teradataml 17.20.0.6__py3-none-any.whl → 20.0.0.0__py3-none-any.whl

teradataml/analytics/sqle/MovingAverage.py

@@ -1,543 +0,0 @@
-#!/usr/bin/python
-# ################################################################## 
-# 
-# Copyright 2018 Teradata. All rights reserved.
-# TERADATA CONFIDENTIAL AND TRADE SECRET
-# 
-# Primary Owner: Pankaj Purandare (pankajvinod.purandare@teradata.com)
-# Secondary Owner: Bhavana N (bhavana.n@teradata.com)
-# 
-# Version: 1.2
-# Function Version: 1.0
-# 
-# ################################################################## 
-
-import inspect
-import time
-from teradataml.common.wrapper_utils import AnalyticsWrapperUtils
-from teradataml.common.utils import UtilFuncs
-from teradataml.context.context import *
-from teradataml.dataframe.dataframe import DataFrame
-from teradataml.common.aed_utils import AedUtils
-from teradataml.analytics.analytic_query_generator import AnalyticQueryGenerator
-from teradataml.common.exceptions import TeradataMlException
-from teradataml.common.messages import Messages
-from teradataml.common.messagecodes import MessageCodes
-from teradataml.common.constants import TeradataConstants
-from teradataml.dataframe.dataframe_utils import DataFrameUtils as df_utils
-from teradataml.options.display import display
-
-class MovingAverage:
-    
-    def __init__(self,
-        data = None,
-        target_columns = None,
-        alpha = 0.1,
-        start_rows = 2,
-        window_size = 10,
-        include_first = False,
-        mavgtype = "C",
-        data_partition_column = None,
-        data_order_column = None):
-        """
-        DESCRIPTION:
-            The MovingAverage function calculates the moving average of the 
-            target columns based on the moving average types ("mvgtype").
-            Possible moving average types:
-                'C' Cumulative moving average.
-                'E' Exponential moving average.
-                'M' Modified moving average.
-                'S' Simple moving average.
-                'T' Triangular moving average.
-                'W' Weighted moving average.
-            
-            Note: This function is only available when teradataml is connected
-                  to Vantage 1.1 or later versions.
-         
-        PARAMETERS:
-            data:
-                Required Argument.
-                Specifies the name of the teradataml DataFrame that contains the 
-                columns.
-            
-            data_partition_column:
-                Required Argument.
-                Specifies Partition By columns for data.
-                Values to this argument can be provided as a list, if multiple 
-                columns are used for partition.
-                Types: str OR list of Strings (str)
-            
-            data_order_column:
-                Required Argument.
-                Specifies Order By columns for data.
-                Values to this argument can be provided as a list, if multiple 
-                columns are used for ordering.
-                Types: str OR list of Strings (str)
-            
-            target_columns:
-                Optional Argument.
-                Specifies the input column names for which the moving average is to 
-                be computed. If you omit this argument, then the function copies 
-                every input column to the output teradataml DataFrame but does not 
-                compute moving average.
-                Types: str OR list of Strings (str)
-            
-            alpha:
-                Optional Argument.
-                Specifies the damping factor, a value in the range [0, 1], which 
-                represents a percentage in the range [0, 100]. For example, if alpha 
-                is 0.2, then the damping factor is 20%. A higher alpha discounts 
-                older observations faster. Only used if "mavgtype" is E.
-                For other moving average types this value will be ignored.
-                Default Value: 0.1
-                Types: float
-            
-            start_rows:
-                Optional Argument.
-                Specifies the number of rows at the beginning of the time series that 
-                the function skips before it begins the calculation of the 
-                exponential moving average. The function uses the arithmetic average 
-                of these rows as the initial value of the exponential moving average.
-                Only used if "mavgtype" is E. For other moving average types 
-                this value will be ignored.
-                Default Value: 2
-                Types: int
-            
-            window_size:
-                Optional Argument.
-                Specifies the number of previous values to include in the computation 
-                of the moving average if "mavgtype" is M, S, T, and W.
-                For other moving average types this value will be ignored.
-                Default Value: 10
-                Types: int
-            
-            include_first:
-                Optional Argument.
-                Specifies whether the first START_ROWS rows should be included in the 
-                output or not. Only used if "mavgtype" is S, M, W, E, T. 
-                For cumulative moving average types this value will be ignored.
-                Default Value: False
-                Types: bool
-            
-            mavgtype:
-                Optional Argument.
-                Specify the moving average type that needs to be used for computing 
-                moving averages of "target_columns".
