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  library_name: torch
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  ---
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- # Model Card for Kronos
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- **Kronos** is a unified, scalable pre-training framework tailored to financial candlestick (K-line) modeling. It introduces a specialized tokenizer that discretizes continuous market information into token sequences, preserving both price dynamics and trade activity patterns. Pre-trained on a massive, multi-market corpus of over 12 billion K-line records from 45 global exchanges, Kronos learns nuanced temporal and cross-asset representations. Kronos excels in a zero-shot setting across a diverse set of financial tasks, boosting price series forecasting RankIC by 93%, achieving a 9% lower MAE in volatility forecasting, and a 22% improvement in generative fidelity for synthetic K-line sequences.
 
 
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- This model was presented in the paper: [Kronos: A Foundation Model for the Language of Financial Markets](https://huggingface.co/papers/2508.02739).
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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- For full details on how to use this model, please visit our [GitHub page](https://github.com/shiyu-coder/Kronos).
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- ## ✨ Live Demo
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  We have set up a live demo to visualize Kronos's forecasting results. The webpage showcases a forecast for the **BTC/USDT** trading pair over the next 24 hours.
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- **πŸ‘‰ [Access the Live Demo Here](https://shiyu-coder.github.io/Kronos-demo/)**
 
 
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- ## πŸ“¦ Model Zoo
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  We release a family of pre-trained models with varying capacities to suit different computational and application needs. All models are readily accessible from the Hugging Face Hub.
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- | Model | Tokenizer | Context length | Param | Open-source |
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- |--------------|---------------------------------------------------------------------------------| -------------- | ------ |---------------------------------------------------------------------------|
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  | Kronos-mini | [Kronos-Tokenizer-2k](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-2k) | 2048 | 4.1M | βœ… [NeoQuasar/Kronos-mini](https://huggingface.co/NeoQuasar/Kronos-mini) |
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  | Kronos-small | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 24.7M | βœ… [NeoQuasar/Kronos-small](https://huggingface.co/NeoQuasar/Kronos-small) |
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  | Kronos-base | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 102.3M | βœ… [NeoQuasar/Kronos-base](https://huggingface.co/NeoQuasar/Kronos-base) |
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- | Kronos-large | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 499.2M | ❌ |
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-
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- ## πŸš€ Getting Started
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-
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- ### Installation
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-
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- 1. Install Python 3.10+, and then install the dependencies:
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-
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- ```shell
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- pip install -r requirements.txt
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- ```
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- ### πŸ“ˆ Making Forecasts
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  Forecasting with Kronos is straightforward using the `KronosPredictor` class. It handles data preprocessing, normalization, prediction, and inverse normalization, allowing you to get from raw data to forecasts in just a few lines of code.
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@@ -49,7 +57,15 @@ Forecasting with Kronos is straightforward using the `KronosPredictor` class. It
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  Here is a step-by-step guide to making your first forecast.
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- #### 1. Load the Tokenizer and Model
 
 
 
 
 
 
 
 
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  First, load a pre-trained Kronos model and its corresponding tokenizer from the Hugging Face Hub.
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@@ -61,7 +77,7 @@ tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base")
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  model = Kronos.from_pretrained("NeoQuasar/Kronos-small")
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  ```
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- #### 2. Instantiate the Predictor
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  Create an instance of `KronosPredictor`, passing the model, tokenizer, and desired device.
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@@ -70,7 +86,7 @@ Create an instance of `KronosPredictor`, passing the model, tokenizer, and desir
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  predictor = KronosPredictor(model, tokenizer, device="cuda:0", max_context=512)
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  ```
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- #### 3. Prepare Input Data
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  The `predict` method requires three main inputs:
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  - `df`: A pandas DataFrame containing the historical K-line data. It must include columns `['open', 'high', 'low', 'close']`. `volume` and `amount` are optional.
@@ -80,7 +96,7 @@ The `predict` method requires three main inputs:
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  ```python
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  import pandas as pd
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- # Load your data
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  df = pd.read_csv("./data/XSHG_5min_600977.csv")
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  df['timestamps'] = pd.to_datetime(df['timestamps'])
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@@ -94,7 +110,7 @@ x_timestamp = df.loc[:lookback-1, 'timestamps']
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  y_timestamp = df.loc[lookback:lookback+pred_len-1, 'timestamps']
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  ```
96
 
