def frequencyTailoredPatternSearchTest(createTestFile=False):
    pattern = Pattern(
        SeqOperator(PrimitiveEventStructure("DRIV", "a"),
                    PrimitiveEventStructure("MSFT", "b"),
                    PrimitiveEventStructure("CBRL", "c")),
        AndCondition(
            GreaterThanCondition(Variable("a", lambda x: x["Opening Price"]),
                                 Variable("b", lambda x: x["Opening Price"])),
            GreaterThanCondition(Variable("b", lambda x: x["Opening Price"]),
                                 Variable("c", lambda x: x["Opening Price"]))),
        timedelta(minutes=360))
    # frequencyDict = {"MSFT": 256, "DRIV": 257, "CBRL": 1}
    pattern.set_statistics({
        StatisticsTypes.ARRIVAL_RATES:
        [0.01454418928322895, 0.016597077244258872, 0.012421711899791231]
    })
    eval_params = TreeBasedEvaluationMechanismParameters(
        optimizer_params=StatisticsDeviationAwareOptimizerParameters(
            tree_plan_params=TreePlanBuilderParameters(
                TreePlanBuilderTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE),
            statistics_collector_params=StatisticsCollectorParameters(
                statistics_types=[StatisticsTypes.ARRIVAL_RATES])),
        storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
        storage_params)

    runTest('frequencyTailored1', [pattern],
            createTestFile,
            eval_mechanism_params=eval_params,
            events=nasdaqEventStream)
def frequencyPatternSearch2Test(createTestFile=False):
    pattern = Pattern(
        SeqOperator(PrimitiveEventStructure("LOCM", "a"),
                    PrimitiveEventStructure("AMZN", "b"),
                    PrimitiveEventStructure("AAPL", "c")),
        AndCondition(
            SmallerThanCondition(Variable("a", lambda x: x["Opening Price"]),
                                 Variable("b", lambda x: x["Opening Price"])),
            SmallerThanCondition(Variable("b", lambda x: x["Opening Price"]),
                                 Variable("c", lambda x: x["Opening Price"]))),
        timedelta(minutes=5))
    pattern.set_statistics(
        {StatisticsTypes.ARRIVAL_RATES: [0.0076, 0.0153, 0.0159]})
    eval_params = TreeBasedEvaluationMechanismParameters(
        optimizer_params=StatisticsDeviationAwareOptimizerParameters(
            tree_plan_params=TreePlanBuilderParameters(
                TreePlanBuilderTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE),
            statistics_collector_params=StatisticsCollectorParameters(
                statistics_types=[StatisticsTypes.ARRIVAL_RATES])),
        storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
        storage_params)

    runTest("frequency2", [pattern],
            createTestFile,
            eval_mechanism_params=eval_params)
def frequencyPatternSearch6Test(createTestFile=False):
    pattern = Pattern(
        SeqOperator(PrimitiveEventStructure("AAPL", "a1"),
                    PrimitiveEventStructure("LOCM", "b1"),
                    PrimitiveEventStructure("AAPL", "a2"),
                    PrimitiveEventStructure("LOCM", "b2"),
                    PrimitiveEventStructure("AAPL", "a3"),
                    PrimitiveEventStructure("LOCM", "b3")), TrueCondition(),
        timedelta(minutes=7))
    pattern.set_statistics({
        StatisticsTypes.ARRIVAL_RATES:
        [0.0159, 0.0076, 0.0159, 0.0076, 0.0159, 0.0076]
    })  # {"AAPL": 460, "LOCM": 219}
    eval_params = TreeBasedEvaluationMechanismParameters(
        optimizer_params=StatisticsDeviationAwareOptimizerParameters(
            tree_plan_params=TreePlanBuilderParameters(
                TreePlanBuilderTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE),
            statistics_collector_params=StatisticsCollectorParameters(
                statistics_types=[StatisticsTypes.ARRIVAL_RATES])),
        storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
        storage_params)

