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README.md
CHANGED
@@ -11,4 +11,73 @@ license: apache-2.0
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short_description: Pearl-7B, an xtraordinary Space
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---
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-
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short_description: Pearl-7B, an xtraordinary Space
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---
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# MANATEE(lm) : Market Analysis based on language model architectures
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[![Python](https://img.shields.io/pypi/pyversions/tensorflow.svg)](https://badge.fury.io/py/tensorflow) [![License](https://img.shields.io/badge/License-Apache_2.0-blue.svg)](https://opensource.org/licenses/Apache-2.0) ![Maintainer](https://img.shields.io/badge/maintainer-@louisbrulenaudet-blue)
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This project focuses on employing LLM to analyze time series data for forecasting purposes, based on the "Chronos: Learning the Language of Time Series" paper from the Amazon Web Services and Amazon Supply Chain Optimization Technologies. The MANATEE project is designed to fetch, compute, and plot historical data for financial securities, leveraging APIs from Alpaca and the power of Polars and Plotly for data manipulation and visualization. With features like calculating the rolling mean and Relative Strength Index (RSI), this tool also aids in analyzing the past performance of stocks and crypto assets.
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![Plot](https://github.com/louisbrulenaudet/manatee/blob/main/scatter.png?raw=true)
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From source :
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> In this work, we take a step back and ask: what are the fundamental differences between a language model that predicts the next token, and a time series forecasting model that predicts the next values? Despite the apparent distinction — tokens from a finite dictionary versus values from an unbounded, usually continuous domain — both endeavors fundamentally aim to model the sequential structure of the data to predict future patterns. Shouldn't good language models “just work” on time series? This naive question prompts us to challenge the necessity of time-series-specific modifications, and answering it led us to develop Chronos, a language modeling framework minimally adapted for time series forecasting. Chronos tokenizes time series into discrete bins through simple scaling and quantization of real values. In this way, we can train off-the-shelf language models on this “language of time series,” with no changes to the model architecture. Remarkably, this straightforward approach proves to be effective and efficient, underscoring the potential for language model architectures to address a broad range of time series problems with minimal modifications.
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[...]
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## Dependencies
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### Libraries Used:
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1. **`json`**: A built-in Python library for parsing JSON data. No need for installation.
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2. **`datetime` & `time`**: Built-in Python libraries for handling date and time. Used here for defining time frames for data fetching. No installation required.
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3. **`plotly`** (as `px`): Provides an easy-to-use interface to Plotly, which is used for creating interactive plots. Install via pip:
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```shell
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pip3 install plotly
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```
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4. **`polars`** (as `pl`): A fast DataFrames library ideal for financial time-series data. Install using pip:
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```shell
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pip3 install polars
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```
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5. **`alpaca-py`**: A Python library for Alpaca API. It provides access to historical stock/crypto data and trading operations. Install using pip:
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```shell
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pip3 install alpaca-trade-api
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```
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### Installation Guide
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To install all the dependencies, you can use the following command:
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```shell
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pip3 install plotly polars alpaca-py transformers gradio spaces
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```
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Note: Ensure you have Python installed on your system before proceeding with the installation of these libraries.
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## Best Practices
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- **API Keys Management**: For security reasons, avoid hardcoding your API keys into the script. Consider using environment variables or a secure vault service.
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- **Data Privacy**: When handling financial data, it's crucial to comply with data protection regulations (such as GDPR, CCPA). Ensure you have the right to use and share the data fetched through this tool.
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- **Error Handling**: The script includes basic error handling, but for production use, consider implementing more comprehensive try-except blocks to handle network errors, API limit exceptions, and data inconsistencies.
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- **Plotting Considerations**: This tool uses Plotly for visualization, which is very versatile but can be resource-intensive for large datasets. For analyzing large datasets, consider creating plots with fewer data points or aggregating the data before plotting.
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- **Resource Management**: When dealing with large datasets or numerous API requests, monitor your system's and the API's usage to avoid overloading.
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- **Version Control**: Regularly update your dependencies. Financial APIs and data handling libraries evolve, and keeping them up to date can improve security, efficiency, and accessibility of new features.
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## Citing this project
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If you use this code in your research, please use the following BibTeX entry.
