Fixed keras and added a new test

Author: joanvaquer

mlprimitives/custom/timeseries_preprocessing.py

@@ -214,7 +214,9 @@ def cutoff_window_sequences(X, timeseries, window_size, cutoff_time=None, time_i
             ``pandas.DataFrame`` containing the actual timeseries data. The time index
             and either be set as the DataFrame index or as a column.
         window_size (int, str or Timedelta):
-            Numer of elements to take before the cutoff time for each sequence.
+            If an integer is passed, it is the number of elements to take before the
+            cutoff time for each sequence. If a string or a Timedelta object is passed,
+            it is the period of time we take the elements from.
         cutoff_time (str):
             Optional. If given, the indicated column will be used as the cutoff time.
             Otherwise, the table index will be used.
@@ -245,7 +247,6 @@ def cutoff_window_sequences(X, timeseries, window_size, cutoff_time=None, time_i
         selected = timeseries[timeseries.index < row.Index]
 
         mask = [True] * len(selected)
-
         for column in columns:
             mask &= selected.pop(column) == getattr(row, column)
 
@@ -258,7 +259,6 @@ def cutoff_window_sequences(X, timeseries, window_size, cutoff_time=None, time_i
             selected = selected.iloc[-window_size:]
 
         len_selected = len(selected)
-
         if (len_selected != window_size):
             warnings.warn((
                 'Sequence shorter than window_size found: {} < {}. '

tests/custom/test_timeseries_preprocessing.py

@@ -246,7 +246,7 @@ class CutoffWindowSequencesTest(TestCase):
 
     def setUp(self):
         self.X = pd.DataFrame({
-            'id': [1, 2],
+            'id1': [1, 2],
             'cutoff': pd.to_datetime(['2020-01-05', '2020-01-07'])
         }).set_index('cutoff')
         self.timeseries = pd.DataFrame({
@@ -257,11 +257,11 @@ def setUp(self):
             )) * 2,
             'value1': np.arange(1, 21),
             'value2': np.arange(21, 41),
-            'id': [1] * 10 + [2] * 10
+            'id1': [1] * 10 + [2] * 10
         }).set_index('timestamp')
 
-    """Passing cutoff_time. The indicated column will be used as the cutoff time."""
     def test_cutoff_time_column(self):
+        """Passing cutoff_time. The indicated column will be used as the cutoff time."""
         # setup
         timeseries = self.timeseries
         X = self.X.reset_index()
@@ -286,8 +286,8 @@ def test_cutoff_time_column(self):
 
         assert_allclose(array, expected_array)
 
-    """Passing time_index. The indicated column will be used as the timeseries index."""
     def test_time_index_column(self):
+        """Passing time_index. The indicated column will be used as the timeseries index."""
         # setup
         X = self.X
         timeseries = self.timeseries.reset_index()
@@ -312,8 +312,8 @@ def test_time_index_column(self):
 
         assert_allclose(array, expected_array)
 
-    """window_size accepts integer."""
     def test_window_size_integer(self):
+        """window_size accepts integer."""
         # setup
         X = self.X
         timeseries = self.timeseries
@@ -337,8 +337,8 @@ def test_window_size_integer(self):
 
         assert_allclose(array, expected_array)
 
-    """window_size accepts string."""
     def test_window_size_string(self):
+        """window_size accepts string."""
         # setup
         X = self.X
         timeseries = self.timeseries
@@ -362,8 +362,8 @@ def test_window_size_string(self):
 
         assert_allclose(array, expected_array)
 
-    """window_size accepts Timedelta object."""
     def test_window_size_timedelta(self):
+        """window_size accepts Timedelta object."""
         # setup
         X = self.X
         timeseries = self.timeseries
@@ -387,8 +387,8 @@ def test_window_size_timedelta(self):
 
         assert_allclose(array, expected_array)
 
-    """If there is not enough data for the given window_size, shape changes."""
     def test_not_enough_data(self):
+        """If there is not enough data for the given window_size, shape changes."""
         # setup
         X = self.X
         timeseries = self.timeseries
@@ -429,13 +429,13 @@ def test_not_enough_data(self):
             expected_array[1]
         )
 
-    """Test X without any other column than cutoff_time."""
     def test_cutoff_time_only(self):
+        """Test X without any other column than cutoff_time."""
         # setup
         X = self.X
-        del X['id']
+        del X['id1']
         timeseries = self.timeseries
-        del timeseries['id']
+        del timeseries['id1']
 
         # run
         array = cutoff_window_sequences(
@@ -455,3 +455,28 @@ def test_cutoff_time_only(self):
         ])
 
         assert_allclose(array, expected_array)
+
+    def test_multiple_filter(self):
+        """Test X with two identifier columns."""
+        # setup
+        X = self.X
+        X['id2'] = [3, 4]
+        timeseries = self.timeseries
+        timeseries['id2'] = [3, 4] * 10
+
+        # run
+        array = cutoff_window_sequences(
+            X,
+            timeseries,
+            window_size=2,
+        )
+
+        # assert
+        expected_array = np.array([
+            [[1, 21],
+             [3, 23]],
+            [[14, 34],
+             [16, 36]]
+        ])
+
+        assert_allclose(array, expected_array)