Time Series Forecasting
Transformers
PyTorch
Korean
jnu_tsb
feature-extraction
jnu-tsb
time-series
forecasting
chronos-2
polyglot-ko
korean
finance
covariates
r
reticulate
education
custom_code
Instructions to use HONGRIZON/JNU-TSB with libraries, inference providers, notebooks, and local apps. Follow these links to get started.
- Libraries
- Transformers
How to use HONGRIZON/JNU-TSB with Transformers:
# Load model directly from transformers import AutoModel model = AutoModel.from_pretrained("HONGRIZON/JNU-TSB", trust_remote_code=True, dtype="auto") - Notebooks
- Google Colab
- Kaggle
Delete runtime.py
Browse files- runtime.py +0 -374
runtime.py
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from __future__ import annotations
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import json
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import os
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from pathlib import Path
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from typing import Any, Dict, Iterable, List, Optional, Sequence, Union
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import pandas as pd
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import torch
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try:
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from .configuration_jnu_tsb import JNUTSBConfig
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from .event_extractor import COVARIATE_COLUMNS, EventExtractor
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except ImportError: # pragma: no cover - local execution fallback
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from configuration_jnu_tsb import JNUTSBConfig
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from event_extractor import COVARIATE_COLUMNS, EventExtractor
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class JNUTSBRuntime:
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"""Runtime used by the custom pipeline, handler.py, Gradio Space, and R examples.
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Routes inputs into three paths:
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1. stock only -> Chronos-2 forecast
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2. news only -> Polyglot/keyword event extraction
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3. both -> news covariates + stock context -> Chronos-2 forecast
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"""
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def __init__(
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self,
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chronos_model_id: str = "amazon/chronos-2",
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llm_model_id: str = "EleutherAI/polyglot-ko-1.3b",
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device: Optional[str] = None,
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quantile_levels: Optional[Sequence[float]] = None,
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use_llm_extractor: bool = True,
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max_new_tokens: int = 96,
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) -> None:
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self.chronos_model_id = chronos_model_id
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self.llm_model_id = llm_model_id
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self.device = device or ("cuda" if torch.cuda.is_available() else "cpu")
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self.quantile_levels = list(quantile_levels or [0.1, 0.5, 0.9])
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self.use_llm_extractor = bool(use_llm_extractor)
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self.max_new_tokens = int(max_new_tokens)
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self._chronos = None
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self._tokenizer = None
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self._llm = None
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self._extractor = None
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@classmethod
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def from_config(cls, config: Union[JNUTSBConfig, Dict[str, Any]], **overrides: Any) -> "JNUTSBRuntime":
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if isinstance(config, JNUTSBConfig):
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data = config.to_runtime_dict()
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else:
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data = dict(config)
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data.update({k: v for k, v in overrides.items() if v is not None})
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return cls(
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chronos_model_id=data.get("chronos_model_id", "amazon/chronos-2"),
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llm_model_id=data.get("llm_model_id", "EleutherAI/polyglot-ko-1.3b"),
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quantile_levels=data.get("quantile_levels", [0.1, 0.5, 0.9]),
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use_llm_extractor=data.get("use_llm_extractor", True),
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device=data.get("device"),
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max_new_tokens=data.get("max_new_tokens", 96),
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)
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@classmethod
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def from_config_dir(cls, model_dir: Union[str, os.PathLike[str]], **overrides: Any) -> "JNUTSBRuntime":
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config_path = Path(model_dir) / "config.json"
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with open(config_path, "r", encoding="utf-8") as f:
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config = json.load(f)
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return cls.from_config(config, **overrides)
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@property
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def chronos(self):
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if self._chronos is None:
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from chronos import Chronos2Pipeline
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self._chronos = Chronos2Pipeline.from_pretrained(
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self.chronos_model_id,
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device_map=self.device,
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)
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return self._chronos
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@property
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def tokenizer(self):
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if self._tokenizer is None:
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from transformers import AutoTokenizer
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self._tokenizer = AutoTokenizer.from_pretrained(self.llm_model_id)
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if self._tokenizer.pad_token is None:
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self._tokenizer.pad_token = self._tokenizer.eos_token
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return self._tokenizer
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@property
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def llm(self):
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if self._llm is None:
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from transformers import AutoModelForCausalLM
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dtype = torch.float16 if self.device.startswith("cuda") else torch.float32
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self._llm = AutoModelForCausalLM.from_pretrained(
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self.llm_model_id,
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torch_dtype=dtype,
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device_map="auto" if self.device.startswith("cuda") else None,
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)
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if not self.device.startswith("cuda"):
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self._llm.to(self.device)
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self._llm.eval()
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return self._llm
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@property
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def extractor(self) -> EventExtractor:
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if self._extractor is None:
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self._extractor = EventExtractor(
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generate_fn=self._generate_text if self.use_llm_extractor else None,
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use_llm=self.use_llm_extractor,
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)
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return self._extractor
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def _generate_text(self, prompt: str) -> str:
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tokenizer = self.tokenizer
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model = self.llm
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inputs = tokenizer(prompt, return_tensors="pt", truncation=True, max_length=1536)
