#!/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.")