Initial code commit

.devtools/githooks/pre-commit

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+#!/usr/bin/env python3
+
+# Standard library imports
+import os
+import sys
+import textwrap
+from pathlib import Path
+from subprocess import CalledProcessError, check_output
+
+# Third-party imports
+import flake8.main.git
+
+
+def type_check() -> int:
+    mypy_opts = ['--follow-imports=silent', '--ignore-missing-imports']
+    mypy_args = [
+        str(p.parent.resolve())
+        for p in Path(__file__).parents[2].glob('**/.typesafe')
+    ]
+
+    try:
+        check_output(['mypy'] + mypy_opts + mypy_args)
+        return 0
+    except CalledProcessError as e:
+        print(e.output.decode().strip())
+
+        print(
+            textwrap.dedent(
+                f'''
+                Mypy command
+
+                    mypy {" ".join(mypy_opts + mypy_args)}
+
+                returned a non-zero exit code. Fix the type errors listed above
+                and then run
+
+                    python setup.py type_check
+
+                in order to validate your fixes.
+                '''
+            ).lstrip(),
+            file=sys.stderr,
+        )
+
+        return e.returncode
+
+
+def style_check() -> int:
+    git_root = (
+        check_output(['git', 'rev-parse', '--show-toplevel']).decode().strip()
+    )
+    git_files = (
+        check_output(['git', 'diff', '--name-only', '--cached'])
+        .decode()
+        .strip()
+        .split()
+    )
+
+    black_opts = []
+    black_args = [
+        os.path.join(git_root, git_file)
+        for git_file in git_files
+        if git_file.endswith('.py') and os.path.isfile(git_file)
+    ]
+
+    try:
+        check_output(['black'] + ['--check'] + black_opts + black_args)
+        return 0
+    except CalledProcessError as e:
+        print(
+            textwrap.dedent(
+                f'''
+                Black command
+
+                    black {" ".join(['--check'] + black_opts + black_args)}
+
+                returned a non-zero exit code. Fix the files listed above with
+
+                    black {" ".join(black_opts + black_args)}
+
+                and then run
+
+                    python setup.py style_check
+
+                in order to validate your fixes.
+                '''
+            ).lstrip(),
+            file=sys.stderr,
+        )
+
+        return e.returncode
+
+
+def flake8_check() -> int:
+    return flake8.main.git.hook(
+        strict=flake8.main.git.config_for('strict'),
+        lazy=flake8.main.git.config_for('lazy'),
+    )
+
+
+if __name__ == '__main__':
+    sys.exit(type_check() | style_check() | flake8_check())

.github/PULL_REQUEST_TEMPLATE.md

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+*Issue #, if available:*
+
+*Description of changes:*
+
+
+By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.

.gitignore

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+*.pyc
+*.pyo
+*.class
+*~
+*#
+/docs/api/*
+/docs/_build
+/runpy
+/build
+.coverage*
+**/.idea
+**/.history
+**/.cache
+**/.eggs
+*.egg
+*.egg-info
+.*.swp
+.mypy_cache
+.pytest_cache
+tags
+__pycache__
+/gluonts/version*.py
+
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+pip-wheel-metadata/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+.hypothesis/
+.pytest_cache/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+docs/gluonts
+
+# PyBuilder
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+.python-version
+
+# celery beat schedule file
+celerybeat-schedule
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/

CODE_OF_CONDUCT.md

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+## Code of Conduct
+This project has adopted the [Amazon Open Source Code of Conduct](https://aws.github.io/code-of-conduct).
+For more information see the [Code of Conduct FAQ](https://aws.github.io/code-of-conduct-faq) or contact
+[email protected] with any additional questions or comments.

CONTRIBUTING.md

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+# Contributing Guidelines
+
+Thank you for your interest in contributing to our project. Whether it's a bug report, new feature, correction, or additional
+documentation, we greatly value feedback and contributions from our community.
+
+Please read through this document before submitting any issues or pull requests to ensure we have all the necessary
+information to effectively respond to your bug report or contribution.
+
+
+## Reporting Bugs/Feature Requests
+
+We welcome you to use the GitHub issue tracker to report bugs or suggest features.
+
+When filing an issue, please check [existing open](https://github.com/awslabs/gluon-ts/issues), or [recently closed](https://github.com/awslabs/gluon-ts/issues?utf8=%E2%9C%93&q=is%3Aissue%20is%3Aclosed%20), issues to make sure somebody else hasn't already
+reported the issue. Please try to include as much information as you can. Details like these are incredibly useful:
+
+* A reproducible test case or series of steps
+* The version of our code being used
+* Any modifications you've made relevant to the bug
+* Anything unusual about your environment or deployment
+
+
+## Contributing via Pull Requests
+Contributions via pull requests are much appreciated. Before sending us a pull request, please ensure that:
+
+1. You are working against the latest source on the *master* branch.
+2. You check existing open, and recently merged, pull requests to make sure someone else hasn't addressed the problem already.
+3. You open an issue to discuss any significant work - we would hate for your time to be wasted.
+
+To send us a pull request, please:
+
+1. Fork the repository.
+2. Modify the source; please focus on the specific change you are contributing. If you also reformat all the code, it will be hard for us to focus on your change.
+3. Ensure local tests pass.
+4. Commit to your fork using clear commit messages.
+5. Send us a pull request, answering any default questions in the pull request interface.
+6. Pay attention to any automated CI failures reported in the pull request, and stay involved in the conversation.
+
+GitHub provides additional document on [forking a repository](https://help.github.com/articles/fork-a-repo/) and
+[creating a pull request](https://help.github.com/articles/creating-a-pull-request/).
+
+
+## Finding contributions to work on
+Looking at the existing issues is a great way to find something to contribute on. As our projects, by default, use the default GitHub issue labels (enhancement/bug/duplicate/help wanted/invalid/question/wontfix), looking at any ['help wanted'](https://github.com/awslabs/gluon-ts/labels/help%20wanted) issues is a great place to start.
+
+
+## Code of Conduct
+This project has adopted the [Amazon Open Source Code of Conduct](https://aws.github.io/code-of-conduct).
+For more information see the [Code of Conduct FAQ](https://aws.github.io/code-of-conduct-faq) or contact
+[email protected] with any additional questions or comments.
+
+
+## Security issue notifications
+If you discover a potential security issue in this project we ask that you notify AWS/Amazon Security via our [vulnerability reporting page](http://aws.amazon.com/security/vulnerability-reporting/). Please do **not** create a public github issue.
+
+
+## Licensing
+
+See the [LICENSE](https://github.com/awslabs/gluon-ts/blob/master/LICENSE) file for our project's licensing. We will ask you to confirm the licensing of your contribution.
+
+We may ask you to sign a [Contributor License Agreement (CLA)](http://en.wikipedia.org/wiki/Contributor_License_Agreement) for larger changes.