datasketches 0.3.0 → 0.3.2

data/vendor/datasketches-cpp/python/src/quantiles_wrapper.cpp

@@ -17,188 +17,139 @@
  * under the License.
  */
 
+#include "py_object_lt.hpp"
+#include "py_object_ostream.hpp"
+#include "quantile_conditional.hpp"
 #include "quantiles_sketch.hpp"
 
 #include <pybind11/pybind11.h>
 #include <pybind11/stl.h>
 #include <pybind11/numpy.h>
 #include <vector>
+#include <stdexcept>
 
 namespace py = pybind11;
 
-namespace datasketches {
-
-namespace python {
-
-template<typename T>
-quantiles_sketch<T> quantiles_sketch_deserialize(py::bytes sk_bytes) {
-  std::string sk_str = sk_bytes; // implicit cast  
-  return quantiles_sketch<T>::deserialize(sk_str.c_str(), sk_str.length());
-}
-
-template<typename T>
-py::object quantiles_sketch_serialize(const quantiles_sketch<T>& sk) {
-  auto ser_result = sk.serialize();
-  return py::bytes((char*)ser_result.data(), ser_result.size());
-}
-
-// maybe possible to disambiguate the static vs method rank error calls, but
-// this is easier for now
-template<typename T>
-double quantiles_sketch_generic_normalized_rank_error(uint16_t k, bool pmf) {
-  return quantiles_sketch<T>::get_normalized_rank_error(k, pmf);
-}
-
-template<typename T>
-py::list quantiles_sketch_get_quantiles(const quantiles_sketch<T>& sk,
-                                        std::vector<double>& ranks,
-                                        bool inclusive) {
-  size_t n_quantiles = ranks.size();
-  auto result = sk.get_quantiles(ranks.data(), static_cast<uint32_t>(n_quantiles), inclusive);
-  // returning as std::vector<> would copy values to a list anyway
-  py::list list(n_quantiles);
-  for (size_t i = 0; i < n_quantiles; ++i) {
-      list[i] = result[i];
-  }
-  return list;
-}
-
-template<typename T>
-py::list quantiles_sketch_get_pmf(const quantiles_sketch<T>& sk,
-                                  std::vector<T>& split_points,
-                                  bool inclusive) {
-  size_t n_points = split_points.size();
-  auto result = sk.get_PMF(split_points.data(), n_points, inclusive);
-  py::list list(n_points + 1);
-  for (size_t i = 0; i <= n_points; ++i) {
-    list[i] = result[i];
-  }
-  return list;
-}
-
-template<typename T>
-py::list quantiles_sketch_get_cdf(const quantiles_sketch<T>& sk,
-                                  std::vector<T>& split_points,
-                                  bool inclusive) {
-  size_t n_points = split_points.size();
-  auto result = sk.get_CDF(split_points.data(), n_points, inclusive);
-  py::list list(n_points + 1);
-  for (size_t i = 0; i <= n_points; ++i) {
-    list[i] = result[i];
-  }
-  return list;
-}
-
-template<typename T>
-void quantiles_sketch_update(quantiles_sketch<T>& sk, py::array_t<T, py::array::c_style | py::array::forcecast> items) {
-  if (items.ndim() != 1) {
-    throw std::invalid_argument("input data must have only one dimension. Found: "
-          + std::to_string(items.ndim()));
-  }
-  
-  auto data = items.template unchecked<1>();
-  for (uint32_t i = 0; i < data.size(); ++i) {
-    sk.update(data(i));
-  }
-}
-
-}
-}
-
-namespace dspy = datasketches::python;
-
-template<typename T>
+template<typename T, typename C>
 void bind_quantiles_sketch(py::module &m, const char* name) {
   using namespace datasketches;
 
