@uptimizr/db 2.0.1 → 2.1.0

package/dist/insights/measures.js.map

@@ -0,0 +1 @@
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package/dist/insights/movers.d.ts

@@ -0,0 +1,123 @@
+/**
+ * **`movers`** — "what changed since last week?" (ADR 0051 §4, sketch §D).
+ *
+ * For every comparable metric in scope, compares the current window against a
+ * reference window and ranks the differences by a **robust z-score**:
+ * `delta / (MAD of the reference bucket series + ε)`. The MAD is what makes the
+ * ranking trustworthy — a metric that swings by 30% every day has to move far
+ * more than one that never moves before it is called a mover, and no threshold
+ * has to be configured per metric to say so.
+ *
+ * Pure: it takes, per metric, the bucket series that `buildMetricBuckets`
+ * produced over the combined window, plus the registry's comparison semantics,
+ * and returns the ranked rows. No store, no request, no dialect.
+ *
+ * ## Small samples are reported, never silently dropped
+ *
+ * A delta computed from eleven events is not evidence, but hiding it is its own
+ * failure mode: an agent asked "did anything change?" would be told "no" when
+ * the honest answer is "nothing with enough data behind it". So every metric
+ * keeps its row and carries `aboveMinSample`, and the *ranking* is what enforces
+ * the gate — gated movers sort above every ungated one, so the top of the list
+ * is always the part worth reading (the acceptance criterion "movers never
+ * reports a delta below `minSample` as meaningful").
+ */
+import type { MetricBucketRow } from "./buckets.js";
+import type { BucketRollup } from "./measures.js";
+/** Everything `rankMovers` needs about one metric. */
+export interface MoverInput {
+    /** Registry metric id. */
+    metric: string;
+    /** `comparable.direction` — whether a rise is good, bad or merely a fact. */
+    direction: "up" | "down" | "neutral";
+    /** `comparable.minSample` — the denominator below which a delta is not evidence. */
+    minSample: number;
+    /** How the metric's bucket values combine into a window value. */
+    rollup: BucketRollup;
+    /** Buckets inside the current range. */
+    current: readonly MetricBucketRow[];
+    /** Buckets inside the reference range. */
+    reference: readonly MetricBucketRow[];
+}
+/** One ranked mover. */
+export interface MoverRow {
+    metric: string;
+    /**
+     * The dimension value this move is attributed to, or `null`.
+     *
+     * Always `null` in v1: movers are computed at the scene (or project) level.
+     * The per-dimension attribution — "the drop is almost all on mobile" — is the
+     * `contributor` work that arrives with `anomalies` (ADR 0051 §4); the column
+     * exists now so that adding it later is not a breaking change to the row.
+     */
+    dimensionValue: string | null;
+    /** The metric's primary column over the current range. */
+    current: number | null;
+    /** The same over the reference range. */
+    previous: number | null;
+    /** `current − previous`. */
+    delta: number | null;
+    /** `delta / |previous|`; `null` when `previous` is zero or missing. */
+    deltaPct: number | null;
+    /** Robust z: `delta / (MAD of the reference bucket series + ε)`. */
+    z: number | null;
+    direction: "up" | "down" | "neutral";
+    /** Whether the current range cleared the metric's `minSample`. */
+    aboveMinSample: boolean;
+    /** The current range's denominator — what `aboveMinSample` was decided on. */
+    sampleSize: number;
+}
+/** Decimals a mover's numbers are rounded to before they leave the API. */
+export declare const MOVERS_PRECISION = 6;
+/**
+ * Floor on the reference spread, as a fraction of the reference level.
+ *
+ * A short reference window routinely has a MAD of exactly 0 — a single bucket
+ * always does, and so does any window whose buckets happen to be equal. Dividing
+ * by it (well, by `0 + ε`) is finite but useless: every such metric scores in the
+ * billions, and since they all divide by the same tiny constant their *relative*
+ * order degenerates into a comparison of raw deltas across incompatible units —
+ * 37 sessions ranked against 17.8 FPS.
