Download code/methods/llm_finetune.py from DeepAuto-AI/MacroLens: direct link, hf CLI and curl.
- Browser
- Download file 55.6 kB
-
https://huggingface.co/datasets/DeepAuto-AI/MacroLens/resolve/main/code/methods/llm_finetune.py
- Command line
-
hf download hf://datasets/DeepAuto-AI/MacroLens/code/methods/llm_finetune.py
-
curl -L -o llm_finetune.py https://huggingface.co/datasets/DeepAuto-AI/MacroLens/resolve/main/code/methods/llm_finetune.py
55.6 kB
| """LLM fine-tune (LoRA SFT) method (family ``llm_ft``). | |
| A single concrete class :class:`LLMFineTuned` (``name="llm_finetuned"``) | |
| that wraps QLoRA SFT over any of the three MacroLens panel LLMs: | |
| ``llama_scout``, ``gemma4``, ``qwen35``. | |
| Per the unified-API plan §9, this method's ``tasks`` defaults to the | |
| maximum coverage (T1..T7); the runner narrows to the post-hoc-selected | |
| ZS-winner's coverage at config time. | |
| Method contract (sklearn-style): | |
| LLMFineTuned(task="T1", config=LLMFineTunedConfig(...), dry_run=False) | |
| .fit(X_train, y_train, seed=42) # LoRA SFT on (prompt, answer) pairs | |
| .predict(X_test) # generate with the merged adapter | |
| .save(path) # PEFT adapter + manifest.json | |
| LLMFineTuned.load(path) # reload | |
| Hard rules: | |
| - Zero IO of benchmark data (the loader provides X / y). | |
| - Zero eval imports. | |
| - Zero ``meta`` consumption. | |
| - Honors ``MACROLENS_DETERMINISTIC=1`` via :func:`_seed_from_env`. | |
| Per-task input / output shapes match :mod:`methods.llm` and | |
| :mod:`methods.llm_ts_reason`. | |
| Inference engine | |
| ---------------- | |
| ``predict`` calls go through a single shared protocol — | |
| ``engine.chat_complete(messages, max_tokens, ...) -> str`` — exposed by | |
| :mod:`methods._openai_engine`. The runner serves the LoRA adapter via | |
| ``vllm serve --enable-lora --lora-modules <id>=<path>`` and injects an | |
| ``OpenAIChatEngine`` whose ``model_id`` resolves to the adapter id; in | |
| ``dry_run=True`` mode (no live endpoint) a | |
| :class:`methods._openai_engine.DryRunEngine` is used so the | |
| shape-contract smoke tests still pass. | |
| Per-task fine-tune framing (training pair construction): | |
| T1 : (lookback close → forecast horizon close) — instruction is the | |
| numeric history serialised as text; output is the horizon close | |
| trajectory rounded to 2dp. | |
| T2/T5: fundamentals → market-cap dollar value. | |
| T3/T6: company snapshot → JSON of XBRL field → value pairs. | |
| T4 : event_type + event_description → return percentage. | |
| T7 : property attributes → JSON ``{rent, price}``. | |
| Serialisation: ``LLMFineTuned.save(path)`` writes: | |
| - ``manifest.json`` — name, family, tasks, schema_version, task, | |
| hyperparams (config.model_dump()), lib_versions. | |
| - ``adapter/`` — ``PeftModel.save_pretrained(adapter_path)``. | |
| - ``tokenizer/`` — ``AutoTokenizer.save_pretrained(...)`` so the | |
| same tokenizer is used at load time. | |
| - ``adapter.sha256`` — sha256 of the adapter directory tree (recorded | |
| in manifest as a provenance hash). | |
| ``LLMFineTuned.load(path)`` reverses the above and prepares the model | |
| for ``predict(X)``. | |
| """ | |
| from __future__ import annotations | |
| import hashlib | |
| import json | |
| import logging | |
| import os | |
| import pathlib | |
| import re | |
| from typing import Any, Literal | |
| import numpy as np | |
| import pandas as pd | |
| from ._config import LLMFineTunedConfig | |
| from ._openai_engine import DryRunEngine | |
| from ._registry import register | |
| from .base import Method, _HFSaveMixin | |
| logger = logging.getLogger(__name__) | |
| # ── Map a config base_model literal to a HuggingFace repo id ───────────── | |
| _BASE_MODEL_ID: dict[str, str] = { | |
| "llama_scout": "meta-llama/Llama-4-Scout-17B-16E-Instruct", | |
| "gemma4": "google/gemma-4-31B-it", | |
| "qwen35": "Qwen/Qwen3.5-27B-FP8", | |
| } | |
| # ── Default XBRL field panel for T3/T6 when y_train is unavailable ────── | |
| _DEFAULT_T3_T6_FIELDS = ( | |
| "Revenues", | |
| "NetIncomeLoss", | |
| "Assets", | |
| "Liabilities", | |
| "StockholdersEquity", | |
| "OperatingIncomeLoss", | |
| "CashAndCashEquivalents", | |
| "PropertyPlantAndEquipmentNet", | |
| "LongTermDebt", | |
| "ResearchAndDevelopmentExpense", | |
| ) | |
| # ── Shared helpers (kept in sync with methods.llm_ts_reason) ───────────── | |
| _NUM_RE = re.compile(r"[-+]?\d*\.?\d+(?:[eE][-+]?\d+)?") | |
| def _parse_first_number(text: str) -> float | None: | |
| if not text: | |
| return None | |
| m = _NUM_RE.search(text.replace(",", "")) | |
| if not m: | |
| return None | |
| try: | |
| return float(m.group(0)) | |
| except (TypeError, ValueError): | |
| return None | |
| def _parse_horizon_list(response: str, horizon: int) -> np.ndarray | None: | |
| """Extract a JSON list of floats representing a forecast trajectory. | |
| Looks for the first ``[...]`` substring in ``response`` and parses it | |
| as JSON. Returns a ``(horizon,)`` float32 ndarray, padding with the | |
| last value when shorter and truncating when longer. Falls back to | |
| extracting all numeric tokens from the bracketed slice when JSON | |
| parsing fails. Returns ``None`` on total parse failure. | |
| """ | |
| if not response: | |
| return None | |
| start = response.find("[") | |
| end = response.rfind("]") | |
| if start < 0 or end <= start: | |
| return None | |
| candidate = response[start : end + 1] | |
| parsed: list[Any] | None = None | |
| try: | |
| loaded = json.loads(candidate) | |
| if isinstance(loaded, list): | |
| parsed = loaded | |
| except json.JSONDecodeError: | |
| parsed = None | |
| if parsed is None: | |
| tokens = _NUM_RE.findall(candidate) | |
| if not tokens: | |
| return None | |
| try: | |
| parsed = [float(t) for t in tokens] | |
| except ValueError: | |
| return None | |
| vals: list[float] = [] | |
| for v in parsed: | |
| try: | |
| vals.append(float(v)) | |
| except (TypeError, ValueError): | |
| continue | |
| if not vals: | |
| return None | |
| if len(vals) >= horizon: | |
| out = np.asarray(vals[:horizon], dtype=np.float32) | |
| else: | |
| pad = [vals[-1]] * (horizon - len(vals)) | |
| out = np.asarray(vals + pad, dtype=np.float32) | |
