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TMDDemo.java
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TMDDemo.java
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package jtest;
import static tech.v3.Clj.*;
import static tech.v3.TMD.*;
import tech.v3.dataset.Rolling;
import tech.v3.dataset.Modelling;
import tech.v3.dataset.Reductions;
import tech.v3.libs.Arrow;
import tech.v3.libs.Parquet;
import tech.v3.DType; //access to clone method
import static tech.v3.DType.*;
import tech.v3.datatype.Pred;
import tech.v3.datatype.VecMath;
import tech.v3.datatype.Stats;
import tech.v3.datatype.Buffer;
import tech.v3.libs.Nippy;
import tech.v3.datatype.IFnDef;
//Fast map creation when you know you will have to create many maps.
import tech.v3.dataset.FastStruct;
import clojure.lang.RT;
import clojure.lang.IFn;
import java.util.Map;
import java.util.function.Function;
//Imports for the advanced reduction example at the end.
import java.util.HashMap;
import java.util.ArrayList;
import java.util.List;
import java.util.stream.StreamSupport;
import java.util.function.BiFunction;
import java.util.function.BiConsumer;
import java.time.LocalDate;
import java.time.YearMonth;
import java.util.Random;
public class TMDDemo {
public static void main(String[] args) {
println("Loading/compiling library code. Time here can be mitigated with a precompilation step.");
//Front-loading requires so when the code starts to run everyting is compiled.
//For precompilation see tech.v3.Clj.compile.
require("tech.v3.dataset");
require("tech.v3.dataset.neanderthal");
println("Compilation finished.");
//Make dataset can take a string, inputStream, a sequence of maps or a map of columns with
//the map of columns being the most efficient.
//Default file formats:
//csv, tsv, csv.gz, tsv.gz, (compressed, general, and surprisingly fast) .nippy
Map ds = makeDataset("https://github.com/techascent/tech.ml.dataset/raw/master/test/data/stocks.csv");
println(head(ds));
// https://github.com/techascent/tech.ml.dataset/raw/master/test/data/stocks.csv [5 3]:
// | symbol | date | price |
// |--------|------------|------:|
// | MSFT | 2000-01-01 | 39.81 |
// | MSFT | 2000-02-01 | 36.35 |
// | MSFT | 2000-03-01 | 43.22 |
// | MSFT | 2000-04-01 | 28.37 |
// | MSFT | 2000-05-01 | 25.45 |
println(head(sortByColumn(ds, "date")));
// https://github.com/techascent/tech.ml.dataset/raw/master/test/data/stocks.csv [5 3]:
// | symbol | date | price |
// |--------|------------|-------:|
// | AAPL | 2000-01-01 | 25.94 |
// | IBM | 2000-01-01 | 100.52 |
// | MSFT | 2000-01-01 | 39.81 |
// | AMZN | 2000-01-01 | 64.56 |
// | AAPL | 2000-02-01 | 28.66 |
println(ds.get("date"));
// #tech.v3.dataset.column<packed-local-date>[560]
// date
// [2000-01-01, 2000-02-01, 2000-03-01, 2000-04-01, 2000-05-01, 2000-06-01, 2000-07-01, 2000-08-01, 2000-09-01, 2000-10-01, 2000-11-01, 2000-12-01, 2001-01-01, 2001-02-01, 2001-03-01, 2001-04-01, 2001-05-01, 2001-06-01, 2001-07-01, 2001-08-01...]
