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app.py
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| 1 |
+
"""
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| 2 |
+
Arvanu Chronos Forecaster - Time Series Prediction API
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| 3 |
+
Part of the Arvanu AI Prediction Ensemble for Premium Tiers
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| 4 |
+
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| 5 |
+
Uses amazon/chronos-bolt-base for fast, accurate probabilistic forecasting
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| 6 |
+
of market odds trajectories.
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| 7 |
+
"""
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| 8 |
+
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| 9 |
+
import gradio as gr
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| 10 |
+
import numpy as np
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| 11 |
+
import torch
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| 12 |
+
from chronos import ChronosBoltPipeline
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| 13 |
+
import json
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| 14 |
+
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| 15 |
+
# Load model on startup (cached)
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| 16 |
+
print("Loading Chronos-Bolt model...")
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| 17 |
+
pipeline = ChronosBoltPipeline.from_pretrained(
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| 18 |
+
"amazon/chronos-bolt-base",
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+
device_map="cpu", # HF free tier is CPU only
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| 20 |
+
torch_dtype=torch.float32,
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| 21 |
+
)
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+
print("Model loaded successfully!")
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| 23 |
+
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| 24 |
+
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| 25 |
+
def forecast_odds(
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historical_prices: str,
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| 27 |
+
prediction_horizon: int = 24,
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| 28 |
+
num_samples: int = 20,
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| 29 |
+
) -> dict:
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| 30 |
+
"""
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| 31 |
+
Forecast market odds trajectory.
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| 32 |
+
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| 33 |
+
Args:
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+
historical_prices: JSON array of historical YES prices (0-1 range)
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| 35 |
+
e.g., "[0.52, 0.54, 0.55, 0.58, 0.56, ...]"
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| 36 |
+
prediction_horizon: Number of time steps to forecast (default: 24)
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| 37 |
+
num_samples: Number of sample trajectories for uncertainty (default: 20)
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| 38 |
+
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+
Returns:
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| 40 |
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JSON with forecast, trend analysis, and confidence metrics
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| 41 |
+
"""
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try:
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| 43 |
+
# Parse input
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| 44 |
+
if isinstance(historical_prices, str):
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| 45 |
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prices = json.loads(historical_prices)
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| 46 |
+
else:
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| 47 |
+
prices = list(historical_prices)
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| 48 |
+
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| 49 |
+
if len(prices) < 10:
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| 50 |
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return {"error": "Need at least 10 historical data points"}
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| 51 |
+
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| 52 |
+
# Ensure values are in valid range
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| 53 |
+
prices = [max(0.01, min(0.99, float(p))) for p in prices]
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| 54 |
+
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| 55 |
+
# Convert to tensor
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| 56 |
+
context = torch.tensor(prices, dtype=torch.float32).unsqueeze(0)
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| 57 |
+
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| 58 |
+
# Generate forecasts
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| 59 |
+
with torch.no_grad():
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| 60 |
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forecasts = pipeline.predict(
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| 61 |
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context=context,
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| 62 |
+
prediction_length=prediction_horizon,
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| 63 |
+
num_samples=num_samples,
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| 64 |
+
)
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| 65 |
+
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| 66 |
+
# forecasts shape: (1, num_samples, prediction_horizon)
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| 67 |
+
forecast_np = forecasts[0].numpy()
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| 68 |
+
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| 69 |
+
# Calculate quantiles
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| 70 |
+
q10 = np.percentile(forecast_np, 10, axis=0).tolist()
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| 71 |
+
q50 = np.percentile(forecast_np, 50, axis=0).tolist() # Median
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| 72 |
+
q90 = np.percentile(forecast_np, 90, axis=0).tolist()
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| 73 |
+
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| 74 |
+
# Trend analysis
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| 75 |
+
current_price = prices[-1]
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| 76 |
+
forecast_end = q50[-1]
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| 77 |
+
price_change = forecast_end - current_price
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| 78 |
+
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| 79 |
+
# Determine trend
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| 80 |
+
if price_change > 0.03:
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| 81 |
+
trend = "strongly_bullish"
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| 82 |
+
trend_strength = min(1.0, price_change * 10)
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| 83 |
+
