예제 #1
0
def data_gen_process_env(*args, **kwargs):

    # logger
    log = kwargs['logger']
    try:
        # read the data from the database
        df = kwargs['df'].copy()

        # smooth the data
        # df = a_utils.dfsmoothing(df=df, column_names=list(df.columns))
        df.clip(lower=0, inplace=True
                )  # Remove <0 values for all columns as a result of smoothing

        # aggregate data
        rolling_sum_target, rolling_mean_target = [], []
        for col_name in df.columns:
            if kwargs['agg'][col_name] == 'sum':
                rolling_sum_target.append(col_name)
            else:
                rolling_mean_target.append(col_name)

        df[rolling_sum_target] = a_utils.window_sum(
            df, window_size=6, column_names=rolling_sum_target)
        df[rolling_mean_target] = a_utils.window_mean(
            df, window_size=6, column_names=rolling_mean_target)
        df = a_utils.dropNaNrows(df)

        # Sample the data at period intervals
        df = a_utils.sample_timeseries_df(df, period=6)

        # scale the columns: here we will use min-max
        df[df.columns] = kwargs['scaler'].minmax_scale(df, df.columns,
                                                       df.columns)

        # creating sat-oat for the data
        df['sat-oat'] = df['sat'] - df['oat']

        # create avg_stpt column
        stpt_cols = [ele for ele in df.columns if 'vrf' in ele]
        df['avg_stpt'] = df[stpt_cols].mean(axis=1)
        # drop individual set point cols
        df.drop(columns=stpt_cols, inplace=True)

        # select retrain range of the data
        time_start_of_train = df.index[-1] - timedelta(
            weeks=kwargs['retrain_range_rl_weeks'])
        df = df.loc[time_start_of_train:, :]

        # save the data frame
        df.to_pickle(kwargs['save_path'] + 'env_data/env_data.pkl')

    except Exception as e:
        log.error('ENV Data Generator Module: %s', str(e))
        log.debug(e, exc_info=True)
예제 #2
0
def get_real_obs(client, time_stamp, meta_data_: dict, obs_space_vars: list,
                 scaler, period, log, lookback_dur_min, measurement,
                 hist_stpt_backup):

    try:

        log.info('Deploy Control Module: Getting Data from TSDB')
        result_obj = client.query("select * from {} where time >= '{}' - {}m \
								and time <= '{}'"                               .format(measurement, \
              str(time_stamp),lookback_dur_min,str(time_stamp)), dropna=False)
        if len(result_obj.keys()) != 0:  # no data available
            df_ = result_obj[measurement]
            df_ = df_.drop(
                columns=['data_cleaned', 'aggregated', 'time-interval'])

            if (df_.empty) | (df_.isnull().any().any()) | (df_.shape[0] < 6):
                log.info(
                    'Deploy Control Module: TSDB returned data with incorrect info; using backup data'
                )
                df_ = read_pickle('data/trend_data/backup_tsdb.pkl')
            else:
                df_.to_pickle('data/trend_data/backup_tsdb.pkl')
        else:
            log.info(
                'Deploy Control Module: TSDB returned empty data; using backup data'
            )
            df_ = read_pickle('data/trend_data/backup_tsdb.pkl')

        # pathogenic case where hist set point is unavailable from TSDB
        if 'sat_stpt' not in df_.columns:
            log.info(
                'Deploy Control Module: TSDB has no sat_stpt; adding last backup value as column'
            )
            df_['sat_stpt'] = hist_stpt_backup

        # clip less than 0 values
        df_.clip(lower=0, inplace=True)

        # aggregate data
        rolling_sum_target, rolling_mean_target = [], []
        for col_name in df_.columns:
            if meta_data_['column_agg_type'][col_name] == 'sum':
                rolling_sum_target.append(col_name)
            else:
                rolling_mean_target.append(col_name)
        df_[rolling_sum_target] = a_utils.window_sum(
            df_, window_size=6, column_names=rolling_sum_target)
        df_[rolling_mean_target] = a_utils.window_mean(
            df_, window_size=6, column_names=rolling_mean_target)
        df_ = a_utils.dropNaNrows(df_)

        # collect current set point
        hist_stpt = df_.loc[df_.index[-1],
                            ['sat_stpt']].to_numpy().copy().flatten()

        # Sample the last half hour data
        df_ = df_.iloc[[-1], :]

        # also need an unscaled version of the observation for logging
        df_unscaled = df_.copy()

        # scale the columns: here we will use min-max
        df_[df_.columns] = scaler.minmax_scale(df_, df_.columns, df_.columns)