Object priceCol = ds.get("price");
println("first value:", call(priceCol, 0), ", last value:", call(priceCol, -1));
//first value: 39.81 , last value: 223.02
Map colmapDs = makeDataset(hashmap("a", range(10),
"b", toDoubleArray(range(9,-1,-1))),
hashmap(kw("dataset-name"), "testds"));
println(colmapDs);
// testds [10 2]:
// | b | a |
// |----:|---:|
// | 9.0 | 0 |
// | 8.0 | 1 |
// | 7.0 | 2 |
// | 6.0 | 3 |
// | 5.0 | 4 |
// | 4.0 | 5 |
// | 3.0 | 6 |
// | 2.0 | 7 |
// | 1.0 | 8 |
// | 0.0 | 9 |
println(meta(colmapDs));
// {:name testds}
//It is also trivial to add a virtual column by instantiating a Buffer object
//One thing to note is that colmapDs itself wasn't changed. Assoc create a new
//dataset that shared the unchanged portions with the original dataset
println(assoc(colmapDs, "c", new tech.v3.datatype.LongReader() {
public long lsize() { return 10; }
public long readLong( long idx) {
return 2*idx;
}
}));
//testds [5 3]:
//| b | a | c |
//|----:|---:|---:|
//| 9.0 | 0 | 0 |
//| 8.0 | 1 | 2 |
//| 7.0 | 2 | 4 |
//| 6.0 | 3 | 6 |
//| 5.0 | 4 | 8 |
// The metadata on columns has quite a bit of useful informatio in it.
println(meta(call(colmapDs, "a")), meta(call(colmapDs, "b")));
// {:name a, :datatype :int64, :n-elems 10} {:name b, :datatype :float64, :n-elems 10}
Buffer rows = rows(colmapDs);
println("First row:", call(rows,0), ", last row:", call(rows,-1));
// First row: {b 9.0, a 0} , last row: {b 0.0, a 9}
Buffer rowvecs = rowvecs(colmapDs);
println("First rowvec:", call(rowvecs,0), ", last rowvec:", call(rowvecs,-1));
// First rowvec: [9.0 0] , last rowvec: [0.0 9]
println("Tensor format:", toTensor(colmapDs));
// Tensor format: #tech.v3.tensor<float64>[10 2]
// [[9.000 0.000]
// [8.000 1.000]
// [7.000 2.000]
// [6.000 3.000]
// [5.000 4.000]
// [4.000 5.000]
// [3.000 6.000]
// [2.000 7.000]
// [1.000 8.000]
// [0.000 9.000]]
println("Neanderthal format:", toNeanderthal(colmapDs));
//Neanderthal format: #RealGEMatrix[double, mxn:10x2, layout:column, offset:0]
// ▥ ↓ ↓ ┓
// → 9.00 0.00
// → 8.00 1.00
// → ⁙ ⁙
// → 1.00 8.00
// → 0.00 9.00
// ┗ ┛
Map stocks = makeDataset("https://github.com/techascent/tech.ml.dataset/raw/master/test/data/stocks.csv");
//Filtering by a column is faster than the generalized row-by-row filter
//and it allows us to make an assumption that if the predicate is a constant
println(head(filterColumn(stocks, "symbol", Pred.eq("MSFT"))));
//https://github.com/techascent/tech.ml.dataset/raw/master/test/data/stocks.csv [5 3]:
//| symbol | date | price |
//|--------|------------|------:|
//| MSFT | 2000-01-01 | 39.81 |
//| MSFT | 2000-02-01 | 36.35 |
//| MSFT | 2000-03-01 | 43.22 |
//| MSFT | 2000-04-01 | 28.37 |
//| MSFT | 2000-05-01 | 25.45 |
//Grouping returns a map of key to dataset. This can serve as a pre-aggregation
//step or as a simple index.
Map bySymbol = groupByColumn(stocks, "symbol");
println(keys(bySymbol));
//(MSFT AMZN IBM GOOG AAPL)
//Construct a new dataset by scanning a sequence of maps. This performs the aggregation
//step after grouping by symbol. There is a higher performance way of doing this
//described later but this method is most likely sufficient for many many use
//cases.
println(makeDataset(map(new IFnDef() {
public Object invoke(Object kv) {
Map.Entry item = (Map.Entry)kv;
return hashmap("symbol", item.getKey(),
"meanPrice", Stats.mean(column(item.getValue(), "price")));
}}, bySymbol)));
// _unnamed [5 2]:
//| symbol | meanPrice |
//|--------|-------------:|
//| MSFT | 24.73674797 |
//| AMZN | 47.98707317 |
//| IBM | 91.26121951 |
//| GOOG | 415.87044118 |
//| AAPL | 64.73048780 |
//Variable rolling window reductions require the target column to be monotonically
//increasing - for each val x(n), x(n+1) is greater or equal. So for financial data
//this usually means ordered by date.
