gahusb
91de16675b
ChronosPipeline (legacy T5) does not support amazon/chronos-2 or chronos-bolt-* (input_patch_size). Switch to BaseChronosPipeline which auto-detects variant and returns the appropriate sub-pipeline (ChronosBoltPipeline / Chronos2Pipeline / ChronosPipeline). Also handle the dtype kwarg deprecation: try newer `dtype=` first, fall back to `torch_dtype=` for older versions. Test mock_pipeline fixture updated to patch BaseChronosPipeline. 45/45 tests pass. Verified amazon/chronos-bolt-base loads on CUDA. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
92 lines
3.2 KiB
Python
92 lines
3.2 KiB
Python
"""Chronos-2 zero-shot forecaster wrapper."""
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from __future__ import annotations
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import logging
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from dataclasses import dataclass
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from datetime import datetime
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from zoneinfo import ZoneInfo
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import numpy as np
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logger = logging.getLogger(__name__)
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KST = ZoneInfo("Asia/Seoul")
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@dataclass
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class ChronosPrediction:
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median: float
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q10: float
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q90: float
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conf: float
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as_of: str
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class ChronosPredictor:
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"""HuggingFace Chronos-2 zero-shot forecaster."""
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def __init__(self, model_name: str = "amazon/chronos-2", device: str | None = None):
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# BaseChronosPipeline auto-detects model variant (Chronos / ChronosBolt / Chronos-2)
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# and returns the appropriate sub-pipeline. ChronosPipeline only supports legacy T5.
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import torch
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try:
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from chronos import BaseChronosPipeline
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pipeline_cls = BaseChronosPipeline
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except ImportError:
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from chronos import ChronosPipeline
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pipeline_cls = ChronosPipeline
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self._device = device or ("cuda" if torch.cuda.is_available() else "cpu")
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dtype = torch.float16 if self._device == "cuda" else torch.float32
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logger.info("Loading Chronos pipeline: %s on %s (cls=%s)",
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model_name, self._device, pipeline_cls.__name__)
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# Try `dtype` (newer API) first, fall back to `torch_dtype` (older)
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try:
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self._pipeline = pipeline_cls.from_pretrained(
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model_name, device_map=self._device, dtype=dtype,
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)
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except TypeError:
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self._pipeline = pipeline_cls.from_pretrained(
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model_name, device_map=self._device, torch_dtype=dtype,
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)
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logger.info("Chronos pipeline loaded.")
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def predict_batch(
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self,
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daily_ohlcv_dict: dict[str, list[dict]],
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prediction_length: int = 1,
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num_samples: int = 100,
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) -> dict[str, ChronosPrediction]:
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"""종목별 1-day return 분포 예측."""
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import torch
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tickers = list(daily_ohlcv_dict.keys())
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if not tickers:
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return {}
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contexts = [
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torch.tensor([bar["close"] for bar in daily_ohlcv_dict[t]], dtype=torch.float32)
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for t in tickers
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]
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forecasts = self._pipeline.predict(
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context=contexts,
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prediction_length=prediction_length,
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num_samples=num_samples,
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)
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# Convert to numpy if tensor
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forecasts_np = forecasts.numpy() if hasattr(forecasts, "numpy") else np.asarray(forecasts)
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now_iso = datetime.now(KST).isoformat()
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results: dict[str, ChronosPrediction] = {}
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for i, ticker in enumerate(tickers):
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samples = forecasts_np[i, :, 0]
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last_close = daily_ohlcv_dict[ticker][-1]["close"]
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returns = (samples - last_close) / last_close
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median = float(np.quantile(returns, 0.5))
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q10 = float(np.quantile(returns, 0.1))
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q90 = float(np.quantile(returns, 0.9))
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spread = (q90 - q10) / max(abs(median), 0.001)
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conf = float(max(0.0, min(1.0, 1.0 - spread / 2.0)))
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results[ticker] = ChronosPrediction(
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median=median, q10=q10, q90=q90, conf=conf, as_of=now_iso,
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)
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return results
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