-                Following are the different type of averages calculated by MovingAverage function:
-                    S: The MovingAverage function computes the simple moving average of points in a
-                       series.
-                    W: The MovingAverage function computes the weighted moving average the average of
-                       points in a time series, applying weights to older values. The 
-                       weights for the older values decrease arithmetically.
-                    E: The MovingAverage function computes the exponential moving average
-                       of the points in a time series, exponentially decreasing the
-                       weights of older values.
-                    C: The MovingAverage function computes the cumulative moving average of a value
-                       from the beginning of a series.
-                    M: The MovingAverage function computes moving average of points in series.
-                    T: The MovingAverage function computes double-smoothed average of points in series.
-                Default Value: "C"
-                Permitted Values: C, S, M, W, E, T
-                Types: str
-         
-        RETURNS:
-            Instance of MovingAverage.
-            Output teradataml DataFrames can be accessed using attribute 
-            references, such as MovingAverageObj.<attribute_name>.
-            Output teradataml DataFrame attribute name is:
-                result
-         
-         
-        RAISES:
-            TeradataMlException
-         
-         
-        EXAMPLES:
-            # Load the data to run the example.
-            load_example_data("movavg", "ibm_stock")
-            
-            # Create teradataml DataFrame objects.
-            ibm_stock = DataFrame.from_table("ibm_stock")
-         
-            # Example1 - Calculating the cumulative moving average for data in 
-            # the stockprice column.
-            movingaverage_cmavg =  MovingAverage(data=ibm_stock,
-                                            data_order_column='name',
-                                            data_partition_column='name',
-                                            target_columns='stockprice',
-                                            mavgtype='C'
-                                            )
-            
-            # Print the results.
-            print(movingaverage_cmavg.result)
-         
-            # Example2 - Calculating the exponential moving average for data in 
-            # the stockprice column.
-            movingaverage_emavg =  MovingAverage(data=ibm_stock,
-                                            data_partition_column='name',
-                                            data_order_column='name',
-                                            target_columns='stockprice',
-                                            include_first=False,
-                                            alpha=0.1,
-                                            start_rows=10,
-                                            mavgtype='E'
-                                            )
-            # Print the results.
-            print(movingaverage_emavg.result)
-         
-            # Example3 - Calculating the simple moving average for data in 
-            # the stockprice column.
-            movingaverage_smavg =  MovingAverage(data=ibm_stock,
-                                            data_partition_column='name',
-                                            data_order_column='name',
-                                            target_columns='stockprice',
-                                            include_first=False,
-                                            window_size=6,
-                                            mavgtype='S'
-                                            )
-            # Print the results.
-            print(movingaverage_smavg.result)
-        
-        """
-        
-        # Start the timer to get the build time
-        _start_time = time.time()
-        
-        self.data  = data 
-        self.target_columns  = target_columns 
-        self.alpha  = alpha 
-        self.start_rows  = start_rows 
-        self.window_size  = window_size 
-        self.include_first  = include_first 
-        self.mavgtype  = mavgtype 
-        self.data_partition_column  = data_partition_column 
-        self.data_order_column  = data_order_column 
-        
-        # Create TeradataPyWrapperUtils instance which contains validation functions.
-        self.__awu = AnalyticsWrapperUtils()
-        self.__aed_utils = AedUtils()
-        
-        # Create argument information matrix to do parameter checking
-        self.__arg_info_matrix = []
-        self.__arg_info_matrix.append(["data", self.data, False, (DataFrame)])
-        self.__arg_info_matrix.append(["data_partition_column", self.data_partition_column, False, (str,list)])
-        self.__arg_info_matrix.append(["data_order_column", self.data_order_column, False, (str,list)])
-        self.__arg_info_matrix.append(["target_columns", self.target_columns, True, (str,list)])
-        self.__arg_info_matrix.append(["alpha", self.alpha, True, (float)])
-        self.__arg_info_matrix.append(["start_rows", self.start_rows, True, (int)])
-        self.__arg_info_matrix.append(["window_size", self.window_size, True, (int)])
-        self.__arg_info_matrix.append(["include_first", self.include_first, True, (bool)])
-        self.__arg_info_matrix.append(["mavgtype", self.mavgtype, True, (str)])
-        
-        if inspect.stack()[1][3] != '_from_model_catalog':
-            # Perform the function validations
-            self.__validate()
-            # Generate the ML query
-            self.__form_tdml_query()
-            # Process output table schema
-            self.__process_output_column_info()
-            # Execute ML query
-            self.__execute()
-            # Get the prediction type
-            self._prediction_type = self.__awu._get_function_prediction_type(self)
-        
-        # End the timer to get the build time
-        _end_time = time.time()
-        
-        # Calculate the build time
-        self._build_time = (int)(_end_time - _start_time)
-        
-    def __validate(self):
-        """
-        Function to validate sqlmr function arguments, which verifies missing 
-        arguments, input argument and table types. Also processes the 
-        argument values.
