Files
LocalAI/backend/go/timestral-cpp/gotimestralcpp_test.go
T
mudler-agentandEttore Di Giacinto c60a2e47d6 feat(backends): timestral.cpp forecast backend and /v1/forecast API (#12885)
* feat(grpc): add a Forecast RPC for time-series models

Add Forecast to the backend service with columnar request and response
messages: flat row-major arrays, NaN for missing values, and one message
per series so a caller can send series of different shapes in one call.
The response keeps the request order.

Wire the RPC through the server, client, embedded client, connection
evicting client, in-flight tracking client and the base backend, which
answers unimplemented. core/backend gains a Forecast helper that stamps
the model identity and records a trace, like the other single-purpose
RPCs.

Assisted-by: Claude:claude-sonnet-5-5 go-vet

* feat(config): add the forecast usecase

FLAG_FORECAST marks a model as a time-series forecaster. The timestral-cpp
backend declares it as its default usecase, so a config with that backend
needs no extra lines. The backend is also listed as a non-text backend, so
a forecast model is never offered as a chat model. It shows up in the
gallery filter and in the capability list.

Assisted-by: Claude:claude-sonnet-5-5 go-vet

* feat(api): add POST /v1/forecast

Take one or more numeric series and return quantile trajectories for the
next prediction_length steps. Targets are [variates][steps] or a flat
array for one variate; JSON null marks a missing value. Past and known
covariates and categorical codes are checked for length before the
backend sees them. Quantiles default to 0.1, 0.5 and 0.9 in the backend.

The route is gated by a new default-on forecast API feature. The endpoint
is listed in the swagger spec, the /api/instructions index, the UI model
filter and the capability symbols.

Assisted-by: Claude:claude-sonnet-5-5 go-vet

* feat(backends): add the timestral-cpp forecast backend

Wrap the timestral.cpp C ABI with purego, the way the other ggml
backends do: libtimestral is built from a pinned commit with ggml
embedded, and the Go binary loads it at start.

Forecast validates the counts against the array lengths, groups the
series by shape, makes one library call per group and puts the results
back in the order the caller sent them. Quantiles default to 0.1, 0.5
and 0.9, and a level the model does not have is refused with the list of
valid ones. A mutex guards the handle because the library is not
reentrant. Request size is bounded by two model options.

The unit specs use a fake library. The integration specs and a gRPC
spec run against the 5M F32 model that test.sh downloads and checks
against a fixed SHA-256.

Assisted-by: Claude:claude-sonnet-5-5 go-vet

* build(backends): register timestral-cpp in the build and the library

Add the CPU image to the backend matrix for amd64 and arm64, plus an
Apple silicon entry that is not built or tested yet. The image has no GPU
keys because the engine runs on the CPU only. Wire the make targets, the
path filter and the dependency bump bot.

The library entries were generated with backendcatalog. The images are
not published yet, so the release entries are unpinned until a
maintainer runs --repin. The gallery reader test now counts the names in
the library instead of a fixed number, so adding a backend does not
break it.

Assisted-by: Claude:claude-sonnet-5-5 go-vet

* feat(gallery): add the Timestral forecast models

Add Timestral 5M, 28M, 123M and 209M as F32 entries, each with its F16
build as a variant. Q8_0 and the K-quants are left out until the quality
question is settled. Each entry runs on the timestral-cpp backend, on
the CPU only.

The weights use Mistral's Modified MIT licence, which bars use by
companies above a monthly revenue threshold. The first paragraph after
the summary says so, the licence file is installed next to the weights,
and the revenue-restricted-license tag makes the entries filterable.

The memory each build needs has not been measured, so no size is set.

Assisted-by: Claude:claude-sonnet-5-5

* docs(forecast): document /v1/forecast and the Timestral models

Add a feature page with the request and response shapes, the error
cases, the model options and the licence note. List the engine in the
README, the compatibility table and the backend categories.

Assisted-by: Claude:claude-sonnet-5-5

---------

Co-authored-by: Ettore Di Giacinto <mudler@localai.io>
2026-10-24 22:47:04 +02:00

