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 nestedAscendingTest(createTestFile=False):
pattern = Pattern(
AndOperator(
SeqOperator(PrimitiveEventStructure("AAPL", "a"),
PrimitiveEventStructure("AMZN", "b")),
SeqOperator(PrimitiveEventStructure("AVID", "c"),
PrimitiveEventStructure("BIDU", "d")),
AndOperator(PrimitiveEventStructure("GOOG", "e"),
PrimitiveEventStructure("AAPL", "f")),
PrimitiveEventStructure("GOOG", "g"),
SeqOperator(PrimitiveEventStructure("AMZN", "h"),
PrimitiveEventStructure("BIDU", "i"))),
TrueCondition(), timedelta(minutes=1))
pattern.set_statistics({
StatisticsTypes.ARRIVAL_RATES:
[0.11, 0.2, 0.3, 0.4, 0.5, 0.11, 0.5, 0.2, 0.4]
})
eval_params = TreeBasedEvaluationMechanismParameters(
optimizer_params=OptimizerParameters(
opt_type=OptimizerTypes.TRIVIAL_OPTIMIZER,
tree_plan_params=TreePlanBuilderParameters(
TreePlanBuilderTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE)),
storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
storage_params)
runTest("nestedAscending", [pattern], createTestFile, eval_params)
def nestedAscendingStructuralTest():
pattern = Pattern(
AndOperator(
SeqOperator(PrimitiveEventStructure("AAPL", "a"),
PrimitiveEventStructure("AMZN", "b")),
SeqOperator(PrimitiveEventStructure("AVID", "c"),
PrimitiveEventStructure("BIDU", "d")),
AndOperator(PrimitiveEventStructure("GOOG", "e"),
PrimitiveEventStructure("AAPL", "f")),
PrimitiveEventStructure("GOOG", "g"),
SeqOperator(PrimitiveEventStructure("AMZN", "h"),
PrimitiveEventStructure("BIDU", "i"))),
TrueCondition(), timedelta(minutes=1))
pattern.set_statistics({
StatisticsTypes.ARRIVAL_RATES:
[0.11, 0.2, 0.3, 0.4, 0.5, 0.11, 0.5, 0.2, 0.4]
})
eval_params = TreeBasedEvaluationMechanismParameters(
optimizer_params=OptimizerParameters(
opt_type=OptimizerTypes.TRIVIAL_OPTIMIZER,
tree_plan_params=TreePlanBuilderParameters(
TreePlanBuilderTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE)),
storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
storage_params)
expected_result = ('And', ('And', ('And', ('And', 'g', ('Seq', 'a', 'b')),
('Seq', 'c', 'd')), ('And', 'e', 'f')),
('Seq', 'h', 'i'))
runStructuralTest('nestedAscendingStructuralTest', [pattern],
expected_result,
eval_mechanism_params=eval_params)
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 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_AND_ARRIVAL_RATES,
(selectivityMatrix, arrivalRates))
eval_params = TreeBasedEvaluationMechanismParameters(
TreePlanBuilderParameters(TreePlanBuilderTypes.ZSTREAM_BUSHY_TREE),
DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.storage_params)
runTest('zstream1', [pattern],
createTestFile,
eval_mechanism_params=eval_params,
events=nasdaqEventStream)
def iiRandom2PatternSearchTest(createTestFile=False):
pattern = Pattern(
SeqOperator(PrimitiveEventStructure("MSFT", "a"),
PrimitiveEventStructure("DRIV", "b"),
PrimitiveEventStructure("ORLY", "c"),
PrimitiveEventStructure("CBRL", "d")),
AndCondition(
SimpleCondition(Variable("a", lambda x: x["Peak Price"]),
Variable("b", lambda x: x["Peak Price"]),
Variable("c", lambda x: x["Peak Price"]),
Variable("d", lambda x: x["Peak Price"]),
relation_op=lambda x, y, z, w: x < y < z < w)),
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_AND_ARRIVAL_RATES,
(selectivityMatrix, arrivalRates))
eval_params = TreeBasedEvaluationMechanismParameters(
IterativeImprovementTreePlanBuilderParameters(
DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.tree_plan_params.