Map goog = sortByColumn(bySymbol.get("GOOG"), "date");
println(head(goog));
//GOOG [5 3]:
//| symbol | date | price |
//|--------|------------|-------:|
//| GOOG | 2004-08-01 | 102.37 |
//| GOOG | 2004-09-01 | 129.60 |
//| GOOG | 2004-10-01 | 190.64 |
//| GOOG | 2004-11-01 | 181.98 |
//| GOOG | 2004-12-01 | 192.79 |
//If we want our column of dates to be in epoch-days which is a lot more friendly to
//machine learning we can easily do so:
Buffer dateBuf = toBuffer(column(goog, "date"));
//There are many ways to do this but here is a low-level way
println(head(assoc(goog, "date",
//all integer types funnel through LongBuffer/LongReader pathways.
new tech.v3.datatype.LongReader() {
//Aside from :int32, kw("epoch-days") is another valid datatype for
//precisely this data.
public Object elemwiseDatatype() { return int32; }
public long lsize() { return dateBuf.lsize(); }
public long readLong(long idx) {
LocalDate ld = (LocalDate)dateBuf.readObject(idx);
//Missing values will be null when using the readObject pathway.
//The stocks dataset has no missing values. We strongly encourage
//you to deal with missing values before getting into your
//pipeline processing pathways.
return ld.toEpochDay();
}
})));
//GOOG [5 3]:
//| symbol | date | price |
//|--------|------:|-------:|
//| GOOG | 12631 | 102.37 |
//| GOOG | 12662 | 129.60 |
//| GOOG | 12692 | 190.64 |
//| GOOG | 12723 | 181.98 |
//| GOOG | 12753 | 192.79 |
Map variableWin = Rolling.rolling(goog,
Rolling.variableWindow("date", 3, kw("months")),
hashmap("price-mean-3m", Rolling.mean("price"),
"price-max-3m", Rolling.max("price"),
"price-min-3m", Rolling.min("price")));
println(head(variableWin, 10));
//GOOG [10 6]:
//| symbol | date | price | price-max-3m | price-mean-3m | price-min-3m |
//|--------|------------|-------:|-------------:|--------------:|-------------:|
//| GOOG | 2004-08-01 | 102.37 | 190.64 | 140.87000000 | 102.37 |
//| GOOG | 2004-09-01 | 129.60 | 190.64 | 167.40666667 | 129.60 |
//| GOOG | 2004-10-01 | 190.64 | 192.79 | 188.47000000 | 181.98 |
//| GOOG | 2004-11-01 | 181.98 | 195.62 | 190.13000000 | 181.98 |
//| GOOG | 2004-12-01 | 192.79 | 195.62 | 192.13333333 | 187.99 |
//| GOOG | 2005-01-01 | 195.62 | 195.62 | 188.04000000 | 180.51 |
//Create a vector from 0->6*PI in 90 increments.
Object radians = VecMath.mul(2.0*Math.PI, VecMath.div(range(33), 32.0));
Map sinds = makeDataset(hashmap("radians", radians, "sin", VecMath.sin(radians)));
Map fixedWin = Rolling.rolling(sinds,
Rolling.fixedWindow(4),
hashmap("sin-roll-mean", Rolling.mean("sin"),
"sin-roll-max", Rolling.max("sin"),
"sin-roll-min", Rolling.min("sin")));
println(head(fixedWin, 8));
//_unnamed [8 5]:
//| sin | radians | sin-roll-max | sin-roll-min | sin-roll-mean |
//|-----------:|-----------:|-------------:|-------------:|--------------:|
//| 0.00000000 | 0.00000000 | 0.19509032 | 0.00000000 | 0.04877258 |
//| 0.19509032 | 0.19634954 | 0.38268343 | 0.00000000 | 0.14444344 |