    runTest("frequency6", [pattern],
            createTestFile,
            eval_mechanism_params=eval_params)
Beispiel #4
0
 def __init__(
     self,
     storage_params: TreeStorageParameters = TreeStorageParameters(),
     optimizer_params:
     OptimizerParameters = StatisticsDeviationAwareOptimizerParameters(),
     tree_update_type: TreeEvaluationMechanismUpdateTypes = DefaultConfig.
     DEFAULT_TREE_UPDATE_TYPE):
     super().__init__(EvaluationMechanismTypes.TREE_BASED, optimizer_params)
     self.storage_params = storage_params
     self.tree_update_type = tree_update_type
def zStreamPatternSearchTest(createTestFile=False):
    pattern = Pattern(
        SeqOperator(PrimitiveEventStructure("MSFT", "a"),
                    PrimitiveEventStructure("DRIV", "b"),
                    PrimitiveEventStructure("ORLY", "c"),
                    PrimitiveEventStructure("CBRL", "d")),
        AndCondition(
            AndCondition(
                SmallerThanCondition(Variable("a", lambda x: x["Peak Price"]),
                                     Variable("b", lambda x: x["Peak Price"])),
                AndCondition(
                    SmallerThanCondition(
                        Variable("b", lambda x: x["Peak Price"]),
                        Variable("c", lambda x: x["Peak Price"])))),
            SmallerThanCondition(Variable("c", lambda x: x["Peak Price"]),
                                 Variable("d", lambda x: x["Peak Price"]))),
        timedelta(minutes=3))
    selectivityMatrix = [[1.0, 0.9457796098355941, 1.0, 1.0],
                         [0.9457796098355941, 1.0, 0.15989723367389616, 1.0],
                         [1.0, 0.15989723367389616, 1.0, 0.9992557393942864],
                         [1.0, 1.0, 0.9992557393942864, 1.0]]
    arrivalRates = [
        0.016597077244258872, 0.01454418928322895, 0.013917884481558803,
        0.012421711899791231
    ]
    pattern.set_statistics({
        StatisticsTypes.SELECTIVITY_MATRIX: selectivityMatrix,
        StatisticsTypes.ARRIVAL_RATES: arrivalRates
    })
    eval_params = TreeBasedEvaluationMechanismParameters(
        optimizer_params=StatisticsDeviationAwareOptimizerParameters(
            tree_plan_params=TreePlanBuilderParameters(
                TreePlanBuilderTypes.ZSTREAM_BUSHY_TREE),
            statistics_collector_params=StatisticsCollectorParameters(
                statistics_types=[
                    StatisticsTypes.ARRIVAL_RATES,
                    StatisticsTypes.SELECTIVITY_MATRIX
                ])),
        storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
        storage_params)
    runTest('zstream1', [pattern],
            createTestFile,
            eval_mechanism_params=eval_params,
            events=nasdaqEventStream)
def nonFrequencyTailoredPatternSearchTest(createTestFile=False):
    pattern = Pattern(
        SeqOperator(PrimitiveEventStructure("DRIV", "a"),
                    PrimitiveEventStructure("MSFT", "b"),
                    PrimitiveEventStructure("CBRL", "c")),
        SimpleCondition(Variable("a", lambda x: x["Opening Price"]),
                        Variable("b", lambda x: x["Opening Price"]),
                        Variable("c", lambda x: x["Opening Price"]),
                        relation_op=lambda x, y, z: x > y > z),
        timedelta(minutes=360))
    eval_params = TreeBasedEvaluationMechanismParameters(
        optimizer_params=StatisticsDeviationAwareOptimizerParameters(
            tree_plan_params=TreePlanBuilderParameters(
                TreePlanBuilderTypes.TRIVIAL_LEFT_DEEP_TREE)),
        storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
        storage_params)

    runTest('nonFrequencyTailored1', [pattern],
            createTestFile,
            eval_mechanism_params=eval_params,
            events=nasdaqEventStream)
Beispiel #7
0
nasdaqEventStream_AAPL_AMZN_GOOG = FileInputStream(os.path.join(absolutePath, "test/EventFiles/NASDAQ_AAPL_AMZN_GOOG.txt"))
nasdaqEventStream = FileInputStream(os.path.join(absolutePath, "test/EventFiles/NASDAQ_LONG.txt"))

