from math import sqrt from random import gauss, random, seed from typing import List from analytics.lib.counts import CountStat def generate_time_series_data( days: int = 100, business_hours_base: float = 10, non_business_hours_base: float = 10, growth: float = 1, autocorrelation: float = 0, spikiness: float = 1, holiday_rate: float = 0, frequency: str = CountStat.DAY, partial_sum: bool = False, random_seed: int = 26, ) -> List[int]: """ Generate semi-realistic looking time series data for testing analytics graphs. days -- Number of days of data. Is the number of data points generated if frequency is CountStat.DAY. business_hours_base -- Average value during a business hour (or day) at beginning of time series, if frequency is CountStat.HOUR (CountStat.DAY, respectively). non_business_hours_base -- The above, for non-business hours/days. growth -- Ratio between average values at end of time series and beginning of time series. autocorrelation -- Makes neighboring data points look more like each other. At 0 each point is unaffected by the previous point, and at 1 each point is a deterministic function of the previous point. spikiness -- 0 means no randomness (other than holiday_rate), higher values increase the variance. holiday_rate -- Fraction of days randomly set to 0, largely for testing how we handle 0s. frequency -- Should be CountStat.HOUR or CountStat.DAY. partial_sum -- If True, return partial sum of the series. random_seed -- Seed for random number generator. """ if frequency == CountStat.HOUR: length = days * 24 seasonality = [non_business_hours_base] * 24 * 7 for day in range(5): for hour in range(8): seasonality[24 * day + hour] = business_hours_base holidays = [] for i in range(days): holidays.extend([random() < holiday_rate] * 24) elif frequency == CountStat.DAY: length = days seasonality = [8 * business_hours_base + 16 * non_business_hours_base] * 5 + [ 24 * non_business_hours_base ] * 2 holidays = [random() < holiday_rate for i in range(days)] else: raise AssertionError(f"Unknown frequency: {frequency}") if length < 2: raise AssertionError( f"Must be generating at least 2 data points. Currently generating {length}" ) growth_base = growth ** (1.0 / (length - 1)) values_no_noise = [ seasonality[i % len(seasonality)] * (growth_base ** i) for i in range(length) ] seed(random_seed) noise_scalars = [gauss(0, 1)] for i in range(1, length): noise_scalars.append( noise_scalars[-1] * autocorrelation + gauss(0, 1) * (1 - autocorrelation) ) values = [ 0 if holiday else int(v + sqrt(v) * noise_scalar * spikiness) for v, noise_scalar, holiday in zip(values_no_noise, noise_scalars, holidays) ] if partial_sum: for i in range(1, length): values[i] = values[i - 1] + values[i] return [max(v, 0) for v in values]