//| 0.38268343 | 0.39269908 | 0.55557023 | 0.00000000 | 0.28333600 |
//| 0.55557023 | 0.58904862 | 0.70710678 | 0.19509032 | 0.46011269 |
//| 0.70710678 | 0.78539816 | 0.83146961 | 0.38268343 | 0.61920751 |
//| 0.83146961 | 0.98174770 | 0.92387953 | 0.55557023 | 0.75450654 |
//| 0.92387953 | 1.17809725 | 0.98078528 | 0.70710678 | 0.86081030 |
//| 0.98078528 | 1.37444679 | 1.00000000 | 0.83146961 | 0.93403361 |
//Join algorithm is a fast in-memory hash-based join
Map dsa = makeDataset(hashmap("a", vector("a", "b", "b", "a", "c"),
"b", range(5),
"c", range(5)));
println(dsa);
//_unnamed [5 3]:
//| a | b | c |
//|---|--:|--:|
//| a | 0 | 0 |
//| b | 1 | 1 |
//| b | 2 | 2 |
//| a | 3 | 3 |
//| c | 4 | 4 |
Map dsb = makeDataset(hashmap("a", vector("a", "b", "a", "b", "d"),
"b", range(5),
"c", range(6,11)));
println(dsb);
//_unnamed [5 3]:
//| a | b | c |
//|---|--:|---:|
//| a | 0 | 6 |
//| b | 1 | 7 |
//| a | 2 | 8 |
//| b | 3 | 9 |
//| d | 4 | 10 |
//Join on the columns a,b. Default join mode is inner
println(join(dsa, dsb, hashmap(kw("on"), vector("a", "b"))));
//inner-join [2 4]:
//| a | b | c | right.c |
//|---|--:|--:|--------:|
//| a | 0 | 0 | 6 |
//| b | 1 | 1 | 7 |
//Single column join doesn't require column names wrapped in vectors
println(join(dsa, dsb, hashmap(kw("on"), "a")));
//inner-join [8 5]:
//| a | b | c | right.b | right.c |
//|---|--:|--:|--------:|--------:|
//| a | 0 | 0 | 0 | 6 |
//| a | 3 | 3 | 0 | 6 |
//| b | 1 | 1 | 1 | 7 |
//| b | 2 | 2 | 1 | 7 |
//| a | 0 | 0 | 2 | 8 |
//| a | 3 | 3 | 2 | 8 |
//| b | 1 | 1 | 3 | 9 |
//| b | 2 | 2 | 3 | 9 |
//Outer join on same columns
println(join(dsa, dsb, hashmap(kw("on"), vector("a", "b"),
kw("how"), kw("outer"))));
//outer-join [8 4]:
//| a | b | c | right.c |
//|---|--:|--:|--------:|
//| a | 0 | 0 | 6 |
//| b | 1 | 1 | 7 |
//| b | 2 | 2 | |
//| a | 3 | 3 | |
//| c | 4 | 4 | |
//| a | 2 | | 8 |
//| b | 3 | | 9 |
//| d | 4 | | 10 |
//Specific to timeseries-type information, there is a special join operator
//named leftJoinAsof where every column of the left dataset is represented and it is
//matched with the 'nearest' of a column of the right dataset.
Map targetPrices = makeDataset(hashmap("price", new Double[] { 200.0, 300.0, 400.0 }));
println(leftJoinAsof("price", targetPrices, goog, hashmap(kw("asof-op"), kw("<="))));
//asof-<= [3 4]:
//| price | symbol | date | GOOG.price |
//|------:|--------|------------|-----------:|
//| 200.0 | GOOG | 2005-04-01 | 220.00 |
//| 300.0 | GOOG | 2008-12-01 | 307.65 |
//| 400.0 | GOOG | 2008-09-01 | 400.52 |
println(leftJoinAsof("price", targetPrices, goog, hashmap(kw("asof-op"), kw(">"))));
//asof-> [3 4]:
//| price | symbol | date | GOOG.price |
//|------:|--------|------------|-----------:|
//| 200.0 | GOOG | 2005-01-01 | 195.62 |
//| 300.0 | GOOG | 2005-06-01 | 294.15 |
//| 400.0 | GOOG | 2009-04-01 | 395.97 |
//tech.v3.dataset.Modelling moves us more into machine learning pathways
//We can do things like PCA transformations or train/test pathways.