-  py::class_<quantiles_sketch<T>>(m, name)
+  auto quantiles_class = py::class_<quantiles_sketch<T, C>>(m, name)
     .def(py::init<uint16_t>(), py::arg("k")=quantiles_constants::DEFAULT_K)
-    .def(py::init<const quantiles_sketch<T>&>())
-    .def("update", (void (quantiles_sketch<T>::*)(const T&)) &quantiles_sketch<T>::update, py::arg("item"),
-         "Updates the sketch with the given value")
-    .def("update", &dspy::quantiles_sketch_update<T>, py::arg("array"),
-         "Updates the sketch with the values in the given array")
-    .def("merge", (void (quantiles_sketch<T>::*)(const quantiles_sketch<T>&)) &quantiles_sketch<T>::merge, py::arg("sketch"),
-         "Merges the provided sketch into the this one")
-    .def("__str__", &quantiles_sketch<T>::to_string, py::arg("print_levels")=false, py::arg("print_items")=false,
+    .def(py::init<const quantiles_sketch<T, C>&>())
+    .def(
+        "update",
+        static_cast<void (quantiles_sketch<T, C>::*)(const T&)>(&quantiles_sketch<T, C>::update),
+        py::arg("item"),
+        "Updates the sketch with the given value"
+    )
+    .def("merge", (void (quantiles_sketch<T, C>::*)(const quantiles_sketch<T, C>&)) &quantiles_sketch<T, C>::merge, py::arg("sketch"),
+         "Merges the provided sketch into this one")
+    .def("__str__", &quantiles_sketch<T, C>::to_string, py::arg("print_levels")=false, py::arg("print_items")=false,
          "Produces a string summary of the sketch")
-    .def("to_string", &quantiles_sketch<T>::to_string, py::arg("print_levels")=false, py::arg("print_items")=false,
+    .def("to_string", &quantiles_sketch<T, C>::to_string, py::arg("print_levels")=false, py::arg("print_items")=false,
          "Produces a string summary of the sketch")
-    .def("is_empty", &quantiles_sketch<T>::is_empty,
+    .def("is_empty", &quantiles_sketch<T, C>::is_empty,
          "Returns True if the sketch is empty, otherwise False")
-    .def("get_k", &quantiles_sketch<T>::get_k,
+    .def("get_k", &quantiles_sketch<T, C>::get_k,
          "Returns the configured parameter k")
-    .def("get_n", &quantiles_sketch<T>::get_n,
+    .def("get_n", &quantiles_sketch<T, C>::get_n,
          "Returns the length of the input stream")
-    .def("get_num_retained", &quantiles_sketch<T>::get_num_retained,
+    .def("get_num_retained", &quantiles_sketch<T, C>::get_num_retained,
          "Returns the number of retained items (samples) in the sketch")
-    .def("is_estimation_mode", &quantiles_sketch<T>::is_estimation_mode,
+    .def("is_estimation_mode", &quantiles_sketch<T, C>::is_estimation_mode,
          "Returns True if the sketch is in estimation mode, otherwise False")
-    .def("get_min_value", &quantiles_sketch<T>::get_min_item,
+    .def("get_min_value", &quantiles_sketch<T, C>::get_min_item,
          "Returns the minimum value from the stream. If empty, quantiles_floats_sketch returns nan; quantiles_ints_sketch throws a RuntimeError")
-    .def("get_max_value", &quantiles_sketch<T>::get_max_item,
+    .def("get_max_value", &quantiles_sketch<T, C>::get_max_item,
          "Returns the maximum value from the stream. If empty, quantiles_floats_sketch returns nan; quantiles_ints_sketch throws a RuntimeError")
-    .def("get_quantile", &quantiles_sketch<T>::get_quantile, py::arg("rank"), py::arg("inclusive")=false,
+    .def("get_quantile", &quantiles_sketch<T, C>::get_quantile, py::arg("rank"), py::arg("inclusive")=false,
          "Returns an approximation to the data value "
          "associated with the given rank in a hypothetical sorted "
          "version of the input stream so far.\n"
          "For quantiles_floats_sketch: if the sketch is empty this returns nan. "
          "For quantiles_ints_sketch: if the sketch is empty this throws a RuntimeError.")
-    .def("get_quantiles", &dspy::quantiles_sketch_get_quantiles<T>, py::arg("ranks"), py::arg("inclusive")=false,
-         "This returns an array that could have been generated by using get_quantile() for each "
-         "normalized rank separately.\n"
-         "If the sketch is empty this returns an empty vector.\n"
-         "Deprecated. Will be removed in the next major version. Use get_quantile() instead.")
-    .def("get_rank", &quantiles_sketch<T>::get_rank, py::arg("value"), py::arg("inclusive")=false,
+    .def(
+        "get_quantiles",
+        [](const quantiles_sketch<T, C>& sk, const std::vector<double>& ranks, bool inclusive) {
