QuantConnect / QuantConnect/Lean

[Library Upgrade] uni2ts, momentfm, tsfm_public (Moirai, MOMENT, Granite TTM)

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library-request
Dominant language
C#
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Description

The following libraries are required to use popular Hugging Face time series forecasting models in LEAN algorithms:

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.

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Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. 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

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