97
- #### 4. Generate Forecasts
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  Call the `predict` method to generate forecasts. You can control the sampling process with parameters like `T`, `top_p`, and `sample_count` for probabilistic forecasting.
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@@ -116,30 +132,34 @@ print(pred_df.head())
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  The `predict` method returns a pandas DataFrame containing the forecasted values for `open`, `high`, `low`, `close`, `volume`, and `amount`, indexed by the `y_timestamp` you provided.
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119
- #### 5. Example and Visualization
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- For a complete, runnable script that includes data loading, prediction, and plotting, please see [`examples/prediction_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_example.py).
122
 
123
  Running this script will generate a plot comparing the ground truth data against the model's forecast, similar to the one shown below:
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  <p align="center">
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- <img src="https://huggingface.co/NeoQuasar/Kronos-mini/resolve/main/figures/prediction_example.png" alt="Forecast Example" align="center" width="600px" />
127
  </p>
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- Additionally, we also provide a script that makes predictions without Volume and Amount data, which can be found in [`examples/prediction_wo_vol_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_wo_vol_example.py).
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- ## πŸ“– Citation
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- If you use Kronos in your research, we would appreciate a citation to our [paper](https://arxiv.org/abs/2508.02739):
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135
- ```
136
  @misc{shi2025kronos,
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- title={Kronos: A Foundation Model for the Language of Financial Markets},
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  author={Yu Shi and Zongliang Fu and Shuo Chen and Bohan Zhao and Wei Xu and Changshui Zhang and Jian Li},
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  year={2025},
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  eprint={2508.02739},
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  archivePrefix={arXiv},
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  primaryClass={q-fin.ST},
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- url={https://arxiv.org/abs/2508.02739},
144
  }
145
- ```
 
 
 
 
 
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  library_name: torch
9
  ---
10
 
11
+ # Kronos: A Foundation Model for the Language of Financial Markets
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13
+ [![Paper](https://img.shields.io/badge/Paper-2508.02739-b31b1b.svg)](https://arxiv.org/abs/2508.02739)
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+ [![Live Demo](https://img.shields.io/badge/%F0%9F%9A%80-Live_Demo-brightgreen)](https://shiyu-coder.github.io/Kronos-demo/)
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+ [![GitHub](https://img.shields.io/badge/%F0%9F%92%BB-GitHub-blue?logo=github)](https://github.com/shiyu-coder/Kronos)
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17
+ <p align="center">
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+ <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/logo.jpeg?raw=true" alt="Kronos Logo" width="100">
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+ </p>
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+
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+ **Kronos** is the **first open-source foundation model** for financial candlesticks (K-lines), trained on data from over **45 global exchanges**. It is designed to handle the unique, high-noise characteristics of financial data.
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+
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+ ## Introduction
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+
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+ Kronos is a family of decoder-only foundation models, pre-trained specifically for the "language" of financial marketsβ€”K-line sequences. It leverages a novel two-stage framework:
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+ 1. A specialized tokenizer first quantizes continuous, multi-dimensional K-line data (OHLCV) into **hierarchical discrete tokens**.
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+ 2. A large, autoregressive Transformer is then pre-trained on these tokens, enabling it to serve as a unified model for diverse quantitative tasks.
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+
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+ <p align="center">
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+ <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/overview.png?raw=true" alt="Kronos Overview" align="center" width="700px" />
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+ </p>
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+
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+ The success of large-scale pre-training paradigm, exemplified by Large Language Models (LLMs), has inspired the development of Time Series Foundation Models (TSFMs). Kronos addresses existing limitations by introducing a specialized tokenizer that discretizes continuous market information into token sequences, preserving both price dynamics and trade activity patterns. We pre-train Kronos using an autoregressive objective on a massive, multi-market corpus of over 12 billion K-line records from 45 global exchanges, enabling it to learn nuanced temporal and cross-asset representations. Kronos excels in a zero-shot setting across a diverse set of financial tasks, including price series forecasting, volatility forecasting, and synthetic data generation.
34
 
35
+ ## Live Demo
36
 
 
37
  We have set up a live demo to visualize Kronos's forecasting results. The webpage showcases a forecast for the **BTC/USDT** trading pair over the next 24 hours.
38
 
39
+ πŸ‘‰ [Access the Live Demo Here](https://shiyu-coder.github.io/Kronos-demo/)
40
+
41
+ ## Model Zoo
42
 
 
43
  We release a family of pre-trained models with varying capacities to suit different computational and application needs. All models are readily accessible from the Hugging Face Hub.
44
 