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model_device = next(model.parameters()).device
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inputs = {k: v.to(model_device) for k, v in inputs.items()}
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with torch.no_grad():
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out = model.generate(
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**inputs,
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max_new_tokens=self.max_new_tokens,
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do_sample=False,
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pad_token_id=tokenizer.pad_token_id,
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eos_token_id=tokenizer.eos_token_id,
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)
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gen_ids = out[0, inputs["input_ids"].shape[1]:]
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return tokenizer.decode(gen_ids, skip_special_tokens=True)
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def predict(
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self,
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inputs: Optional[Dict[str, Any]] = None,
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*,
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news: Optional[Iterable[Dict[str, Any]]] = None,
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stock: Optional[Union[pd.DataFrame, List[Dict[str, Any]], Dict[str, Any], str, os.PathLike[str]]] = None,
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future_news: Optional[Iterable[Dict[str, Any]]] = None,
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future_covariates: Optional[Union[pd.DataFrame, List[Dict[str, Any]], Dict[str, Any], str, os.PathLike[str]]] = None,
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prediction_length: int = 5,
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quantile_levels: Optional[Sequence[float]] = None,
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timestamp_column: str = "timestamp",
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target: str = "target",
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id_column: str = "item_id",
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use_llm_extractor: Optional[bool] = None,
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) -> Dict[str, Any]:
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inputs = dict(inputs or {})
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news = news if news is not None else inputs.get("news")
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stock = stock if stock is not None else inputs.get("stock")
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future_news = future_news if future_news is not None else inputs.get("future_news")
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future_covariates = future_covariates if future_covariates is not None else inputs.get("future_covariates")
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old_use_llm = self.use_llm_extractor
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if use_llm_extractor is not None and bool(use_llm_extractor) != old_use_llm:
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self.use_llm_extractor = bool(use_llm_extractor)
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self._extractor = None
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try:
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news_list = self._normalize_news(news)
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future_news_list = self._normalize_news(future_news)
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has_text = len(news_list) > 0
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stock_df = self._to_dataframe(stock) if stock is not None else None
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has_numeric = stock_df is not None and len(stock_df) > 0
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if not has_text and not has_numeric:
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raise ValueError("news와 stock 중 최소 하나는 필요합니다.")
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q = list(quantile_levels or self.quantile_levels)
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if has_text and not has_numeric:
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daily_covariates = self.extractor.aggregate_to_daily(news_list, timestamp_column=timestamp_column)
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return {
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"model": "JNU-TSB",
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"route": "text_only",
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"events": [self.extractor.extract(str(item.get("title", ""))) for item in news_list],
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"daily_covariates": self._df_to_records(daily_covariates),
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}
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stock_df = self._prepare_stock_df(stock_df, timestamp_column=timestamp_column, target=target, id_column=id_column)
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if has_text and has_numeric:
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context_df = self._merge_news_covariates(stock_df, news_list, timestamp_column=timestamp_column)
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future_df = self._prepare_future_covariates(
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stock_df=context_df,
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future_news=future_news_list,
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future_covariates=future_covariates,
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prediction_length=prediction_length,
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timestamp_column=timestamp_column,
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id_column=id_column,
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)
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pred = self._predict_chronos_df(
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context_df,
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future_df=future_df,
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prediction_length=int(prediction_length),
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quantile_levels=q,
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id_column=id_column,
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timestamp_column=timestamp_column,
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target=target,
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)
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return {
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"model": "JNU-TSB",
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"route": "hybrid",
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"prediction": self._df_to_records(pred),
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"context_columns": list(context_df.columns),
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"future_covariates_used": future_df is not None,
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"notes": "News was converted to daily covariates and merged into the Chronos-2 context.",
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}
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pred = self._predict_chronos_df(
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stock_df,
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future_df=None,
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prediction_length=int(prediction_length),
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quantile_levels=q,
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id_column=id_column,
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timestamp_column=timestamp_column,
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target=target,
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)
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return {"model": "JNU-TSB", "route": "chronos_only", "prediction": self._df_to_records(pred)}
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finally:
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if use_llm_extractor is not None and bool(use_llm_extractor) != old_use_llm:
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self.use_llm_extractor = old_use_llm
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self._extractor = None
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def __call__(self, *args: Any, **kwargs: Any) -> Dict[str, Any]:
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return self.predict(*args, **kwargs)
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def _normalize_news(self, news: Optional[Iterable[Dict[str, Any]]]) -> List[Dict[str, Any]]:
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if news is None:
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return []
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if isinstance(news, dict):
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if "data" in news and isinstance(news["data"], list):
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news = news["data"]
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else:
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news = [news]
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out: List[Dict[str, Any]] = []
