ClickHouse/tests/queries/0_stateless/01561_mann_whitney_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):
    client = ClickHouseClient()
    client.query("DROP TABLE IF EXISTS mann_whitney;")
    client.query(
        "CREATE TABLE mann_whitney (left Float64, right UInt8) ENGINE = Memory;"
    )
    client.query(
        "INSERT INTO mann_whitney VALUES {};".format(
            ", ".join(["({},{}), ({},{})".format(i, 0, j, 1) for i, j in zip(a, 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 mann_whitney 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) < 1e-2
    ), "clickhouse_t_stat {}, scipy_t_stat {}".format(real_t_stat, t_stat)
    assert (
        abs(real_p_value - np.float64(p_value)) < 1e-2
    ), "clickhouse_p_value {}, scipy_p_value {}".format(real_p_value, p_value)
    client.query("DROP TABLE IF EXISTS mann_whitney;")


def test_mann_whitney():
    rvs1 = np.round(stats.norm.rvs(loc=1, scale=5, size=500), 5)
    rvs2 = np.round(stats.expon.rvs(scale=0.2, size=500), 5)
    s, p = stats.mannwhitneyu(rvs1, rvs2, alternative="two-sided")
    test_and_check("mannWhitneyUTest", rvs1, rvs2, s, p)
    test_and_check("mannWhitneyUTest('two-sided')", rvs1, rvs2, s, p)

    equal = np.round(stats.cauchy.rvs(scale=5, size=500), 5)
    s, p = stats.mannwhitneyu(equal, equal, alternative="two-sided")
    test_and_check("mannWhitneyUTest('two-sided')", equal, equal, s, p)

    s, p = stats.mannwhitneyu(equal, equal, alternative="less", use_continuity=False)
    test_and_check("mannWhitneyUTest('less', 0)", equal, equal, s, p)

    rvs1 = np.round(stats.cauchy.rvs(scale=10, size=65536), 5)
    rvs2 = np.round(stats.norm.rvs(loc=0, scale=10, size=65536), 5)
    s, p = stats.mannwhitneyu(rvs1, rvs2, alternative="greater")
    test_and_check("mannWhitneyUTest('greater')", rvs1, rvs2, s, p)


if __name__ == "__main__":
    test_mann_whitney()
    print("Ok.")