+          return sk.get_quantiles(ranks.data(), ranks.size(), inclusive);
+        },
+        py::arg("ranks"), py::arg("inclusive")=false,
+        "This returns an array that could have been generated by using get_quantile() for each "
+        "normalized rank separately.\n"
+        "If the sketch is empty this returns an empty vector.\n"
+        "Deprecated. Will be removed in the next major version. Use get_quantile() instead."
+    )
+    .def("get_rank", &quantiles_sketch<T, C>::get_rank, py::arg("value"), py::arg("inclusive")=false,
          "Returns an approximation to the normalized rank of the given value from 0 to 1, inclusive.\n"
          "The resulting approximation has a probabilistic guarantee that can be obtained from the "
          "get_normalized_rank_error(False) function.\n"
          "With the parameter inclusive=true the weight of the given value is included into the rank."
          "Otherwise the rank equals the sum of the weights of values less than the given value.\n"
          "If the sketch is empty this returns nan.")
-    .def("get_pmf", &dspy::quantiles_sketch_get_pmf<T>, py::arg("split_points"), py::arg("inclusive")=false,
-         "Returns an approximation to the Probability Mass Function (PMF) of the input stream "
-         "given a set of split points (values).\n"
-         "The resulting approximations have a probabilistic guarantee that can be obtained from the "
-         "get_normalized_rank_error(True) function.\n"
-         "If the sketch is empty this returns an empty vector.\n"
-         "split_points is an array of m unique, monotonically increasing float values "
-         "that divide the real number line into m+1 consecutive disjoint intervals.\n"
-         "The definition of an 'interval' is inclusive of the left split point (or minimum value) and "
-         "exclusive of the right split point, with the exception that the last interval will include "
-         "the maximum value.\n"
-         "It is not necessary to include either the min or max values in these split points.")
-    .def("get_cdf", &dspy::quantiles_sketch_get_cdf<T>, py::arg("split_points"), py::arg("inclusive")=false,
-         "Returns an approximation to the Cumulative Distribution Function (CDF), which is the "
-         "cumulative analog of the PMF, of the input stream given a set of split points (values).\n"
-         "The resulting approximations have a probabilistic guarantee that can be obtained from the "
-         "get_normalized_rank_error(True) function.\n"
-         "If the sketch is empty this returns an empty vector.\n"
-         "split_points is an array of m unique, monotonically increasing float values "
-         "that divide the real number line into m+1 consecutive disjoint intervals.\n"
-         "The definition of an 'interval' is inclusive of the left split point (or minimum value) and "
-         "exclusive of the right split point, with the exception that the last interval will include "
-         "the maximum value.\n"
-         "It is not necessary to include either the min or max values in these split points.")
-    .def("normalized_rank_error", (double (quantiles_sketch<T>::*)(bool) const) &quantiles_sketch<T>::get_normalized_rank_error,
-         py::arg("as_pmf"),
-         "Gets the normalized rank error for this sketch.\n"
-         "If pmf is True, returns the 'double-sided' normalized rank error for the get_PMF() function.\n"
-         "Otherwise, it is the 'single-sided' normalized rank error for all the other queries.\n"
-         "Constants were derived as the best fit to 99 percentile empirically measured max error in thousands of trials")
-    .def_static("get_normalized_rank_error", &dspy::quantiles_sketch_generic_normalized_rank_error<T>,
-         py::arg("k"), py::arg("as_pmf"),
-         "Gets the normalized rank error given parameters k and the pmf flag.\n"
-         "If pmf is True, returns the 'double-sided' normalized rank error for the get_PMF() function.\n"
-         "Otherwise, it is the 'single-sided' normalized rank error for all the other queries.\n"
-         "Constants were derived as the best fit to 99 percentile empirically measured max error in thousands of trials")
-    .def("serialize", &dspy::quantiles_sketch_serialize<T>, "Serializes the sketch into a bytes object")
