|
| 1 | + |
| 2 | +import numpy as np |
| 3 | +import numpy.ma as ma |
| 4 | +import pandas as pd |
| 5 | +import pytest |
| 6 | + |
| 7 | +# Prefer the installed module (vtools.functions.error_detect) if available, but keep |
| 8 | +# the import name stable for monkeypatching. |
| 9 | +import vtools.functions.error_detect as ed |
| 10 | + |
| 11 | + |
| 12 | +def _ts(values, freq="h", start="2024-01-01"): |
| 13 | + idx = pd.date_range(start, periods=len(values), freq=freq) |
| 14 | + return pd.Series(values, index=idx, name="x") |
| 15 | + |
| 16 | + |
| 17 | +def _df(values, freq="h", start="2024-01-01", cols=("a", "b")): |
| 18 | + idx = pd.date_range(start, periods=len(values), freq=freq) |
| 19 | + arr = np.asarray(values, dtype=float) |
| 20 | + if arr.ndim == 1: |
| 21 | + arr = np.column_stack([arr, arr]) |
| 22 | + return pd.DataFrame(arr, index=idx, columns=list(cols)) |
| 23 | + |
| 24 | + |
| 25 | +def _rolling_window(a, window): |
| 26 | + """ |
| 27 | + Minimal stand-in for vtools rolling_window used by despike. |
| 28 | + Returns shape (n-window+1, window). Works with NaNs. |
| 29 | + """ |
| 30 | + a = np.asarray(a) |
| 31 | + if window <= 0: |
| 32 | + raise ValueError("window must be positive") |
| 33 | + if a.ndim != 1: |
| 34 | + raise ValueError("rolling_window test helper expects 1D input") |
| 35 | + if len(a) < window: |
| 36 | + # match typical rolling-window semantics: empty roll |
| 37 | + return np.empty((0, window), dtype=float) |
| 38 | + # sliding view |
| 39 | + return np.stack([a[i : i + window] for i in range(len(a) - window + 1)], axis=0) |
| 40 | + |
| 41 | + |
| 42 | +# ----------------- |
| 43 | +# nrepeat / _nrepeat |
| 44 | +# ----------------- |
| 45 | + |
| 46 | +def test_nrepeat_series_basic_runs(): |
| 47 | + s = _ts([1, 1, 1, 2, 2, 3, 3, 3, 3]) |
| 48 | + out = ed.nrepeat(s) |
| 49 | + # run lengths should be constant within each run |
| 50 | + assert out.iloc[0] == 3 |
| 51 | + assert out.iloc[2] == 3 |
| 52 | + assert out.iloc[3] == 2 |
| 53 | + assert out.iloc[4] == 2 |
| 54 | + assert out.iloc[5] == 4 |
| 55 | + assert out.iloc[8] == 4 |
| 56 | + |
| 57 | + |
| 58 | +def test_nrepeat_dataframe_applies_columnwise(): |
| 59 | + df = pd.DataFrame( |
| 60 | + { |
| 61 | + "a": [1, 1, 2, 2, 2], |
| 62 | + "b": [5, 6, 6, 6, 7], |
| 63 | + }, |
| 64 | + index=pd.date_range("2024-01-01", periods=5, freq="h"), |
| 65 | + ) |
| 66 | + out = ed.nrepeat(df) |
| 67 | + assert list(out.columns) == ["a", "b"] |
| 68 | + # a: [1,1] run=2 ; [2,2,2] run=3 |
| 69 | + assert out.loc[df.index[0], "a"] == 2 |
| 70 | + assert out.loc[df.index[2], "a"] == 3 |
| 71 | + # b: [5] run=1 ; [6,6,6] run=3 ; [7] run=1 |
| 72 | + assert out.loc[df.index[0], "b"] == 1 |
| 73 | + assert out.loc[df.index[1], "b"] == 3 |
| 74 | + assert out.loc[df.index[3], "b"] == 3 |
| 75 | + assert out.loc[df.index[4], "b"] == 1 |
| 76 | + |
| 77 | + |
| 78 | +def test_nrepeat_nan_behavior_maps_to_zero(): |
| 79 | + """ |
| 80 | + Implementation maps NaNs to 0 (docstring says this too). |
| 81 | + """ |
| 82 | + s = _ts([1, 1, np.nan, np.nan, 2]) |
| 83 | + out = ed.nrepeat(s) |
| 84 | + assert out.iloc[0] == 2 |
| 85 | + assert out.iloc[2] == 0 |
| 86 | + assert out.iloc[3] == 0 |
| 87 | + |
| 88 | + |
| 89 | +# ----------------- |
| 90 | +# threshold / bounds_test |
| 91 | +# ----------------- |
| 92 | + |
| 93 | +@pytest.mark.parametrize( |
| 94 | + "bounds, expected_nan_mask", |
| 95 | + [ |
| 96 | + ((0.0, 10.0), [False, False, True, True, False]), |