Object categoricalFit = Modelling.fitCategorical(stocks, "symbol");
println(head(Modelling.transformCategorical(stocks, categoricalFit)));
//https://github.com/techascent/tech.ml.dataset/raw/master/test/data/stocks.csv [5 3]:
//| symbol | date | price |
//|-------:|------------|-------:|
//| 1.0 | 2000-01-01 | 25.94 |
//| 4.0 | 2000-01-01 | 100.52 |
//| 3.0 | 2000-01-01 | 39.81 |
//| 2.0 | 2000-01-01 | 64.56 |
//| 1.0 | 2000-02-01 | 28.66 |
//Remember the rolling sinewave dataset from before?
//let's run PCA on the dataset.
//This pathway will use the slightly slow covariance based method that has the distinct
//advantage of producing accurate variances in the eigenvalues member.
Object pcaFit = Modelling.fitPCA(fixedWin, hashmap(kw("n-components"), 2));
println(head(Modelling.transformPCA(fixedWin, pcaFit)));
//_unnamed [5 2]:
//| 0 | 1 |
//|------------:|------------:|
//| -2.68909118 | -1.63147765 |
//| -2.65664577 | -1.31993055 |
//| -2.63001624 | -0.99954776 |
//| -2.65746329 | -0.60134499 |
//| -2.66466548 | -0.23414574 |
//We can save out pipeline data alltogether into a byte array using the Nippy namespace.
byte[] data = Nippy.freeze(hashmap("catFit", categoricalFit, "pcaFit", pcaFit));
println("pipeline data byte length:", data.length);
//pipeline data byte length: 864
//We can serialize *just* datasets to arrow which gives us an interesting possibility.
Arrow.datasetToStream(stocks, "test.arrow", null);
//We can mmap them back. This step will fail if you are on an m-1 mac unless you add
//the memory module. See deps.clj for example command line.
try(AutoCloseable resCtx = stackResourceContext()) {
//This dataset is loaded in-place. This means that aside from string tables
//the columns are just loaded from the mmap pointers.
Map mmapds = Arrow.streamToDataset("test.arrow", hashmap(kw("open-type"), kw("mmap")));
println(head(mmapds));
//test.arrow [5 3]:
//| symbol | date | price |
//|--------|------------|-------:|
//| AAPL | 2000-01-01 | 25.94 |
//| IBM | 2000-01-01 | 100.52 |
//| MSFT | 2000-01-01 | 39.81 |
//| AMZN | 2000-01-01 | 64.56 |
//| AAPL | 2000-02-01 | 28.66 |
//Cloning a dataset serves to both realize any lazy columns
//and copy the dataset into jvm-heap memory thus allowing you to return
//something from the stack resource context.
println(head(tech.v3.DType.clone(mmapds)));
}
catch(Exception e){
println(e);
e.printStackTrace(System.out);
}
//Finally we can load/safe to parquet if that is your thing.
Parquet.datasetToParquet(stocks, "test.parquet", null);
//Specifying a subset of columns to load makes this *much* faster.
//To do this use :column-whitelist - see dataset api docs for `->dataset`.
//NOTE - If you don't disable debug logging then serializing to/from parquet is
//unreasonably slow. See logging section of https://techascent.github.io/tech.ml.dataset/tech.v3.libs.parquet.html.
println(head(Parquet.parquetToDataset("test.parquet", null)));
//_unnamed [5 3]:
//| symbol | date | price |
//|--------|------------|-------:|
//| AAPL | 2000-01-01 | 25.94 |
//| IBM | 2000-01-01 | 100.52 |
//| MSFT | 2000-01-01 | 39.81 |
//| AMZN | 2000-01-01 | 64.56 |
//| AAPL | 2000-02-01 | 28.66 |
//Here is a somewhat advanced example. We have a dataset composed of events where each
//row has a start,end date. We want to tally information based the days per a given month
//that the event happened which means we need to expand the dataset into days then reduce
//it to tally over months. Finally we do another crosswise summation to pull out statistics
//based on row information in the dataset.