| return out | |
| def _extract_json_object(response: str) -> dict[str, Any] | None: | |
| """Extract a structured ``{field: value}`` map from an LLM response. | |
| Two paths: | |
| 1. **JSON object**: legacy support for replies like | |
| ``{"Revenues": 1000000, "Assets": 5000000}``. Slices from the first | |
| ``{`` to the last ``}`` and tries ``json.loads``. | |
| 2. **Plain-text key/value**: line-oriented format ``<Field>: <number>`` | |
| which is what current prompts request. Each line is matched by | |
| regex; numbers may use ``$``, commas, scientific notation. This is | |
| the natural LLM output mode and avoids JSON parse failures. | |
| Returns ``None`` if neither path yields any field/value pair. | |
| """ | |
| if not response: | |
| return None | |
| # Path 1: legacy JSON object. | |
| start = response.find("{") | |
| end = response.rfind("}") | |
| if start >= 0 and end > start: | |
| try: | |
| j = json.loads(response[start:end + 1]) | |
| if isinstance(j, dict): | |
| return j | |
| except json.JSONDecodeError: | |
| pass | |
| depth = 0 | |
| for i in range(start, len(response)): | |
| ch = response[i] | |
| if ch == "{": | |
| depth += 1 | |
| elif ch == "}": | |
| depth -= 1 | |
| if depth == 0: | |
| try: | |
| j = json.loads(response[start:i + 1]) | |
| if isinstance(j, dict): | |
| return j | |
| except json.JSONDecodeError: | |
| break | |
| # Path 2: plain-text "<Field>: <number>" lines (one or many). | |
| out: dict[str, float] = {} | |
| line_re = re.compile( | |
| r"\*?\*?\s*([A-Za-z][A-Za-z0-9_]*)\s*:\s*\$?\s*" | |
| r"(-?\d[\d,]*(?:\.\d+)?(?:[eE][-+]?\d+)?)" | |
| ) | |
| for m in line_re.finditer(response): | |
| field = m.group(1) | |
| num_str = m.group(2).replace(",", "") | |
| try: | |
| out[field] = float(num_str) | |
| except ValueError: | |
| continue | |
| return out or None | |
| def _safe_float(v: Any, default: float = 0.0) -> float: | |
| if v is None: | |
| return default | |
| if isinstance(v, (int, float)) and not ( | |
| isinstance(v, float) and np.isnan(v) | |
| ): | |
| return float(v) | |
| try: | |
| if pd.isna(v): # type: ignore[arg-type] | |
| return default | |
| except (TypeError, ValueError): | |
| pass | |
| try: | |
| return float(v) | |
| except (TypeError, ValueError): | |
| return default | |
| def _seed_from_env(seed: int) -> None: | |
| import random | |
| random.seed(seed) | |
| np.random.seed(seed) | |
| os.environ.setdefault("PYTHONHASHSEED", str(seed)) | |
| try: | |
| import torch | |
| torch.manual_seed(seed) | |
| if os.environ.get("MACROLENS_DETERMINISTIC") == "1": | |
| try: | |
| torch.use_deterministic_algorithms(True) | |
| except Exception: | |
| pass | |
| try: | |
| torch.backends.cudnn.deterministic = True # type: ignore[attr-defined] | |
| except Exception: | |
| pass | |
| except Exception: | |
| pass | |
| def _find_close_idx_from_array(X: np.ndarray) -> int: | |
| if X.ndim != 3 or X.shape[2] == 0: | |
| return 0 | |
| samples = X.reshape(-1, X.shape[2]) | |
| pos_mask = (samples >= 0).all(axis=0) | |
| if not pos_mask.any(): | |
| return 0 | |
| medians = np.median(np.abs(samples), axis=0) | |
| candidates = np.where( | |
| pos_mask & (medians >= 1.0) & (medians <= 5000.0) | |
| )[0] | |
| if len(candidates) == 0: | |
| return 0 | |
| cand_meds = medians[candidates] | |
| log_cand = np.log10(cand_meds + 1e-9) | |
| target = np.median(log_cand) | |
| return int(candidates[np.argmin(np.abs(log_cand - target))]) | |
| def _sha256_dir(path: pathlib.Path) -> str: | |
| """Stable SHA256 over a directory tree (sorted file order).""" | |
| h = hashlib.sha256() | |
| if not path.exists(): | |
| return h.hexdigest() | |
| for fp in sorted(path.rglob("*")): | |
| if not fp.is_file(): | |
| continue | |
| h.update(fp.relative_to(path).as_posix().encode("utf-8")) | |
| h.update(b"\x00") | |
| h.update(fp.read_bytes()) | |
| return h.hexdigest() | |
| # ── Per-task (X, y) → (instruction, response) pair builders ────────────── | |
| def _t1_pairs( | |
| X: np.ndarray, y: np.ndarray, *, close_idx: int, | |
| ) -> list[tuple[str, str]]: | |
| """T1 SFT pairs: (numeric history → horizon close trajectory). | |
| The instruction matches :func:`_t1_predict_prompt` so the SFT-trained | |
| adapter sees the same prompt at fit and predict time. The response is | |
| a bare JSON array of ``horizon`` floats — directly parseable by | |
| :func:`_parse_horizon_list`. | |
| """ | |
| if X.ndim != 3 or y.ndim != 2: | |
| raise ValueError( | |
| f"T1 expects X (N,L,F), y (N,H); got X={X.shape}, y={y.shape}" | |
| ) | |
| n, _lookback, _ = X.shape | |
| horizon = y.shape[1] | |
| pairs: list[tuple[str, str]] = [] | |
| for i in range(n): | |
| close_history = X[i, :, close_idx] | |
| instr = _t1_predict_prompt(close_history, X.shape[1], horizon) | |
| target_str = ", ".join( | |
| f"{round(float(v), 2)}" for v in y[i].tolist() | |
| ) | |
| resp = f"[{target_str}]" | |
| pairs.append((instr, resp)) | |
| return pairs | |
| def _t2_t5_pairs( | |
| X: pd.DataFrame, y: np.ndarray, *, task: str, | |
| ) -> list[tuple[str, str]]: | |
| pairs: list[tuple[str, str]] = [] | |
| if task == "T2": | |
| for (_, row), tgt in zip(X.iterrows(), y): | |
| sector = row.get("sector", "Unknown") | |
| revenue = _safe_float(row.get("stmt_revenue", 0)) | |
| net_income = _safe_float(row.get("stmt_net_income", 0)) | |
| total_assets = _safe_float(row.get("stmt_total_assets", 0)) | |
| employees = row.get("fullTimeEmployees", "N/A") | |
| instr = ( | |
| f"You are a financial analyst. Estimate the total equity " | |
| f"market capitalization of this company.\n\n" | |
| f"Sector: {sector}\n" | |
| f"Revenue: ${revenue:,.0f}\n" | |
| f"Net Income: ${net_income:,.0f}\n" | |
| f"Total Assets: ${total_assets:,.0f}\n" | |
| f"Employees: {employees}" | |
| ) | |
| resp = f"Estimated market cap: ${float(tgt):,.0f}" | |
| pairs.append((instr, resp)) | |
| else: # T5 | |
| stmt_cols = [c for c in X.columns if c.startswith("stmt_")] | |
| for (_, row), tgt in zip(X.iterrows(), y): | |
| sector = row.get("sector", "Unknown") | |
| industry = row.get("industry", "Unknown") | |
| items = [] | |
| for c in stmt_cols: | |
| val = row.get(c) | |
| if pd.notna(val): | |
| try: | |
| items.append(f"{c}: ${float(val):,.0f}") | |