-        """
-        
-        # Make sure that a non-NULL value has been supplied for all mandatory arguments
-        self.__awu._validate_missing_required_arguments(self.__arg_info_matrix)
-        
-        # Make sure that a non-NULL value has been supplied correct type of argument
-        self.__awu._validate_argument_types(self.__arg_info_matrix)
-        
-        # Check to make sure input table types are strings or data frame objects or of valid type.
-        self.__awu._validate_input_table_datatype(self.data, "data", None)
-        
-        # Check for permitted values
-        mavgtype_permitted_values = ["C", "S", "M", "W", "E", "T"]
-        self.__awu._validate_permitted_values(self.mavgtype, mavgtype_permitted_values, "mavgtype")
-        
-        # Check whether the input columns passed to the argument are not empty.
-        # Also check whether the input columns passed to the argument valid or not.
-        self.__awu._validate_input_columns_not_empty(self.target_columns, "target_columns")
-        self.__awu._validate_dataframe_has_argument_columns(self.target_columns, "target_columns", self.data, "data", False)
-        
-        self.__awu._validate_input_columns_not_empty(self.data_partition_column, "data_partition_column")
-        self.__awu._validate_dataframe_has_argument_columns(self.data_partition_column, "data_partition_column", self.data, "data", True)
-        
-        self.__awu._validate_input_columns_not_empty(self.data_order_column, "data_order_column")
-        self.__awu._validate_dataframe_has_argument_columns(self.data_order_column, "data_order_column", self.data, "data", False)
-        
-        
-    def __form_tdml_query(self):
-        """
-        Function to generate the analytical function queries. The function defines 
-        variables and list of arguments required to form the query.
-        """
-        
-        # Output table arguments list
-        self.__func_output_args_sql_names = []
-        self.__func_output_args = []
-        
-        # Model Cataloging related attributes.
-        self._sql_specific_attributes = {}
-        self._sql_formula_attribute_mapper = {}
-        self._target_column = None
-        self._algorithm_name = None
-        
-        # Generate lists for rest of the function arguments
-        self.__func_other_arg_sql_names = []
-        self.__func_other_args = []
-        self.__func_other_arg_json_datatypes = []
-        
-        if self.target_columns is not None:
-            self.__func_other_arg_sql_names.append("TargetColumns")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.target_columns, "'"))
-            self.__func_other_arg_json_datatypes.append("COLUMNS")
-        
-        if self.include_first is not None and self.include_first != False:
-            self.__func_other_arg_sql_names.append("IncludeFirst")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.include_first, "'"))
-            self.__func_other_arg_json_datatypes.append("BOOLEAN")
-        
-        if self.alpha is not None and self.alpha != 0.1:
-            self.__func_other_arg_sql_names.append("Alpha")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.alpha, ""))
-            self.__func_other_arg_json_datatypes.append("DOUBLE PRECISION")
-        
-        if self.start_rows is not None and self.start_rows != 2:
-            self.__func_other_arg_sql_names.append("StartRows")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.start_rows, ""))
-            self.__func_other_arg_json_datatypes.append("INTEGER")
-        
-        if self.window_size is not None and self.window_size != 10:
-            self.__func_other_arg_sql_names.append("WindowSize")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.window_size, ""))
-            self.__func_other_arg_json_datatypes.append("INTEGER")
-        
-        if self.mavgtype is not None and self.mavgtype != "C":
-            self.__func_other_arg_sql_names.append("MavgType")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.mavgtype, "'"))
-            self.__func_other_arg_json_datatypes.append("STRING")
-        
-        
-        # Declare empty lists to hold input table information.