        # collect scaled historical setpoint for reward calculation
        hist_stpt_scaled = df_.loc[df_.index[-1],
                                   ['sat_stpt']].to_numpy().copy().flatten()

        # create avg_stpt column
        stpt_cols = [ele for ele in df_.columns if 'vrf' in ele]
        df_['avg_stpt'] = df_[stpt_cols].mean(axis=1)
        # drop individual set point cols
        df_.drop(columns=stpt_cols, inplace=True)
        vars_next = df_.copy()
        print("df scaled and all:\n")
        print(df_.columns)
        # rearrange observation cols
        df_ = df_[obs_space_vars]

        # create avg_stpt column
        stpt_cols = [ele for ele in df_unscaled.columns if 'vrf' in ele]
        df_unscaled['avg_stpt'] = df_unscaled[stpt_cols].mean(axis=1)
        # drop individual set point cols
        df_unscaled.drop(columns=stpt_cols, inplace=True)
        # rearrange observation cols
        df_unscaled = df_unscaled[obs_space_vars]

        print("df scaled and for observed:\n")
        print(df_.columns)

        return df_, df_unscaled, hist_stpt, hist_stpt_scaled, vars_next

    except Exception as e:
        log.error('Deploy Control Module: %s', str(e))
        log.debug(e, exc_info=True)
예제 #3
0
def get_real_obs(api_args: dict, meta_data_: dict, obs_space_vars : list, scaler, period, log):

	try:
		# arguements for the api query
		time_args = {'trend_id' : '2681', 'save_path' : 'data/trend_data/alumni_data_deployment.csv'}
		start_fields = ['start_'+i for i in ['year','month','day', 'hour', 'minute', 'second']]
		end_fields = ['end_'+i for i in ['year','month','day', 'hour', 'minute', 'second']]
		end_time = datetime.now(tz=pytz.utc)
		time_gap_minutes = int((period+3)*5)
		start_time = end_time - timedelta(minutes=time_gap_minutes)
		for idx, i in enumerate(start_fields):
			time_args[i] = start_time.timetuple()[idx]
		for idx, i in enumerate(end_fields):
			time_args[i] = end_time.timetuple()[idx]
		api_args.update(time_args)

		# pull the data into csv file
		try:
			dp.pull_online_data(**api_args)
			log.info('Deploy Control Module: Deployment Data obtained from API')
		except Exception:
			log.info('Deploy Control Module: BdX API could not get data: will resuse old data')

		# get the dataframe from a csv
		df_ = read_csv('data/trend_data/alumni_data_deployment.csv', )
		df_['time'] = to_datetime(df_['time'])
		to_zone = tz.tzlocal()
		df_['time'] = df_['time'].apply(lambda x: x.astimezone(to_zone)) # convert time to loca timezones
		df_.set_index(keys='time',inplace=True, drop = True)
		df_ = a_utils.dropNaNrows(df_)

		# add wet bulb temperature to the data
		log.info('Deploy Control Module: Start of Wet Bulb Data Calculation')
		rh = df_['WeatherDataProfile humidity']/100
		rh = rh.to_numpy()
		t_db = 5*(df_['AHU_1 outdoorAirTemp']-32)/9 + 273.15
		t_db = t_db.to_numpy()
		T = HAPropsSI('T_wb','R',rh,'T',t_db,'P',101325)
		t_f = 9*(T-273.15)/5 + 32
		df_['wbt'] = t_f
		log.info('Deploy Control Module: Wet Bulb Data Calculated')

		# rename the columns
		new_names = []
		for i in df_.columns:
			new_names.append(meta_data_["reverse_col_alias"][i])
		df_.columns = new_names

		# collect current set point
		hist_stpt = df_.loc[df_.index[-1],['sat_stpt']].to_numpy().copy().flatten()

		# clean the data
		df_cleaned = dp.online_data_clean(
			meta_data_ = meta_data_, df = df_
		)

		# clip less than 0 values
		df_cleaned.clip(lower=0, inplace=True)

		# aggregate data
		rolling_sum_target, rolling_mean_target = [], []
		for col_name in df_cleaned.columns:
			if meta_data_['column_agg_type'][col_name] == 'sum' : rolling_sum_target.append(col_name)
			else: rolling_mean_target.append(col_name)
		df_cleaned[rolling_sum_target] =  a_utils.window_sum(df_cleaned, window_size=6, column_names=rolling_sum_target)
		df_cleaned[rolling_mean_target] =  a_utils.window_mean(df_cleaned, window_size=6, column_names=rolling_mean_target)
		df_cleaned = a_utils.dropNaNrows(df_cleaned)