nasdaqEventStreamHalfShort = FileInputStream(os.path.join(absolutePath, "test/EventFiles/NASDAQ_HALF_SHORT.txt"))
custom = FileInputStream(os.path.join(absolutePath, "test/EventFiles/custom.txt"))
custom2 = FileInputStream(os.path.join(absolutePath, "test/EventFiles/custom2.txt"))
custom3 = FileInputStream(os.path.join(absolutePath, "test/EventFiles/custom3.txt"))

nasdaqEventStreamKC = FileInputStream(os.path.join(absolutePath, "test/EventFiles/NASDAQ_KC.txt"))

DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS = \
    TreeBasedEvaluationMechanismParameters(storage_params=TreeStorageParameters(sort_storage=False,
                                                                                clean_up_interval=10,
                                                                                prioritize_sorting_by_timestamp=True),
                                           optimizer_params=StatisticsDeviationAwareOptimizerParameters(tree_plan_params
                                                                                                        =TreePlanBuilderParameters(
                                               TreePlanBuilderTypes.TRIVIAL_LEFT_DEEP_TREE,
                                               TreeCostModels.INTERMEDIATE_RESULTS_TREE_COST_MODEL)))
"""
Default testing Data formatters
"""
DEFAULT_TESTING_DATA_FORMATTER = MetastockDataFormatter()


class FailedCounter:
    """
    This class helps tracking failed tests (if there are any).
    """
    counter = 0
    failed_tests = set()
    missing_combination = []
                              TreeCostModels.INTERMEDIATE_RESULTS_TREE_COST_MODEL)

DEFAULT_TESTING_INVARIANT_AWARE_ZSTREAM_BUSHY_TREE_BUILDER = \
    TreePlanBuilderParameters(TreePlanBuilderTypes.INVARIANT_AWARE_ZSTREAM_BUSHY_TREE,
                              TreeCostModels.INTERMEDIATE_RESULTS_TREE_COST_MODEL)
"""
Default testing optimizer settings
"""
DEFAULT_TESTING_TRIVIAL_OPTIMIZER_SETTINGS = \
    TrivialOptimizerParameters(tree_plan_params=DEFAULT_BASIC_TESTING_TREE_BUILDER,
                               statistics_collector_params=DEFAULT_TESTING_STATISTICS_COLLECTOR_SELECTIVITY_AND_ARRIVAL_RATES_STATISTICS,
                               statistics_updates_wait_time=timedelta(minutes=10))

DEFAULT_TESTING_DEVIATION_AWARE_OPTIMIZER_SETTINGS = \
    StatisticsDeviationAwareOptimizerParameters(tree_plan_params=DEFAULT_BASIC_TESTING_TREE_BUILDER, deviation_threshold=0.5,
                               statistics_collector_params=DEFAULT_TESTING_STATISTICS_COLLECTOR_SELECTIVITY_AND_ARRIVAL_RATES_STATISTICS,
                               statistics_updates_wait_time=timedelta(minutes=10))

DEFAULT_TESTING_GREEDY_INVARIANT_OPTIMIZER_SETTINGS = \
    InvariantsAwareOptimizerParameters(tree_plan_params=DEFAULT_TESTING_INVARIANT_AWARE_GREEDY_TREE_BUILDER,
                               statistics_collector_params=DEFAULT_TESTING_STATISTICS_COLLECTOR_SELECTIVITY_AND_ARRIVAL_RATES_STATISTICS,
                               statistics_updates_wait_time=timedelta(minutes=10))

DEFAULT_TESTING_ZSTREAM_INVARIANT_OPTIMIZER_SETTINGS = \
    InvariantsAwareOptimizerParameters(tree_plan_params=DEFAULT_TESTING_INVARIANT_AWARE_ZSTREAM_BUSHY_TREE_BUILDER,
                               statistics_collector_params=DEFAULT_TESTING_STATISTICS_COLLECTOR_SELECTIVITY_AND_ARRIVAL_RATES_STATISTICS,
                               statistics_updates_wait_time=timedelta(minutes=10))
"""
Default testing Evaluation mechanism settings
"""
"""