int nSims = 100;
int nPlacements = 50;
int nExpansion = 20;
long nRows = 1000000;
LocalDate today = LocalDate.now();
Random rand = new Random();
Object startDates = vec(repeatedly(nRows, new IFnDef() { public Object invoke() { return today.minusDays(400 + rand.nextInt(100)); } }));
//Dataset with 1 million rows
Map srcds = makeDataset(hashmap("simulation", repeatedly(nRows, new IFnDef() { public Object invoke() { return rand.nextInt(nSims); }}),
"placement", repeatedly(nRows, new IFnDef() { public Object invoke() { return rand.nextInt(nPlacements); }}),
"start", startDates,
"end", map(new IFnDef() { public Object invoke(Object sd) { return ((LocalDate)sd).plusDays(rand.nextInt(nExpansion)); }},
startDates)));
println(head(srcds));
//_unnamed [5 4]:
//| placement | start | simulation | end |
//|-----------:|------------|------------:|------------|
//| 14 | 2020-09-28 | 86 | 2020-09-29 |
//| 32 | 2020-12-17 | 20 | 2021-01-03 |
//| 23 | 2020-10-15 | 37 | 2020-10-24 |
//| 49 | 2020-10-07 | 18 | 2020-10-22 |
//| 6 | 2020-12-08 | 48 | 2020-12-08 |
//We are going to be creating a lot of these.
IFn mapFact = mapFactory(vector("year-month", "count"));
//We want to produce map of yearmonth to day counts.
BiFunction<YearMonth,Long,Long> incrementor = new BiFunction<YearMonth,Long,Long>() {
public Long apply(YearMonth k, Long v) {
if (v != null) {
return ((long)v) + 1;
} else {
return 1L;
}
}
};
//Tally the days between start/end, record in map of yearMonth to day tally
//Returns a list of maps of "year-month", "count".
IFn tallyDays = new IFnDef() {
public Object invoke(Object row) {
Map rowMap = (Map) row;
LocalDate sd = (LocalDate)rowMap.get("start");
LocalDate ed = (LocalDate)rowMap.get("end");
long ndays = sd.until(ed, java.time.temporal.ChronoUnit.DAYS);
HashMap<YearMonth,Long> tally = new HashMap<YearMonth,Long>();
for (long idx = 0; idx < ndays; ++idx) {
LocalDate cur = sd.plusDays(idx);
YearMonth rm = YearMonth.from(cur);
tally.compute(rm, incrementor);
}
ArrayList<Map> retval = new ArrayList<Map>(tally.size());
tally.forEach(new BiConsumer<YearMonth,Long>() {
public void accept(YearMonth k, Long v) {
retval.add((Map)mapFact.invoke(k, v));
}
});
return retval;
}
};
println(vec(tallyDays.invoke(hashmap("start", LocalDate.parse("2020-12-17"),
"end", LocalDate.parse("2021-01-03")))));
//[{year-month #object[java.time.YearMonth 0x5eafef3a 2020-12], count 15} {year-month #object[java.time.YearMonth 0x3bcfebf6 2021-01], count 2}]
//Next we expand our original dataset to be year-month tallies in addition to
//to start/end dates.
println(rowMapcat(head(srcds), tallyDays, null));
//_unnamed [7 6]:
//| placement | start | simulation | end | count | year-month |
//|----------:|------------|-----------:|------------|------:|------------|
//| 11 | 2020-10-29 | 41 | 2020-11-02 | 1 | 2020-11 |
//| 11 | 2020-10-29 | 41 | 2020-11-02 | 3 | 2020-10 |
//| 13 | 2020-10-11 | 5 | 2020-10-19 | 8 | 2020-10 |
//| 16 | 2020-12-08 | 10 | 2020-12-11 | 3 | 2020-12 |
//| 1 | 2020-10-15 | 52 | 2020-10-19 | 4 | 2020-10 |
//Begin parallelized expansion
Iterable dsSeq = (Iterable)rowMapcat(srcds, tallyDays, hashmap(kw("result-type"), kw("as-seq")));
//The first aggregation is to summarize by placement and simulation the year-month tallies.