| except (TypeError, ValueError): | |
| continue | |
| block = "\n".join(items) if items else "No financial statement data available" | |
| instr = ( | |
| f"You are a private equity analyst. Given ONLY financial " | |
| f"statement data (no market price), estimate the market " | |
| f"capitalization of this company.\n\n" | |
| f"Sector: {sector}\nIndustry: {industry}\n{block}" | |
| ) | |
| resp = f"Estimated market cap: ${float(tgt):,.0f}" | |
| pairs.append((instr, resp)) | |
| return pairs | |
| def _t3_t6_pairs( | |
| X: pd.DataFrame, y: pd.DataFrame, *, task: str, | |
| ) -> list[tuple[str, str]]: | |
| """T3 / T6: build one pair per (ticker, fiscal_year) row of X. | |
| Response is a JSON object aggregating all ground-truth fields for | |
| that (ticker, fiscal_year). Rows missing in ``y`` are skipped (no | |
| silent zero-fill). | |
| """ | |
| pairs: list[tuple[str, str]] = [] | |
| # Group y by (ticker, fiscal_year) | |
| if y.empty: | |
| return pairs | |
| y_grouped = ( | |
| y.groupby(["ticker", "fiscal_year"]) | |
| .apply(lambda g: dict(zip(g["field"], g["value"]))) | |
| .to_dict() | |
| ) | |
| fields_seen: list[str] = [] | |
| for _, row in X.iterrows(): | |
| ticker = str(row.get("ticker", "?")) | |
| fy = row.get("fiscal_year", None) | |
| key = (ticker, fy) | |
| # Pandas Int64 keys may not round-trip; try a tolerant lookup. | |
| if key not in y_grouped: | |
| for cand_key in y_grouped: | |
| if str(cand_key[0]) == ticker and str(cand_key[1]) == str(fy): | |
| key = cand_key | |
| break | |
| gt_fields = y_grouped.get(key, {}) | |
| if not gt_fields: | |
| continue | |
| fields_str = ", ".join(sorted(gt_fields.keys())) | |
| if not fields_seen: | |
| fields_seen = sorted(gt_fields.keys()) | |
| if task == "T3": | |
| sector = row.get("sector", "Unknown") | |
| revenue = _safe_float(row.get("stmt_revenue", 0)) | |
| net_income = _safe_float(row.get("stmt_net_income", 0)) | |
| instr = ( | |
| f"You are a financial analyst. Given {ticker}'s known " | |
| f"fundamentals (sector={sector}, revenue=${revenue:,.0f}, " | |
| f"net_income=${net_income:,.0f}), predict these XBRL " | |
| f"fields: [{fields_str}]" | |
| ) | |
| else: # T6 | |
| description = row.get( | |
| "company_description", f"A company with ticker {ticker}", | |
| ) | |
| sector = row.get("sector", "Unknown") | |
| industry = row.get("industry", "Unknown") | |
| instr = ( | |
| f"Given this company description: '{description}', " | |
| f"sector: '{sector}', industry: '{industry}', generate " | |
| f"plausible financial statement values for these XBRL " | |
| f"fields: [{fields_str}]" | |
| ) | |
| resp = json.dumps( | |
| {k: round(float(v), 2) for k, v in gt_fields.items() | |
| if pd.notna(v)}, | |
| ) | |
| pairs.append((instr, resp)) | |
| return pairs | |
| def _t4_pairs(X: Any, y: np.ndarray) -> list[tuple[str, str]]: | |
| if isinstance(X, pd.DataFrame): | |
| event_type = X.get("event_type", pd.Series([], dtype=object)).to_numpy() | |
| event_desc = X.get( | |
| "event_description", pd.Series([""] * len(event_type), dtype=object), | |
| ).to_numpy() | |
| elif isinstance(X, dict): | |
| event_type = np.asarray(X.get("event_type", [])) | |
| event_desc = np.asarray(X.get("event_description", [])) | |
| else: | |
| raise ValueError( | |
| f"T4 X must be DataFrame or dict, got {type(X).__name__}" | |
| ) | |
| pairs: list[tuple[str, str]] = [] | |
| for et, ed, tgt in zip(event_type, event_desc, y): | |
| et_s = str(et) if et is not None else "unknown" | |
| ed_s = str(ed)[:200] if ed is not None else "" | |
| instr = ( | |
| f"You are a financial analyst. Given the scenario:\n" | |
| f"- Event type: {et_s}\n" | |
| + (f"- Description: {ed_s}\n" if ed_s else "") | |
| + "\nPredict the stock return (%) following this event." | |
| ) | |
| resp = f"Predicted return: {float(tgt):.2f}%" | |
| pairs.append((instr, resp)) | |
| return pairs | |
| def _t7_pairs(X: pd.DataFrame, y: pd.DataFrame) -> list[tuple[str, str]]: | |
| pairs: list[tuple[str, str]] = [] | |
| y_by_addr = ( | |
| y.set_index("address").to_dict("index") | |
| if "address" in y.columns else {} | |
| ) | |
| for _, row in X.iterrows(): | |
| addr = row.get("address", None) | |
| gt = y_by_addr.get(addr, {}) | |
| rent_val = float(gt.get("rent", 0) or 0) if gt else 0.0 | |
| price_val = float(gt.get("price", 0) or 0) if gt else 0.0 | |
| if rent_val <= 0 and price_val <= 0: | |
| continue | |
| city = row.get("city", "Unknown") | |
| state = row.get("state", "Unknown") | |
| property_type = row.get("property_type", "Unknown") | |
| sqft = row.get("sqft", "N/A") | |
| beds = row.get("bedrooms", row.get("beds", "N/A")) | |
| baths = row.get("bathrooms", row.get("baths", "N/A")) | |
| year_built = row.get("year_built", "N/A") | |
| instr = ( | |
| f"Estimate AS OF 2026-04-11. Given this property: " | |
| f"location={city}, {state}, type={property_type}, sqft={sqft}, " | |
| f"beds={beds}, baths={baths}, year_built={year_built}. " | |
| f"Estimate the monthly rent and sale price." | |
| ) | |
| resp = json.dumps( | |
| {"rent": round(rent_val, 2), "price": round(price_val, 2)}, | |
| ) | |
| pairs.append((instr, resp)) | |
| return pairs | |
| # ── Per-task predict prompts (no labels) ────────────────────────────────── | |
| def _t1_predict_prompt( | |
| history: np.ndarray, lookback: int, horizon: int, | |
| ) -> str: | |
| last = float(history[-1]) if len(history) else 0.0 | |
| mean = float(np.mean(history)) if len(history) else 0.0 | |
| std = float(np.std(history)) if len(history) else 0.0 | |
| denom = max(float(history[0]) if len(history) else 1e-2, 1e-2) | |
| trend = float((history[-1] - history[0]) / denom * 100) if len(history) else 0.0 | |
| last20 = ", ".join(f"{v:.4f}" for v in history[-20:]) | |
| return ( | |
| f"You are a quantitative analyst. Predict the daily closing prices " | |
| f"of the stock for each of the next {horizon} trading days, given:\n" | |
| f"- Current close: ${last:.2f}\n" | |
| f"- Past {lookback} closes: mean=${mean:.2f}, std=${std:.2f}, " | |
| f"trend={trend:+.1f}%\n" | |
| f"- Recent close series (last 20 of {lookback}): [{last20}]\n\n" | |
| f"Reply with ONLY a JSON array of {horizon} floats, one per future " | |
| f"trading day, in chronological order:\n" | |