-        self.__func_input_arg_sql_names = []
-        self.__func_input_table_view_query = []
-        self.__func_input_dataframe_type = []
-        self.__func_input_distribution = []
-        self.__func_input_partition_by_cols = []
-        self.__func_input_order_by_cols = []
-        
-        # Process data
-        self.data_partition_column = UtilFuncs._teradata_collapse_arglist(self.data_partition_column, "\"")
-        self.__table_ref = self.__awu._teradata_on_clause_from_dataframe(self.data)
-        self.__func_input_distribution.append("FACT")
-        self.__func_input_arg_sql_names.append("input")
-        self.__func_input_table_view_query.append(self.__table_ref["ref"])
-        self.__func_input_dataframe_type.append(self.__table_ref["ref_type"])
-        self.__func_input_partition_by_cols.append(self.data_partition_column)
-        self.__func_input_order_by_cols.append(UtilFuncs._teradata_collapse_arglist(self.data_order_column, "\""))
-        
-        function_name = "MovingAverage"
-        # Create instance to generate SQLMR.
-        self.__aqg_obj = AnalyticQueryGenerator(function_name, 
-                self.__func_input_arg_sql_names, 
-                self.__func_input_table_view_query, 
-                self.__func_input_dataframe_type, 
-                self.__func_input_distribution, 
-                self.__func_input_partition_by_cols, 
-                self.__func_input_order_by_cols, 
-                self.__func_other_arg_sql_names, 
-                self.__func_other_args, 
-                self.__func_other_arg_json_datatypes, 
-                self.__func_output_args_sql_names, 
-                self.__func_output_args, 
-                engine="ENGINE_SQL")
-        # Invoke call to SQL-MR generation.
-        self.sqlmr_query = self.__aqg_obj._gen_sqlmr_select_stmt_sql()
-        
-        # Print SQL-MR query if requested to do so.
-        if display.print_sqlmr_query:
-            print(self.sqlmr_query)
-        
-        # Set the algorithm name for Model Cataloging.
-        self._algorithm_name = self.__aqg_obj._get_alias_name_for_function(function_name)
-        
-    def __execute(self):
-        """
-        Function to generate AED nodes for output tables.
-        This makes a call aed_ml_query() and then output table dataframes are created.
-        """
-        # Create a list of input node ids contributing to a query.
-        self.__input_nodeids = []
-        self.__input_nodeids.append(self.data._nodeid)
-        
-        # Generate STDOUT table name and add it to the output table list.
-        sqlmr_stdout_temp_tablename = UtilFuncs._generate_temp_table_name(prefix="td_sqlmr_out_", use_default_database=True, gc_on_quit=True, quote=False)
-        self.__func_output_args.insert(0, sqlmr_stdout_temp_tablename)
-        try:
-            # Call aed_ml_query and generate AED nodes.
-            node_id_list = self.__aed_utils._aed_ml_query(self.__input_nodeids, self.sqlmr_query, self.__func_output_args, "MovingAverage", self.__aqg_obj._multi_query_input_nodes)
-        except Exception as emsg:
-            raise TeradataMlException(Messages.get_message(MessageCodes.AED_EXEC_FAILED, str(emsg)), MessageCodes.AED_EXEC_FAILED)
-        
-        
-        # Update output table data frames.
-        self._mlresults = []
-        self.result = self.__awu._create_data_set_object(df_input=node_id_list[0], metaexpr=UtilFuncs._get_metaexpr_using_columns(node_id_list[0], self.__stdout_column_info))
-        self._mlresults.append(self.result)
-        
-    def __process_output_column_info(self):
-        """ 
-        Function to process the output schema for all the ouptut tables.
-        This function generates list of column names and column types
-        for each generated output tables, which can be used to create metaexpr.
-        """
-        # Collecting STDOUT output column information.