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for item in list(news):
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if not isinstance(item, dict):
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continue
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title = item.get("title") or item.get("headline") or item.get("text") or ""
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date = item.get("date") or item.get("timestamp")
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normalized = dict(item)
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normalized["title"] = str(title)
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if date is not None:
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normalized["date"] = date
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out.append(normalized)
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return out
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def _to_dataframe(self, data: Union[pd.DataFrame, List[Dict[str, Any]], Dict[str, Any], str, os.PathLike[str], None]) -> Optional[pd.DataFrame]:
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if data is None:
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return None
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if isinstance(data, pd.DataFrame):
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return data.copy()
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if isinstance(data, (str, os.PathLike)):
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return pd.read_csv(data)
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if isinstance(data, list):
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return pd.DataFrame(data)
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if isinstance(data, dict):
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if "data" in data and isinstance(data["data"], list):
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return pd.DataFrame(data["data"])
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try:
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return pd.DataFrame(data)
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except ValueError:
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return pd.DataFrame([data])
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| 268 |
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raise TypeError(f"지원하지 않는 데이터 타입입니다: {type(data)}")
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def _prepare_stock_df(self, df: pd.DataFrame, timestamp_column: str, target: str, id_column: str) -> pd.DataFrame:
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df = df.copy()
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if timestamp_column not in df.columns:
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for candidate in ["date", "Date", "datetime", "time"]:
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| 274 |
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if candidate in df.columns:
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df = df.rename(columns={candidate: timestamp_column})
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break
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| 277 |
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if target not in df.columns:
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| 278 |
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for candidate in ["close", "Close", "price", "value", "y"]:
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| 279 |
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if candidate in df.columns:
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| 280 |
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df = df.rename(columns={candidate: target})
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| 281 |
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break
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| 282 |
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if timestamp_column not in df.columns or target not in df.columns:
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| 283 |
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raise ValueError(f"stock에는 `{timestamp_column}`와 `{target}` 컬럼이 필요합니다.")
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| 284 |
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if id_column not in df.columns:
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| 285 |
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df[id_column] = "series_0"
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| 286 |
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df[timestamp_column] = pd.to_datetime(df[timestamp_column])
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| 287 |
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df[target] = pd.to_numeric(df[target], errors="coerce")
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| 288 |
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df = df.dropna(subset=[timestamp_column, target])
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| 289 |
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return df.sort_values([id_column, timestamp_column]).reset_index(drop=True)
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| 290 |
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| 291 |
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def _merge_news_covariates(self, stock_df: pd.DataFrame, news: Iterable[Dict[str, Any]], timestamp_column: str) -> pd.DataFrame:
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| 292 |
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cov = self.extractor.aggregate_to_daily(news, timestamp_column=timestamp_column)
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| 293 |
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context = stock_df.copy()
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| 294 |
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day_col = "__day__"
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| 295 |
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context[day_col] = pd.to_datetime(context[timestamp_column]).dt.floor("D")
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| 296 |
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cov = cov.rename(columns={timestamp_column: day_col})
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| 297 |
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merged = context.merge(cov, on=day_col, how="left").drop(columns=[day_col])
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| 298 |
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for col in COVARIATE_COLUMNS:
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| 299 |
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if col not in merged.columns:
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merged[col] = 0.0
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| 301 |
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merged[col] = merged[col].fillna(0.0).astype(float)
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return merged
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| 303 |
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| 304 |
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def _prepare_future_covariates(
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| 305 |
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self,
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| 306 |
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stock_df: pd.DataFrame,
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| 307 |
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future_news: Optional[List[Dict[str, Any]]],
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| 308 |
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future_covariates: Optional[Union[pd.DataFrame, List[Dict[str, Any]], Dict[str, Any], str, os.PathLike[str]]],
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| 309 |
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prediction_length: int,
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| 310 |
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timestamp_column: str,
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| 311 |
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id_column: str,
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| 312 |
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) -> Optional[pd.DataFrame]:
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| 313 |
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if future_covariates is not None:
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| 314 |
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fut = self._to_dataframe(future_covariates)
|
| 315 |
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if fut is None or len(fut) == 0:
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| 316 |
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return None
|
| 317 |
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if id_column not in fut.columns:
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| 318 |
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fut[id_column] = stock_df[id_column].iloc[0]
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| 319 |
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if timestamp_column not in fut.columns:
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| 320 |
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raise ValueError(f"future_covariates에는 `{timestamp_column}` 컬럼이 필요합니다.")