306 lines
12 KiB
Go

package main
import (
"math"
"os"
"path/filepath"
"sync"
"time"
pb "github.com/mudler/LocalAI/pkg/grpc/proto"
. "github.com/onsi/ginkgo/v2"
. "github.com/onsi/gomega"
"google.golang.org/grpc/codes"
"google.golang.org/grpc/status"
)
var modelLevels = []float64{0.01, 0.1, 0.25, 0.5, 0.75, 0.9, 0.99}
// series builds a series of v variates and t steps. Variate j starts at
// first+j, so a result can be traced back to its input.
func series(id string, first float32, v, t int) *pb.ForecastSeries {
s := &pb.ForecastSeries{Id: id, NumVariates: int32(v), Length: int32(t)}
for j := 0; j < v; j++ {
for i := 0; i < t; i++ {
s.Target = append(s.Target, first+float32(j))
}
}
return s
}
func boolPtr(b bool) *bool { return &b }
func errCode(err error) codes.Code {
st, ok := status.FromError(err)
ExpectWithOffset(1, ok).To(BeTrue(), "not a gRPC status error: %v", err)
return st.Code()
}
var _ = Describe("TimestralCpp", func() {
var (
fake *fakeLib
model string
tc *TimestralCpp
)
loadOpts := func(options ...string) *pb.ModelOptions {
return &pb.ModelOptions{ModelFile: model, Threads: 3, Options: options}
}
BeforeEach(func() {
fake = &fakeLib{levels: modelLevels, abiVersion: 1}
fake.install()
model = filepath.Join(GinkgoT().TempDir(), "timestral-test.gguf")
Expect(os.WriteFile(model, []byte("gguf"), 0o600)).To(Succeed())
tc = &TimestralCpp{}
})
Describe("Load", func() {
It("loads the model, reads the quantile levels and passes the thread budget", func() {
Expect(tc.Load(loadOpts())).To(Succeed())
Expect(tc.levels).To(Equal(modelLevels))
Expect(fake.calls[0].threads).To(Equal(int32(3)))
})
It("uses 4 threads when LocalAI gives no budget", func() {
Expect(tc.Load(&pb.ModelOptions{ModelFile: model})).To(Succeed())
Expect(fake.calls[0].threads).To(Equal(int32(4)))
})
It("refuses an empty path and a missing file", func() {
Expect(tc.Load(&pb.ModelOptions{})).To(MatchError(ContainSubstring("ModelFile is required")))
Expect(tc.Load(&pb.ModelOptions{ModelFile: model + ".missing"})).To(MatchError(ContainSubstring("not readable")))
Expect(fake.loads).To(BeZero())
})
It("refuses a library with another ABI version", func() {
fake.abiVersion = 2
Expect(tc.Load(loadOpts())).To(MatchError(ContainSubstring("ABI version 2")))
Expect(fake.loads).To(BeZero())
})
It("returns the library's own error when the load fails", func() {
fake.loadFails = true
Expect(tc.Load(loadOpts())).To(MatchError(ContainSubstring("cannot read model")))
})
It("frees the previous handle on a second load", func() {
Expect(tc.Load(loadOpts())).To(Succeed())
Expect(tc.Load(loadOpts())).To(Succeed())
Expect(fake.frees).To(Equal(1))
})
})
Describe("Free", func() {
It("frees the handle once and makes Forecast fail cleanly", func() {
Expect(tc.Load(loadOpts())).To(Succeed())
Expect(tc.Free()).To(Succeed())
Expect(tc.Free()).To(Succeed())
Expect(fake.frees).To(Equal(1))
_, err := tc.Forecast(&pb.ForecastRequest{PredictionLength: 1, Series: []*pb.ForecastSeries{series("a", 1, 1, 4)}})
Expect(errCode(err)).To(Equal(codes.FailedPrecondition))
})
})
Describe("Forecast", func() {
BeforeEach(func() {
Expect(tc.Load(loadOpts())).To(Succeed())
})
It("returns the default quantiles 0.1, 0.5 and 0.9 when none are requested", func() {
res, err := tc.Forecast(&pb.ForecastRequest{PredictionLength: 2, Series: []*pb.ForecastSeries{series("a", 1, 1, 4)}})
Expect(err).ToNot(HaveOccurred())
Expect(res.QuantileLevels).To(Equal([]float64{0.1, 0.5, 0.9}))
Expect(res.PredictionLength).To(Equal(int32(2)))
})
It("honours the default_quantiles option", func() {
Expect(tc.Load(loadOpts("default_quantiles:0.25,0.75"))).To(Succeed())
res, err := tc.Forecast(&pb.ForecastRequest{PredictionLength: 1, Series: []*pb.ForecastSeries{series("a", 1, 1, 4)}})
Expect(err).ToNot(HaveOccurred())