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```BibTeX
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@misc{louisbrulenaudet2023,
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author = {Louis Brulé Naudet},
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title = {MANATEE(lm) : Market Analysis based on language model architectures},
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howpublished = {\url{https://huggingface.co/spaces/louisbrulenaudet/manatee}},
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year = {2024}
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}
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```
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+
## Feedback
|
83 |
+
If you have any feedback, please reach out at [louisbrulenaudet@icloud.com](mailto:louisbrulenaudet@icloud.com).
|
app.py
ADDED
@@ -0,0 +1,332 @@
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|
1 |
+
# -*- coding: utf-8 -*-
|
2 |
+
# Copyright (c) Louis Brulé Naudet. All Rights Reserved.
|
3 |
+
# This software may be used and distributed according to the terms of the License Agreement.
|
4 |
+
#
|
5 |
+
# Unless required by applicable law or agreed to in writing, software
|
6 |
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
7 |
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
8 |
+
# See the License for the specific language governing permissions and
|
9 |
+
# limitations under the License.
|
10 |
+
|
11 |
+
import os
|
12 |
+
from threading import Thread
|
13 |
+
from typing import Iterator
|
14 |
+
|
15 |
+
import gradio as gr
|
16 |
+
import spaces
|
17 |
+
import torch
|
18 |
+
from transformers import AutoModelForCausalLM, AutoTokenizer, TextIteratorStreamer
|
19 |
+
|
20 |
+
MAX_MAX_NEW_TOKENS = 2048
|
21 |
+
DEFAULT_MAX_NEW_TOKENS = 1024
|
22 |
+
|
23 |
+
MAX_INPUT_TOKEN_LENGTH = int(os.getenv("MAX_INPUT_TOKEN_LENGTH", "4096"))
|
24 |
+
|
25 |
+
def setup(
|
26 |
+
model_id: str,
|
27 |
+
description: str
|
28 |
+
) -> tuple:
|
29 |
+
"""
|
30 |
+
Set up the model and tokenizer for a given pre-trained model ID.
|
31 |
+
|
32 |
+
Parameters
|
33 |
+
----------
|
34 |
+
model_id : str
|
35 |
+
The ID of the pre-trained model to load.
|
36 |
+
|
37 |
+
description : str
|
38 |
+
A string containing additional description information.
|
39 |
+
|
40 |
+
Returns
|
41 |
+
-------
|
42 |
+
tuple
|
43 |
+
A tuple containing the loaded model, tokenizer, and updated description.
|
44 |
+
If an error occurs during setup, model and tokenizer are None, and an error message is appended to the description.
|
45 |
+
"""
|
46 |
+
if not torch.cuda.is_available():
|
47 |
+
description += "\n<p>Running on CPU 🥶 This demo does not work on CPU.</p>"
|
48 |
+
|
49 |
+
return None, None, description
|
50 |
+
|
51 |
+
try:
|
52 |
+
# Load the model and tokenizer
|
53 |
+
model = AutoModelForCausalLM.from_pretrained(
|
54 |
+
model_id,
|
55 |
+
torch_dtype=torch.bfloat16,
|
56 |
+
device_map="auto"
|
57 |
+
)
|
58 |
+
|
59 |
+
tokenizer = AutoTokenizer.from_pretrained(
|
60 |
+
model_id
|
61 |
+
)
|
62 |
+
|
63 |
+
tokenizer.use_default_system_prompt = False
|
64 |
+
|
65 |
+
# Update the description
|
66 |
+
description += "\n<p>Model and tokenizer set up successfully.</p>"
|
67 |
+
|
68 |
+
return model, tokenizer, description
|
69 |
+
|
70 |
+
except Exception as e:
|
71 |
+
# If an error occurs during setup, append the error message to the description
|
72 |
+
description += f"\n<p>Error occurred during model setup: {str(e)}</p>"
|
73 |
+
|
74 |
+
return None, None, description
|
75 |
+
|
76 |
+
|
77 |
+
def preprocess_conversation(
|
78 |
+
message: str,
|
79 |
+
chat_history: list,
|
80 |
+
system_prompt: str
|
81 |
+
):
|
82 |
+
"""
|
83 |
+
Preprocess the conversation history by formatting it appropriately.
|
84 |
+
|
85 |
+
Parameters
|
86 |
+
----------
|
87 |
+
message : str
|
88 |
+
The user's message.
|
89 |
+
|
90 |
+
chat_history : list
|
91 |
+
The conversation history, where each element is a tuple (user_message, assistant_response).
|
92 |
+
|
93 |
+
system_prompt : str
|
94 |
+
The system prompt.
|
95 |
+
|
96 |
+
Returns
|
97 |
+
-------
|
98 |
+
list
|
99 |
+
The formatted conversation history.