//We are essentially replacing count with a summarized count. After this statement
//we can guarantee that the dataset has unique tuples of [simulation, placement, year-month]
Map initAgg = Reductions.groupByColumnsAgg(dsSeq, vector("simulation", "placement", "year-month"),
hashmap("count", Reductions.sum("count")),
null);
println(head(initAgg));
//["simulation" "placement" "year-month"]-aggregation [5 4]:
//| simulation | placement | year-month | count |
//|-----------:|----------:|------------|------:|
//| 0 | 0 | 2020-12 | 622.0 |
//| 0 | 1 | 2020-12 | 591.0 |
//| 0 | 2 | 2020-12 | 500.0 |
//| 0 | 3 | 2020-12 | 549.0 |
//| 0 | 4 | 2020-12 | 595.0 |
// The second aggregation allows us to build of statistics over each placement/year-month
// pair thus finding out the distribution of a given placement, year-month across simluations
Map result = Reductions.groupByColumnsAgg(vector(initAgg), vector("placement", "year-month"),
hashmap("min-count", Reductions.probQuantile("count", 0.0),
"low-95-count", Reductions.probQuantile("count", 0.05),
"q1-count", Reductions.probQuantile("count", 0.25),
"median-count", Reductions.probQuantile("count", 0.5),
"q3-count", Reductions.probQuantile("count", 0.75),
"high-95-count", Reductions.probQuantile("count", 0.95),
"max-count", Reductions.probQuantile("count", 1.0),
"count", Reductions.sum("count")),
null);
//Take a million row dataset, expand it, then perform two grouping aggregations.
println(head(result));
//["placement" "year-month"]-aggregation [5 10]:
//| q3-count | median-count | min-count | high-95-count | placement | max-count | count | low-95-count | q1-count | year-month |
//|---------:|-------------:|----------:|--------------:|----------:|----------:|--------:|-------------:|---------:|------------|
//| 646.0 | 593.0 | 366.0 | 716.0 | 36 | 809.0 | 58920.0 | 475.0 | 536.0 | 2020-12 |
//| 621.0 | 560.0 | 376.0 | 739.0 | 36 | 782.0 | 57107.0 | 459.0 | 512.0 | 2020-10 |
//| 168.0 | 139.0 | 25.0 | 211.0 | 0 | 246.0 | 13875.0 | 76.0 | 112.0 | 2021-01 |
//| 658.0 | 607.0 | 384.0 | 745.0 | 0 | 825.0 | 60848.0 | 486.0 | 561.0 | 2020-12 |
//| 628.0 | 581.0 | 422.0 | 693.0 | 0 | 802.0 | 58148.0 | 468.0 | 539.0 | 2020-11 |
//Let's do a quick file size comparison of the original simulation dataset.
//We have four columns, placement simulation startdate enddate. We know, however,
//that placement and simulation will fit into byte data as they are integers 0-49 and 0-99,
//respectively. So let's start there.
Map simds = (Map)assoc(srcds,
//These are checked casts.
"simulation", makeContainer(kw("uint8"), srcds.get("simulation")),
"placement", makeContainer(kw("uint8"), srcds.get("placement")));
writeDataset(simds, "simulation.csv.gz");
writeDataset(simds, "simulation.nippy");
Arrow.datasetToStream(simds, "simulation.arrow", null);
Arrow.datasetToStream(simds, "simulation-compressed.arrow", hashmap(kw("compression"),
hashmap(kw("compression-type"), kw("zstd"),
kw("level"), 8)));
Parquet.datasetToParquet(simds, "simulation.parquet", null);
IFn fileLen = new IFnDef() {
public Object invoke(Object fname) {
return new java.io.File(str(fname)).length();
}
};
println(makeDataset(vector(hashmap("file-type", "gzipped csv",
"length", fileLen.invoke("simulation.csv.gz")),
hashmap("file-type", "nippy",
"length", fileLen.invoke("simulation.nippy")),
hashmap("file-type", "arrow file",
"length", fileLen.invoke("simulation.arrow")),
hashmap("file-type", "arrow file compressed",
"length", fileLen.invoke("simulation-compressed.arrow")),
hashmap("file-type", "parquet",
"length", fileLen.invoke("simulation.parquet")))));
// _unnamed [5 2]:
//| file-type | length |
//|-----------------------|---------:|
//| gzipped csv | 5903963 |
//| nippy | 5688556 |
//| arrow file | 10501378 |
//| arrow file compressed | 3869554 |
//| parquet | 3396383 |
// If we load clojure.core.async - which neanderthal does - or we use
// clojure.core/pmap then we have to shutdown agents else we get a 1 minute hang
// on shutdown.
shutdownAgents();
}
}