def run_step(self,run_number,step_size,howlong):
dfslot = self.get_input_slot('df')
dfslot.update(run_number)
if dfslot.has_updated() or dfslot.has_deleted():
dfslot.reset()
dfslot.update(run_number)
self.tdigest = TDigest() # reset
indices = dfslot.next_created(step_size)
steps = indices_len(indices)
if steps == 0:
return self._return_run_step(self.state_blocked, steps_run=steps)
input_df = dfslot.data()
with dfslot.lock:
x = self.filter_columns(input_df, fix_loc(indices))
self.tdigest.batch_update(x)
df = self._df
values = []
for p in self._percentiles:
values.append(self.tdigest.percentile(p*100))
values.append(run_number)
with self.lock:
df.loc[run_number] = values
if len(df) > self.params.history:
self._df = df.loc[df.index[-self.params.history:]]
return self._return_run_step(dfslot.next_state(),
steps_run=steps, reads=steps, updates=len(self._df))
class Digest:
def __init__(self):
self.digest = TDigest()
self.digest.update(0)
self._count = 0
self.lock = asyncio.Lock()
def add(self, v):
self.digest.update(v)
self._count += 1
def percentile(self, v):
return self.digest.percentile(v)
def count(self):
return self._count
def __init__(self, column, percentiles=None, **kwds):
if not column:
raise ProgressiveError('Need a column name')
self._add_slots(kwds,'input_descriptors',
[SlotDescriptor('df', type=pd.DataFrame)])
super(Percentiles, self).__init__(dataframe_slot='percentiles', **kwds)
self._column = column
self.default_step_size = 1000
self.tdigest = TDigest()
if percentiles is None:
percentiles = np.array([0.25, 0.5, 0.75])
else:
# get them all to be in [0, 1]
percentiles = np.asarray(percentiles)
if (percentiles > 1).any():
percentiles = percentiles / 100.0
msg = ("percentiles should all be in the interval [0, 1]. "
"Try {0} instead.")
raise ValueError(msg.format(list(percentiles)))
if (percentiles != 0.5).all(): # median isn't included
lh = percentiles[percentiles < .5]
uh = percentiles[percentiles > .5]
percentiles = np.hstack([lh, 0.5, uh])
self._percentiles = percentiles
self.schema = [(_pretty_name(x), np.dtype(float), np.nan) for x in self._percentiles]
self.schema.append(DataFrameModule.UPDATE_COLUMN_DESC)
self._df = create_dataframe(self.schema)
def __init__(self, config, logger, options):
super(SeasonalDecomposition, self).__init__(config, logger, resource={'metric_sink': 'RedisSink',
'output_sink': 'GraphiteSink'})
self.plugin = options['plugin']
self.service = options['service']
self.params = options['params']
self.tdigest_key = 'td:%s' % self.service
self.td = TDigest()
self.error_eval = {
'tukey': self._eval_tukey,
'quantile': self._eval_quantile
}
def detect_anomalies(self, data, anomaly_fraction):
data = np.asanyarray(data)
if len(data.shape) == 1:
data = data[:, np.newaxis]
signal = self.reconstruct_signal(data)
digest = TDigest()
n = data.shape[0]
delta = np.zeros(data.shape)
for i in xrange(n):
error = self.compute_error(data[i, :], signal[i, :])
delta[i, :] = error
digest.update(np.abs(error))
threshold = digest.quantile(1 - anomaly_fraction)
anomalies = []
for i in xrange(n):
element = delta[i]
if np.abs(element) > threshold:
anomalies.append(Anomaly(data[i], element, i))
return anomalies
def reset(self) -> None:
self.tdigest = TDigest()
def __init__(self):
self.digest = TDigest()
self.digest.update(0)
self._count = 0
self.lock = asyncio.Lock()
class Percentiles(DataFrameModule):
parameters = [('percentiles', object, [0.25, 0.5, 0.75]),
('history', np.dtype(int), 3)]
def __init__(self, column, percentiles=None, **kwds):
if not column:
raise ProgressiveError('Need a column name')
self._add_slots(kwds,'input_descriptors',
[SlotDescriptor('df', type=pd.DataFrame)])
super(Percentiles, self).__init__(dataframe_slot='percentiles', **kwds)
self._column = column
self.default_step_size = 1000
self.tdigest = TDigest()
if percentiles is None:
percentiles = np.array([0.25, 0.5, 0.75])
else:
# get them all to be in [0, 1]
percentiles = np.asarray(percentiles)
if (percentiles > 1).any():
percentiles = percentiles / 100.0
msg = ("percentiles should all be in the interval [0, 1]. "
"Try {0} instead.")
raise ValueError(msg.format(list(percentiles)))
if (percentiles != 0.5).all(): # median isn't included
lh = percentiles[percentiles < .5]
uh = percentiles[percentiles > .5]
percentiles = np.hstack([lh, 0.5, uh])
self._percentiles = percentiles
self.schema = [(_pretty_name(x), np.dtype(float), np.nan) for x in self._percentiles]
self.schema.append(DataFrameModule.UPDATE_COLUMN_DESC)
self._df = create_dataframe(self.schema)
def is_ready(self):
if self.get_input_slot('df').has_created():
return True
return super(Percentiles, self).is_ready()
def run_step(self,run_number,step_size,howlong):
dfslot = self.get_input_slot('df')
dfslot.update(run_number)
if dfslot.has_updated() or dfslot.has_deleted():
dfslot.reset()
dfslot.update(run_number)
self.tdigest = TDigest() # reset
indices = dfslot.next_created(step_size)
steps = indices_len(indices)
if steps == 0:
return self._return_run_step(self.state_blocked, steps_run=steps)
input_df = dfslot.data()
with dfslot.lock:
x = self.filter_columns(input_df, fix_loc(indices))
self.tdigest.batch_update(x)
df = self._df
values = []
for p in self._percentiles:
values.append(self.tdigest.percentile(p*100))
values.append(run_number)
with self.lock:
df.loc[run_number] = values
if len(df) > self.params.history:
self._df = df.loc[df.index[-self.params.history:]]
return self._return_run_step(dfslot.next_state(),
steps_run=steps, reads=steps, updates=len(self._df))
def column_summary(series, column_props, delta=0.01):
"""Summarise a numeric column.