| 97 | + ((None, 10.0), [False, False, False, True, False]), |
| 98 | + ((0.0, None), [False, False, True, False, False]), |
| 99 | + (None, [False, False, False, False, False]), |
| 100 | + ], |
| 101 | +) |
| 102 | +def test_threshold_masks_out_of_bounds(bounds, expected_nan_mask): |
| 103 | + s = _ts([0.0, 10.0, -0.01, 10.01, 5.0]) |
| 104 | + out = ed.threshold(s, bounds=bounds, copy=True) |
| 105 | + assert list(out.isna().to_numpy()) == expected_nan_mask |
| 106 | + # equals-to-bound should NOT be masked |
| 107 | + if bounds is not None and bounds[0] is not None: |
| 108 | + assert not pd.isna(out.iloc[0]) |
| 109 | + if bounds is not None and bounds[1] is not None: |
| 110 | + assert not pd.isna(out.iloc[1]) |
| 111 | + |
| 112 | + |
| 113 | +def test_threshold_copy_false_mutates_input(): |
| 114 | + s = _ts([0.0, 1.0, 99.0]) |
| 115 | + ed.threshold(s, bounds=(None, 10.0), copy=False) |
| 116 | + assert pd.isna(s.iloc[2]) |
| 117 | + |
| 118 | + |
| 119 | +def test_bounds_test_flags_anomalies_or_xfails_if_current_impl_is_broken(): |
| 120 | + """ |
| 121 | + Intended behavior: return boolean mask of out-of-bounds values without mutating inputs. |
| 122 | + Current implementation in some vtools versions raises a TypeError due to dtype handling. |
| 123 | + """ |
| 124 | + df = _df([0.0, 10.0, -1.0, 11.0, 5.0]) |
| 125 | + try: |
| 126 | + anom = ed.bounds_test(df, bounds=(0.0, 10.0)) |
| 127 | + except TypeError as e: |
| 128 | + pytest.xfail(f"bounds_test currently raises TypeError (likely dtype bug): {e}") |
| 129 | + |
| 130 | + assert ( |
| 131 | + anom.dtype == bool |
| 132 | + if isinstance(anom, pd.Series) |
| 133 | + else anom.dtypes.eq(bool).all() |
| 134 | + ) |
| 135 | + assert anom.dtypes.eq(bool).all() |
| 136 | + assert anom.shape == df.shape |
| 137 | + assert bool(anom.iloc[2, 0]) is True |
| 138 | + assert bool(anom.iloc[3, 0]) is True |
| 139 | + assert bool(anom.iloc[0, 0]) is False |
| 140 | + # original must remain unchanged |
| 141 | + assert not df.isna().any().any() |
| 142 | + |
| 143 | + |
| 144 | +# ----------------- |
| 145 | +# med_outliers / median_test / median_test_twoside |
| 146 | +# ----------------- |
| 147 | + |
| 148 | +def test_med_outliers_series_flags_spike_as_nan_and_preserves_copy(): |
| 149 | + base = np.zeros(31) |
| 150 | + base[15] = 100.0 # isolated spike |
| 151 | + s = _ts(base, freq="h") |
| 152 | + s_orig = s.copy() |
| 153 | + |
| 154 | + out = ed.med_outliers( |
| 155 | + s, |
| 156 | + level=4.0, |
| 157 | + filt_len=7, |
| 158 | + quantiles=(0.25, 0.75), |
| 159 | + copy=True, |
| 160 | + as_anomaly=False, |
| 161 | + ) |
| 162 | + assert pd.isna(out.iloc[15]) |
| 163 | + # mostly unchanged elsewhere |
| 164 | + assert out.drop(out.index[15]).notna().all() |
| 165 | + # original unchanged because copy=True |
| 166 | + assert s.equals(s_orig) |
| 167 | + |
| 168 | + |
| 169 | +def test_med_outliers_as_anomaly_returns_boolean_mask(): |
| 170 | + base = np.zeros(21) |
| 171 | + base[10] = 50.0 |
| 172 | + s = _ts(base) |
| 173 | + anom = ed.med_outliers( |
| 174 | + s, |
| 175 | + level=3.0, |
| 176 | + filt_len=5, |
| 177 | + quantiles=(0.25, 0.75), |
| 178 | + copy=True, |
| 179 | + as_anomaly=True, |
| 180 | + ) |
| 181 | + assert isinstance(anom, (pd.Series, pd.DataFrame)) |
| 182 | + assert anom.dtype == bool |
| 183 | + assert bool(anom.iloc[10]) is True |
| 184 | + assert bool(anom.iloc[0]) is False |
| 185 | + |
| 186 | + |
| 187 | +def test_median_test_delegates_to_med_outliers(): |
| 188 | + base = np.zeros(21) |