+ *
+ * So the spread a mover divides by is the MAD **or** 1% of the reference level,
+ * whichever is larger: a metric sitting at 60 FPS is never treated as having
+ * less than 0.6 FPS of ordinary variation. That keeps `z` readable, keeps the
+ * ranking a comparison of proportional moves, and costs nothing where the MAD is
+ * genuinely informative — a real MAD is almost always well above 1% of the
+ * level, so the floor simply does not bind.
+ *
+ * A reference that is flat *at zero* has no level either, so it falls through to
+ * the epsilon in {@link robustZ} and scores very large. That is the honest
+ * reading — the first event of its kind is unprecedented — and `aboveMinSample`
+ * is what stops it being reported as a finding.
+ */
+export declare const MIN_SPREAD_FRACTION = 0.01;
+/**
+ * The spread a change is measured against: the reference series' MAD, floored at
+ * {@link MIN_SPREAD_FRACTION} of its level. `null` when the reference is empty.
+ */
+export declare function referenceSpread(values: readonly number[]): number | null;
+/**
+ * Collapse a window's buckets into the one number the metric's primary column
+ * means over that window.
+ *
+ * Additive quantities sum; levels (an FPS median, a heap percentile) average,
+ * because adding two days' median FPS together produces a number that means
+ * nothing — the same rule the `format=summary` series envelope applies.
+ * `null` when the window carried no value at all.
+ */
+export declare function rollupWindow(values: readonly number[], rollup: BucketRollup): number | null;
+/** Compute one metric's mover row, unranked. */
+export declare function computeMover(input: MoverInput): MoverRow;
+/**
+ * Rank a set of metrics into the top `limit` risers and the top `limit` fallers.
+ *
+ * A metric appears at most once — the sign of its `z` decides which half it
+ * belongs to. Metrics whose `z` could not be computed (no reference data, so no
+ * spread to compare against) are reported at the end of whichever half their
+ * `delta` points at, and last of all when even that is unknown, rather than
+ * being dropped: "we could not tell" is a different answer from "nothing
+ * changed".
+ */
+export declare function rankMovers(inputs: readonly MoverInput[], limit: number): MoverRow[];
+//# sourceMappingURL=movers.d.ts.map

package/dist/insights/movers.d.ts.map

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package/dist/insights/movers.js

@@ -0,0 +1,166 @@
+/**
+ * **`movers`** — "what changed since last week?" (ADR 0051 §4, sketch §D).
+ *
+ * For every comparable metric in scope, compares the current window against a
+ * reference window and ranks the differences by a **robust z-score**:
+ * `delta / (MAD of the reference bucket series + ε)`. The MAD is what makes the
+ * ranking trustworthy — a metric that swings by 30% every day has to move far
+ * more than one that never moves before it is called a mover, and no threshold
+ * has to be configured per metric to say so.
+ *
+ * Pure: it takes, per metric, the bucket series that `buildMetricBuckets`
+ * produced over the combined window, plus the registry's comparison semantics,
+ * and returns the ranked rows. No store, no request, no dialect.
+ *
+ * ## Small samples are reported, never silently dropped
+ *
+ * A delta computed from eleven events is not evidence, but hiding it is its own
+ * failure mode: an agent asked "did anything change?" would be told "no" when
+ * the honest answer is "nothing with enough data behind it". So every metric
+ * keeps its row and carries `aboveMinSample`, and the *ranking* is what enforces
+ * the gate — gated movers sort above every ungated one, so the top of the list
+ * is always the part worth reading (the acceptance criterion "movers never
+ * reports a delta below `minSample` as meaningful").
+ */
+import { median, medianAbsoluteDeviation, relativeChange, robustZ, round } from "./stats.js";
+/** Decimals a mover's numbers are rounded to before they leave the API. */
+export const MOVERS_PRECISION = 6;
+/**
+ * Floor on the reference spread, as a fraction of the reference level.
+ *
+ * A short reference window routinely has a MAD of exactly 0 — a single bucket
+ * always does, and so does any window whose buckets happen to be equal. Dividing
+ * by it (well, by `0 + ε`) is finite but useless: every such metric scores in the
+ * billions, and since they all divide by the same tiny constant their *relative*
+ * order degenerates into a comparison of raw deltas across incompatible units —
+ * 37 sessions ranked against 17.8 FPS.