		# Sample the last half hour data
		df_cleaned = df_cleaned.iloc[[-1],:]

		# also need an unscaled version of the observation for logging
		df_unscaled = df_cleaned.copy()

		# scale the columns: here we will use min-max
		df_cleaned[df_cleaned.columns] = scaler.minmax_scale(df_cleaned, df_cleaned.columns, df_cleaned.columns)

		# create avg_stpt column
		stpt_cols = [ele for ele in df_cleaned.columns if 'vrf' in ele]
		df_cleaned['avg_stpt'] = df_cleaned[stpt_cols].mean(axis=1)
		# drop individual set point cols
		df_cleaned.drop( columns = stpt_cols, inplace = True)
		# rearrange observation cols
		df_cleaned = df_cleaned[obs_space_vars]

		# create avg_stpt column
		stpt_cols = [ele for ele in df_unscaled.columns if 'vrf' in ele]
		df_unscaled['avg_stpt'] = df_unscaled[stpt_cols].mean(axis=1)
		# drop individual set point cols
		df_unscaled.drop( columns = stpt_cols, inplace = True)
		# rearrange observation cols
		df_unscaled = df_unscaled[obs_space_vars] 

		return df_cleaned, df_unscaled, hist_stpt

	except Exception as e:
		log.error('Deploy Control Module: %s', str(e))
		log.debug(e, exc_info=True)
예제 #4
0
def data_gen_process_vlv(*args, **kwargs):

    # logger
    log = kwargs['logger']
    try:
        # read the data from the database
        df = kwargs['df'].copy()

        # smooth the data
        # df = a_utils.dfsmoothing(df=df, column_names=list(df.columns))
        df.clip(lower=0, inplace=True
                )  # Remove <0 values for all columns as a result of smoothing

        # aggregate data
        rolling_sum_target, rolling_mean_target = [], []
        for col_name in df.columns:
            if kwargs['agg'][col_name] == 'sum':
                rolling_sum_target.append(col_name)
            else:
                rolling_mean_target.append(col_name)

        df[rolling_sum_target] = a_utils.window_sum(
            df, window_size=6, column_names=rolling_sum_target)
        df[rolling_mean_target] = a_utils.window_mean(
            df, window_size=6, column_names=rolling_mean_target)
        df = a_utils.dropNaNrows(df)

        # Sample the data at period intervals
        df = a_utils.sample_timeseries_df(df, period=6)

        # scale the columns: here we will use min-max
        df[df.columns] = kwargs['scaler'].minmax_scale(df, df.columns,
                                                       df.columns)

        # creating sat-oat for the data
        df['sat-oat'] = df['sat'] - df['oat']

        # add binary classification column
        df['vlv'] = 1.0
        df.loc[df['hwe'] <= 0.001, ['vlv']] = 0

        # determine split point for last 1 week test data
        t_train_end = df.index[-1] - timedelta(weeks=10)
        test_df = df.loc[t_train_end:, :]
        splitvalue = test_df.shape[0]

        # create train and test/validate data
        X_test, X_train, y_test, y_train = a_utils.df_2_arrays(
            df=df,
            predictorcols=['oat', 'oah', 'wbt', 'sat-oat'],
            outputcols=['vlv'],
            lag=0,
            scaling=False,
            scaler=None,
            scaleX=True,
            scaleY=True,
            split=splitvalue,
            shuffle=False,
            reshaping=True,
            input_timesteps=1,
            output_timesteps=1,
        )

        y_train = to_categorical(y_train)
        y_test = to_categorical(y_test)

        # save test ids for later plots
        # idx_end = -max(X_test.shape[1],y_test.shape[1])
        # idx_start = idx_end - X_test.shape[0] + 1
        # test_idx = df.index[[ i for i in range(idx_start, idx_end+1, 1) ]]
        # test_info = {'test_idx' : [str(i) for i in test_idx], 'year_num': kwargs['year_num'], 'week_num':kwargs['week_num'] }
        # with open(kwargs['save_path']+'vlv_data/vlv_test_info.txt', 'a') as ifile:
        # 	ifile.write(json.dumps(test_info)+'\n')

        np.save(kwargs['save_path'] + 'vlv_data/vlv_X_train.npy', X_train)
        np.save(kwargs['save_path'] + 'vlv_data/vlv_X_val.npy', X_test)
        np.save(kwargs['save_path'] + 'vlv_data/vlv_y_train.npy', y_train)
        np.save(kwargs['save_path'] + 'vlv_data/vlv_y_val.npy', y_test)

    except Exception as e:
        log.error('VLV Data Generator Module: %s', str(e))
        log.debug(e, exc_info=True)