| f"[float, float, ..., float]" | |
| ) | |
| # ── Dry-run engine for CPU-only smoke tests ────────────────────────────── | |
| class _DryRunFTEngine: | |
| """Deterministic stand-in for an SFT-trained LLM during smoke tests. | |
| Returns shape-correct placeholder responses so :meth:`predict` can be | |
| exercised without HF / peft / GPU. The runner never sees this in | |
| real runs (it injects a real OpenAIChatEngine pointed at a vLLM | |
| LoRA-aware endpoint via ``--enable-lora``). | |
| Exposes BOTH the legacy ``generate(prompt)`` hook AND the unified | |
| ``chat_complete(messages, ...)`` protocol so it slots into the same | |
| code path the real OpenAIChatEngine uses. | |
| """ | |
| def __init__(self, marker: float = 1.0) -> None: | |
| self.marker = float(marker) | |
| self.model_id = "dry-run-ft" | |
| def generate(self, prompt: str) -> str: # noqa: D401 | |
| lower = prompt.lower() | |
| if "rent" in lower and "sale price" in lower: | |
| return '{"rent": 2000, "price": 500000}' | |
| if "xbrl" in lower: | |
| return '{"Revenues": 1000000, "NetIncomeLoss": 100000}' | |
| if "predict the stock return" in lower: | |
| return f"Predicted return: {self.marker:.2f}%" | |
| if "json array" in lower: | |
| # T1 horizon-list forecast: try to recover horizon from prompt. | |
| m = re.search(r"json array of (\d+) floats", lower) | |
| horizon = int(m.group(1)) if m else 21 | |
| return "[" + ", ".join( | |
| [f"{self.marker:.4f}"] * horizon | |
| ) + "]" | |
| if "next" in lower and "closing prices" in lower: | |
| # Legacy fallback: emit a 21-element horizon list. | |
| return "[" + ", ".join([f"{self.marker:.4f}"] * 21) + "]" | |
| return f"{self.marker:.4f}" | |
| def chat_complete( | |
| self, | |
| messages: list[dict[str, str]], | |
| *, | |
| max_tokens: int = 256, | |
| temperature: float = 0.0, | |
| top_p: float = 1.0, | |
| ) -> str: | |
| """Adapt the unified chat-complete protocol to the legacy generate hook.""" | |
| try: | |
| prompt = " ".join( | |
| str(m.get("content", "")) for m in (messages or []) | |
| ) | |
| except Exception: | |
| prompt = "" | |
| return self.generate(prompt) | |
| def chat_complete_batch( | |
| self, | |
| batched_messages, | |
| *, | |
| max_tokens: int = 256, | |
| temperature: float = 0.0, | |
| top_p: float = 1.0, | |
| ) -> list[str]: | |
| return [ | |
| self.chat_complete(msgs, max_tokens=max_tokens) | |
| for msgs in batched_messages | |
| ] | |
| # ── Main class ──────────────────────────────────────────────────────────── | |
| class LLMFineTuned(_HFSaveMixin, Method): | |
| """LoRA SFT wrapper around any of the four MacroLens panel LLMs. | |
| The base model is selected via ``LLMFineTunedConfig.model_id``; the | |
| corresponding panel short-name (``llama_scout`` / ``gemma4`` / | |
| ``qwen35``) is recovered from the HF id when needed. | |
| Parameters | |
| ---------- | |
| task : {"T1", ..., "T7"} | |
| Task this instance is fitted for. | |
| config : LLMFineTunedConfig | None | |
| Hyperparameters (LoRA r/alpha, epochs, learning rate, ...). | |
| Defaults to :meth:`default_config`. | |
| base_model : {"llama_scout","gemma4","qwen35"} | None | |
| Convenience override; if provided, sets | |
| ``config.model_id`` accordingly. | |
| dry_run : bool | |
| When True, fit / predict short-circuit to a CPU-only deterministic | |
| stand-in for shape-only smoke testing. No HF / peft / torch GPU | |
| is required. Default: False. | |
| Notes | |
| ----- | |
| The QLoRA SFT recipe is preserved verbatim from | |
| :mod:`baselines.llm_finetune`: bnb NF4 4-bit quant, paged AdamW 8-bit, | |
| LoRA on q/k/v/o projections, bf16 compute. The Gemma-4 special-case | |
| (load full MM checkpoint, keep only ``language_model``) is applied | |
| for ``base_model="gemma4"``. | |
| Runner-side dispatch | |
| -------------------- | |
| Per plan §9, the SFT base model is picked from the post-hoc-selected | |
| ZS winner. :meth:`from_zs_winner` is the intended dispatch entrypoint: | |
| it takes a per-method dict of zero-shot scores (lower-is-better) and | |
| returns an instance with ``base_model`` set to the argmin. | |
| """ | |
| def __init__( | |
| self, | |
| *, | |
| task: str, | |
| config: LLMFineTunedConfig | None = None, | |
| engine: Any = None, | |
| base_model: Literal[ | |
| "llama_scout", "gemma4", "qwen35", None | |
| ] | None = None, | |
| dry_run: bool = False, | |
| **kwargs: Any, | |
| ) -> None: | |
| if task not in self.tasks: | |
| raise ValueError( | |
| f"LLMFineTuned: task={task!r} not in supported set " | |
| f"{sorted(self.tasks)}" | |
| ) | |
| if config is None: | |
| config = LLMFineTunedConfig(**kwargs) if kwargs else LLMFineTunedConfig() | |
| elif kwargs: | |
| merged = {**config.model_dump(), **kwargs} | |
| config = LLMFineTunedConfig(**merged) | |
| if base_model is not None: | |
| mid = _BASE_MODEL_ID.get(base_model) | |
| if mid is None: | |
| raise ValueError( | |
| f"base_model={base_model!r}; expected one of " | |
| f"{sorted(_BASE_MODEL_ID)}" | |
| ) | |
| config = LLMFineTunedConfig( | |
| **{**config.model_dump(), "model_id": mid}, | |
| ) | |
| self.task = task | |
| self.config = config | |
| # Honor either an explicit ``dry_run`` ctor kwarg OR ``config.dry_run`` | |
| # (the smoke-test path sets the latter via ``cfg.model_copy(...)``). | |
| self.dry_run = bool(dry_run) or bool(getattr(config, "dry_run", False)) | |
| # Adapter / tokenizer state (populated by fit / load). | |
| self._adapter_dir: pathlib.Path | None = None | |
| self._tokenizer_dir: pathlib.Path | None = None | |
| self._model: Any = None | |
| self._tokenizer: Any = None | |
| # OpenAIChatEngine injected by the runner for HTTP-served LoRA | |
| # inference. ``_dry_engine`` is the local fallback used when | |
| # ``dry_run=True`` AND no real engine was supplied. | |
| self.engine: Any = engine | |
| self._dry_engine: _DryRunFTEngine | None = ( | |
| _DryRunFTEngine() if self.dry_run else None | |
| ) | |
| # Per-task hints (mirrors :mod:`methods.llm_ts_reason`). | |
| self._t1_close_idx: int | None = None | |
| self._t1_horizon: int = 21 | |
| # T3/T6 fitted-field tracking: predict-time prompts need to declare | |
| # the same field list the adapter was trained on. Populated by | |
| # ``fit`` and used by ``_predict_t3_t6``. | |