+ *
+ * So the spread a mover divides by is the MAD **or** 1% of the reference level,
+ * whichever is larger: a metric sitting at 60 FPS is never treated as having
+ * less than 0.6 FPS of ordinary variation. That keeps `z` readable, keeps the
+ * ranking a comparison of proportional moves, and costs nothing where the MAD is
+ * genuinely informative — a real MAD is almost always well above 1% of the
+ * level, so the floor simply does not bind.
+ *
+ * A reference that is flat *at zero* has no level either, so it falls through to
+ * the epsilon in {@link robustZ} and scores very large. That is the honest
+ * reading — the first event of its kind is unprecedented — and `aboveMinSample`
+ * is what stops it being reported as a finding.
+ */
+export const MIN_SPREAD_FRACTION = 0.01;
+/**
+ * The spread a change is measured against: the reference series' MAD, floored at
+ * {@link MIN_SPREAD_FRACTION} of its level. `null` when the reference is empty.
+ */
+export function referenceSpread(values) {
+    const mad = medianAbsoluteDeviation(values);
+    if (mad == null)
+        return null;
+    const centre = median(values) ?? 0;
+    return Math.max(mad, Math.abs(centre) * MIN_SPREAD_FRACTION);
+}
+/** The finite values of a bucket series, in bucket order. */
+function valuesOf(rows) {
+    return [...rows]
+        .sort((a, b) => a.bucket - b.bucket)
+        .map((row) => row.value)
+        .filter((value) => value != null && Number.isFinite(value));
+}
+/** The denominator behind a window: the sum of its buckets' sample sizes. */
+function sampleOf(rows) {
+    let total = 0;
+    for (const row of rows)
+        if (Number.isFinite(row.sample_size))
+            total += row.sample_size;
+    return total;
+}
+/**
+ * Collapse a window's buckets into the one number the metric's primary column
+ * means over that window.
+ *
+ * Additive quantities sum; levels (an FPS median, a heap percentile) average,
+ * because adding two days' median FPS together produces a number that means
+ * nothing — the same rule the `format=summary` series envelope applies.
+ * `null` when the window carried no value at all.
+ */
+export function rollupWindow(values, rollup) {
+    if (values.length === 0)
+        return null;
+    let total = 0;
+    for (const value of values)
+        total += value;
+    return rollup === "sum" ? total : total / values.length;
+}
+/** Compute one metric's mover row, unranked. */
+export function computeMover(input) {
+    const currentValues = valuesOf(input.current);
+    const referenceValues = valuesOf(input.reference);
+    const current = rollupWindow(currentValues, input.rollup);
+    const previous = rollupWindow(referenceValues, input.rollup);
+    const delta = current != null && previous != null ? current - previous : null;
+    // The spread is taken over the **reference** bucket series: "how unusual is
+    // this move compared with how this metric normally behaved" — using the
+    // current window's own spread would let a newly-volatile metric hide its own
+    // change inside its new volatility.
+    const mad = referenceSpread(referenceValues);
+    const sampleSize = sampleOf(input.current);
+    return {
+        metric: input.metric,
+        dimensionValue: null,
+        current: round(current, MOVERS_PRECISION),
+        previous: round(previous, MOVERS_PRECISION),
+        delta: round(delta, MOVERS_PRECISION),
+        deltaPct: round(relativeChange(current, previous), MOVERS_PRECISION),
+        z: round(robustZ(delta, mad), MOVERS_PRECISION),
+        direction: input.direction,
+        aboveMinSample: sampleSize >= input.minSample,
+        sampleSize,
+    };
+}
+/**
+ * Order two rows "most notable first": gated movers before ungated ones, then by
+ * the magnitude of `z`, then by metric id so the order is a function of the row
+ * set rather than of the order the metrics happened to be scanned in.
+ */
+function byNotability(a, b) {
+    if (a.aboveMinSample !== b.aboveMinSample)
+        return a.aboveMinSample ? -1 : 1;
+    const left = a.z == null ? -1 : Math.abs(a.z);
+    const right = b.z == null ? -1 : Math.abs(b.z);
+    if (left !== right)
+        return right - left;
+    return a.metric < b.metric ? -1 : a.metric > b.metric ? 1 : 0;
+}
+/**
+ * Rank a set of metrics into the top `limit` risers and the top `limit` fallers.