|
100 |
+
"""
|
101 |
+
conversation = []
|
102 |
+
|
103 |
+
if system_prompt:
|
104 |
+
conversation.append(
|
105 |
+
{
|
106 |
+
"role": "system",
|
107 |
+
"content": system_prompt
|
108 |
+
}
|
109 |
+
)
|
110 |
+
|
111 |
+
for user, assistant in chat_history:
|
112 |
+
conversation.extend(
|
113 |
+
[
|
114 |
+
{
|
115 |
+
"role": "user",
|
116 |
+
"content": user
|
117 |
+
},
|
118 |
+
{
|
119 |
+
"role": "assistant",
|
120 |
+
"content": assistant
|
121 |
+
}
|
122 |
+
]
|
123 |
+
)
|
124 |
+
|
125 |
+
conversation.append(
|
126 |
+
{
|
127 |
+
"role": "user",
|
128 |
+
"content": message
|
129 |
+
}
|
130 |
+
)
|
131 |
+
|
132 |
+
return conversation
|
133 |
+
|
134 |
+
|
135 |
+
def trim_input_ids(
|
136 |
+
input_ids,
|
137 |
+
max_length
|
138 |
+
):
|
139 |
+
"""
|
140 |
+
Trim the input token IDs if they exceed the maximum length.
|
141 |
+
|
142 |
+
Parameters
|
143 |
+
----------
|
144 |
+
input_ids : torch.Tensor
|
145 |
+
The input token IDs.
|
146 |
+
|
147 |
+
max_length : int
|
148 |
+
The maximum length allowed.
|
149 |
+
|
150 |
+
Returns
|
151 |
+
-------
|
152 |
+
torch.Tensor
|
153 |
+
The trimmed input token IDs.
|
154 |
+
"""
|
155 |
+
if input_ids.shape[1] > max_length:
|
156 |
+
input_ids = input_ids[:, -max_length:]
|
157 |
+
print(f"Trimmed input from conversation as it was longer than {max_length} tokens.")
|
158 |
+
|
159 |
+
return input_ids
|
160 |
+
|
161 |
+
|
162 |
+
@spaces.GPU
|
163 |
+
def generate(
|
164 |
+
message: str,
|
165 |
+
chat_history: list,
|
166 |
+
system_prompt: str,
|
167 |
+
max_new_tokens: int = 1024,
|
168 |
+
temperature: float = 0.6,
|
169 |
+
top_p: float = 0.9,
|
170 |
+
top_k: int = 50,
|
171 |
+
repetition_penalty: float = 1,
|
172 |
+
) -> Iterator[str]:
|
173 |
+
"""
|
174 |
+
Generate a response to a given message within a conversation context.
|
175 |
+
|
176 |
+
This function utilizes a pre-trained language model to generate a response to a given message, considering the conversation context provided in the chat history.
|
177 |
+
|
178 |
+
Parameters
|
179 |
+
----------
|
180 |
+
message : str
|
181 |
+
The user's message for which a response is generated.
|
182 |
+
|
183 |
+
chat_history : list
|
184 |
+
A list containing tuples representing the conversation history. Each tuple should consist of two elements: the user's message and the assistant's response.
|
185 |
+
|
186 |
+
system_prompt : str
|
187 |
+
The system prompt, if any, to be included in the conversation context.
|
188 |
+
|
189 |
+
max_new_tokens : int, optional
|
190 |
+
The maximum number of tokens to generate for the response (default is 1024).
|
191 |
+
|
192 |
+
temperature : float, optional
|
193 |
+
The temperature parameter controlling the randomness of token generation (default is 0.6).
|
194 |
+
|
195 |
+
top_p : float, optional
|
196 |
+
The cumulative probability cutoff for token generation (default is 0.9).
|
197 |
+
|
198 |
+
top_k : int, optional
|
199 |
+
The number of top tokens to consider for token generation (default is 50).
|
200 |
+
|
201 |
+
repetition_penalty : float, optional
|
202 |
+
The repetition penalty controlling the likelihood of repeating tokens in the generated sequence (default is 1).
|
203 |
+
|
204 |
+
Yields
|
205 |
+
------
|
206 |
+
str
|
207 |
+
A generated response to the given message.
|
208 |
+
|
209 |
+
Notes
|
210 |
+
-----
|
211 |
+
- This function requires a GPU for efficient processing and may not work properly on CPU.
|
212 |
+
- The conversation history should be provided in the form of a list of tuples, where each tuple represents a user message followed by the assistant's response.