cost_model_type, 20, IterativeImprovementType.CIRCLE_BASED,
IterativeImprovementInitType.RANDOM),
DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.storage_params)
runTest('iiRandom2', [pattern],
createTestFile,
eval_mechanism_params=eval_params,
events=nasdaqEventStream)
def zStreamPatternSearchTest(createTestFile=False):
pattern = Pattern(
SeqOperator([
QItem("MSFT", "a"),
QItem("DRIV", "b"),
QItem("ORLY", "c"),
QItem("CBRL", "d")
]),
AndFormula(
AndFormula(
SmallerThanFormula(
IdentifierTerm("a", lambda x: x["Peak Price"]),
IdentifierTerm("b", lambda x: x["Peak Price"])),
SmallerThanFormula(
IdentifierTerm("b", lambda x: x["Peak Price"]),
IdentifierTerm("c", lambda x: x["Peak Price"]))),
SmallerThanFormula(IdentifierTerm("c", lambda x: x["Peak Price"]),
IdentifierTerm("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_AND_ARRIVAL_RATES,
(selectivityMatrix, arrivalRates))
runTest('zstream1', [pattern],
createTestFile,
eval_mechanism_type=EvaluationMechanismTypes.ZSTREAM_BUSHY_TREE,
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 zstreamOrdNestedComplexStructuralTest():
pattern = Pattern(
AndOperator(
SeqOperator(PrimitiveEventStructure("AAPL", "a"),
PrimitiveEventStructure("AMZN", "b"),
PrimitiveEventStructure("DRIV", "c")),
SeqOperator(PrimitiveEventStructure("LOCM", "d"),
PrimitiveEventStructure("GOOG", "e")),
SeqOperator(
PrimitiveEventStructure("AVID", "f"),
PrimitiveEventStructure("BIDU", "g"),
SeqOperator(PrimitiveEventStructure("ORLY", "h"),
PrimitiveEventStructure("CBRL", "i"))),
PrimitiveEventStructure("MSFT", "j")),
AndCondition(
BinaryCondition(Variable("a", lambda x: x["Opening Price"]),
Variable("b", lambda x: x["Opening Price"]),
relation_op=lambda x, y: x > y),
BinaryCondition(Variable("d", lambda x: x["Opening Price"]),
Variable("c", lambda x: x["Opening Price"]),
relation_op=lambda x, y: x > y),
EqCondition(Variable("a", lambda x: x["Date"]), 200802010900),
EqCondition(Variable("b", lambda x: x["Date"]), 200802010900),
EqCondition(Variable("c", lambda x: x["Date"]), 200802010900),
EqCondition(Variable("d", lambda x: x["Date"]), 200802010900)),
timedelta(minutes=3))
selectivityMatrix = [
[1.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9],
[0.1, 1.0, 0.12, 0.13, 0.14, 0.15, 0.16, 0.17, 0.18, 0.19],
[0.2, 0.12, 1.0, 0.23, 0.24, 0.25, 0.26, 0.27, 0.28, 0.29],
[0.3, 0.13, 0.23, 1.0, 0.34, 0.35, 0.36, 0.37, 0.38, 0.39],
[0.4, 0.14, 0.24, 0.34, 1.0, 0.45, 0.46, 0.47, 0.48, 0.49],
[0.5, 0.15, 0.25, 0.35, 0.45, 1.0, 0.56, 0.57, 0.58, 0.59],
[0.6, 0.16, 0.26, 0.36, 0.46, 0.56, 1.0, 0.67, 0.68, 0.69],
[0.7, 0.17, 0.27, 0.37, 0.47, 0.57, 0.67, 1.0, 0.78, 0.79],
[0.8, 0.18, 0.28, 0.38, 0.48, 0.58, 0.68, 0.78, 1.0, 0.89],
[0.9, 0.19, 0.29, 0.39, 0.49, 0.59, 0.69, 0.79, 0.89, 1.0]
]
arrivalRates = [0.05, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]
pattern.set_statistics({
StatisticsTypes.ARRIVAL_RATES:
arrivalRates,
StatisticsTypes.SELECTIVITY_MATRIX:
selectivityMatrix
})
eval_params = TreeBasedEvaluationMechanismParameters(
optimizer_params=OptimizerParameters(
opt_type=OptimizerTypes.TRIVIAL_OPTIMIZER,
tree_plan_params=TreePlanBuilderParameters(
TreePlanBuilderTypes.ORDERED_ZSTREAM_BUSHY_TREE)),
storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
storage_params)
expected_result = ('And', ('And', ('And', 'j', ('Seq', ('Seq', 'f', 'g'),
('Seq', 'h', 'i'))),
('Seq', 'd', 'e')), ('Seq', ('Seq', 'a', 'b'),
'c'))
runStructuralTest('zstreamOrdNestedComplexStructuralTest', [pattern],
expected_result,
eval_mechanism_params=eval_params)
def frequencyPatternSearch3Test(createTestFile=False):
pattern = Pattern(
SeqOperator([
QItem("AAPL", "a"),
QItem("AAPL", "b"),
QItem("AAPL", "c"),
QItem("LOCM", "d")
]), TrueFormula(), timedelta(minutes=5))
pattern.set_statistics(StatisticsTypes.FREQUENCY_DICT, {
"AAPL": 460,
"LOCM": 219
})
runTest("frequency3", [pattern], createTestFile,
EvaluationMechanismTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE)
def iiGreedyNestedStructuralTest():
pattern = Pattern(
AndOperator(
SeqOperator(PrimitiveEventStructure("AAPL", "a"),
PrimitiveEventStructure("AMZN", "b")),
SeqOperator(PrimitiveEventStructure("AVID", "c"),
PrimitiveEventStructure("BIDU", "d"))),
AndCondition(
BinaryCondition(Variable("a", lambda x: x["Opening Price"]),
Variable("b", lambda x: x["Opening Price"]),
relation_op=lambda x, y: x > y),
BinaryCondition(Variable("d", lambda x: x["Opening Price"]),
Variable("c", lambda x: x["Opening Price"]),
relation_op=lambda x, y: x > y),
EqCondition(Variable("a", lambda x: x["Date"]), 200802010900),
EqCondition(Variable("b", lambda x: x["Date"]), 200802010900),
EqCondition(Variable("c", lambda x: x["Date"]), 200802010900),
EqCondition(Variable("d", lambda x: x["Date"]), 200802010900)),
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.ARRIVAL_RATES:
arrivalRates,
StatisticsTypes.SELECTIVITY_MATRIX:
selectivityMatrix
})
eval_params = TreeBasedEvaluationMechanismParameters(
optimizer_params=OptimizerParameters(
opt_type=OptimizerTypes.TRIVIAL_OPTIMIZER,
tree_plan_params=IterativeImprovementTreePlanBuilderParameters(
DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.optimizer_params.
tree_plan_params.cost_model_type, 20,
IterativeImprovementType.SWAP_BASED,
IterativeImprovementInitType.GREEDY)),
storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
storage_params)
expected_result = ('And', ('Seq', 'b', 'a'), ('Seq', 'd', 'c'))
runStructuralTest('iiGreedyNestedStructuralTest', [pattern],
expected_result,
eval_mechanism_params=eval_params)
def arrivalRatesPatternSearchTest(createTestFile=False):
pattern = Pattern(
SeqOperator(PrimitiveEventStructure("AAPL", "a"),
PrimitiveEventStructure("AMZN", "b"),
PrimitiveEventStructure("LOCM", "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=5))
pattern.set_statistics(StatisticsTypes.ARRIVAL_RATES,
[0.0159, 0.0153, 0.0076])
eval_params = TreeBasedEvaluationMechanismParameters(
TreePlanBuilderParameters(
TreePlanBuilderTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE),
DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.storage_params)
runTest("arrivalRates", [pattern], createTestFile, eval_params)
def frequencyPatternSearch3Test(createTestFile=False):
pattern = Pattern(
SeqOperator(PrimitiveEventStructure("AAPL", "a"),
PrimitiveEventStructure("AAPL", "b"),
PrimitiveEventStructure("AAPL", "c"),
PrimitiveEventStructure("LOCM", "d")), TrueCondition(),
timedelta(minutes=5))
pattern.set_statistics(StatisticsTypes.FREQUENCY_DICT, {
"AAPL": 460,
"LOCM": 219
})
eval_params = TreeBasedEvaluationMechanismParameters(
TreePlanBuilderParameters(
TreePlanBuilderTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE),
DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.storage_params)
runTest("frequency3", [pattern],
createTestFile,
eval_mechanism_params=eval_params)
def arrivalRatesPatternSearchTest(createTestFile=False):
pattern = Pattern(
SeqOperator(
[QItem("AAPL", "a"),
QItem("AMZN", "b"),
QItem("LOCM", "c")]),
AndFormula(
GreaterThanFormula(
IdentifierTerm("a", lambda x: x["Opening Price"]),
IdentifierTerm("b", lambda x: x["Opening Price"])),
GreaterThanFormula(
IdentifierTerm("b", lambda x: x["Opening Price"]),
IdentifierTerm("c", lambda x: x["Opening Price"]))),
timedelta(minutes=5))
pattern.set_statistics(StatisticsTypes.ARRIVAL_RATES,
[0.0159, 0.0153, 0.0076])
runTest("arrivalRates", [pattern], createTestFile,
EvaluationMechanismTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE)
def iiGreedy2PatternSearchTest(createTestFile=False):
pattern = Pattern(
SeqOperator(PrimitiveEventStructure("MSFT", "a"),
PrimitiveEventStructure("DRIV", "b"),
PrimitiveEventStructure("ORLY", "c"),
PrimitiveEventStructure("CBRL", "d")),
AndCondition(
SmallerThanCondition(Variable("a", lambda x: x["Peak Price"]),