+ *
+ * A metric appears at most once — the sign of its `z` decides which half it
+ * belongs to. Metrics whose `z` could not be computed (no reference data, so no
+ * spread to compare against) are reported at the end of whichever half their
+ * `delta` points at, and last of all when even that is unknown, rather than
+ * being dropped: "we could not tell" is a different answer from "nothing
+ * changed".
+ */
+export function rankMovers(inputs, limit) {
+    const rows = inputs.map(computeMover);
+    const up = [];
+    const down = [];
+    const unknown = [];
+    for (const row of rows) {
+        const signal = row.z ?? row.delta;
+        if (signal == null || signal === 0)
+            unknown.push(row);
+        else if (signal > 0)
+            up.push(row);
+        else
+            down.push(row);
+    }
+    up.sort(byNotability);
+    down.sort(byNotability);
+    unknown.sort(byNotability);
+    const capped = Math.max(0, limit);
+    // Risers first, then fallers, then the flat/undetermined tail — the tail is
+    // capped too, so the response stays bounded even when nothing moved.
+    return [...up.slice(0, capped), ...down.slice(0, capped), ...unknown.slice(0, capped)];
+}
+//# sourceMappingURL=movers.js.map

package/dist/insights/movers.js.map

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package/dist/insights/significance.d.ts

@@ -0,0 +1,221 @@
+/**
+ * **`significance`** — "is that difference real?" (ADR 0051 §4, sketch §D).
+ *
+ * `movers` ranks changes by how unusual they are; this answers the next
+ * question, the one a robust z-score deliberately does not: *given how much
+ * data is behind each side, could this difference have come from chance alone?*
+ *
+ * Pure TypeScript over the same bucket series as every other primitive — no
+ * SQL, no dialect, no I/O — so DuckDB, ClickHouse, Postgres and SQL Server
+ * cannot disagree about a p-value.
+ *
+ * ## One test per shape of measure, chosen from the catalog, never guessed
+ *
+ * The right test is a property of what the number *is*, and the registry plus
+ * the bucket-measure catalog already say what it is. So the choice is derived,
+ * not configured:
+ *
+ * | The measure is… | Test | Effect | Interval |
+ * | --- | --- | --- | --- |
+ * | a **rate** — its `comparable.primary` declares `rateOf` and the catalog declares the matching denominator series | two-proportion z (pooled) | difference of proportions | Newcombe hybrid score, built from the two **Wilson** intervals |
+ * | a **count** of events with no denominator | Poisson rate test (exact conditional binomial) | difference in events per bucket | normal approximation on the rate difference |
+ * | anything else — a level or a summed quantity (`fps`, `ms`, bytes) | Welch's t over the per-bucket values | difference of means | `effect ± t(1−α/2, ν) · SE` |
+ *
+ * Every special function below is implemented here rather than pulled in as a
+ * dependency, for the same reason the statistics are not computed in SQL: a
+ * self-hoster's p-value must not depend on a transitive package version. They
+ * are the textbook algorithms (Lentz's continued fraction for the incomplete
+ * beta, Lanczos for the log-gamma, Abramowitz & Stegun 7.1.26 for the error
+ * function) and `src/__tests__/insightSignificance.test.ts` pins each one
+ * against published reference values.
+ *
+ * ## What this deliberately does not do
+ *
+ * **Two windows, not two segments.** Sketch §D allows either. Comparing two
+ * *segments* (`variant=red` vs `variant=blue`) needs the bucket series split by
+ * a promoted dimension, which the catalog cannot express in v1 — that is the
+ * `splitBy` work that arrives with `anomalies` (#306). A segment comparison is
+ * therefore refused at the route with a message naming the window parameters,
+ * rather than silently answered with the wrong contrast.
+ */
+import type { MetricBucketRow } from "./buckets.js";
+/** The regularized incomplete beta function `I_x(a, b)`. */
+export declare function regularizedIncompleteBeta(a: number, b: number, x: number): number;
+/**
+ * The standard normal CDF, Φ(z), to full double precision.