45
+ | Model | Tokenizer | Context length | Param | Hugging Face Model Card |
46
+ |--------------|---------------------------------------------------------------------------------| -------------- | ------ |--------------------------------------------------------------------------|
47
  | Kronos-mini | [Kronos-Tokenizer-2k](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-2k) | 2048 | 4.1M | βœ… [NeoQuasar/Kronos-mini](https://huggingface.co/NeoQuasar/Kronos-mini) |
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  | Kronos-small | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 24.7M | βœ… [NeoQuasar/Kronos-small](https://huggingface.co/NeoQuasar/Kronos-small) |
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  | Kronos-base | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 102.3M | βœ… [NeoQuasar/Kronos-base](https://huggingface.co/NeoQuasar/Kronos-base) |
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+ | Kronos-large | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 499.2M | ❌ Not yet publicly available |
 
 
 
 
 
 
 
 
 
 
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52
+ ## Getting Started: Making Forecasts
53
 
54
  Forecasting with Kronos is straightforward using the `KronosPredictor` class. It handles data preprocessing, normalization, prediction, and inverse normalization, allowing you to get from raw data to forecasts in just a few lines of code.
55
 
 
57
 
58
  Here is a step-by-step guide to making your first forecast.
59
 
60
+ ### Installation
61
+
62
+ 1. Install Python 3.10+, and then install the dependencies from the [GitHub repository's `requirements.txt`](https://github.com/shiyu-coder/Kronos/blob/main/requirements.txt):
63
+
64
+ ```shell
65
+ pip install -r requirements.txt
66
+ ```
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+
68
+ ### 1. Load the Tokenizer and Model
69
 
70
  First, load a pre-trained Kronos model and its corresponding tokenizer from the Hugging Face Hub.
71
 
 
77
  model = Kronos.from_pretrained("NeoQuasar/Kronos-small")
78
  ```
79
 
80
+ ### 2. Instantiate the Predictor
81
 
82
  Create an instance of `KronosPredictor`, passing the model, tokenizer, and desired device.
83
 
 
86
  predictor = KronosPredictor(model, tokenizer, device="cuda:0", max_context=512)
87
  ```
88
 
89
+ ### 3. Prepare Input Data
90
 
91
  The `predict` method requires three main inputs:
92
  - `df`: A pandas DataFrame containing the historical K-line data. It must include columns `['open', 'high', 'low', 'close']`. `volume` and `amount` are optional.
 
96
  ```python
97
  import pandas as pd
98
 
99
+ # Load your data (example data can be found in the GitHub repo)
100
  df = pd.read_csv("./data/XSHG_5min_600977.csv")
101
  df['timestamps'] = pd.to_datetime(df['timestamps'])
102
 
 
110
  y_timestamp = df.loc[lookback:lookback+pred_len-1, 'timestamps']
111
  ```
112
 
113
+ ### 4. Generate Forecasts
114
 
115
  Call the `predict` method to generate forecasts. You can control the sampling process with parameters like `T`, `top_p`, and `sample_count` for probabilistic forecasting.
116
 
 
132
 
133
  The `predict` method returns a pandas DataFrame containing the forecasted values for `open`, `high`, `low`, `close`, `volume`, and `amount`, indexed by the `y_timestamp` you provided.
134
 
135
+ ### 5. Example and Visualization
136
 
137
+ For a complete, runnable script that includes data loading, prediction, and plotting, please see [`examples/prediction_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_example.py) in the GitHub repository.
138
 
139
  Running this script will generate a plot comparing the ground truth data against the model's forecast, similar to the one shown below:
140
 
141
  <p align="center">
142
+ <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/prediction_example.png?raw=true" alt="Forecast Example" align="center" width="600px" />
143
  </p>
144
 
145
+ Additionally, a script that makes predictions without Volume and Amount data can be found in [`examples/prediction_wo_vol_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_wo_vol_example.py).
146
 
147
+ ## Citation
148
 
149
+ If you use Kronos in your research, we would appreciate a citation to our [paper](https://huggingface.co/papers/2508.02739):
150
 
151
+ ```bibtex
152
  @misc{shi2025kronos,
153
+ title={Kronos: A Foundation Model for the Language of Financial Markets},
154
  author={Yu Shi and Zongliang Fu and Shuo Chen and Bohan Zhao and Wei Xu and Changshui Zhang and Jian Li},
155
  year={2025},
156
  eprint={2508.02739},
157
  archivePrefix={arXiv},
158
  primaryClass={q-fin.ST},
159
+ url={https://arxiv.org/abs/2508.02739},
160
  }
161
+ ```
162
+
163
+ ## License
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+
165
+ This project is licensed under the [MIT License](https://github.com/shiyu-coder/Kronos/blob/main/LICENSE).