-    .def_static("deserialize", &dspy::quantiles_sketch_deserialize<T>, "Deserializes the sketch from a bytes object")
-    ;
+    .def(
+        "get_pmf",
+        [](const quantiles_sketch<T, C>& sk, const std::vector<T>& split_points, bool inclusive) {
+          return sk.get_PMF(split_points.data(), split_points.size(), inclusive);
+        },
+        py::arg("split_points"), py::arg("inclusive")=false,
+        "Returns an approximation to the Probability Mass Function (PMF) of the input stream "
+        "given a set of split points (values).\n"
+        "The resulting approximations have a probabilistic guarantee that can be obtained from the "
+        "get_normalized_rank_error(True) function.\n"
+        "If the sketch is empty this returns an empty vector.\n"
+        "split_points is an array of m unique, monotonically increasing float values "
+        "that divide the real number line into m+1 consecutive disjoint intervals.\n"
+        "The definition of an 'interval' is inclusive of the left split point (or minimum value) and "
+        "exclusive of the right split point, with the exception that the last interval will include "
+        "the maximum value.\n"
+        "It is not necessary to include either the min or max values in these split points."
+    )
+    .def(
+        "get_cdf",
+        [](const quantiles_sketch<T, C>& sk, const std::vector<T>& split_points, bool inclusive) {
+          return sk.get_CDF(split_points.data(), split_points.size(), inclusive);
+        },
+        py::arg("split_points"), py::arg("inclusive")=false,
+        "Returns an approximation to the Cumulative Distribution Function (CDF), which is the "
+        "cumulative analog of the PMF, of the input stream given a set of split points (values).\n"
+        "The resulting approximations have a probabilistic guarantee that can be obtained from the "
+        "get_normalized_rank_error(True) function.\n"
+        "If the sketch is empty this returns an empty vector.\n"
+        "split_points is an array of m unique, monotonically increasing float values "
+        "that divide the real number line into m+1 consecutive disjoint intervals.\n"
+        "The definition of an 'interval' is inclusive of the left split point (or minimum value) and "
+        "exclusive of the right split point, with the exception that the last interval will include "
+        "the maximum value.\n"
+        "It is not necessary to include either the min or max values in these split points."
+    )
+    .def(
+        "normalized_rank_error",
+        static_cast<double (quantiles_sketch<T, C>::*)(bool) const>(&quantiles_sketch<T, C>::get_normalized_rank_error),
+        py::arg("as_pmf"),
+        "Gets the normalized rank error for this sketch.\n"
+        "If pmf is True, returns the 'double-sided' normalized rank error for the get_PMF() function.\n"
+        "Otherwise, it is the 'single-sided' normalized rank error for all the other queries.\n"
+        "Constants were derived as the best fit to 99 percentile empirically measured max error in thousands of trials"
+    )
+    .def_static(
+        "get_normalized_rank_error",
+        [](uint16_t k, bool pmf) { return quantiles_sketch<T, C>::get_normalized_rank_error(k, pmf); },
+        py::arg("k"), py::arg("as_pmf"),
+        "Gets the normalized rank error given parameters k and the pmf flag.\n"
+        "If pmf is True, returns the 'double-sided' normalized rank error for the get_PMF() function.\n"
+        "Otherwise, it is the 'single-sided' normalized rank error for all the other queries.\n"
+        "Constants were derived as the best fit to 99 percentile empirically measured max error in thousands of trials"
+    )
+    .def("__iter__", [](const quantiles_sketch<T, C>& s) { return py::make_iterator(s.begin(), s.end()); });
+
+    add_serialization<T>(quantiles_class);
+    add_vector_update<T>(quantiles_class);
 }
 
 void init_quantiles(py::module &m) {
-  bind_quantiles_sketch<int>(m, "quantiles_ints_sketch");
-  bind_quantiles_sketch<float>(m, "quantiles_floats_sketch");
-  bind_quantiles_sketch<double>(m, "quantiles_doubles_sketch");
+  bind_quantiles_sketch<int, std::less<int>>(m, "quantiles_ints_sketch");
+  bind_quantiles_sketch<float, std::less<float>>(m, "quantiles_floats_sketch");
+  bind_quantiles_sketch<double, std::less<double>>(m, "quantiles_doubles_sketch");
+  bind_quantiles_sketch<py::object, py_object_lt>(m, "quantiles_items_sketch");
 }