| self._fitted_fields_per_ticker: dict[str, list[str]] = {} | |
| self._fitted_fields_global: list[str] = [] | |
| self.last_predict_meta: dict[str, Any] = {} | |
| # ── fit (LoRA SFT) ─────────────────────────────────────────────────── | |
| def default_config(cls) -> LLMFineTunedConfig: | |
| return LLMFineTunedConfig() | |
| def from_zs_winner( | |
| cls, | |
| zs_results: dict[str, float], | |
| *, | |
| task: str, | |
| config: LLMFineTunedConfig | None = None, | |
| **kwargs: Any, | |
| ) -> "LLMFineTuned": | |
| """Construct an instance keyed to the zero-shot winner. | |
| Parameters | |
| ---------- | |
| zs_results : dict[str, float] | |
| Per-method primary-metric scores, e.g. | |
| ``{"llama_scout": 0.5, "gemma4": 0.4, ...}``. Lower-is-better: | |
| the argmin is selected as the LoRA SFT base model. | |
| task : str | |
| Task this instance will be fitted for. | |
| config, **kwargs | |
| Forwarded to :class:`LLMFineTuned` along with the resolved | |
| ``base_model``. | |
| Returns | |
| ------- | |
| LLMFineTuned | |
| An instance with ``base_model`` set to the argmin of | |
| ``zs_results`` (restricted to the four panel LLMs). | |
| Raises | |
| ------ | |
| ValueError | |
| If ``zs_results`` is empty or contains no recognised panel | |
| short-names (``llama_scout``, ``gemma4``, ``qwen35``). | |
| """ | |
| if not zs_results: | |
| raise ValueError( | |
| "from_zs_winner: zs_results is empty; cannot pick a winner." | |
| ) | |
| valid = { | |
| k: float(v) | |
| for k, v in zs_results.items() | |
| if k in _BASE_MODEL_ID | |
| } | |
| if not valid: | |
| raise ValueError( | |
| f"from_zs_winner: zs_results keys {sorted(zs_results)} " | |
| f"contain no recognised panel short-name; expected any of " | |
| f"{sorted(_BASE_MODEL_ID)}." | |
| ) | |
| winner = min(valid, key=lambda k: valid[k]) | |
| return cls( | |
| task=task, config=config, base_model=winner, **kwargs, | |
| ) | |
| def fit(self, X: Any, y: Any, *, seed: int = 42) -> "Method": | |
| """Run LoRA SFT on (X, y) framed as (instruction, response) pairs. | |
| In ``dry_run=True`` mode this is a no-op (no HF deps needed). In | |
| normal mode it loads the base model with bnb NF4, applies a LoRA | |
| adapter, runs SFT via TRL's ``SFTTrainer``, and stores the | |
| merged adapter dir on ``self._adapter_dir``. | |
| """ | |
| _seed_from_env(seed) | |
| # Capture T1 horizon from y so ``predict`` emits matching length | |
| # trajectories. The default ``_t1_horizon = 21`` is wrong for the | |
| # canonical T1 task whose horizon is 252 trading days. | |
| if self.task == "T1" and isinstance(y, np.ndarray) and y.ndim == 2: | |
| self._t1_horizon = int(y.shape[1]) | |
| # Capture the T3/T6 fitted-field set so predict-time prompts can | |
| # declare the same fields the adapter was trained on. | |
| if self.task in ("T3", "T6"): | |
| if isinstance(y, pd.DataFrame) and not y.empty and "field" in y.columns: | |
| self._fitted_fields_per_ticker = { | |
| str(t): sorted(grp["field"].astype(str).unique().tolist()) | |
| for t, grp in y.groupby("ticker", sort=False) | |
| } | |
| self._fitted_fields_global = sorted( | |
| y["field"].astype(str).unique().tolist() | |
| ) | |
| if self.dry_run: | |
| return self | |
| # Build (instruction, response) pairs for the task. | |
| pairs = self._build_pairs(X, y) | |
| if not pairs: | |
| raise RuntimeError( | |
| f"LLMFineTuned.fit({self.task}): no training pairs constructed." | |
| ) | |
| texts = [ | |
| f"### Instruction:\n{instr}\n\n### Response:\n{resp}" | |
| for instr, resp in pairs | |
| ] | |
| try: | |
| import torch | |
| from transformers import ( | |
| AutoModelForCausalLM, AutoTokenizer, | |
| BitsAndBytesConfig, TrainingArguments, | |
| ) | |
| from peft import ( | |
| LoraConfig, get_peft_model, prepare_model_for_kbit_training, | |
| ) | |
| from trl import SFTTrainer | |
| from datasets import Dataset as HFDataset | |
| except ImportError as exc: | |
| raise RuntimeError( | |
| "LLMFineTuned.fit requires transformers + peft + trl + " | |
| f"bitsandbytes + datasets. Underlying error: {exc!r}" | |
| ) from exc | |
| quant_config = BitsAndBytesConfig( | |
| load_in_4bit=True, | |
| bnb_4bit_quant_type="nf4", | |
| bnb_4bit_use_double_quant=True, | |
| bnb_4bit_compute_dtype=torch.bfloat16, | |
| ) | |
| model_id = self.config.model_id | |
| # Gemma-4 special-case: full MM checkpoint → text-only language model. | |
| if "gemma-4" in model_id.lower(): | |
| from transformers import ( | |
| Gemma4ForCausalLM, | |
| Gemma4ForConditionalGeneration, | |
| ) | |
| full_model = Gemma4ForConditionalGeneration.from_pretrained( | |
| model_id, | |
| quantization_config=quant_config, | |
| device_map="auto", | |
| trust_remote_code=True, | |
| torch_dtype=torch.bfloat16, | |
| attn_implementation="eager", | |
| ) | |
| text_config = full_model.config.text_config | |
| model = Gemma4ForCausalLM(text_config) | |
| model.model = full_model.model.language_model | |
| if hasattr(full_model, "lm_head"): | |
| model.lm_head = full_model.lm_head | |
| model.config._name_or_path = model_id | |
| del full_model | |
| else: | |
| model = AutoModelForCausalLM.from_pretrained( | |
| model_id, | |
| quantization_config=quant_config, | |
| device_map="auto", | |
| trust_remote_code=True, | |
| torch_dtype=torch.bfloat16, | |
| attn_implementation="eager", | |
| ) | |
| tokenizer = AutoTokenizer.from_pretrained( | |
| model_id, trust_remote_code=True, | |
| ) | |
| if tokenizer.pad_token is None: | |
| tokenizer.pad_token = tokenizer.eos_token | |
| model = prepare_model_for_kbit_training(model) | |
| lora_cfg = LoraConfig( | |
| r=self.config.lora_r, | |
| lora_alpha=self.config.lora_alpha, | |
| target_modules=["q_proj", "k_proj", "v_proj", "o_proj"], | |
| lora_dropout=0.05, | |
| bias="none", | |
| task_type="CAUSAL_LM", | |
| ) | |
| model = get_peft_model(model, lora_cfg) | |
| # Output dir under a process-local checkpoint root so multiple | |
| # (task, seed) fits don't collide. | |
| ckpt_root = pathlib.Path( | |
| os.environ.get( | |
| "MACROLENS_CHECKPOINT_ROOT", | |
| str(pathlib.Path.home() / ".cache" / "macrolens" / "llm_ft"), | |
| ) | |
| ) | |
| model_short = model_id.split("/")[-1].lower().replace("-", "_") | |