Parameters
----------
series : pd.Series
Numeric column.
column_props : TODO
TODO
delta : float
TODO
Returns
-------
TODO
"""
col = series.name
if not column_props[col]["numeric"] or column_props[col]["notnulls"] == 0:
# Series is not numeric or is all NaNs.
return None
logger.debug("column_summary - " + col)
# select non-nulls from column
data = series.dropna()
colresult = {}
for m in ["mean", "min", "max", "std", "sum"]:
val = getattr(data, m)()
if type(val) is np.int64:
colresult[m] = int(val)
else:
colresult[m] = val
colresult["n"] = column_props[col]["notnulls"]
percentiles = [0.1, 1, 10, 25, 50, 75, 90, 99, 99.9]
colresult["percentiles"] = {
perc: np.nanpercentile(series, perc)
for perc in percentiles
}
colresult["median"] = colresult["percentiles"][50]
colresult["iqr"] = (colresult["percentiles"][75] -
colresult["percentiles"][25])
# Compute the t-digest.
logger.debug("column_summary - {} - creating TDigest...".format(col))
digest = TDigest(delta)
digest.batch_update(data)
logger.debug("column_summary - {} - testing log trans...".format(col))
try:
colresult["logtrans"] = bool(_test_logtrans(digest))
except Exception as e:
# Hard to pinpoint problems with the logtrans TDigest.
logger.warning("test_logtrans has failed for column `{}`: {}".format(
col, e))
colresult["logtrans"] = False
if colresult["logtrans"]:
logdigest = TDigest()
for c in digest.C.values():
logdigest.update(np.log(c.mean), c.count)
colresult["logtrans_mean"] = _tdigest_mean(logdigest)
colresult["logtrans_std"] = _tdigest_std(logdigest)
colresult["logtrans_IQR"] = logdigest.percentile(
75) - logdigest.percentile(25)
logger.debug("column_summary - {} - should {}be log-transformed".format(
col, "NOT " if not colresult["logtrans"] else ""))
# Compress and store the t-digest.
digest.delta = delta
digest.compress()
colresult["tdigest"] = [(c.mean, c.count) for c in digest.C.values()]
# Compute histogram
logger.debug("column_summary - {} - computing histogram...".format(col))
if column_props[col]["is_categorical"]:
# Compute frequency table and store as histogram
counts, edges = _compute_histogram_from_frequencies(data)
else:
if colresult["logtrans"]:
counts, log_edges = np.histogram(np.log10(data),
density=False,
bins="fd")
edges = 10**log_edges
else:
counts, edges = np.histogram(data, density=False, bins="fd")
colresult["histogram"] = {
"counts": counts.tolist(),
"bin_edges": edges.tolist(),
}
# Compute KDE
logger.debug("column_summary - {} - computing KDE...".format(col))
bw = _bw_scott(colresult, colresult["n"], colresult["logtrans"], 1)
logger.debug("column_summary - {} - KDE bw: {:.4g}".format(col, bw))
if column_props[col]["is_categorical"]:
kde_x, kde_y = np.zeros(1), np.zeros(1)
else:
coord_range = colresult["min"], colresult["max"]
kde_x, kde_y = _compute_smoothed_histogram(
data, bw, coord_range, logtrans=colresult["logtrans"])
colresult["kde"] = {"x": kde_x.tolist(), "y": kde_y.tolist()}
return {col: colresult, "_columns": [col]}
def ingestRecordsMultiProc(dimensionsMetrics, dimensionsEvents, args):
## Register sigint handler
signal.signal(signal.SIGINT, signalHandlerMultiProc)
numHosts = len(dimensionsMetrics)
remainder = numHosts % args.processes
startId = 0
ingestionStart = timer()
for processId in range(1, args.processes + 1):
endId = startId + int(
numHosts / args.processes) + (1 if remainder > 0 else 0)
if endId > numHosts:
print(
"Number of processes more than number of hosts, skipping process creation"
)
break
print("Starting process {} with host ranges: [{}, {}]".format(
processId, startId, endId - 1))
## Select a subset of hosts
dimensionsMetricsLocal = dimensionsMetrics[startId:endId]
dimensionsMetricsSet = set()
for dim in dimensionsMetricsLocal:
dimensionsMetricsSet.add(
(dim.region, dim.cell, dim.silo, dim.availability_zone,
dim.microservice_name, dim.instance_name))
dimensionsEventsLocal = list()
## Select the dimension events for the hosts selected above.
for dim in dimensionsEvents:
host = (dim.region, dim.cell, dim.silo, dim.availability_zone,
dim.microservice_name, dim.instance_name)
if host in dimensionsMetricsSet:
dimensionsEventsLocal.append(dim)
print(
"Starting process {} with host ranges: [{}, {}]. Metrics: {}. Events: {}"
.format(processId, startId, endId - 1, len(dimensionsMetricsLocal),
len(dimensionsEventsLocal)))
lowUtilizationHosts, highUtilizationHosts = initializeHighAndLowUtilizationHosts(
len(dimensionsMetricsLocal))
parentConn, childConn = multiprocessing.Pipe()
manager = multiprocessing.Manager()
event = manager.Event()
process = MultiProcessIngestWorker(
processId, args, dimensionsMetricsLocal, dimensionsEventsLocal,
highUtilizationHosts, lowUtilizationHosts, childConn, event)
process.start()
processes.append((process, parentConn, event))
remainder -= 1
startId = endId
success = 0
count = 0
totalLatency = 0.0
aggregatedDigests = TDigest()
pooledVariance = 0.0
for p, conn, event in processes:
output = conn.recv()
p.join()
if output == None:
continue
success += output.success
## Pool the variance.
if count == 0:
pooledVariance = output.variance
else:
pooledVariance = ((count - 1) * pooledVariance +
(output.count - 1) * output.variance) / (
(count - 1) + (output.count - 1))
count += output.count
aggregatedDigests += output.digest
totalLatency += output.sum
print(
"[OVERALL] Total={:,}, Success={:,}, Avg={:,}, Stddev={:,}, 50thPerc={:,}, 90thPerc={:,}, 99thPerc={:,}"
.format(count, success, round(totalLatency / count, 3),
round(math.sqrt(pooledVariance), 3),
round(aggregatedDigests.percentile(50), 3),
round(aggregatedDigests.percentile(90), 3),
round(aggregatedDigests.percentile(99), 3)))
ingestionEnd = timer()
print("Total time to ingest: {:,} seconds".format(
round(ingestionEnd - ingestionStart, 2)))
def __init__(self):
super().__init__()
self.digest = TDigest()
class BSketch:
"""BSketch: binning sketch for numerical values and binary target.
Parameters
----------
sketch : str, optional (default="gk")
Sketch algorithm. Supported algorithms are "gk" (Greenwald-Khanna's)
and "t-digest" (Ted Dunning) algorithm. Algorithm "t-digest" relies on
`tdigest <https://github.com/CamDavidsonPilon/tdigest>`_.
eps : float (default=0.01)
Relative error epsilon.
K : int (default=25)
Parameter excess growth K to compute compress threshold in t-digest.
special_codes : array-like or None, optional (default=None)
List of special codes. Use special codes to specify the data values
that must be treated separately.
"""
def __init__(self, sketch="gk", eps=0.01, K=25, special_codes=None):
self.sketch = sketch
self.eps = eps
self.K = K
self.special_codes = special_codes
_check_parameters(sketch, eps, K, special_codes)
self._count_missing_e = 0
self._count_missing_ne = 0
self._count_special_e = 0
self._count_special_ne = 0
if sketch == "gk":
self._sketch_e = GK(eps)
self._sketch_ne = GK(eps)
elif sketch == "t-digest":
self._sketch_e = TDigest(eps, K)
self._sketch_ne = TDigest(eps, K)
def add(self, x, y, check_input=False):
"""Add arrays to the sketch.
Parameters
----------
x : array-like, shape = (n_samples,)
Training vector, where n_samples is the number of samples.
y : array-like, shape = (n_samples,)
Target vector relative to x.
check_input : bool (default=False)
Whether to check input arrays.
"""
xc, yc, xm, ym, xs, ys, _, _, _, _, _, _, _ = split_data(
dtype=None,
x=x,
y=y,
special_codes=self.special_codes,
check_input=check_input)
# Add values to sketch
mask = yc == 1
if self.sketch == "gk":
for v1 in xc[mask]:
self._sketch_e.add(v1)
for v0 in xc[~mask]:
self._sketch_ne.add(v0)
if self.sketch == "t-digest":
self._sketch_e.batch_update(xc[mask])
self._sketch_ne.batch_update(xc[~mask])
# Keep track of missing and special counts
n_missing = len(ym)
if n_missing:
self._count_missing_e += np.count_nonzero(ym == 1)
self._count_missing_ne += np.count_nonzero(ym == 0)
n_special = len(ys)
if n_special:
self._count_special_e += np.count_nonzero(ys == 1)
self._count_special_ne += np.count_nonzero(ys == 0)
def bins(self, splits):
"""Event and non-events counts for each bin given a list of split
points.
Parameters
----------
splits : array-like, shape = (n_splits,)
List of split points.
Returns
-------
bins : tuple of arrays of size n_splits + 1.
"""
n_bins = len(splits) + 1
bins_e = np.zeros(n_bins).astype(np.int64)
bins_ne = np.zeros(n_bins).astype(np.int64)
indices_e, count_e = self._indices_count(self._sketch_e, splits)
indices_ne, count_ne = self._indices_count(self._sketch_ne, splits)
for i in range(n_bins):
bins_e[i] = count_e[(indices_e == i)].sum()
bins_ne[i] = count_ne[(indices_ne == i)].sum()
return bins_e, bins_ne
def merge(self, bsketch):
"""Merge current instance with another BSketch instance.
Parameters
----------
bsketch : object
BSketch instance.
"""
if not self._mergeable(bsketch):
raise Exception("bsketch does not share signature.")
if bsketch._sketch_e.n == 0 and bsketch._sketch_ne.n == 0:
return
if self._sketch_e.n == 0 and self._sketch_ne.n == 0:
self._copy(bsketch)
return
# Merge sketches
if self.sketch == "gk":
self._sketch_e.merge(bsketch._sketch_e)
self._sketch_ne.merge(bsketch._sketch_ne)
elif self.sketch == "t-digest":
self._sketch_e += bsketch._sketch_e
self._sketch_ne += bsketch._sketch_ne
# Merge missing and special counts
self._count_missing_e += bsketch._count_missing_e
self._count_missing_ne += bsketch._count_missing_ne
self._count_special_e += bsketch._count_special_e
self._count_special_ne += bsketch._count_special_ne
def merge_sketches(self):
"""Merge event and non-event data internal sketches."""
