Exemple #1
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def test_formula(db_uri, formula, pdbshell=False, namespace='tsh'):
    engine = create_engine(find_dburi(db_uri))
    tsh = timeseries(namespace)

    ts = tsh.eval_formula(engine, formula)
    print(ts)
    if pdbshell:
        import ipdb
        ipdb.set_trace()
Exemple #2
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def ingest_formulas(dburi, formula_file, strict=False, namespace='tsh'):
    """ingest a csv file of formulas

    Must be a two-columns file with a header "name,text"
    """
    engine = create_engine(find_dburi(dburi))
    df = pd.read_csv(formula_file)
    tsh = timeseries(namespace)
    with engine.begin() as cn:
        for row in df.itertuples():
            print('ingesting', row.name)
            tsh.register_formula(cn, row.name, row.text, strict)
Exemple #3
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def test_local_formula_remote_series(mapi):
    rtsh = timeseries('test-mapi-2')
    rtsh.update(
        mapi.engine,
        pd.Series(
            [1, 2, 3],
            index=pd.date_range(pd.Timestamp('2020-1-1'), periods=3, freq='H'),
        ),
        'remote-series',
        'Babar',
        insertion_date=pd.Timestamp('2020-1-1', tz='UTC')
    )

    mapi.register_formula(
        'test-localformula-remoteseries',
        '(+ 1 (series "remote-series"))'
    )

    ts = mapi.get('test-localformula-remoteseries')
    assert_df("""
2020-01-01 00:00:00    2.0
2020-01-01 01:00:00    3.0
2020-01-01 02:00:00    4.0
""", ts)

    hist = mapi.history('test-localformula-remoteseries')
    assert_hist("""
insertion_date             value_date         
2020-01-01 00:00:00+00:00  2020-01-01 00:00:00    2.0
                           2020-01-01 01:00:00    3.0
                           2020-01-01 02:00:00    4.0
""", hist)

    f = mapi.formula('test-localformula-remoteseries')
    assert f == '(+ 1 (series "remote-series"))'

    none = mapi.formula('nosuchformula')
    assert none is None

    # altsource formula
    rtsh.register_formula(
        mapi.engine,
        'remote-formula-remote-series',
        '(+ 2 (series "remote-series"))'
    )
    f = mapi.formula('remote-formula-remote-series')
    assert f == '(+ 2 (series "remote-series"))'

    assert_df("""
2020-01-01 00:00:00    3.0
2020-01-01 01:00:00    4.0
2020-01-01 02:00:00    5.0
""", mapi.get('remote-formula-remote-series'))
Exemple #4
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def typecheck_formula(db_uri, pdbshell=False, namespace='tsh'):
    engine = create_engine(find_dburi(db_uri))
    tsh = timeseries(namespace)

    i = Interpreter(engine, tsh, {})
    for name, kind in tsh.list_series(engine).items():
        if kind != 'formula':
            continue

        formula = tsh.formula(engine, name)
        parsed = parse(formula)
        print(name, f'`{parsed[0]}`')
        typecheck(parsed, env=i.env)
Exemple #5
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def update_metadata(dburi, reset=False, namespace='tsh'):
    engine = create_engine(find_dburi(dburi))
    tsh = timeseries(namespace)

    if reset:
        for name, kind in tsh.list_series(engine).items():
            if kind != 'formula':
                continue
            # reset
            meta = tsh.metadata(engine, name)
            if meta:
                meta = {k: v for k, v in meta.items() if k not in tsh.metakeys}
            else:
                meta = {}
            sql = (f'update "{namespace}".formula '
                   'set metadata = %(metadata)s '
                   'where name = %(name)s')
            print('reset', name, 'to', meta)
            with engine.begin() as cn:
                cn.execute(sql, metadata=json.dumps(meta), name=name)

    todo = []
    errors = []

    def justdoit():
        for name, kind in tsh.list_series(engine).items():
            if kind != 'formula':
                continue
            print(name)

            tree = parse(tsh.formula(engine, name))
            smap = tsh.find_series(engine, tree)
            try:
                meta = tsh.filter_metadata(smap)
            except ValueError as err:
                errors.append((name, err))
                continue
            if not meta or 'index_dtype' not in meta:
                todo.append(name)
                print(' -> todo')
                continue
            tsh.update_metadata(engine, name, meta)

    justdoit()

    print('TODO', todo)
    print('FAIL', errors)
Exemple #6
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def drop_alias_tables(db_uri, drop=False, namespace='tsh'):
    engine = create_engine(find_dburi(db_uri))

    # convert outliers to clip operator

    elts = {
        k: (min, max)
        for k, min, max in engine.execute(
            'select serie, min, max from tsh.outliers').fetchall()
    }
    tsh = timeseries(namespace)
    rewriteme = []
    for name, kind in tsh.list_series(engine).items():
        if kind != 'formula':
            continue
        tree = parse(tsh.formula(engine, name))
        smap = tsh.find_series(engine, tree)
        for sname in smap:
            if sname in elts:
                rewriteme.append((name, tree))
                break

    for name, tree in rewriteme:
        tree2 = rewrite(tree, elts)
        print(name)
        print(serialize(tree))
        print('->')
        print(serialize(tree2))
        print()
        tsh.register_formula(engine, name, serialize(tree2), update=True)

    if not drop:
        print('DID NOT DROP the tables')
        print('pass --drop to really drop them')
        return

    with engine.begin() as cn:
        cn.execute(f'drop table if exists "{namespace}".arithmetic')
        cn.execute(f'drop table if exists "{namespace}".priority')
        cn.execute(f'drop table if exists "{namespace}".outliers')
Exemple #7
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def fix_slice(db_uri, really=False, namespace='tsh'):
    e = create_engine(find_dburi(db_uri))

    tsh = timeseries(namespace)
    for name, kind in tsh.list_series(e).items():
        if kind != 'formula':
            continue

        # parse+serialize -> normalization step
        form = serialize(parse(tsh.formula(e, name)))
        tree = parse(form)
        newtree = rewrite_slice(tree)
        newform = serialize(newtree)
        if form != newform:
            print('rewritten', name)
            print(' was', form)
            print(' ->', newform)
            if not really:
                continue
            tsh.register_formula(e, name, newform, update=True)

    if not really:
        print('UNCHANGED. To apply changes, pass --really')
Exemple #8
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def shell(db_uri, namespace='tsh'):
    e = create_engine(find_dburi(db_uri))

    tsh = timeseries(namespace)
    import pdb
    pdb.set_trace()
Exemple #9
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def tsh(request, engine):
    return timeseries()