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)
def __init__(
self,
tree_plan_params: TreePlanBuilderParameters = TreePlanBuilderParameters(
TreePlanBuilderTypes.INVARIANT_AWARE_GREEDY_LEFT_DEEP_TREE),
statistics_collector_params:
StatisticsCollectorParameters = StatisticsCollectorParameters(),
statistics_updates_wait_time: timedelta = DefaultConfig.
STATISTICS_UPDATES_WAIT_TIME):
super().__init__(OptimizerTypes.INVARIANT_AWARE_OPTIMIZER,
tree_plan_params, statistics_collector_params,
statistics_updates_wait_time)
def __init__(
self,
tree_plan_params: TreePlanBuilderParameters = TreePlanBuilderParameters(
),
statistics_collector_params:
StatisticsCollectorParameters = StatisticsCollectorParameters(),
statistics_updates_wait_time: timedelta = DefaultConfig.
STATISTICS_UPDATES_WAIT_TIME):
super().__init__(OptimizerTypes.TRIVIAL_OPTIMIZER, tree_plan_params,
statistics_collector_params,
statistics_updates_wait_time)
def __init__(
self,
opt_type: OptimizerTypes = DefaultConfig.DEFAULT_OPTIMIZER_TYPE,
tree_plan_params: TreePlanBuilderParameters = TreePlanBuilderParameters(
),
statistics_collector_params:
StatisticsCollectorParameters = StatisticsCollectorParameters(),
statistics_updates_wait_time: timedelta = DefaultConfig.
STATISTICS_UPDATES_WAIT_TIME):
self.type = opt_type
self.tree_plan_params = tree_plan_params
self.statistics_collector_params = statistics_collector_params
self.statistics_updates_time_window = statistics_updates_wait_time # None disabled any adaptive functionality
def __init__(
self,
tree_plan_params: TreePlanBuilderParameters = TreePlanBuilderParameters(
),
statistics_collector_params:
StatisticsCollectorParameters = StatisticsCollectorParameters(),
statistics_updates_wait_time: timedelta = DefaultConfig.
STATISTICS_UPDATES_WAIT_TIME,
deviation_threshold: float = DefaultConfig.
DEVIATION_OPTIMIZER_THRESHOLD):
super().__init__(OptimizerTypes.STATISTICS_DEVIATION_AWARE_OPTIMIZER,
tree_plan_params, statistics_collector_params,
statistics_updates_wait_time)
statistics_types = statistics_collector_params.statistics_types
if isinstance(statistics_types, StatisticsTypes):
statistics_types = [statistics_types]
self.statistics_types = statistics_types
self.deviation_threshold = deviation_threshold
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)
from adaptive.optimizer.OptimizerFactory import StatisticsDeviationAwareOptimizerParameters, \
InvariantsAwareOptimizerParameters, TrivialOptimizerParameters
from plan.TreePlanBuilderFactory import TreePlanBuilderParameters, TreeCostModels, StatisticsTypes
from plan.TreePlanBuilderTypes import TreePlanBuilderTypes
from adaptive.statistics.StatisticsCollectorFactory import StatisticsCollectorParameters
from tree.PatternMatchStorage import TreeStorageParameters
DEFAULT_TREE_STORAGE_PARAMETERS = TreeStorageParameters(
sort_storage=False,
clean_up_interval=10,
prioritize_sorting_by_timestamp=True)
"""
Default testing statistics collector settings
"""
DEFAULT_TESTING_STATISTICS_COLLECTOR_SELECTIVITY_AND_ARRIVAL_RATES_STATISTICS = \
StatisticsCollectorParameters(statistics_types=[StatisticsTypes.SELECTIVITY_MATRIX, StatisticsTypes.ARRIVAL_RATES])
"""
Default testing tree builder settings
"""
DEFAULT_BASIC_TESTING_TREE_BUILDER = \
TreePlanBuilderParameters(TreePlanBuilderTypes.GREEDY_LEFT_DEEP_TREE,
TreeCostModels.INTERMEDIATE_RESULTS_TREE_COST_MODEL)
DEFAULT_TESTING_INVARIANT_AWARE_GREEDY_TREE_BUILDER = \
TreePlanBuilderParameters(TreePlanBuilderTypes.INVARIANT_AWARE_GREEDY_LEFT_DEEP_TREE,
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)
"""