| output_dir = ckpt_root / f"{model_short}_{self.task}_seed{seed}" | |
| output_dir.mkdir(parents=True, exist_ok=True) | |
| train_dataset = HFDataset.from_dict({"text": texts}) | |
| training_args = TrainingArguments( | |
| output_dir=str(output_dir), | |
| num_train_epochs=self.config.epochs, | |
| per_device_train_batch_size=4, | |
| gradient_accumulation_steps=8, | |
| learning_rate=self.config.learning_rate, | |
| weight_decay=0.01, | |
| warmup_ratio=0.1, | |
| logging_steps=50, | |
| save_strategy="epoch", | |
| save_total_limit=1, | |
| report_to="none", | |
| fp16=False, | |
| bf16=True, | |
| gradient_checkpointing=True, | |
| optim="paged_adamw_8bit", | |
| max_grad_norm=0.3, | |
| seed=seed, | |
| ) | |
| trainer = SFTTrainer( | |
| model=model, | |
| args=training_args, | |
| train_dataset=train_dataset, | |
| ) | |
| trainer.train() | |
| # Persist the adapter inline so ``predict`` can re-load it with | |
| # the same artifact ``save`` will expose downstream. | |
| adapter_dir = output_dir / "adapter" | |
| tokenizer_dir = output_dir / "tokenizer" | |
| model.save_pretrained(str(adapter_dir)) | |
| tokenizer.save_pretrained(str(tokenizer_dir)) | |
| self._model = model | |
| self._tokenizer = tokenizer | |
| self._adapter_dir = adapter_dir | |
| self._tokenizer_dir = tokenizer_dir | |
| return self | |
| def _build_pairs(self, X: Any, y: Any) -> list[tuple[str, str]]: | |
| """Dispatch to the per-task pair builder.""" | |
| if self.task == "T1": | |
| X_arr = np.asarray(X, dtype=np.float32) | |
| close_idx = ( | |
| self._t1_close_idx | |
| if self._t1_close_idx is not None | |
| else _find_close_idx_from_array(X_arr) | |
| ) | |
| return _t1_pairs(X_arr, np.asarray(y, dtype=np.float32), | |
| close_idx=close_idx) | |
| if self.task in ("T2", "T5"): | |
| return _t2_t5_pairs(X, np.asarray(y, dtype=np.float64), | |
| task=self.task) | |
| if self.task in ("T3", "T6"): | |
| return _t3_t6_pairs(X, y, task=self.task) | |
| if self.task == "T4": | |
| return _t4_pairs(X, np.asarray(y, dtype=np.float32)) | |
| if self.task == "T7": | |
| return _t7_pairs(X, y) | |
| raise ValueError(f"Unknown task: {self.task!r}") | |
| # ── predict (adapter inference) ────────────────────────────────────── | |
| def predict(self, X: Any) -> np.ndarray | pd.DataFrame: | |
| if self.task == "T1": | |
| return self._predict_t1(X) | |
| if self.task == "T2": | |
| return self._predict_t2_t5(X, task="T2") | |
| if self.task == "T3": | |
| return self._predict_t3_t6(X, task="T3") | |
| if self.task == "T4": | |
| return self._predict_t4(X) | |
| if self.task == "T5": | |
| return self._predict_t2_t5(X, task="T5") | |
| if self.task == "T6": | |
| return self._predict_t3_t6(X, task="T6") | |
| if self.task == "T7": | |
| return self._predict_t7(X) | |
| raise ValueError(f"Unknown task: {self.task!r}") | |
| def _generate(self, prompt: str, *, max_new_tokens: int = 256) -> str: | |
| """Run a single-prompt generate. | |
| Resolution order: | |
| 1. Injected ``self.engine`` (an | |
| :class:`methods._openai_engine.OpenAIChatEngine` against a | |
| vLLM ``--enable-lora`` endpoint serving the adapter as | |
| ``model_id``). Preferred path; HTTP, no GPUs in this process. | |
| 2. In-process ``self._model`` / ``self._tokenizer`` (set by | |
| ``fit`` / ``load`` with peft + bnb). Legacy path kept for | |
| backwards compatibility when no HTTP endpoint is available. | |
| 3. ``self._dry_engine`` (when ``dry_run=True``). | |
| """ | |
| # Wrap instruction-tuned prompt envelope so the SFT-trained | |
| # adapter sees the same text shape at fit and predict time. | |
| full_prompt = f"### Instruction:\n{prompt}\n\n### Response:\n" | |
| # 1. Real OpenAI-compatible engine (preferred). | |
| if self.engine is not None and hasattr(self.engine, "chat_complete"): | |
| messages = [{"role": "user", "content": full_prompt}] | |
| return str(self.engine.chat_complete( | |
| messages, max_tokens=max_new_tokens, temperature=0.0, | |
| )) | |
| # 3. Dry-run fallback (smoke tests). | |
| if self.dry_run: | |
| assert self._dry_engine is not None | |
| return self._dry_engine.generate(prompt) | |
| # 2. In-process peft model fallback. | |
| if self._model is None or self._tokenizer is None: | |
| raise RuntimeError( | |
| "LLMFineTuned.predict: no engine injected, model/tokenizer " | |
| "not loaded, and dry_run=False. Either inject an " | |
| "OpenAIChatEngine via the engine= ctor kwarg, call " | |
| ".fit(...) / .load(...) first, or set dry_run=True." | |
| ) | |
| import torch | |
| inputs = self._tokenizer( | |
| full_prompt, return_tensors="pt", truncation=True, max_length=2048, | |
| ) | |
| dev = next(self._model.parameters()).device | |
| inputs = {k: v.to(dev) for k, v in inputs.items()} | |
| with torch.no_grad(): | |
| outputs = self._model.generate( | |
| **inputs, | |
| max_new_tokens=max_new_tokens, | |
| do_sample=False, | |
| pad_token_id=self._tokenizer.eos_token_id, | |
| ) | |
| return self._tokenizer.decode( | |
| outputs[0][inputs["input_ids"].shape[1]:], | |
| skip_special_tokens=True, | |
| ) | |
| # ── Per-task predictors (mirror :mod:`methods.llm_ts_reason`) ── | |
| def _predict_t1(self, X: np.ndarray) -> np.ndarray: | |
| if not isinstance(X, np.ndarray) or X.ndim != 3: | |
| raise ValueError( | |
| f"T1 X must be (N, lookback, F) np.ndarray, got " | |
| f"shape={getattr(X, 'shape', None)} type={type(X).__name__}" | |
| ) | |
| n, lookback, _ = X.shape | |
| horizon = int(self._t1_horizon) | |
| if n == 0: | |
| self.last_predict_meta = {"task": "T1", "n_attempted": 0, | |
| "n_parse_errors": 0} | |
| return np.zeros((0, horizon), dtype=np.float32) | |
| close_idx = ( | |
| self._t1_close_idx | |
| if self._t1_close_idx is not None | |
| else _find_close_idx_from_array(X) | |
| ) | |
| preds = np.full((n, horizon), np.nan, dtype=np.float32) | |
| n_errors = 0 | |
| # Trajectory output requires more tokens than a single scalar: | |
| # budget ~12 tokens per horizon step plus brackets/separators. | |
| max_new_tokens = max(64, 12 * horizon + 16) | |
| for i in range(n): | |
| history = X[i, :, close_idx] | |
| prompt = _t1_predict_prompt(history, lookback, horizon) | |
| response = self._generate(prompt, max_new_tokens=max_new_tokens) | |
| traj = _parse_horizon_list(response, horizon) | |
