ClickHouse/tests/queries/0_stateless/01558_ttest_scipy.python

#!/usr/bin/env python3                                                                                                                                                                                              
import os
import sys
from scipy import stats
import pandas as pd
import numpy as np

CURDIR = os.path.dirname(os.path.realpath(__file__))
sys.path.insert(0, os.path.join(CURDIR, 'helpers'))

from pure_http_client import ClickHouseClient

def test_and_check(name, a, b, t_stat, p_value, precision=1e-2):
    client = ClickHouseClient()
    client.query("DROP TABLE IF EXISTS ttest;")
    client.query("CREATE TABLE ttest (left Float64, right UInt8) ENGINE = Memory;");
    client.query("INSERT INTO ttest VALUES {};".format(", ".join(['({},{})'.format(i, 0) for i in a])))
    client.query("INSERT INTO ttest VALUES {};".format(", ".join(['({},{})'.format(j, 1) for j in b])))
    real = client.query_return_df(
        "SELECT roundBankers({}(left, right).1, 16) as t_stat, ".format(name) +
               "roundBankers({}(left, right).2, 16) as p_value ".format(name) + 
        "FROM ttest FORMAT TabSeparatedWithNames;")
    real_t_stat = real['t_stat'][0]
    real_p_value = real['p_value'][0]
    assert(abs(real_t_stat - np.float64(t_stat)) < precision), "clickhouse_t_stat {}, scipy_t_stat {}".format(real_t_stat, t_stat)
    assert(abs(real_p_value - np.float64(p_value)) < precision), "clickhouse_p_value {}, scipy_p_value {}".format(real_p_value, p_value)
    client.query("DROP TABLE IF EXISTS ttest;")


def test_student():
    rvs1 = np.round(stats.norm.rvs(loc=1, scale=5,size=500), 2)
    rvs2 = np.round(stats.norm.rvs(loc=10, scale=5,size=500), 2)
    s, p = stats.ttest_ind(rvs1, rvs2, equal_var = True)
    test_and_check("studentTTest", rvs1, rvs2, s, p)

    rvs1 = np.round(stats.norm.rvs(loc=0, scale=5,size=500), 2)
    rvs2 = np.round(stats.norm.rvs(loc=0, scale=5,size=500), 2)
    s, p = stats.ttest_ind(rvs1, rvs2, equal_var = True)
    test_and_check("studentTTest", rvs1, rvs2, s, p)

    rvs1 = np.round(stats.norm.rvs(loc=2, scale=10,size=512), 2)
    rvs2 = np.round(stats.norm.rvs(loc=5, scale=20,size=1024), 2)
    s, p = stats.ttest_ind(rvs1, rvs2, equal_var = True)
    test_and_check("studentTTest", rvs1, rvs2, s, p)

    rvs1 = np.round(stats.norm.rvs(loc=0, scale=10,size=1024), 2)
    rvs2 = np.round(stats.norm.rvs(loc=0, scale=10,size=512), 2)
    s, p = stats.ttest_ind(rvs1, rvs2, equal_var = True)
    test_and_check("studentTTest", rvs1, rvs2, s, p)

def test_welch():
    rvs1 = np.round(stats.norm.rvs(loc=1, scale=15,size=500), 2)
    rvs2 = np.round(stats.norm.rvs(loc=10, scale=5,size=500), 2)
    s, p = stats.ttest_ind(rvs1, rvs2, equal_var = False)
    test_and_check("welchTTest", rvs1, rvs2, s, p)

    rvs1 = np.round(stats.norm.rvs(loc=0, scale=7,size=500), 2)
    rvs2 = np.round(stats.norm.rvs(loc=0, scale=3,size=500), 2)
    s, p = stats.ttest_ind(rvs1, rvs2, equal_var = False)
    test_and_check("welchTTest", rvs1, rvs2, s, p)

    rvs1 = np.round(stats.norm.rvs(loc=0, scale=10,size=1024), 2)
    rvs2 = np.round(stats.norm.rvs(loc=5, scale=1,size=512), 2)
    s, p = stats.ttest_ind(rvs1, rvs2, equal_var = False)
    test_and_check("welchTTest", rvs1, rvs2, s, p)

    rvs1 = np.round(stats.norm.rvs(loc=5, scale=10,size=512), 2)
    rvs2 = np.round(stats.norm.rvs(loc=5, scale=10,size=1024), 2)
    s, p = stats.ttest_ind(rvs1, rvs2, equal_var = False)
    test_and_check("welchTTest", rvs1, rvs2, s, p)

if __name__ == "__main__":
    test_student()
    test_welch()
    print("Ok.")