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Documentation Index

Fetch the complete documentation index at: https://docs.smlcrm.com/llms.txt

Use this file to discover all available pages before exploring further.

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Forecasting workflows

The Simulacrum client wraps the /{modelName}/v1/forecast endpoint with input validation and typed responses. By default the SDK uses the tempo model; override via the model parameter.

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Minimal forecast

from simulacrum import Simulacrum

client = Simulacrum(api_key="sim-key_id-secret")
values = [412.0, 415.5, 418.3, 420.0, 421.8]
forecast = client.forecast(series=values, horizon=6, model="tempo")
print(forecast.tolist())
  • series must be one-dimensional. Pass a list, tuple, or numpy array.
  • horizon represents how many future steps the API should predict.
  • model defaults to "tempo". Override it to target specialised backends or your fine-tuned model name.

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Model selection

Use the model parameter to explore Simulacrum’s models (including fine-tuned ones). When a model name is not recognised, the API returns an InvalidRequestError. 
client.forecast(series=values, horizon=6, model="smlcrm-model")

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Batching workloads

For high-volume jobs, batch your requests and parallelise the compute with asyncio or concurrent futures. 
import concurrent.futures
from simulacrum import Simulacrum

client = Simulacrum(api_key="sim-key_id-secret")
segments = {
    "east": [51.2, 59.1, 62.0, 65.4],
    "west": [44.0, 45.5, 42.3, 43.7],
    "digital": [240.7, 243.5, 249.0, 256.2],
}

with concurrent.futures.ThreadPoolExecutor(max_workers=6) as pool:
    futures = {
        pool.submit(client.forecast, series=series, horizon=8): name
        for name, series in segments.items()
    }

for future, name in futures.items():
    print(name, future.result())
Keep horizons small and leverage horizontal scaling for throughput. The API enforces request-level rate limits per account, so throttle when QuotaExceededError is raised.

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Post-processing

The SDK returns a numpy array so you can slot forecasts into Pandas, Arrow, or downstream models without conversion boilerplate. 
import pandas as pd

horizon = 6
forecast = client.forecast(series=values, horizon=horizon, model="tempo")
index = pd.date_range("2024-01-01", periods=horizon, freq="D")
series = pd.Series(forecast, index=index, name="prediction")
Store the same metadata you used to generate the forecast (model name, horizon, feature flags) alongside each result for reproducibility.
For backtesting, partition the tail of your historical data, forecast against the prefix, and compare the result to the holdout set. The numpy output makes error metrics such as MAPE or SMAPE straightforward to compute.