elif price_change > 0.01:
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| 84 |
+
trend = "bullish"
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| 85 |
+
trend_strength = min(0.7, price_change * 10)
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| 86 |
+
elif price_change < -0.03:
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| 87 |
+
trend = "strongly_bearish"
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| 88 |
+
trend_strength = min(1.0, abs(price_change) * 10)
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| 89 |
+
elif price_change < -0.01:
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| 90 |
+
trend = "bearish"
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| 91 |
+
trend_strength = min(0.7, abs(price_change) * 10)
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| 92 |
+
else:
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| 93 |
+
trend = "neutral"
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| 94 |
+
trend_strength = 0.3
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| 95 |
+
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| 96 |
+
# Calculate momentum (rate of change)
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| 97 |
+
if len(prices) >= 5:
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| 98 |
+
recent_momentum = (prices[-1] - prices[-5]) / 5
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| 99 |
+
else:
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| 100 |
+
recent_momentum = 0
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| 101 |
+
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| 102 |
+
# Volatility from forecast spread
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| 103 |
+
avg_spread = np.mean(np.array(q90) - np.array(q10))
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| 104 |
+
volatility = float(avg_spread)
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| 105 |
+
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| 106 |
+
# Confidence based on forecast tightness and trend clarity
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| 107 |
+
# Tighter forecasts = higher confidence
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| 108 |
+
confidence = max(0.3, min(0.95, 1.0 - (volatility * 2)))
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| 109 |
+
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| 110 |
+
# Adjust confidence based on trend strength
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| 111 |
+
if trend in ["strongly_bullish", "strongly_bearish"]:
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| 112 |
+
confidence = min(0.95, confidence * 1.15)
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| 113 |
+
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| 114 |
+
# Direction for ensemble (matches NLP output format)
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| 115 |
+
if trend in ["bullish", "strongly_bullish"]:
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| 116 |
+
direction = "YES"
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| 117 |
+
direction_confidence = 0.5 + (trend_strength * 0.4)
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| 118 |
+
elif trend in ["bearish", "strongly_bearish"]:
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| 119 |
+
direction = "NO"
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| 120 |
+
direction_confidence = 0.5 + (trend_strength * 0.4)
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| 121 |
+
else:
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| 122 |
+
# Neutral - slight lean based on momentum
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| 123 |
+
direction = "YES" if recent_momentum > 0 else "NO"
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| 124 |
+
direction_confidence = 0.5
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| 125 |
+
|
| 126 |
+
return {
|
| 127 |
+
"success": True,
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| 128 |
+
"forecast": {
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| 129 |
+
"median": q50,
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| 130 |
+
"lower_bound": q10,
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| 131 |
+
"upper_bound": q90,
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| 132 |
+
},
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| 133 |
+
"analysis": {
|
| 134 |
+
"trend": trend,
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| 135 |
+
"trend_strength": round(trend_strength, 3),
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| 136 |
+
"price_change_predicted": round(price_change, 4),
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| 137 |
+
"current_price": round(current_price, 4),
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| 138 |
+
"forecast_end_price": round(forecast_end, 4),
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| 139 |
+
"momentum": round(recent_momentum, 4),
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| 140 |
+
"volatility": round(volatility, 4),
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| 141 |
+
},
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| 142 |
+
"ensemble_output": {
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| 143 |
+
"direction": direction,
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| 144 |
+
"confidence": round(direction_confidence, 3),
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| 145 |
+
"model_confidence": round(confidence, 3),
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| 146 |
+
},
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| 147 |
+
"meta": {
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| 148 |
+
"model": "chronos-bolt-base",
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| 149 |
+
"input_length": len(prices),
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| 150 |
+
"horizon": prediction_horizon,
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| 151 |
+
}
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| 152 |
+
}
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| 153 |
+
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| 154 |
+
except Exception as e:
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| 155 |
+
return {
|
| 156 |
+
"success": False,
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| 157 |
+
"error": str(e),
|
| 158 |
+
}
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| 159 |
+
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| 160 |
+
|
| 161 |
+
def forecast_api(historical_prices: str, prediction_horizon: int = 24) -> str:
|
| 162 |
+
"""API endpoint wrapper that returns JSON string"""
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| 163 |
+
result = forecast_odds(historical_prices, prediction_horizon)
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| 164 |
+
return json.dumps(result, indent=2)
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| 165 |
+
|
| 166 |
+
|
| 167 |
+
# Create Gradio interface
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| 168 |
+
with gr.Blocks(title="Arvanu Chronos Forecaster") as demo:
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| 169 |
+
gr.Markdown("""
|
| 170 |
+
# 🔮 Arvanu Chronos Forecaster
|
| 171 |
+
|
| 172 |
+
**Time-Series Prediction API for Market Odds**
|
| 173 |
+
|
| 174 |
+
Part of the Arvanu AI Prediction Ensemble. Uses Amazon's Chronos-Bolt
|
| 175 |
+
for probabilistic forecasting of market price trajectories.