+ *
+ * Hart’s rational approximation as given by West, *Better Approximations to
+ * Cumulative Normal Functions* (2005): a 6/7-degree rational for |z| < 7.07 and
+ * a continued fraction beyond it. The familiar Abramowitz & Stegun 7.1.26
+ * `erf` is not good enough here — its error is ~1.5e-7 *absolute*, which is
+ * larger than the p-values this function is asked to produce.
+ */
+export declare function normalCdf(z: number): number;
+/** Two-sided p-value of a standard normal test statistic. */
+export declare function normalTwoSidedP(z: number): number;
+/** Two-sided p-value of a Student-t statistic on `df` degrees of freedom. */
+export declare function studentTwoSidedP(t: number, df: number): number;
+/** The 1−α/2 quantile of Student's t on `df` degrees of freedom, by bisection. */
+export declare function studentTCritical(df: number, alpha?: number): number;
+/** `P(X ≤ k)` for `X ~ Binomial(n, p)`, via the incomplete beta identity. */
+export declare function binomialCdf(k: number, n: number, p: number): number;
+/** The 80th percentile of the standard normal — the z for 80% power. */
+export declare const Z_80 = 0.8416212335729143;
+/**
+ * The shared Wilson interval as a plain pair, with the one behaviour this
+ * module needs that the summariser’s does not: an answer even when the count
+ * is not a proper proportion.
+ *
+ * `wilsonInterval` returns `null` for `successes > trials` because a share
+ * summary must refuse to draw an interval on a number that is not a share. Here
+ * that case is already reported to the caller in `powerNote`, so the widest
+ * honest interval — the whole unit range — is the right fallback rather than a
+ * missing row.
+ */
+export declare function wilsonBounds(successes: number, trials: number): [number, number];
+/**
+ * **Newcombe's hybrid score interval** (1998, method 10) for the difference
+ * between two independent proportions, built from the two Wilson intervals.
+ *
+ * The natural companion to a Wilson interval per arm: it inherits Wilson's
+ * behaviour at the boundaries, so a comparison against a zero-count arm still
+ * produces an interval of finite, honest width instead of collapsing.
+ */
+export declare function newcombeDifferenceInterval(successesA: number, trialsA: number, successesB: number, trialsB: number): [number, number];
+/** Which test produced a row. Also the `test` column's closed vocabulary. */
+export type SignificanceTest = "two_proportion_z" | "welch_t" | "poisson_rate";
+/**
+ * One side of a comparison.
+ *
+ * `n` is always **the denominator `value` rests on** — trials for a
+ * proportion, buckets for a rate or a mean — so `value * n` recovers the
+ * total the arm was computed from whichever test ran. Keeping that invariant
+ * across the three tests is what lets a reader check the arithmetic without
+ * first working out which test produced the row.
+ */
+export interface SignificanceArm {
+    /** The metric's value over this window, in its own unit (a proportion for a rate). */
+    value: number | null;
+    /** The denominator the value rests on: trials, or buckets. */
+    n: number;
+}
+/** What `significance` reports. One row per request. */
+export interface SignificanceRow {
+    metric: string;
+    /** The scene it was scoped to; `''` when the comparison spans every scene. */
+    scene: string;
+    /** The current window. */
+    a: SignificanceArm;
+    /** The reference window. */
+    b: SignificanceArm;
+    /** `a − b`, in the unit named by `effectUnit`. */
+    effect: number | null;
+    /** The 95% confidence interval for `effect`. */
+    ci95: [number | null, number | null];
+    /** Two-sided p-value for H₀: no difference. */
+    p: number | null;
+    test: SignificanceTest;
+    /** What one unit of `effect` means — the difference is never unitless. */
+    effectUnit: string;
+    /** Whether `p` cleared α = 0.05. A convenience, never a substitute for the interval. */
+    significant: boolean;
+    /**
+     * What these sample sizes can and cannot detect, in one sentence: the
+     * smallest difference detectable at 80% power, and any assumption the data
+     * strained on the way.
