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README.md
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- Finance
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- Candlestick
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- K-line
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library_name: Kronos
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---
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# Kronos: A Foundation Model for the Language of Financial Markets
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<p align="center">
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<img src="https://github.com/shiyu-coder/Kronos/
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</p>
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## 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 |
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|--------------|---------------------------------------------------------------------------------| -------------- | ------
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| Kronos-mini | [Kronos-Tokenizer-2k](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-2k) | 2048 | 4.1M | ✅ [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 | ✅ [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 | ✅ [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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## Getting Started
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### Installation
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1. Install Python 3.10+, and then install the dependencies:
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pip install -r requirements.txt
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```
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### 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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**Important Note**: The `max_context` for `Kronos-small` and `Kronos-base` is **512**. This is the maximum sequence length the model can process. For optimal performance, it is recommended that your input data length (i.e., `lookback`) does not exceed this limit. The `KronosPredictor` will automatically handle truncation for longer contexts.
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Here is a step-by-step guide to making your first forecast.
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First, load a pre-trained Kronos model and its corresponding tokenizer from the Hugging Face Hub.
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```python
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model = Kronos.from_pretrained("NeoQuasar/Kronos-small")
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```
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Create an instance of `KronosPredictor`, passing the model, tokenizer, and desired device.
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```python
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predictor = KronosPredictor(model, tokenizer, device="cuda:0", max_context=512)
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```
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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.
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- `x_timestamp`: A pandas Series of timestamps corresponding to the historical data in `df`.
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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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y_timestamp = df.loc[lookback:lookback+pred_len-1, 'timestamps']
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```
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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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```python
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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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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://github.com/shiyu-coder/Kronos/
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</p>
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Additionally,
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## Citation
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If you use Kronos in your research, we would appreciate a citation to our [paper](https://huggingface.co/papers/2508.02739):
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```bibtex
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@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},
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}
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```
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- Finance
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- Candlestick
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- K-line
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---
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# Kronos: A Foundation Model for the Language of Financial Markets
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[](https://arxiv.org/abs/2508.02739)
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[](https://shiyu-coder.github.io/Kronos-demo/)
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[](https://github.com/shiyu-coder/Kronos)
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<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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**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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## Introduction
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Kronos is a family of decoder-only foundation models, pre-trained specifically for the "language" of financial markets—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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<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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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.
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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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👉 [Access the Live Demo Here](https://shiyu-coder.github.io/Kronos-demo/)
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## 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 | Hugging Face Model Card |
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|--------------|---------------------------------------------------------------------------------| -------------- | ------ |--------------------------------------------------------------------------|
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| Kronos-mini | [Kronos-Tokenizer-2k](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-2k) | 2048 | 4.1M | ✅ [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 | ✅ [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 | ✅ [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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## Getting Started: 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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**Important Note**: The `max_context` for `Kronos-small` and `Kronos-base` is **512**. This is the maximum sequence length the model can process. For optimal performance, it is recommended that your input data length (i.e., `lookback`) does not exceed this limit. The `KronosPredictor` will automatically handle truncation for longer contexts.
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Here is a step-by-step guide to making your first forecast.
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### Installation
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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):
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```shell
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pip install -r requirements.txt
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```
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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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```python
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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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```python
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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.
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- `x_timestamp`: A pandas Series of timestamps corresponding to the historical data in `df`.
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```python
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import pandas as pd
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# Load your data (example data can be found in the GitHub repo)
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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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y_timestamp = df.loc[lookback:lookback+pred_len-1, 'timestamps']
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```
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### 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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```python
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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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### 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) in the GitHub repository.
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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://github.com/shiyu-coder/Kronos/blob/master/figures/prediction_example.png?raw=true" alt="Forecast Example" align="center" width="600px" />
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</p>
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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).
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## Citation
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If you use Kronos in your research, we would appreciate a citation to our [paper](https://huggingface.co/papers/2508.02739):
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```bibtex
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@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},
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}
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```
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## License
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This project is licensed under the [MIT License](https://github.com/shiyu-coder/Kronos/blob/main/LICENSE).
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