Variable("b", lambda x: x["Peak Price"])),
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=IterativeImprovementTreePlanBuilderParameters(
DEFAULT_TREE_COST_MODEL, 20,
IterativeImprovementType.CIRCLE_BASED,
IterativeImprovementInitType.GREEDY),
statistics_collector_params=StatisticsCollectorParameters(
statistics_types=[
StatisticsTypes.ARRIVAL_RATES,
StatisticsTypes.SELECTIVITY_MATRIX
])),
storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
storage_params)
runTest('iiGreedy2', [pattern],
createTestFile,
eval_mechanism_params=eval_params,
events=nasdaqEventStream)
def greedyNestedTest(createTestFile=False):
pattern = Pattern(
AndOperator(
SeqOperator(PrimitiveEventStructure("AAPL", "a"),
PrimitiveEventStructure("AMZN", "b")),
SeqOperator(PrimitiveEventStructure("AVID", "c"),
PrimitiveEventStructure("BIDU", "d"))),
AndCondition(
BinaryCondition(Variable("a", lambda x: x["Opening Price"]),
Variable("b", lambda x: x["Opening Price"]),
relation_op=lambda x, y: x > y),
BinaryCondition(Variable("d", lambda x: x["Opening Price"]),
Variable("c", lambda x: x["Opening Price"]),
relation_op=lambda x, y: x > y),
EqCondition(Variable("a", lambda x: x["Date"]), 200802010900),
EqCondition(Variable("b", lambda x: x["Date"]), 200802010900),
EqCondition(Variable("c", lambda x: x["Date"]), 200802010900),
EqCondition(Variable("d", lambda x: x["Date"]), 200802010900)),
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.ARRIVAL_RATES:
arrivalRates,
StatisticsTypes.SELECTIVITY_MATRIX:
selectivityMatrix
})
eval_params = TreeBasedEvaluationMechanismParameters(
optimizer_params=OptimizerParameters(
opt_type=OptimizerTypes.TRIVIAL_OPTIMIZER,
tree_plan_params=TreePlanBuilderParameters(
TreePlanBuilderTypes.GREEDY_LEFT_DEEP_TREE)),
storage_params=DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.
storage_params)
runTest('greedyNested', [pattern],
createTestFile,
eval_mechanism_params=eval_params,
events=nasdaqEventStream)
def frequencyTailoredPatternSearchTest(createTestFile=False):
pattern = Pattern(
SeqOperator(
[QItem("DRIV", "a"),
QItem("MSFT", "b"),
QItem("CBRL", "c")]),
AndFormula(
GreaterThanFormula(
IdentifierTerm("a", lambda x: x["Opening Price"]),
IdentifierTerm("b", lambda x: x["Opening Price"])),
GreaterThanFormula(
IdentifierTerm("b", lambda x: x["Opening Price"]),
IdentifierTerm("c", lambda x: x["Opening Price"]))),
timedelta.max)
frequencyDict = {"MSFT": 256, "DRIV": 257, "CBRL": 1}
pattern.set_statistics(StatisticsTypes.FREQUENCY_DICT, frequencyDict)
runTest('frequencyTailored1', [pattern],
createTestFile,
eval_mechanism_type=EvaluationMechanismTypes.
SORT_BY_FREQUENCY_LEFT_DEEP_TREE,
events=nasdaqEventStream)
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.FREQUENCY_DICT, frequencyDict)
eval_params = TreeBasedEvaluationMechanismParameters(
TreePlanBuilderParameters(
TreePlanBuilderTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE),
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(
[QItem("LOCM", "a"),
QItem("AMZN", "b"),
QItem("AAPL", "c")]),
AndFormula(
SmallerThanFormula(
IdentifierTerm("a", lambda x: x["Opening Price"]),
IdentifierTerm("b", lambda x: x["Opening Price"])),
SmallerThanFormula(
IdentifierTerm("b", lambda x: x["Opening Price"]),
IdentifierTerm("c", lambda x: x["Opening Price"]))),
timedelta(minutes=5))
pattern.set_statistics(StatisticsTypes.FREQUENCY_DICT, {
"AAPL": 2,
"AMZN": 3,
"LOCM": 1
})
runTest("frequency2", [pattern], createTestFile,
EvaluationMechanismTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE)
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.FREQUENCY_DICT, {
"AAPL": 2,
"AMZN": 3,
"LOCM": 1
})
eval_params = TreeBasedEvaluationMechanismParameters(
TreePlanBuilderParameters(
TreePlanBuilderTypes.SORT_BY_FREQUENCY_LEFT_DEEP_TREE),
DEFAULT_TESTING_EVALUATION_MECHANISM_SETTINGS.storage_params)
runTest("frequency2", [pattern],
createTestFile,
eval_mechanism_params=eval_params)