-        stdout_column_info_name = []
-        stdout_column_info_type = []
-        for column_name, column_type in self.__awu._retrieve_column_info(df_input=self.data, parameter=None, columns=None):
-            stdout_column_info_name.append(column_name)
-            stdout_column_info_type.append(column_type)
-            
-        if self.mavgtype == "C":
-            if self.target_columns is not None:
-                for column_name, column_type in self.__awu._retrieve_column_info(df_input=self.data, parameter=self.target_columns, columns=None):
-                    stdout_column_info_name.append(column_name + "_cmavg")
-                    stdout_column_info_type.append(self.__awu._get_json_to_sqlalchemy_mapping("double precision"))
-                    
-        
-        if self.mavgtype == "S":
-            if self.target_columns is not None:
-                for column_name, column_type in self.__awu._retrieve_column_info(df_input=self.data, parameter=self.target_columns, columns=None):
-                    stdout_column_info_name.append(column_name + "_smavg")
-                    stdout_column_info_type.append(self.__awu._get_json_to_sqlalchemy_mapping("double precision"))
-                    
-        
-        if self.mavgtype == "E":
-            if self.target_columns is not None:
-                for column_name, column_type in self.__awu._retrieve_column_info(df_input=self.data, parameter=self.target_columns, columns=None):
-                    stdout_column_info_name.append(column_name + "_emavg")
-                    stdout_column_info_type.append(self.__awu._get_json_to_sqlalchemy_mapping("double precision"))
-                    
-        
-        if self.mavgtype == "W":
-            if self.target_columns is not None:
-                for column_name, column_type in self.__awu._retrieve_column_info(df_input=self.data, parameter=self.target_columns, columns=None):
-                    stdout_column_info_name.append(column_name + "_wmavg")
-                    stdout_column_info_type.append(self.__awu._get_json_to_sqlalchemy_mapping("double precision"))
-                    
-        
-        if self.mavgtype == "M":
-            if self.target_columns is not None:
-                for column_name, column_type in self.__awu._retrieve_column_info(df_input=self.data, parameter=self.target_columns, columns=None):
-                    stdout_column_info_name.append(column_name + "_mmavg")
-                    stdout_column_info_type.append(self.__awu._get_json_to_sqlalchemy_mapping("double precision"))
-                    
-        
-        if self.mavgtype == "T":
-            if self.target_columns is not None:
-                for column_name, column_type in self.__awu._retrieve_column_info(df_input=self.data, parameter=self.target_columns, columns=None):
-                    stdout_column_info_name.append(column_name + "_tmavg")
-                    stdout_column_info_type.append(self.__awu._get_json_to_sqlalchemy_mapping("double precision"))
-                    
-        
-        self.__stdout_column_info = zip(stdout_column_info_name, stdout_column_info_type)
-        
-    def show_query(self):
-        """
-        Function to return the underlying SQL query.
-        When model object is created using retrieve_model(), then None is returned.
-        """
-        return self.sqlmr_query
-        
-    def get_prediction_type(self):
-        """
-        Function to return the Prediction type of the algorithm.
-        When model object is created using retrieve_model(), then the value returned is
-        as saved in the Model Catalog.
-        """
-        return self._prediction_type
-        
-    def get_target_column(self):
-        """
-        Function to return the Target Column of the algorithm.
-        When model object is created using retrieve_model(), then the value returned is
-        as saved in the Model Catalog.
-        """
-        return self._target_column
-        
-    def get_build_time(self):
-        """
-        Function to return the build time of the algorithm in seconds.
-        When model object is created using retrieve_model(), then the value returned is
-        as saved in the Model Catalog.
-        """
-        return self._build_time
-        
-    def _get_algorithm_name(self):
-        """
-        Function to return the name of the algorithm.
-        """
-        return self._algorithm_name
-        
-    def _get_sql_specific_attributes(self):
-        """
-        Function to return the dictionary containing the SQL specific attributes of the algorithm.
-        """
-        return self._sql_specific_attributes
-        
-    @classmethod
-    def _from_model_catalog(cls,
-        result = None,
-        **kwargs):
-        """
-        Classmethod is used by Model Cataloging, to instantiate this wrapper class.
-        """
-        kwargs.pop("result", None)
-        
-        # Model Cataloging related attributes.
-        target_column = kwargs.pop("__target_column", None)
-        prediction_type = kwargs.pop("__prediction_type", None)
-        algorithm_name = kwargs.pop("__algorithm_name", None)
-        build_time = kwargs.pop("__build_time", None)
-        
-        # Let's create an object of this class.
-        obj = cls(**kwargs)
-        obj.result  = result 
-        
-        # Initialize the sqlmr_query class attribute.
-        obj.sqlmr_query = None
-        
-        # Initialize the SQL specific Model Cataloging attributes.
-        obj._sql_specific_attributes = None
-        obj._target_column = target_column
-        obj._prediction_type = prediction_type
-        obj._algorithm_name = algorithm_name
-        obj._build_time = build_time
-        
-        # Update output table data frames.
-        obj._mlresults = []
-        obj.result = obj.__awu._create_data_set_object(df_input=UtilFuncs._extract_table_name(obj.result), source_type="table", database_name=UtilFuncs._extract_db_name(obj.result))
-        obj._mlresults.append(obj.result)
-        return obj
-        
-    def __repr__(self):
-        """
-        Returns the string representation for a MovingAverage class instance.
-        """
-        repr_string="############ STDOUT Output ############"
-        repr_string = "{}\n\n{}".format(repr_string,self.result)
-        return repr_string
-