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Check out the documentation for more information.
KiT Model Checkpoints
Pre-trained model checkpoints for KiT: A Foundation Model for Candlestick Time-Series Forecasting via Diffusion Transformers.
Checkpoint bundles
Each checkpoint is stored with its matching instrument mapping and normalization statistics:
step_market_284M/
step_market_284M.pt
instruments.json
stats.json
step_market_284M_train260410/
step_market_284M_train260410.pt
instruments.json
stats.json
| Bundle | Markets | Instruments | Normalization entries | Training cutoff |
|---|---|---|---|---|
| step_market_284M | Chinese A-shares, U.S. equities, cryptocurrency | 4,830 | 105 | 2025-12-31 |
| step_market_284M_train260410 | Chinese A-shares | 3,914 | 35 | 2026-03-09 |
step_market_284M
The official open-source checkpoint used for the paper's reported results and evaluations. Its EMA weights exactly match the original three-market experiment's step 64,000 checkpoint. The existing .pt file retains a legacy step=50000 metadata field; the weight tensors are unchanged.
step_market_284M_train260410
The A-share checkpoint whose EMA weights exactly match the original experiment's step 63,000 checkpoint. The filename is retained for compatibility. The original training configuration and launch records specify training through 2026-03-09, with 2026-03-10 through 2026-04-10 held out for validation; the filename does not mean that training included all data through April 10. This checkpoint has no reported test-set benchmark.
Using the matching metadata
instruments.jsonmaps each symbol to itsmarket, integersector, and originalvocab_index. Preserve these IDs: they select the trained instrument embeddings.stats.jsoncontains the normalization scales used for input normalization and output denormalization, keyed by<market>|<timescale>|<feature>.- For the three-market bundle, A-share and U.S. statistics come from their original
stats.jsonfiles; cryptocurrency statistics come from the originalstats_trainend2025.json, as selected by the training merge code. - These files were reconstructed from the available original market metadata using the training merge logic, without renumbering instruments or refitting statistics. Eight real-data inference cases across both checkpoints were compared against the matching original experiment weights and source metadata using identical seeds: normalized predictions and reconstructed OHLCV matched exactly. This verifies compatibility on the tested cases; training-time JSON hashes were not recorded.
Download and inference
Download either bundle, for example:
from huggingface_hub import snapshot_download
snapshot_download(
repo_id="Lucifer744/KiT_model",
allow_patterns=["step_market_284M/*"],
local_dir="ckpt",
)
The checkpoint path is now ckpt/step_market_284M/step_market_284M.pt. For the A-share-only bundle, select step_market_284M_train260410/* and use the corresponding nested checkpoint path.
The current code repository reads instruments.json and stats.json from --data-root. Place the chosen bundle's two JSON files in that data directory alongside your market/timeframe parquet files and trading calendar, then pass the nested checkpoint path explicitly:
python eval/infer_for_pred.py --ckpt ckpt/step_market_284M/step_market_284M.pt --data-root data
The bundled evaluation scripts target A-shares. Use the lower-level inference API with the appropriate market and calendar for U.S. equities or cryptocurrency. Keep the metadata from the same bundle as the selected checkpoint.
The 100-stock A-share demo data is available at KiT_data_demo.
Citation
@article{kit2026,
title={KiT: A Foundation Model for Candlestick Time-Series Forecasting via Diffusion Transformers},
author={Boyu Zhang, Haorui Li},
journal={arXiv preprint arXiv:2609.34507},
year={2026}
}
License
See the main repository for license information.