| if traj is None: | |
| n_errors += 1 | |
| continue | |
| preds[i, :] = traj | |
| self.last_predict_meta = { | |
| "task": "T1", "n_attempted": int(n), | |
| "n_parse_errors": int(n_errors), | |
| "horizon": horizon, "close_idx": int(close_idx), | |
| } | |
| return preds | |
| def _predict_t2_t5( | |
| self, X: pd.DataFrame, *, task: str, | |
| ) -> np.ndarray: | |
| if not isinstance(X, pd.DataFrame): | |
| raise ValueError( | |
| f"{task} X must be a DataFrame, got {type(X).__name__}" | |
| ) | |
| n = len(X) | |
| if n == 0: | |
| self.last_predict_meta = {"task": task, "n_attempted": 0, | |
| "n_parse_errors": 0} | |
| return np.zeros(0, dtype=np.float32) | |
| if task == "T2": | |
| instructions = [] | |
| for _, row in X.iterrows(): | |
| sector = row.get("sector", "Unknown") | |
| revenue = _safe_float(row.get("stmt_revenue", 0)) | |
| net_income = _safe_float(row.get("stmt_net_income", 0)) | |
| total_assets = _safe_float(row.get("stmt_total_assets", 0)) | |
| employees = row.get("fullTimeEmployees", "N/A") | |
| instructions.append( | |
| f"You are a financial analyst. Estimate the total " | |
| f"equity market capitalization of this company.\n\n" | |
| f"Sector: {sector}\nRevenue: ${revenue:,.0f}\n" | |
| f"Net Income: ${net_income:,.0f}\n" | |
| f"Total Assets: ${total_assets:,.0f}\n" | |
| f"Employees: {employees}" | |
| ) | |
| else: | |
| # Match `_t2_t5_pairs` (T5 branch) exactly. | |
| stmt_cols = [c for c in X.columns if c.startswith("stmt_")] | |
| instructions = [] | |
| for _, row in X.iterrows(): | |
| sector = row.get("sector", "Unknown") | |
| industry = row.get("industry", "Unknown") | |
| items = [] | |
| for c in stmt_cols: | |
| val = row.get(c) | |
| if pd.notna(val): | |
| try: | |
| items.append(f"{c}: ${float(val):,.0f}") | |
| except (TypeError, ValueError): | |
| continue | |
| block = ( | |
| "\n".join(items) if items | |
| else "No financial statement data available" | |
| ) | |
| instructions.append( | |
| f"You are a private equity analyst. Given ONLY financial " | |
| f"statement data (no market price), estimate the market " | |
| f"capitalization of this company.\n\n" | |
| f"Sector: {sector}\nIndustry: {industry}\n{block}" | |
| ) | |
| preds = np.full(n, np.nan, dtype=np.float64) | |
| n_errors = 0 | |
| for i, prompt in enumerate(instructions): | |
| response = self._generate(prompt, max_new_tokens=64) | |
| v = _parse_first_number(response) | |
| if v is None or v <= 0: | |
| n_errors += 1 | |
| continue | |
| preds[i] = float(v) | |
| self.last_predict_meta = { | |
| "task": task, "n_attempted": int(n), | |
| "n_parse_errors": int(n_errors), | |
| } | |
| return preds | |
| def _predict_t3_t6( | |
| self, X: pd.DataFrame, *, task: str, | |
| ) -> pd.DataFrame: | |
| if not isinstance(X, pd.DataFrame): | |
| raise ValueError( | |
| f"{task} X must be a DataFrame, got {type(X).__name__}" | |
| ) | |
| n = len(X) | |
| if n == 0: | |
| self.last_predict_meta = {"task": task, "n_attempted": 0, | |
| "n_parse_errors": 0} | |
| return pd.DataFrame( | |
| columns=["ticker", "fiscal_year", "field", "pred"] | |
| ) | |
| # Field set: per-ticker if fitted, else global, else default panel. | |
| global_fields = ( | |
| self._fitted_fields_global | |
| or list(_DEFAULT_T3_T6_FIELDS) | |
| ) | |
| rows: list[dict[str, Any]] = [] | |
| n_errors = 0 | |
| for _, row in X.iterrows(): | |
| ticker = str(row.get("ticker", "?")) | |
| fy = row.get("fiscal_year", None) | |
| fields_for_row = ( | |
| self._fitted_fields_per_ticker.get(ticker) | |
| or global_fields | |
| ) | |
| fields_str = ", ".join(fields_for_row) | |
| if task == "T3": | |
| sector = row.get("sector", "Unknown") | |
| revenue = _safe_float(row.get("stmt_revenue", 0)) | |
| net_income = _safe_float(row.get("stmt_net_income", 0)) | |
| # Match `_t3_pairs` exactly so the adapter sees the same | |
| # instruction text at predict time as it did during SFT. | |
| instr = ( | |
| f"You are a financial analyst. Given {ticker}'s known " | |
| f"fundamentals (sector={sector}, revenue=${revenue:,.0f}, " | |
| f"net_income=${net_income:,.0f}), predict these XBRL " | |
| f"fields: [{fields_str}]" | |
| ) | |
| else: | |
| description = row.get( | |
| "company_description", f"A company with ticker {ticker}", | |
| ) | |
| sector = row.get("sector", "Unknown") | |
| industry = row.get("industry", "Unknown") | |
| # Match `_t6_pairs` exactly. | |
| instr = ( | |
| f"Given this company description: '{description}', " | |
| f"sector: '{sector}', industry: '{industry}', generate " | |
| f"plausible financial statement values for these XBRL " | |
| f"fields: [{fields_str}]" | |
| ) | |
| response = self._generate(instr, max_new_tokens=512) | |
| parsed = _extract_json_object(response) | |
| if parsed is None: | |
| n_errors += 1 | |
| continue | |
| for field, val in parsed.items(): | |
| try: | |
| rows.append({ | |
| "ticker": ticker, "fiscal_year": fy, | |
| "field": str(field), "pred": float(val), | |
| }) | |
| except (TypeError, ValueError): | |
| continue | |
| self.last_predict_meta = { | |
| "task": task, "n_attempted": int(n), | |
| "n_parse_errors": int(n_errors), | |
| } | |
| return pd.DataFrame( | |
| rows, columns=["ticker", "fiscal_year", "field", "pred"] | |
| ) | |
| def _predict_t4(self, X: Any) -> np.ndarray: | |
| if isinstance(X, dict): | |
| event_type = np.asarray(X.get("event_type", [])) | |
| event_desc = np.asarray(X.get("event_description", [])) | |
| elif isinstance(X, pd.DataFrame): | |
| event_type = ( | |
| X["event_type"].to_numpy() | |
| if "event_type" in X.columns else np.array([]) | |
| ) | |
| event_desc = ( | |
| X["event_description"].to_numpy() | |
| if "event_description" in X.columns | |
| else np.array([""] * len(event_type)) | |
| ) | |
| else: | |
| raise ValueError( | |
| f"T4 X must be DataFrame or dict, got {type(X).__name__}" | |
| ) | |
| n = int(len(event_type)) | |
| if n == 0: | |
| self.last_predict_meta = {"task": "T4", "n_attempted": 0, | |
| "n_parse_errors": 0} | |
| return np.zeros(0, dtype=np.float32) | |
| preds = np.full(n, np.nan, dtype=np.float32) | |
| n_errors = 0 | |
| for i in range(n): | |
| et_s = str(event_type[i]) if event_type[i] is not None else "unknown" | |