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| 176 |
+
|
| 177 |
+
## API Usage
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| 178 |
+
|
| 179 |
+
```python
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| 180 |
+
import requests
|
| 181 |
+
|
| 182 |
+
response = requests.post(
|
| 183 |
+
"https://mythman-arvanu-chronos.hf.space/api/predict",
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| 184 |
+
json={
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| 185 |
+
"data": [
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| 186 |
+
"[0.52, 0.54, 0.55, 0.58, 0.56, 0.59, 0.61, 0.60, 0.62, 0.64]",
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| 187 |
+
24 # prediction horizon
|
| 188 |
+
]
|
| 189 |
+
}
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| 190 |
+
)
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| 191 |
+
result = response.json()
|
| 192 |
+
```
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| 193 |
+
""")
|
| 194 |
+
|
| 195 |
+
with gr.Row():
|
| 196 |
+
with gr.Column():
|
| 197 |
+
prices_input = gr.Textbox(
|
| 198 |
+
label="Historical Prices (JSON array)",
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| 199 |
+
placeholder='[0.52, 0.54, 0.55, 0.58, 0.56, 0.59, 0.61, 0.60, 0.62, 0.64]',
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| 200 |
+
lines=3,
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| 201 |
+
)
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| 202 |
+
horizon_input = gr.Slider(
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| 203 |
+
minimum=1,
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| 204 |
+
maximum=48,
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| 205 |
+
value=24,
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| 206 |
+
step=1,
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| 207 |
+
label="Prediction Horizon (time steps)",
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| 208 |
+
)
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| 209 |
+
submit_btn = gr.Button("Generate Forecast", variant="primary")
|
| 210 |
+
|
| 211 |
+
with gr.Column():
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| 212 |
+
output = gr.JSON(label="Forecast Result")
|
| 213 |
+
|
| 214 |
+
submit_btn.click(
|
| 215 |
+
fn=forecast_odds,
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| 216 |
+
inputs=[prices_input, horizon_input],
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| 217 |
+
outputs=output,
|
| 218 |
+
)
|
| 219 |
+
|
| 220 |
+
gr.Examples(
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| 221 |
+
examples=[
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| 222 |
+
['[0.52, 0.54, 0.55, 0.58, 0.56, 0.59, 0.61, 0.60, 0.62, 0.64, 0.63, 0.65]', 24],
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| 223 |
+
['[0.72, 0.71, 0.69, 0.68, 0.70, 0.67, 0.65, 0.64, 0.63, 0.62, 0.60, 0.58]', 12],
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| 224 |
+
['[0.50, 0.51, 0.50, 0.49, 0.50, 0.51, 0.50, 0.50, 0.49, 0.50, 0.51, 0.50]', 24],
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| 225 |
+
],
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| 226 |
+
inputs=[prices_input, horizon_input],
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| 227 |
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)
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| 228 |
+
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| 229 |
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# Launch with API enabled
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| 230 |
+
demo.launch()
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