if self.sketch == "gk":
new_sketch = GK(self.eps)
new_sketch.merge(self._sketch_e)
new_sketch.merge(self._sketch_ne)
else:
new_sketch = self._sketch_e + self._sketch_ne
return new_sketch
def _copy(self, bsketch):
self._sketch_e = bsketch._sketch_e
self._sketch_ne = bsketch._sketch_ne
# Merge missing and special counts
self._count_missing_e = bsketch._count_missing_e
self._count_missing_ne = bsketch._count_missing_ne
self._count_special_e = bsketch._count_special_e
self._count_special_ne = bsketch._count_special_ne
def _indices_count(self, sketch, splits):
values = np.zeros(len(sketch))
count = np.zeros(len(sketch))
if self.sketch == "gk":
for i, entry in enumerate(sketch.entries):
values[i] = entry.value
count[i] = entry.g
elif self.sketch == "t-digest":
for i, key in enumerate(sketch.C.keys()):
centroid = sketch.C.get_value(key)
values[i] = centroid.mean
count[i] = centroid.count
indices = np.searchsorted(splits, values, side='left')
return indices, count
def _mergeable(self, other):
special_eq = True
if self.special_codes is not None and other.special_codes is not None:
special_eq = set(self.special_codes) == set(other.special_codes)
return (self.sketch == other.sketch and self.eps == other.eps
and self.K == other.K and special_eq)
@property
def n_event(self):
"""Event count.
Returns
-------
n_event : int
"""
count = self._sketch_e.n
return count + self._count_missing_e + self._count_special_e
@property
def n_nonevent(self):
"""Non-event count.
Returns
-------
n_nonevent : int
"""
count = self._sketch_ne.n
return count + self._count_missing_ne + self._count_special_ne
@property
def n(self):
"""Records count.
Returns
-------
n : int
"""
return self.n_event + self.n_nonevent
def initialise_digest(v):
d = TDigest()
d.update(v)
return d
def run(self):
global lock
global seriesId
global timestamp
with lock:
## Randomly pick a series ID to start for this process.
seriesId = random.randint(
0,
len(self.dimensionEvents) + len(self.dimensionMetrics) - 1)
timestamp = getTimestampMillis()
print("Process {} using start series ID: {}".format(
self.processId, seriesId))
## Register sigint handler
signal.signal(signal.SIGINT, signalHandler)
overallSummary = None
ingestionStart = timer()
try:
for threadId in range(self.args.concurrency):
threadIdStr = "{}-{}".format(self.processId, threadId + 1)
print("Starting ThreadId: {}".format(threadIdStr))
thread = IngestionThread(threadIdStr, self.args,
self.dimensionMetrics,
self.dimensionEvents,
self.highUtilizationHosts,
self.lowUtilizationHosts, self.event)
thread.start()
self.threads.append(thread)
success = 0
count = 0
totalLatency = 0.0
aggregatedDigests = TDigest()
pooledVariance = 0.0
for t in self.threads:
t.join()
success += t.success
## Pool the variance.
if count == 0:
pooledVariance = t.variance
else:
pooledVariance = ((count - 1) * pooledVariance +
(t.count - 1) * t.variance) / (
(count - 1) + (t.count - 1))
count += t.count
aggregatedDigests += t.digest
totalLatency += t.sum
print(
"[Process: {}] Total={:,}, Success={:,}, Avg={:,}, Stddev={:,}, 50thPerc={:,}, 90thPerc={:,}, 99thPerc={:,}"
.format(self.processId, count, success,
round(totalLatency / count, 3),
round(math.sqrt(pooledVariance), 3),
round(aggregatedDigests.percentile(50), 3),
round(aggregatedDigests.percentile(90), 3),
round(aggregatedDigests.percentile(99), 3)))
overallSummary = IngestionSummaryStats(aggregatedDigests, count,
success, totalLatency,
pooledVariance)
ingestionEnd = timer()
print("Total time to ingest: {:,} seconds".format(
round(ingestionEnd - ingestionStart, 2)))
finally:
self.conn.send(overallSummary)
from tdigest import TDigest
consumer = KafkaConsumer('demo-topic',
group_id=None,
bootstrap_servers='127.0.0.1:9092',
value_deserializer=lambda v: json.loads(v))
entity_detectors = {}
counter = 0
for msg in consumer:
entity_id = msg.value['id']
value = msg.value['value']
if entity_id not in entity_detectors:
entity_detectors[entity_id] = TDigest()
#Get entity specific anomaly detector
detector = entity_detectors[entity_id]
#Check if detector is empty
if (10 > len(detector)):
detector.update(value)
continue
#Get bounds
upp_bound = detector.percentile(99.9)
low_bound = detector.percentile(0.1)
#Display info
if (0 == (counter % 5)):
class IngestionThread(threading.Thread):
def __init__(self, threadId, args, dimensionMetrics, dimensionEvents,
highUtilizationHosts, lowUtilizationHosts, event):
threading.Thread.__init__(self)
self.threadId = threadId
self.args = args
self.dimensionMetrics = dimensionMetrics
self.dimensionEvents = dimensionEvents
self.client = tswrite.createWriteClient(args.endpoint,
profile=args.profile)
self.databaseName = args.databaseName
self.tableName = args.tableName
self.numMetrics = len(dimensionMetrics)
self.numEvents = len(dimensionEvents)
self.digest = TDigest(
) ## Use the t-digest to compute the streaming percentiles
self.count = 0
self.success = 0
self.sum = 0.0
self.variance = float('nan')
self.highUtilizationHosts = highUtilizationHosts
self.lowUtilizationHosts = lowUtilizationHosts
self.sigInt = False
self.event = event
def run(self):
global seriesId
global timestamp
global lock
idx = 0
mean = 0.0
squared = 0.0
while True:
with lock:
if self.sigInt == True or sigInt == True or self.event.is_set(
):
print("Thread {} exiting.".format(self.threadId))
break
seriesId += 1
if seriesId >= self.numMetrics + self.numEvents:
## Wrapping around, so move to new timestamp.
seriesId = 0
newTimestamp = timestamp + self.args.intervalMillis
currentTime = getCurrentTimestampMillis()
## Check if the timestamps are falling behind
if newTimestamp < currentTime - 0.05 * self.args.intervalMillis:
print(
"Can't keep up ingestion to the desired inter-event interval. Expected interval: {} ms. Actual: {} ms. Consider increasing concurrency or processes."
