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QuantConnect / Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
https://lean.io
Apache License 2.0
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Chronos: Learning the Language of Time Series #8065

Closed Martin-Molinero closed 3 months ago

Martin-Molinero commented 3 months ago

See https://github.com/amazon-science/chronos-forecasting

Martin-Molinero commented 3 months ago

At this time this codebase is intended only for research / reproducibility purposes. Chronos will be actively maintained and developed within AutoGluon-TimeSeries, already in progress here: https://github.com/autogluon/autogluon/pull/3978

See https://github.com/amazon-science/chronos-forecasting/issues/10, this has be completed and autogluon already supports chronos

rasmus-oejvind commented 3 months ago

Confused, sorry, maybe you can help. Does QC support the autogluon library? Or is there access to autogluon go via SageMaker (which would demand that AWS endpoints be supported via boto3, which in the current documentation seems only to be true for ARM64)? Or is the presupposition that we are running LEAN CLI locally and installing project libraries whenever needed? Otherwise, I don't understand why this issue is closed.

Martin-Molinero commented 3 months ago

Hey @rasmus-oejvind! autogluon library is planned to soon be supported in the cloud as a virtual env on top of the default env, due to it's special dependency requirements