Expect(res.QuantileLevels).To(Equal([]float64{0.25, 0.75}))
})
It("reshapes the ABI [B,V,H,Q] output to [V][Q][H] for the chosen quantiles", func() {
req := &pb.ForecastRequest{
PredictionLength: 3,
Quantiles: []float64{0.9, 0.1, 0.9}, // unsorted and repeated on purpose
Series: []*pb.ForecastSeries{series("a", 2, 2, 5)},
}
res, err := tc.Forecast(req)
Expect(err).ToNot(HaveOccurred())
Expect(res.QuantileLevels).To(Equal([]float64{0.1, 0.9}), "ascending, no duplicates")
sr := res.Series[0]
Expect(sr.NumVariates).To(Equal(int32(2)))
var want []float32
for v := 0; v < 2; v++ {
for _, q := range []int{1, 5} { // indexes of 0.1 and 0.9 in the model levels
for h := 0; h < 3; h++ {
want = append(want, value(float32(2+v), h, q))
}
}
}
Expect(sr.Values).To(Equal(want))
})
It("accepts a requested level within 1e-6 and rejects one further away", func() {
_, err := tc.Forecast(&pb.ForecastRequest{PredictionLength: 1, Quantiles: []float64{0.5 + 5e-7}, Series: []*pb.ForecastSeries{series("a", 1, 1, 4)}})
Expect(err).ToNot(HaveOccurred())
_, err = tc.Forecast(&pb.ForecastRequest{PredictionLength: 1, Quantiles: []float64{0.4}, Series: []*pb.ForecastSeries{series("a", 1, 1, 4)}})
Expect(errCode(err)).To(Equal(codes.InvalidArgument))
Expect(err.Error()).To(ContainSubstring("valid levels: 0.01, 0.1, 0.25, 0.5, 0.75, 0.9, 0.99"))
})
It("groups series by shape, runs one call per group and keeps the request order", func() {
req := &pb.ForecastRequest{
PredictionLength: 2,
Quantiles: []float64{0.5},
Series: []*pb.ForecastSeries{
series("long-1", 1, 1, 6),
series("short", 2, 1, 4),
series("long-2", 3, 1, 6),
series("wide", 4, 2, 6),
},
}
res, err := tc.Forecast(req)
Expect(err).ToNot(HaveOccurred())
calls := fake.forecastCalls()
Expect(calls).To(HaveLen(3), "shapes: 1x6, 1x4, 2x6")
Expect(calls[0].B).To(Equal(int32(2)))
Expect(calls[0].context).To(Equal([]float32{1, 1, 1, 1, 1, 1, 3, 3, 3, 3, 3, 3}), "long-1 then long-2")
Expect(calls[1].B).To(Equal(int32(1)))
Expect(calls[1].T).To(Equal(int32(4)))
Expect(calls[2].V).To(Equal(int32(2)))
Expect(res.Series).To(HaveLen(4))
for i, want := range []struct {
id string
first float32
v int32
}{{"long-1", 1, 1}, {"short", 2, 1}, {"long-2", 3, 1}, {"wide", 4, 2}} {
sr := res.Series[i]
Expect(sr.Id).To(Equal(want.id))
Expect(sr.NumVariates).To(Equal(want.v))
Expect(sr.Values[0]).To(Equal(value(want.first, 0, 3)), "series %s carries its own input", want.id)
Expect(sr.Values).To(HaveLen(int(want.v) * 2))
}
})
It("passes covariates through to the library per series", func() {
s1 := series("a", 1, 1, 3)
s1.NumKnownCovariates = 1
s1.KnownCovariates = []float32{1, 2, 3, 4, 5} // T+H = 3+2
s1.NumPastCategorical = 1
s1.PastCategorical = []float64{7, math.NaN(), 9}
s2 := series("b", 2, 1, 3)
s2.NumKnownCovariates = 1
s2.KnownCovariates = []float32{6, 7, 8, 9, 10}
s2.NumPastCategorical = 1
s2.PastCategorical = []float64{1, 2, 3}
_, err := tc.Forecast(&pb.ForecastRequest{PredictionLength: 2, Series: []*pb.ForecastSeries{s1, s2}})
Expect(err).ToNot(HaveOccurred())
calls := fake.forecastCalls()
Expect(calls).To(HaveLen(1))
Expect(calls[0].cKnown).To(Equal(int32(1)))
Expect(calls[0].knownCov).To(Equal([]float32{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}))
Expect(calls[0].ccPast).To(Equal(int32(1)))
Expect(calls[0].catPast[0]).To(Equal(7.0))
Expect(math.IsNaN(calls[0].catPast[1])).To(BeTrue())
})
It("sends -1 for absent averaging and clipping flags and the value when set", func() {
base := func() *pb.ForecastRequest {
return &pb.ForecastRequest{PredictionLength: 1, Series: []*pb.ForecastSeries{series("a", 1, 1, 4)}}
}
_, err := tc.Forecast(base())
Expect(err).ToNot(HaveOccurred())
r := base()
r.SymmetricAveraging, r.ClipNonnegative = boolPtr(true), boolPtr(false)
r.MaxContext = 128