| 189 | + base[10] = 50.0 |
| 190 | + df = pd.DataFrame({"x": base}, index=pd.date_range("2024-01-01", periods=21, freq="h")) |
| 191 | + anom = ed.median_test(df, level=3, filt_len=5, quantiles=(0.25, 0.75)) |
| 192 | + assert anom.shape == df.shape |
| 193 | + assert bool(anom.iloc[10, 0]) is True |
| 194 | + |
| 195 | + |
| 196 | +def test_median_test_twoside_excludes_center_from_median_reduces_false_self_bias(): |
| 197 | + vals = np.ones(25) |
| 198 | + vals[12] = 100.0 |
| 199 | + df = pd.DataFrame({"x": vals}, index=pd.date_range("2024-01-01", periods=25, freq="h")) |
| 200 | + anom = ed.median_test_twoside(df, level=3.0, filt_len=7, quantiles=(0.25, 0.75), as_anomaly=True) |
| 201 | + assert bool(anom.iloc[12, 0]) is True |
| 202 | + assert bool(anom.iloc[11, 0]) is False |
| 203 | + assert bool(anom.iloc[13, 0]) is False |
| 204 | + |
| 205 | + |
| 206 | +def test_med_outliers_dataframe_operates_columnwise(): |
| 207 | + n = 31 |
| 208 | + a = np.zeros(n); a[10] = 25.0 |
| 209 | + b = np.zeros(n); b[20] = -30.0 |
| 210 | + df = pd.DataFrame({"a": a, "b": b}, index=pd.date_range("2024-01-01", periods=n, freq="h")) |
| 211 | + out = ed.med_outliers(df, level=3.0, filt_len=7, quantiles=(0.25, 0.75), copy=True, as_anomaly=False) |
| 212 | + assert pd.isna(out.loc[df.index[10], "a"]) |
| 213 | + assert pd.isna(out.loc[df.index[20], "b"]) |
| 214 | + assert out["a"].drop(df.index[10]).notna().all() |
| 215 | + assert out["b"].drop(df.index[20]).notna().all() |
| 216 | + |
| 217 | + |
| 218 | +# ----------------- |
| 219 | +# median_test_oneside |
| 220 | +# ----------------- |
| 221 | + |
| 222 | +@pytest.mark.parametrize("reverse", [False, True]) |
| 223 | +def test_median_test_oneside_detects_outlier_and_preserves_index(monkeypatch, reverse): |
| 224 | + """ |
| 225 | + median_test_oneside uses dask rolling with npartitions=50, which breaks for small inputs |
| 226 | + (partition size < overlap window). We patch dd.from_pandas to use a single partition |
| 227 | + to exercise the logic deterministically. |
| 228 | + """ |
| 229 | + import dask.dataframe as dd |
| 230 | + |
| 231 | + real_from_pandas = dd.from_pandas |
| 232 | + |
| 233 | + def from_pandas_1part(df, npartitions=50): |
| 234 | + return real_from_pandas(df, npartitions=1) |
| 235 | + |
| 236 | + monkeypatch.setattr(ed.dd, "from_pandas", from_pandas_1part) |
| 237 | + |
| 238 | + vals = np.arange(40, dtype=float) |
| 239 | + vals[20] += 50.0 |
| 240 | + s = _ts(vals, freq="h") |
| 241 | + anom = ed.median_test_oneside(s, level=3, filt_len=6, quantiles=(0.25, 0.75), reverse=reverse) |
| 242 | + assert anom.index.equals(s.index) |
| 243 | + assert bool(anom.iloc[20]) is True |
| 244 | + |
| 245 | + |
| 246 | +# ----------------- |
| 247 | +# gapdist_test_series |
| 248 | +# ----------------- |
| 249 | + |
| 250 | +def test_gapdist_test_series_marks_small_gaps_with_sentinel(monkeypatch): |
| 251 | + """ |
| 252 | + gapdist_test_series depends on vtools gap_count; patch it to deterministic output. |
| 253 | + """ |
| 254 | + def fake_gap_count(ts): |
| 255 | + out = pd.Series(np.zeros(len(ts), dtype=int), index=ts.index) |
| 256 | + out.iloc[3:5] = 2 |
| 257 | + out.iloc[10:15] = 5 |
| 258 | + return out |
| 259 | + |
| 260 | + monkeypatch.setattr(ed, "gap_count", fake_gap_count) |
| 261 | + |
| 262 | + vals = np.arange(20, dtype=float) |
| 263 | + vals[3:5] = np.nan |
| 264 | + vals[10:15] = np.nan |
| 265 | + s = _ts(vals, freq="h") |
| 266 | + |
| 267 | + out = ed.gapdist_test_series(s, smallgaplen=3) |