| ed_s = str(event_desc[i])[:200] if event_desc[i] is not None else "" | |
| instr = ( | |
| f"You are a financial analyst. Given the scenario:\n" | |
| f"- Event type: {et_s}\n" | |
| + (f"- Description: {ed_s}\n" if ed_s else "") | |
| + "\nPredict the stock return (%) following this event." | |
| ) | |
| response = self._generate(instr, max_new_tokens=64) | |
| v = _parse_first_number(response) | |
| if v is None: | |
| n_errors += 1 | |
| continue | |
| preds[i] = float(v) | |
| self.last_predict_meta = { | |
| "task": "T4", "n_attempted": int(n), | |
| "n_parse_errors": int(n_errors), | |
| } | |
| return preds | |
| def _predict_t7(self, X: pd.DataFrame) -> pd.DataFrame: | |
| if not isinstance(X, pd.DataFrame): | |
| raise ValueError( | |
| f"T7 X must be a DataFrame, got {type(X).__name__}" | |
| ) | |
| n = len(X) | |
| if n == 0: | |
| self.last_predict_meta = {"task": "T7", "n_attempted": 0, | |
| "n_parse_errors": 0} | |
| return pd.DataFrame( | |
| columns=["address", "pred_rent", "pred_price"] | |
| ) | |
| rows: list[dict[str, Any]] = [] | |
| n_errors = 0 | |
| for _, row in X.iterrows(): | |
| addr = row.get("address", None) | |
| city = row.get("city", "Unknown") | |
| state = row.get("state", "Unknown") | |
| property_type = row.get("property_type", "Unknown") | |
| sqft = row.get("sqft", "N/A") | |
| beds = row.get("bedrooms", row.get("beds", "N/A")) | |
| baths = row.get("bathrooms", row.get("baths", "N/A")) | |
| year_built = row.get("year_built", "N/A") | |
| instr = ( | |
| f"Estimate AS OF 2026-04-11. Given this property: " | |
| f"location={city}, {state}, type={property_type}, " | |
| f"sqft={sqft}, beds={beds}, baths={baths}, " | |
| f"year_built={year_built}. Estimate the monthly rent and " | |
| f"sale price." | |
| ) | |
| response = self._generate(instr, max_new_tokens=128) | |
| parsed = _extract_json_object(response) | |
| if parsed is None: | |
| n_errors += 1 | |
| rows.append({"address": addr, "pred_rent": np.nan, | |
| "pred_price": np.nan}) | |
| continue | |
| ci = {str(k).lower(): v for k, v in parsed.items()} | |
| try: | |
| rent_val = float(ci.get("rent", 0) or 0) | |
| except (TypeError, ValueError): | |
| rent_val = np.nan | |
| try: | |
| price_val = float(ci.get("price", 0) or 0) | |
| except (TypeError, ValueError): | |
| price_val = np.nan | |
| rows.append({"address": addr, "pred_rent": rent_val, | |
| "pred_price": price_val}) | |
| self.last_predict_meta = { | |
| "task": "T7", "n_attempted": int(n), | |
| "n_parse_errors": int(n_errors), | |
| } | |
| return pd.DataFrame( | |
| rows, columns=["address", "pred_rent", "pred_price"] | |
| ) | |
| # ── HF save / load hooks ───────────────────────────────────────────── | |
| def _manifest(self) -> dict[str, Any]: | |
| m = super()._manifest() | |
| adapter_sha = "" | |
| if self._adapter_dir is not None and self._adapter_dir.exists(): | |
| adapter_sha = _sha256_dir(self._adapter_dir) | |
| m["sha256s"] = {"adapter": adapter_sha} | |
| return m | |
| def _hf_save(self, path: pathlib.Path) -> None: | |
| """Persist the LoRA adapter + tokenizer to ``path``. | |
| Layout:: | |
| path/manifest.json # Method ABC | |
| path/adapter/ # peft.PeftModel.save_pretrained | |
| path/tokenizer/ # tokenizer.save_pretrained | |
| path/adapter.sha256 # plain-text hash recorded in manifest | |
| """ | |
| if self.dry_run or self._adapter_dir is None: | |
| # Dry-run mode: write a placeholder so load() can detect mode. | |
| (path / "DRY_RUN").write_text("1\n") | |
| return | |
| import shutil | |
| target_adapter = path / "adapter" | |
| if target_adapter.exists(): | |
| shutil.rmtree(target_adapter) | |
| shutil.copytree(self._adapter_dir, target_adapter) | |
| if self._tokenizer_dir is not None and self._tokenizer_dir.exists(): | |
| target_tok = path / "tokenizer" | |
| if target_tok.exists(): | |
| shutil.rmtree(target_tok) | |
| shutil.copytree(self._tokenizer_dir, target_tok) | |
| sha = _sha256_dir(target_adapter) | |
| (path / "adapter.sha256").write_text(sha + "\n") | |
| def _hf_load(self, path: pathlib.Path) -> None: | |
| """Reload adapter + tokenizer; rebuild a merged model in memory. | |
| In dry_run mode this short-circuits (the placeholder marker file | |
| is detected and ``self._dry_engine`` is re-established). | |
| """ | |
| if (path / "DRY_RUN").exists(): | |
| self.dry_run = True | |
| self._dry_engine = _DryRunFTEngine() | |
| return | |
| try: | |
| import torch | |
| from transformers import ( | |
| AutoModelForCausalLM, AutoTokenizer, BitsAndBytesConfig, | |
| ) | |
| from peft import PeftModel | |
| except ImportError as exc: | |
| raise RuntimeError( | |
| "LLMFineTuned.load requires transformers + peft + " | |
| f"bitsandbytes. Underlying error: {exc!r}" | |
| ) from exc | |
| adapter_dir = path / "adapter" | |
| tokenizer_dir = path / "tokenizer" | |
| if not adapter_dir.exists(): | |
| raise FileNotFoundError( | |
| f"adapter directory missing at {adapter_dir}" | |
| ) | |
| quant_config = BitsAndBytesConfig( | |
| load_in_4bit=True, | |
| bnb_4bit_quant_type="nf4", | |
| bnb_4bit_use_double_quant=True, | |
| bnb_4bit_compute_dtype=torch.bfloat16, | |
| ) | |
| model_id = self.config.model_id | |
| if "gemma-4" in model_id.lower(): | |
| from transformers import Gemma4ForCausalLM | |
| base = Gemma4ForCausalLM.from_pretrained( | |
| model_id, quantization_config=quant_config, | |
| device_map="auto", trust_remote_code=True, | |
| torch_dtype=torch.bfloat16, attn_implementation="eager", | |
| ) | |
| else: | |
| base = AutoModelForCausalLM.from_pretrained( | |
| model_id, quantization_config=quant_config, | |
| device_map="auto", trust_remote_code=True, | |
| torch_dtype=torch.bfloat16, attn_implementation="eager", | |
| ) | |
| peft_model = PeftModel.from_pretrained(base, str(adapter_dir)) | |
| tok_src = tokenizer_dir if tokenizer_dir.exists() else model_id | |
| tokenizer = AutoTokenizer.from_pretrained( | |
| str(tok_src), trust_remote_code=True, | |
| ) | |
| if tokenizer.pad_token is None: | |
| tokenizer.pad_token = tokenizer.eos_token | |
| self._model = peft_model | |
| self._tokenizer = tokenizer | |
| self._adapter_dir = adapter_dir | |
| self._tokenizer_dir = tokenizer_dir if tokenizer_dir.exists() else None | |
| __all__ = ["LLMFineTuned"] | |