_, err = tc.Forecast(r)
Expect(err).ToNot(HaveOccurred())
calls := fake.forecastCalls()
Expect(calls[0].sym).To(Equal(int32(-1)))
Expect(calls[0].clip).To(Equal(int32(-1)))
Expect(calls[0].maxContext).To(BeZero())
Expect(calls[1].sym).To(Equal(int32(1)))
Expect(calls[1].clip).To(Equal(int32(0)))
Expect(calls[1].maxContext).To(Equal(int32(128)))
})
It("falls back to the max_context option", func() {
Expect(tc.Load(loadOpts("max_context:64"))).To(Succeed())
_, err := tc.Forecast(&pb.ForecastRequest{PredictionLength: 1, Series: []*pb.ForecastSeries{series("a", 1, 1, 4)}})
Expect(err).ToNot(HaveOccurred())
Expect(fake.forecastCalls()[0].maxContext).To(Equal(int32(64)))
})
It("frees the library buffer exactly once per call", func() {
req := &pb.ForecastRequest{PredictionLength: 1, Series: []*pb.ForecastSeries{series("a", 1, 1, 4), series("b", 1, 1, 5)}}
_, err := tc.Forecast(req)
Expect(err).ToNot(HaveOccurred())
Expect(fake.freeBuffers).To(Equal(2), "one buffer per shape group")
})
It("reports the library error as InvalidArgument and frees nothing", func() {
fake.forecastFail = true
_, err := tc.Forecast(&pb.ForecastRequest{PredictionLength: 1, Series: []*pb.ForecastSeries{series("a", 1, 1, 4)}})
Expect(errCode(err)).To(Equal(codes.InvalidArgument))
Expect(err.Error()).To(ContainSubstring("invalid request"))
Expect(fake.freeBuffers).To(BeZero())
})
DescribeTable("rejects a malformed request before calling the library",
func(mutate func(*pb.ForecastRequest), fragment string) {
req := &pb.ForecastRequest{PredictionLength: 2, Series: []*pb.ForecastSeries{series("a", 1, 1, 4)}}
mutate(req)
_, err := tc.Forecast(req)
Expect(errCode(err)).To(Equal(codes.InvalidArgument))
Expect(err.Error()).To(ContainSubstring(fragment))
Expect(fake.forecastCalls()).To(BeEmpty())
},
Entry("no series", func(r *pb.ForecastRequest) { r.Series = nil }, "no series"),
Entry("a zero horizon", func(r *pb.ForecastRequest) { r.PredictionLength = 0 }, "prediction_length"),
Entry("a negative max_context", func(r *pb.ForecastRequest) { r.MaxContext = -1 }, "max_context"),
Entry("a target of the wrong length", func(r *pb.ForecastRequest) { r.Series[0].Target = r.Series[0].Target[:3] }, "target holds 3 values, expected 4"),
Entry("known covariates that stop at the context end", func(r *pb.ForecastRequest) {
r.Series[0].NumKnownCovariates = 1
r.Series[0].KnownCovariates = []float32{1, 2, 3, 4}
}, "known_covariates holds 4 values, expected 6"),
Entry("zero variates", func(r *pb.ForecastRequest) { r.Series[0].NumVariates = 0 }, "at least one variate"),
Entry("a negative covariate count", func(r *pb.ForecastRequest) { r.Series[0].NumPastCovariates = -1 }, "negative"),
)
It("enforces the per-request series and point limits", func() {
Expect(tc.Load(loadOpts("max_series:2", "max_total_points:10"))).To(Succeed())
three := &pb.ForecastRequest{PredictionLength: 1, Series: []*pb.ForecastSeries{series("a", 1, 1, 2), series("b", 1, 1, 2), series("c", 1, 1, 2)}}
_, err := tc.Forecast(three)
Expect(err).To(MatchError(ContainSubstring("exceed the limit of 2")))
big := &pb.ForecastRequest{PredictionLength: 1, Series: []*pb.ForecastSeries{series("a", 1, 1, 6), series("b", 1, 1, 6)}}
_, err = tc.Forecast(big)
Expect(err).To(MatchError(ContainSubstring("max_total_points")))
Expect(fake.forecastCalls()).To(BeEmpty())
})
It("never runs two library calls at once", func() {
fake.delay = 20 * time.Millisecond
var wg sync.WaitGroup
for i := 0; i < 6; i++ {
wg.Add(1)
go func() {
defer GinkgoRecover()
defer wg.Done()
_, err := tc.Forecast(&pb.ForecastRequest{PredictionLength: 1, Series: []*pb.ForecastSeries{series("a", 1, 1, 4)}})
Expect(err).ToNot(HaveOccurred())
}()
}
wg.Wait()
Expect(fake.maxInFlight.Load()).To(Equal(int32(1)))
Expect(fake.forecastCalls()).To(HaveLen(6))
})
})
})