QuantConnect / QuantConnect/Lean
[Library Upgrade] uni2ts, momentfm, tsfm_public (Moirai, MOMENT, Granite TTM)
Nobody has claimed this yet.
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
The following libraries are required to use popular Hugging Face time series forecasting models in LEAN algorithms:
- uni2ts — required to use Salesforce/moirai-1.0-R-small/base/large, the Moirai universal time series foundation model
- momentfm — required to use AutonLab/MOMENT-1-large, the MOMENT time series foundation model
- tsfm_public — required to use ibm-granite/granite-timeseries-ttm-r1, IBM's Granite Tiny Time Mixer
These packages cannot be installed at backtest runtime because the QC Cloud backtest environment does not have outbound network access. They need to be pre-installed in the Python environment alongside existing ML libraries like chronos, transformers, and torch.
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
No file or test is identified in the issue. Start by locating the Python environment dependency definitions that install existing ML libraries such as chronos, transformers, and torch, then verify that uni2ts, momentfm, and tsfm_public are available without outbound network access; done means all three packages are pre-installed for backtests.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- huggingface, python, pytorch
- Domain
- build-system, machine-learning
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 42/100