.format(self.args.intervalMillis,
currentTime - timestamp))
## Move time forward.
timestamp = getTimestampMillis()
else:
timestamp = newTimestamp
## Check if we are ingesting too fast, then slow down.
if timestamp > currentTime - 1000:
## Slow down
sleepTimeSecs = int(
(timestamp - currentTime) / 1000)
print("Thread {} sleeping for {} secs".format(
self.threadId, sleepTimeSecs))
time.sleep(sleepTimeSecs)
now = datetime.datetime.now()
print(
"Resetting to first series from thread: [{}] at time {}. Timestamp set to: {}."
.format(self.threadId,
now.strftime("%Y-%m-%d %H:%M:%S"), timestamp))
localSeriesId = seriesId
localTimestamp = timestamp
if localSeriesId < self.numMetrics:
commonAttributes = model.createWriteRecordCommonAttributes(
self.dimensionMetrics[localSeriesId])
records = model.createRandomMetrics(seriesId, localTimestamp,
"MILLISECONDS",
self.highUtilizationHosts,
self.lowUtilizationHosts)
else:
commonAttributes = model.createWriteRecordCommonAttributes(
self.dimensionEvents[localSeriesId - self.numMetrics])
records = model.createRandomEvent(localTimestamp,
"MILLISECONDS")
idx += 1
start = timer()
try:
writeResult = tswrite.writeRecords(self.client,
self.databaseName,
self.tableName,
commonAttributes, records)
self.success += 1
except Exception as e:
print(e)
exc_type, exc_value, exc_traceback = sys.exc_info()
traceback.print_exception(exc_type,
exc_value,
exc_traceback,
limit=2,
file=sys.stdout)
requestId = "RequestId: {}".format(
e.response['ResponseMetadata']['RequestId'])
print(requestId)
print(json.dumps(commonAttributes, indent=2))
print(json.dumps(records, indent=2))
continue
finally:
self.count += 1
end = timer()
cur = end - start
self.digest.update(cur)
self.sum += cur
## Computing the streaming M^2 (squared distance from mean)
delta = cur - mean
mean += delta / self.count
squared += delta * (cur - mean)
if self.count > 1:
self.variance = float(squared / (self.count - 1))
requestId = writeResult['ResponseMetadata']['RequestId']
if idx % 1000 == 0:
now = datetime.datetime.now()
print(
"{}. {}. {}. Last RequestId: {}. Avg={:,}, Stddev={:,}, 50thPerc={:,}, 90thPerc={:,}, 99thPerc={:,}"
.format(self.threadId, idx,
now.strftime("%Y-%m-%d %H:%M:%S"), requestId,
round(self.sum / self.count, 3),
round(math.sqrt(self.variance), 3),
round(self.digest.percentile(50), 3),
round(self.digest.percentile(90), 3),
round(self.digest.percentile(99), 3)))
def interrupt(self):
print("Interrupting thread: ", self.threadId)
self.sigInt = True
class Percentiles(TableModule):
parameters = [
("percentiles", np.dtype(np.object_), [0.25, 0.5, 0.75]),
("history", np.dtype(int), 3),
]
inputs = [SlotDescriptor("table", type=Table)]
def __init__(self,
column: str,
percentiles: Optional[Union[List[float],
np.ndarray[Any, Any]]] = None,
**kwds: Any) -> None:
if not column:
raise ProgressiveError("Need a column name")
super(Percentiles, self).__init__(**kwds)
self._columns = [column]
self.default_step_size = 1000
self.tdigest = TDigest()
if percentiles is None:
percentiles = np.array([0.25, 0.5, 0.75])
else:
# get them all to be in [0, 1]
percentiles = np.asarray(percentiles)
if (percentiles > 1).any(): # type: ignore
percentiles = percentiles / 100.0
msg = ("percentiles should all be in the interval [0, 1]. "
"Try {0} instead.")
raise ValueError(msg.format(list(percentiles)))
if (percentiles != 0.5).all(): # median isn't included
lh = percentiles[percentiles < 0.5]
uh = percentiles[percentiles > 0.5]
percentiles = np.hstack([lh, 0.5, uh])
self._percentiles = percentiles
self._pername: List[str] = [_pretty_name(x) for x in self._percentiles]
dshape = "{" + ",".join(["%s: real" % n for n in self._pername]) + "}"
self.result = Table(self.generate_table_name("percentiles"),
dshape=dshape,
create=True)
def is_ready(self) -> bool:
slot = self.get_input_slot("table")
if slot is not None and slot.created.any():
return True
return super(Percentiles, self).is_ready()
def reset(self) -> None:
self.tdigest = TDigest()
@process_slot("table", reset_cb="reset")
@run_if_any
def run_step(self, run_number: int, step_size: int,
howlong: float) -> ReturnRunStep:
assert self.context
with self.context as ctx:
dfslot = ctx.table
indices = dfslot.created.next(length=step_size)
steps = indices_len(indices)
if steps == 0:
return self._return_run_step(self.state_blocked,
steps_run=steps)
input_df = dfslot.data()
x = self.filter_columns(input_df, fix_loc(indices))
self.tdigest.batch_update(x[0])
df = self.table
values = {}
for n, p in zip(self._pername, self._percentiles):
values[n] = self.tdigest.percentile(p * 100)
df.add(values)
# with self.lock:
# df.loc[run_number] = values
# if len(df) > self.params.history:
# self._df = df.loc[df.index[-self.params.history:]]
return self._return_run_step(self.next_state(dfslot),
steps_run=steps)
def digest_partitions(values):
digest = TDigest()
digest.batch_update(values)
return [digest]
def __init__(self,**kwargs):
super().__init__(**kwargs)
self.digest = TDigest()
def find_equalization_params(self, batch, component, survey_id_col, sample_size=10000,
container_name='equal_params', **kwargs):
""" Estimates 95th percentile of absolute values for each seismic survey
in dataset for equalization.