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| 321 |
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fut[timestamp_column] = pd.to_datetime(fut[timestamp_column])
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| 322 |
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for col in COVARIATE_COLUMNS:
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if col not in fut.columns:
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fut[col] = 0.0
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return fut
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| 326 |
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| 327 |
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if not future_news:
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return None
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| 329 |
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first_id = stock_df[id_column].iloc[0]
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| 331 |
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timestamps = pd.to_datetime(stock_df[timestamp_column]).drop_duplicates().sort_values()
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| 332 |
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last_ts = timestamps.max()
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-
freq = pd.infer_freq(timestamps) or "D"
|
| 334 |
-
future_dates = pd.date_range(start=last_ts, periods=int(prediction_length) + 1, freq=freq)[1:]
|
| 335 |
-
base = pd.DataFrame({id_column: first_id, timestamp_column: future_dates})
|
| 336 |
-
|
| 337 |
-
cov = self.extractor.aggregate_to_daily(future_news, timestamp_column=timestamp_column)
|
| 338 |
-
base["__day__"] = pd.to_datetime(base[timestamp_column]).dt.floor("D")
|
| 339 |
-
cov = cov.rename(columns={timestamp_column: "__day__"})
|
| 340 |
-
fut = base.merge(cov, on="__day__", how="left").drop(columns=["__day__"])
|
| 341 |
-
for col in COVARIATE_COLUMNS:
|
| 342 |
-
if col not in fut.columns:
|
| 343 |
-
fut[col] = 0.0
|
| 344 |
-
fut[col] = fut[col].fillna(0.0).astype(float)
|
| 345 |
-
return fut
|
| 346 |
-
|
| 347 |
-
def _predict_chronos_df(
|
| 348 |
-
self,
|
| 349 |
-
context_df: pd.DataFrame,
|
| 350 |
-
*,
|
| 351 |
-
future_df: Optional[pd.DataFrame],
|
| 352 |
-
prediction_length: int,
|
| 353 |
-
quantile_levels: Sequence[float],
|
| 354 |
-
id_column: str,
|
| 355 |
-
timestamp_column: str,
|
| 356 |
-
target: str,
|
| 357 |
-
) -> pd.DataFrame:
|
| 358 |
-
kwargs: Dict[str, Any] = {
|
| 359 |
-
"prediction_length": int(prediction_length),
|
| 360 |
-
"quantile_levels": list(quantile_levels),
|
| 361 |
-
"id_column": id_column,
|
| 362 |
-
"timestamp_column": timestamp_column,
|
| 363 |
-
"target": target,
|
| 364 |
-
}
|
| 365 |
-
if future_df is not None:
|
| 366 |
-
kwargs["future_df"] = future_df
|
| 367 |
-
return self.chronos.predict_df(context_df, **kwargs)
|
| 368 |
-
|
| 369 |
-
def _df_to_records(self, df: pd.DataFrame) -> List[Dict[str, Any]]:
|
| 370 |
-
out = df.copy()
|
| 371 |
-
for col in out.columns:
|
| 372 |
-
if pd.api.types.is_datetime64_any_dtype(out[col]):
|
| 373 |
-
out[col] = out[col].astype(str)
|
| 374 |
-
return out.to_dict(orient="records")
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