|
213 |
+
"""
|
214 |
+
global tokenizer
|
215 |
+
global model
|
216 |
+
|
217 |
+
conversation = preprocess_conversation(
|
218 |
+
message=message,
|
219 |
+
chat_history=chat_history,
|
220 |
+
system_prompt=system_prompt
|
221 |
+
)
|
222 |
+
|
223 |
+
input_ids = tokenizer.apply_chat_template(
|
224 |
+
conversation,
|
225 |
+
return_tensors="pt",
|
226 |
+
add_generation_prompt=True
|
227 |
+
)
|
228 |
+
input_ids = trim_input_ids(
|
229 |
+
input_ids=input_ids,
|
230 |
+
max_length=MAX_INPUT_TOKEN_LENGTH
|
231 |
+
)
|
232 |
+
|
233 |
+
input_ids = input_ids.to(
|
234 |
+
torch.device("cuda")
|
235 |
+
)
|
236 |
+
|
237 |
+
streamer = TextIteratorStreamer(
|
238 |
+
tokenizer,
|
239 |
+
timeout=10.0,
|
240 |
+
skip_prompt=True,
|
241 |
+
skip_special_tokens=True
|
242 |
+
)
|
243 |
+
|
244 |
+
generate_kwargs = {
|
245 |
+
"input_ids": input_ids,
|
246 |
+
"streamer": streamer,
|
247 |
+
"max_new_tokens": max_new_tokens,
|
248 |
+
"do_sample": False,
|
249 |
+
"num_beams": 1,
|
250 |
+
"repetition_penalty": repetition_penalty,
|
251 |
+
"eos_token_id": tokenizer.eos_token_id
|
252 |
+
}
|
253 |
+
|
254 |
+
t = Thread(
|
255 |
+
target=model.generate,
|
256 |
+
kwargs=generate_kwargs
|
257 |
+
)
|
258 |
+
t.start()
|
259 |
+
|
260 |
+
outputs = []
|
261 |
+
|
262 |
+
for text in streamer:
|
263 |
+
outputs.append(text)
|
264 |
+
|
265 |
+
return "".join(outputs)
|
266 |
+
|
267 |
+
|
268 |
+
model, tokenizer, description = setup(
|
269 |
+
model_id="louisbrulenaudet/Pearl-7B-0211-ties",
|
270 |
+
description
|
271 |
+
)
|
272 |
+
|
273 |
+
chat_interface = gr.ChatInterface(
|
274 |
+
fn=generate,
|
275 |
+
additional_inputs=[
|
276 |
+
gr.Textbox(label="System prompt", lines=6),
|
277 |
+
gr.Slider(
|
278 |
+
label="Max new tokens",
|
279 |
+
minimum=1,
|
280 |
+
maximum=1048,
|
281 |
+
step=1,
|
282 |
+
value=1048,
|
283 |
+
),
|
284 |
+
gr.Slider(
|
285 |
+
label="Top-p (nucleus sampling)",
|
286 |
+
minimum=0.05,
|
287 |
+
maximum=1.0,
|
288 |
+
step=0.05,
|
289 |
+
value=0.9,
|
290 |
+
),
|
291 |
+
gr.Slider(
|
292 |
+
label="Top-k",
|
293 |
+
minimum=1,
|
294 |
+
maximum=1000,
|
295 |
+
step=1,
|
296 |
+
value=50,
|
297 |
+
),
|
298 |
+
gr.Slider(
|
299 |
+
label="Repetition penalty",
|
300 |
+
minimum=1.0,
|
301 |
+
maximum=2.0,
|
302 |
+
step=0.05,
|
303 |
+
value=1,
|
304 |
+
),
|
305 |
+
],
|
306 |
+
stop_btn=None,
|
307 |
+
examples=[
|
308 |
+
["implement snake game using pygame"],
|
309 |
+
["Can you explain briefly to me what is the Python programming language?"],
|
310 |
+
["write a program to find the factorial of a number"],
|
311 |
+
],
|
312 |
+
)
|
313 |
+
|
314 |
+
|
315 |
+
DESCRIPTION = """\
|
316 |
+
# Pearl-7B-0211-ties, an xtraordinary 7B model
|
317 |
+
|
318 |
+
This space showcases the <a style='color:white;' href='https://huggingface.co/louisbrulenaudet/Pearl-7B-0211-ties'>Pearl-7B-0211-ties</a>
|
319 |
+
model by Louis Brulé Naudet, a language model with 7.24 billion parameters that achieves a score exceeding 75.10 on the Open LLM Leaderboard
|
320 |
+
(average).
|
321 |
+
"""
|
322 |
+
|
323 |
+
with gr.Blocks() as demo:
|
324 |
+
gr.Markdown(
|
325 |
+
value=DESCRIPTION
|
326 |
+
)
|
327 |
+
chat_interface.render()
|
328 |
+
|
329 |
+
if __name__ == "__main__":
|
330 |
+
demo.queue().launch(
|
331 |
+
show_api=False
|
332 |
+
)
|
requirements.txt
ADDED
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
1 |
+
gradio==4.22.0
|
2 |
+
transformers==4.38.2
|
3 |
+
spaces==0.24.2
|