This method utilizes t-digest structure for batch-wise estimation of rank-based statistics,
namely 95th percentile.
Parameters
----------
batch : SeismicBatch or B() named expression.
Current batch from pipeline.
component : str
Component with shot gathers.
survey_id_col : str
Column in index that indicate names of seismic
surveys from different seasons.
sample_size: int, optional
Number of elements to draw from each shot gather to update
estimates if TDigest. Time for each update grows linearly
with `sample_size`. Default is 10000.
container_name: str, optional
Name of the `SeismicDataset` attribute to store a dict
with estimated percentile. Also contains `survey_id_col`
key and corresponding value.
kwargs: misc
Parameters for TDigest objects.
Raises
------
ValueError : If index is not FieldIndex.
ValueError : If shot gather with same id is contained in more
than one survey.
Note
----
Dictoinary with estimated percentile can be obtained from pipeline using `D(container_name)`.
"""
if not isinstance(self.index, FieldIndex):
raise ValueError("Index must be FieldIndex, not {}".format(type(self.index)))
private_name = '_' + container_name
params = getattr(self, private_name, None)
if params is None:
surveys = np.unique(self.index.get_df()[survey_id_col])
delta, k = kwargs.pop('delta', 0.01), kwargs.pop('K', 25)
params = dict(zip(surveys, [TDigest(delta, k) for _ in surveys]))
setattr(self, private_name, params)
for idx in batch.indices:
surveys_by_fieldrecord = np.unique(batch.index.get_df(index=idx)[survey_id_col])
if len(surveys_by_fieldrecord) != 1:
raise ValueError('Field {} represents data from more than one survey!'.format(idx))
survey = surveys_by_fieldrecord[0]
pos = batch.index.get_pos(idx)
sample = np.random.choice(getattr(batch, component)[pos].reshape(-1), size=sample_size)
params[survey].batch_update(np.absolute(sample))
statistics = dict([survey, digest.percentile(95)]
for survey, digest in params.items() if digest.n > 0)
statistics['survey_id_col'] = survey_id_col
setattr(self, container_name, statistics)
from sim_wallet import simWallet
from tdigest import TDigest
import time
digest = TDigest()
wallet = simWallet()
wallet.print_wallet()
initial_value = wallet.estimate_total()
print('Initial wallet value is {} BTC.'.format(initial_value), flush=True)
while True:
current_price = wallet.update_price()
digest.update(current_price)
digest_value = digest.percentile(15)
print('\n\nCurrent BNB/BTC price is {}. Digest value is {}'.format(
current_price, digest_value),
flush=True)
if current_price < 0.9 * digest_value:
wallet.buy_bnb(1)
if current_price > 1.1 * digest_value:
wallet.sell_bnb(1)
class SeasonalDecomposition(BaseTask):
def __init__(self, config, logger, options):
super(SeasonalDecomposition, self).__init__(config, logger, resource={'metric_sink': 'RedisSink',
'output_sink': 'GraphiteSink'})
self.plugin = options['plugin']
self.service = options['service']
self.params = options['params']
self.tdigest_key = 'td:%s' % self.service
self.td = TDigest()
self.error_eval = {
'tukey': self._eval_tukey,
'quantile': self._eval_quantile
}
def _eval_quantile(self, error):
state = {}
alpha = self.params['error_params']['alpha']
lower = self.td.quantile(alpha / 2)
upper = self.td.quantile(1 - alpha / 2)
if 'minimal_lower_threshold' in self.params['error_params']:
lower = max(
lower, self.params['error_params']['minimal_lower_threshold'])
if 'minimal_upper_threshold' in self.params['error_params']:
upper = min(
upper, self.params['error_params']['minimal_upper_threshold'])
flag = 0
if error > upper:
flag = 1
elif error < lower:
flag = -1
state['flag'] = flag
state['lower'] = lower
state['upper'] = upper
state['alpha'] = alpha
return state
def _eval_tukey(self, error):
state = {}
iqr_scaling = self.params['error_params'].get('iqr_scaling', 1.5)
quantile_25 = self.td.quantile(0.25)
quantile_75 = self.td.quantile(0.75)
iqr = quantile_75 - quantile_25
lower = quantile_25 - iqr_scaling * iqr
upper = quantile_75 + iqr_scaling * iqr
if 'minimal_lower_threshold' in self.params['error_params']:
lower = max(
lower, self.params['error_params']['minimal_lower_threshold'])
if 'minimal_upper_threshold' in self.params['error_params']:
upper = min(
upper, self.params['error_params']['minimal_upper_threshold'])
flag = 0
if error > upper:
flag = 1
elif error < lower:
flag = -1
state['flag'] = flag
state['lower'] = lower
state['upper'] = upper
return state
def read(self):
metric = self.params['metric']
period_length = self.params['period_length']
seasons = self.params['seasons']
default = self.params['default']
tdigest_json = [el for el in self.metric_sink.read(self.tdigest_key)]
if tdigest_json:
centroids = json.loads(tdigest_json[0])
[self.td.add(c[0], c[1]) for c in centroids]
# gather data and assure requirements
data = [el for el in self.metric_sink.read(metric)]
data = sorted(data, key=lambda tup: tup.timestamp)
step_size = find_step_size(data)
