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("Unknown frequency: %s" % (frequency,)) if length < 2: raise AssertionError("Must be generating at least 2 data points. " "Currently generating %s" % (length,)) growth_base = growth ** (1. / (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]