#!/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.")