if not step_size:
self.logger.error(
'Datapoints have no common time grid or are not enough. Exiting')
return None
if data[-1].timestamp - int(time()) > 2 * step_size:
self.logger.error('Datapoints are too old (%d sec). Exiting' % (
data[-1].timestamp - int(time())))
return None
data = insert_missing_datapoints(data, default, step_size)
if len(data) < period_length * seasons:
self.logger.error(
'Not enough (%d) datapoints. Exiting' % len(data))
return None
data = data[-period_length * seasons - 1:-1]
return data
def process(self, data):
if data:
period_length = self.params['period_length']
error_type = self.params.get('error_type', 'norm')
data = [float(el.value) for el in data]
try:
r_stl = robjects.r.stl
r_ts = robjects.r.ts
r_data_ts = r_ts(data, frequency=period_length)
r_res = r_stl(r_data_ts, s_window="periodic", robust=True)
r_res_ts = asarray(r_res[0])
seasonal = r_res_ts[:, 0][-1]
trend = r_res_ts[:, 1][-1]
_error = r_res_ts[:, 2][-1]
model = seasonal + trend
except Exception as e:
self.logger.error('STL Call failed: %s. Exiting' % e)
return (0.0, 0.0, 0.0, {'flag': -1})
if error_type == 'norm':
error = _error / model if model != 0 else -1
elif error_type == 'median':
error = data[-1] - seasonal - median(data)
elif error_type == 'stl':
error = _error
# add error to distribution and evaluate
self.td.add(error, 1.0)
state = self.error_eval[self.params['error_handling']](error)
self.metric_sink.write(
[RedisGeneric(self.tdigest_key, self.td.serialize())])
return (seasonal, trend, error, state)
else:
return (0.0, 0.0, 0.0, {'flag': -1})
def write(self, state):
(seasonal, trend, error, state) = state
prefix = '%s.%s' % (self.plugin, self.service)
now = int(time())
for name, value in state.iteritems():
self.sink.write(
TimeSeriesTuple('%s.%s' % (prefix, name), now, value))
self.sink.write(
TimeSeriesTuple('%s.%s' % (prefix, 'seasonal'), now, seasonal))
self.sink.write(
TimeSeriesTuple('%s.%s' % (prefix, 'trend'), now, trend))
self.sink.write(
TimeSeriesTuple('%s.%s' % (prefix, 'error'), now, error))
def run(self):
data = self.read()
state = self.process(data)
self.write(state)
return True
if path.exists(decompressed_fname) is False:
print("Decompressing {}".format(filename))
decompress_file(filename)
docs = []
tree = ET.iterparse(decompressed_fname)
print("Reading {}\n".format(decompressed_fname))
progress = tqdm(unit="docs")
doc = {}
text = None
comment = None
username = None
timestamp = None
ts_digest = TDigest()
for event, elem in tree:
if elem.tag == "{http://www.mediawiki.org/xml/export-0.10/}page":
doc = {}
doc["title"] = elem.findtext("{http://www.mediawiki.org/xml/export-0.10/}title")
doc["text"] = text
doc["comment"] = comment
doc["username"] = username
doc["timestamp"] = int(timestamp)
ts_digest.update(int(timestamp))
if doc["text"] is not None and doc["comment"] is not None and doc["username"] is not None and doc[
"timestamp"] is not None:
total_docs = total_docs + 1
docs.append(doc)
progress.update()
elem.clear() # won't need the children any more
def digest_partitions(values):
digest = TDigest()
digest.batch_update(values)
return [digest]
def generate_benchmark_commands(total_benchmark_commands, bench_fname, all_fname, indexname, docs, stop_words,
use_numeric_range_searchs, ts_digest, p_writes):
total_benchmark_reads = 0
total_benchmark_writes = 0
all_csvfile = open(all_fname, 'a', newline='')
bench_csvfile = open(bench_fname, 'w', newline='')
all_csv_writer = csv.writer(all_csvfile, delimiter=',', quoting=csv.QUOTE_ALL)
bench_csv_writer = csv.writer(bench_csvfile, delimiter=',', quoting=csv.QUOTE_ALL)
progress = tqdm(unit="docs", total=total_benchmark_commands)
total_docs = len(docs)
## timestamp related
timestamps_pdist = generate_lognormal_dist(total_benchmark_commands)
min_ts = ts_digest.percentile(0.0)
max_ts = ts_digest.percentile(100.0)
query_range_digest = TDigest()
generated_commands = 0
while generated_commands < total_benchmark_commands:
query_ts_pdist = timestamps_pdist[generated_commands]
percentile = (1.0 - query_ts_pdist) * 100.0
query_min_ts = ts_digest.percentile(percentile)
random_doc_pos = random.randint(0, total_docs - 1)
doc = docs[random_doc_pos]
# decide read or write
p_cmd = random.random()
if p_cmd < p_writes:
## WRITE
total_benchmark_writes = total_benchmark_writes + 1
generated_row, doc_size = use_case_to_cmd(use_ftadd, doc["title"], doc["text"], doc["comment"],
doc["username"],
doc["timestamp"],
generated_commands)
else:
## READ
total_benchmark_reads = total_benchmark_reads + 1
words, totalW = getQueryWords(doc, stop_words, 2)
choice = random.choices(["simple-1word-query", "2word-union-query", "2word-intersection-query"])[0]
generated_row = None
numeric_range_str = ""
if use_numeric_range_searchs:
numeric_range_str = "@timestamp:[{} {}] ".format(query_min_ts, max_ts)
query_range_digest.update(int(max_ts - query_min_ts))
if choice == "simple-1word-query" and len(words) >= 1:
generated_row = generate_ft_search_row(indexname, "simple-1word-query",
"{}{}".format(numeric_range_str, words[0]))
elif choice == "2word-union-query" and len(words) >= 2:
generated_row = generate_ft_search_row(indexname, "2word-union-query",
"{}{} {}".format(numeric_range_str, words[0], words[1]))
elif choice == "2word-intersection-query" and len(words) >= 2:
generated_row = generate_ft_search_row(indexname, "2word-intersection-query",
"{}{}|{}".format(numeric_range_str, words[0], words[1]))
if generated_row != None:
# all_csv_writer.writerow(generated_row)
# bench_csv_writer.writerow(generated_row)
progress.update()
generated_commands = generated_commands + 1
progress.close()
bench_csvfile.close()
all_csvfile.close()
# print()
xx = []
yy = []
p90 = query_range_digest.percentile(90.0)
dataset_percent = ts_digest.cdf(p90)
print("90% of the read queries target at max {} percent o keyspace".format(dataset_percent))
print("100% of the read queries target at max {} percent o keyspace".format(ts_digest.cdf(max_ts - min_ts)))
for centroid in query_range_digest.centroids_to_list():
ts_m = centroid["m"]
xx.append(ts_m)
yy.append(query_range_digest.cdf(ts_m))
plt.scatter(xx, yy)
plt.title('EnWiki pages Query time range')
plt.xlabel('Query time range')
plt.ylabel('cdf')
plt.xscale('log')
plt.show()
return total_benchmark_reads, total_benchmark_writes
numberOfEnds = 3 duration = 10000 lengthOfInterval = 1000 numberOfIntervals = round(duration / lengthOfInterval) # an inverval will not be logged unless an event happens afterwards, # so last intevall will not be logged # interval counter i = 1 j = 1 k = 1 l = 1 # stores values per interval t = 0 q = [0 for x in range(numberOfNodes)] c = [0 for y in range(numberOfNodes)] # stores all values throughput = [] timeToComplete = [] numberOfArrivals = [] cpu = [] # tdigest time = TDigest()
def column_summary(series, column_props, delta=0.01):
"""Summarise a numeric column.
Parameters
----------
series : pd.Series
Numeric column.
column_props : TODO
TODO
delta : float
TODO
Returns
-------
TODO
"""
col = series.name
if not column_props[col]['numeric'] or column_props[col]['notnulls'] == 0:
# Series is not numeric or is all NaNs.
return None
logger.debug('column_summary - ' + col)
# select non-nulls from column
data = series.dropna()
colresult = {}
for m in ['mean', 'min', 'max', 'std', 'sum']:
val = getattr(data, m)()
if type(val) is np.int64:
colresult[m] = int(val)
else:
colresult[m] = val
colresult['n'] = column_props[col]['notnulls']
percentiles = [0.1, 1, 10, 25, 50, 75, 90, 99, 99.9]
colresult['percentiles'] = {
perc: np.nanpercentile(series, perc)
for perc in percentiles
}
colresult['median'] = colresult['percentiles'][50]
colresult['iqr'] = (colresult['percentiles'][75] -
colresult['percentiles'][25])
# Compute the t-digest.
logger.debug('column_summary - {} - creating TDigest...'.format(col))
digest = TDigest(delta)
digest.batch_update(data)
logger.debug('column_summary - {} - testing log trans...'.format(col))
try:
colresult['logtrans'] = bool(_test_logtrans(digest))
except Exception as e:
# Hard to pinpoint problems with the logtrans TDigest.
logger.warning('test_logtrans has failed for column `{}`: {}'.format(
col, e))
colresult['logtrans'] = False
if colresult['logtrans']:
logdigest = TDigest()
for c in digest.C.values():
logdigest.update(np.log(c.mean), c.count)
colresult['logtrans_mean'] = _tdigest_mean(logdigest)
colresult['logtrans_std'] = _tdigest_std(logdigest)
colresult['logtrans_IQR'] = (logdigest.percentile(75) -
logdigest.percentile(25))
logger.debug('column_summary - {} - should {}be log-transformed'.format(
col, 'NOT ' if not colresult['logtrans'] else ''))
# Compress and store the t-digest.
digest.delta = delta
digest.compress()
colresult['tdigest'] = [(c.mean, c.count) for c in digest.C.values()]
# Compute histogram
logger.debug('column_summary - {} - computing histogram...'.format(col))
if column_props[col]['is_categorical']:
# Compute frequency table and store as histogram
counts, edges = _compute_histogram_from_frequencies(data)
else:
if colresult['logtrans']:
counts, log_edges = np.histogram(np.log10(data),
density=False,
bins='fd')
edges = 10**log_edges
else:
counts, edges = np.histogram(data, density=False, bins='fd')
colresult['histogram'] = {
'counts': counts.tolist(),
'bin_edges': edges.tolist()
}
# Compute KDE
logger.debug('column_summary - {} - computing KDE...'.format(col))
bw = _bw_scott(colresult, colresult['n'], colresult['logtrans'], 1)
logger.debug('column_summary - {} - KDE bw: {:.4g}'.format(col, bw))
if column_props[col]['is_categorical']:
kde_x, kde_y = np.zeros(1), np.zeros(1)
else:
coord_range = colresult['min'], colresult['max']
kde_x, kde_y = _compute_smoothed_histogram(
data, bw, coord_range, logtrans=colresult['logtrans'])
colresult['kde'] = {'x': kde_x.tolist(), 'y': kde_y.tolist()}
return {col: colresult, '_columns': [col]}