| 268 | + assert (out.iloc[3:5].to_numpy() == -99999999.0).all() |
| 269 | + assert np.isnan(out.iloc[10:15].to_numpy()).all() |
| 270 | + |
| 271 | + |
| 272 | +# ----------------- |
| 273 | +# steep_then_nan |
| 274 | +# ----------------- |
| 275 | + |
| 276 | +def test_steep_then_nan_flags_outlier_only_near_gap(monkeypatch, capsys): |
| 277 | + """ |
| 278 | + steep_then_nan combines: |
| 279 | + 1) median-filter residual threshold (outlier) |
| 280 | + 2) nearbiggap condition from gap_distance |
| 281 | +
|
| 282 | + Patch gap-related pieces to make behavior deterministic. |
| 283 | + """ |
| 284 | + monkeypatch.setattr(ed, "gapdist_test_series", lambda ts, smallgaplen=3: ts) |
| 285 | + |
| 286 | + def fake_gap_distance(ts, disttype="count", to="bad"): |
| 287 | + dist = pd.Series(999, index=ts.index, dtype=float) |
| 288 | + dist.iloc[18:23] = 1.0 |
| 289 | + return dist.to_frame("dist") |
| 290 | + |
| 291 | + monkeypatch.setattr(ed, "gap_distance", fake_gap_distance) |
| 292 | + |
| 293 | + vals = np.zeros(40, dtype=float) |
| 294 | + vals[20] = 100.0 |
| 295 | + vals[5] = 100.0 |
| 296 | + s = _ts(vals, freq="h") |
| 297 | + |
| 298 | + anom = ed.steep_then_nan(s.to_frame("x"), level=3.0, filt_len=11, quantiles=(0.25, 0.75), as_anomaly=True) |
| 299 | + assert bool(anom.iloc[20, 0]) is True |
| 300 | + assert bool(anom.iloc[5, 0]) is False |
| 301 | + |
| 302 | + |
| 303 | + |
| 304 | +def test_steep_then_nan_as_anomaly_false_replaces_values(monkeypatch): |
| 305 | + monkeypatch.setattr(ed, "gapdist_test_series", lambda ts, smallgaplen=3: ts) |
| 306 | + |
| 307 | + def fake_gap_distance(ts, disttype="count", to="bad"): |
| 308 | + dist = pd.Series(999, index=ts.index, dtype=float) |
| 309 | + dist.iloc[10:13] = 1.0 |
| 310 | + return dist.to_frame("dist") |
| 311 | + |
| 312 | + monkeypatch.setattr(ed, "gap_distance", fake_gap_distance) |
| 313 | + |
| 314 | + vals = np.zeros(30, dtype=float) |
| 315 | + vals[11] = 100.0 |
| 316 | + df = _df(vals, freq="h", cols=("x", "y")) |
| 317 | + out = ed.steep_then_nan(df, level=3.0, filt_len=11, quantiles=(0.25, 0.75), as_anomaly=False) |
| 318 | + assert pd.isna(out.iloc[11, 0]) |
| 319 | + |
| 320 | + |
| 321 | +# ----------------- |
| 322 | +# despike |
| 323 | +# ----------------- |
| 324 | + |
| 325 | +def test_despike_replaces_spike_with_nan_and_preserves_baseline(): |
| 326 | + arr = np.ones(200, dtype=float) * 10.0 |
| 327 | + arr[100] = 1000.0 |
| 328 | + out = ed.despike(arr.copy(), n1=1, n2=1, block=20) |
| 329 | + assert np.isnan(out[100]) |
| 330 | + assert np.nanmedian(out) == pytest.approx(10.0, abs=1e-6) |
| 331 | + |
| 332 | + |
| 333 | +def test_despike_as_anomaly_returns_boolean_mask(): |
| 334 | + arr = np.ones(200, dtype=float) * 10.0 |
| 335 | + arr[100] = 1000.0 |
| 336 | + mask = ed.despike(arr.copy(), n1=1, n2=1, block=20, as_anomaly=True) |
| 337 | + assert mask.dtype == bool |
| 338 | + assert mask.shape == arr.shape |
| 339 | + assert bool(mask[100]) is True |
| 340 | + # Most points should not be flagged |
| 341 | + assert bool(mask[0]) is False |
| 342 | + |
| 343 | + |
| 344 | +def test_despike_handles_negative_values_and_offset_restore(): |
| 345 | + arr = np.linspace(-5.0, 5.0, 200) |
| 346 | + arr[50] = 50.0 |
| 347 | + out = ed.despike(arr.copy(), n1=1, n2=1, block=20) |
| 348 | + assert np.isnan(out[50]) |
| 349 | + assert np.nanmin(out) <= -5.0 + 1e-6 |
| 350 | + diff = out - arr |
| 351 | + assert np.nanmedian(diff) == pytest.approx(0.0, abs=1e-9) |
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