+     */
+    powerNote: string;
+}
+/** Decimals a significance number is rounded to before it leaves the API. */
+export declare const SIGNIFICANCE_PRECISION = 6;
+/** Conventional significance level. Fixed: a caller-tunable α is p-hacking with extra steps. */
+export declare const SIGNIFICANCE_ALPHA = 0.05;
+/**
+ * **Two-proportion z-test**, pooled, with a Newcombe interval on the difference.
+ *
+ * `H₀: p_a = p_b`. The pooled proportion is used in the standard error because
+ * that is the variance *under the null* — the hypothesis being tested — while
+ * the interval is unpooled, because an interval describes the difference that
+ * was actually observed. The two therefore answer slightly different questions
+ * and can, in a borderline case, disagree about whether zero is excluded. That
+ * is a property of the textbook procedure, not a bug, and the interval is the
+ * one to believe.
+ */
+export declare function twoProportionTest(successesA: number, trialsA: number, successesB: number, trialsB: number): {
+    effect: number | null;
+    ci95: [number | null, number | null];
+    p: number | null;
+    se: number | null;
+};
+/**
+ * **Welch's unequal-variances t-test** over two samples of per-bucket values.
+ *
+ * Welch rather than Student because the two windows are routinely of different
+ * length *and* different volatility — a regressed week is both lower and more
+ * erratic than the week before it — and pooling those variances would understate
+ * the uncertainty exactly when it matters most.
+ *
+ * The samples are the **bucket values**, so `n` is the number of days (or
+ * hours) compared, not the number of events behind them. That is the honest
+ * unit: consecutive frame samples inside one day are anything but independent,
+ * and treating them as `n` would produce a p-value of 1e-40 for a difference
+ * any observer could see is within normal day-to-day drift.
+ */
+export declare function welchTest(sampleA: readonly number[], sampleB: readonly number[]): {
+    effect: number | null;
+    ci95: [number | null, number | null];
+    p: number | null;
+    se: number | null;
+    df: number | null;
+};
+/**
+ * **Two-sample Poisson rate test** (Przyborowski & Wilks 1940).
+ *
+ * Conditional on the total `x_a + x_b`, the split between the two windows is
+ * Binomial(total, t_a / (t_a + t_b)) under `H₀: λ_a = λ_b`, where `t` is each
+ * window's exposure — here its number of buckets. That makes the exact p-value
+ * a binomial tail, which is what this returns: exact whatever the counts, with
+ * no normal approximation to fail at the small counts an error metric usually
+ * has.
+ *
+ * The **interval**, by contrast, is the normal approximation on the rate
+ * difference (`sqrt(x_a/t_a² + x_b/t_b²)`). There is no closed-form exact
+ * interval for a difference of Poisson rates, and an approximate interval
+ * reported as approximate is better than none; `powerNote` says so when the
+ * counts are small enough for it to matter.
+ */
+export declare function poissonRateTest(countA: number, exposureA: number, countB: number, exposureB: number): {
+    effect: number | null;
+    ci95: [number | null, number | null];
+    p: number | null;
+    se: number | null;
+};
+/** Everything `computeSignificance` needs about one comparison. */
+export interface SignificanceInput {
+    metric: string;
+    scene?: string;
+    /** `true` when the measure counts events (so a rate or a Poisson count). */
+    counting: boolean;
+    /** Buckets of the current window. */
+    current: readonly MetricBucketRow[];
+    /** Buckets of the reference window. */
+    reference: readonly MetricBucketRow[];
+    /**
+     * The denominator series, when the metric is a declared rate: the same two
+     * windows of its `rateOf` column. Absent for everything else.
+     */
+    denominator?: {
+        current: readonly MetricBucketRow[];
+        reference: readonly MetricBucketRow[];
+    };
+    /** What one unit of the metric is, for the `effectUnit` column. */
+    unit: string;
+}
+/**
+ * Compare one metric across two windows and say whether the difference is real.
+ *
+ * Pure: it takes the bucket series both windows produced (plus, for a rate, the
+ * denominator's) and returns the row. No store, no request, no dialect.
+ */
+export declare function computeSignificance(input: SignificanceInput): SignificanceRow;
+//# sourceMappingURL=significance.d.ts.map

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