nn.Embedding
|
| 558 |
+
self.minute_embed = Embed(minute_size, d_model)
|
| 559 |
+
self.hour_embed = Embed(hour_size, d_model)
|
| 560 |
+
self.weekday_embed = Embed(weekday_size, d_model)
|
| 561 |
+
self.day_embed = Embed(day_size, d_model)
|
| 562 |
+
self.month_embed = Embed(month_size, d_model)
|
| 563 |
+
|
| 564 |
+
def forward(self, x):
|
| 565 |
+
x = x.long()
|
| 566 |
+
|
| 567 |
+
minute_x = self.minute_embed(x[:, :, 0])
|
| 568 |
+
hour_x = self.hour_embed(x[:, :, 1])
|
| 569 |
+
weekday_x = self.weekday_embed(x[:, :, 2])
|
| 570 |
+
day_x = self.day_embed(x[:, :, 3])
|
| 571 |
+
month_x = self.month_embed(x[:, :, 4])
|
| 572 |
+
|
| 573 |
+
return hour_x + weekday_x + day_x + month_x + minute_x
|
| 574 |
+
|
| 575 |
+
|
| 576 |
+
|
| 577 |
+
|
| 578 |
+
|
| 579 |
+
|
| 580 |
+
|
models/predictor/README.md
ADDED
|
@@ -0,0 +1,10 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
---
|
| 2 |
+
tags:
|
| 3 |
+
- model_hub_mixin
|
| 4 |
+
- pytorch_model_hub_mixin
|
| 5 |
+
---
|
| 6 |
+
|
| 7 |
+
This model has been pushed to the Hub using the [PytorchModelHubMixin](https://huggingface.co/docs/huggingface_hub/package_reference/mixins#huggingface_hub.PyTorchModelHubMixin) integration:
|
| 8 |
+
- Code: [More Information Needed]
|
| 9 |
+
- Paper: [More Information Needed]
|
| 10 |
+
- Docs: [More Information Needed]
|
models/predictor/config.json
ADDED
|
@@ -0,0 +1,13 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"attn_dropout_p": 0.0,
|
| 3 |
+
"d_model": 256,
|
| 4 |
+
"ff_dim": 512,
|
| 5 |
+
"ffn_dropout_p": 0.2,
|
| 6 |
+
"learn_te": true,
|
| 7 |
+
"n_heads": 4,
|
| 8 |
+
"n_layers": 4,
|
| 9 |
+
"resid_dropout_p": 0.2,
|
| 10 |
+
"s1_bits": 10,
|
| 11 |
+
"s2_bits": 10,
|
| 12 |
+
"token_dropout_p": 0.0
|
| 13 |
+
}
|