ClickHouse/tests/queries/0_stateless/01322_ttest_scipy.python

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2020-10-14 18:41:35 +00:00
#!/usr/bin/env python3
import os
import io
import sys
import requests
import time
import pandas as pd
import numpy as np
from scipy import stats
CLICKHOUSE_HOST = os.environ.get('CLICKHOUSE_HOST', '127.0.0.1')
CLICKHOUSE_PORT_HTTP = os.environ.get('CLICKHOUSE_PORT_HTTP', '8123')
CLICKHOUSE_SERVER_URL_STR = 'http://' + ':'.join(str(s) for s in [CLICKHOUSE_HOST, CLICKHOUSE_PORT_HTTP]) + "/"
class ClickHouseClient:
def __init__(self, host = CLICKHOUSE_SERVER_URL_STR):
self.host = host
def query(self, query, connection_timeout = 1500):
NUMBER_OF_TRIES = 30
DELAY = 10
for i in range(NUMBER_OF_TRIES):
r = requests.post(
self.host,
params = {'timeout_before_checking_execution_speed': 120, 'max_execution_time': 6000},
timeout = connection_timeout,
data = query)
if r.status_code == 200:
return r.text
else:
print('ATTENTION: try #%d failed' % i)
if i != (NUMBER_OF_TRIES-1):
print(query)
print(r.text)
time.sleep(DELAY*(i+1))
else:
raise ValueError(r.text)
def query_return_df(self, query, connection_timeout = 1500):
data = self.query(query, connection_timeout)
df = pd.read_csv(io.StringIO(data), sep = '\t')
return df
def query_with_data(self, query, content):
content = content.encode('utf-8')
r = requests.post(self.host, data=content)
result = r.text
if r.status_code == 200:
return result
else:
raise ValueError(r.text)
def test_and_check(name, a, b, t_stat, p_value):
client = ClickHouseClient()
client.query("DROP TABLE IF EXISTS ttest;")
client.query("CREATE TABLE ttest (left Float64, right Float64) ENGINE = Memory;");
client.query("INSERT INTO ttest VALUES {};".format(", ".join(['({},{})'.format(i, j) 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 ttest FORMAT TabSeparatedWithNames;")
real_t_stat = real['t_stat'][0]
real_p_value = real['p_value'][0]
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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)
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client.query("DROP TABLE IF EXISTS ttest;")
def test_student():
rvs1 = np.round(stats.norm.rvs(loc=1, scale=5,size=500), 5)
rvs2 = np.round(stats.norm.rvs(loc=10, scale=5,size=500), 5)
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), 5)
rvs2 = np.round(stats.norm.rvs(loc=0, scale=5,size=500), 5)
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=65536), 5)
rvs2 = np.round(stats.norm.rvs(loc=5, scale=1,size=65536), 5)
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), 5)
rvs2 = np.round(stats.norm.rvs(loc=10, scale=5,size=500), 5)
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=7,size=500), 5)
rvs2 = np.round(stats.norm.rvs(loc=0, scale=3,size=500), 5)
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=65536), 5)
rvs2 = np.round(stats.norm.rvs(loc=5, scale=1,size=65536), 5)
s, p = stats.ttest_ind(rvs1, rvs2, equal_var = True)
test_and_check("studentTTest", rvs1, rvs2, s, p)
if __name__ == "__main__":
test_student()
test_welch()
print("Ok.")