Index
frequenz.sdk.timeseries ¤
Handling of timeseries streams.
A timeseries is a stream (normally an async iterator) of
Sample
s.
Periodicity and alignment¤
All the data produced by this package is always periodic and aligned to the
UNIX_EPOCH
(by default).
Classes normally take a (re)sampling period as and argument and, optionally, an
align_to
argument.
This means timestamps are always separated exactly by a period, and that this
timestamp falls always at multiples of the period, starting at the align_to
.
This ensures that the data is predictable and consistent among restarts.
Example
If we have a period of 10 seconds, and are aligning to the UNIX
epoch. Assuming the following timeline starts in 1970-01-01 00:00:00
UTC and our current now
is 1970-01-01 00:00:32 UTC, then the next
timestamp will be at 1970-01-01 00:00:40 UTC:
Attributes¤
frequenz.sdk.timeseries.UNIX_EPOCH
module-attribute
¤
UNIX_EPOCH = fromtimestamp(0.0, tz=utc)
The UNIX epoch (in UTC).
Classes¤
frequenz.sdk.timeseries.Bounds
dataclass
¤
Bases: Generic[_T]
Lower and upper bound values.
Source code in frequenz/sdk/timeseries/_base_types.py
Attributes¤
Functions¤
__contains__ ¤
__contains__(item: _T) -> bool
Check if the value is within the range of the container.
PARAMETER | DESCRIPTION |
---|---|
item
|
The value to check.
TYPE:
|
RETURNS | DESCRIPTION |
---|---|
bool
|
True if value is within the range, otherwise False.
TYPE:
|
Source code in frequenz/sdk/timeseries/_base_types.py
frequenz.sdk.timeseries.Fuse
dataclass
¤
frequenz.sdk.timeseries.MovingWindow ¤
Bases: BackgroundService
A data window that moves with the latest datapoints of a data stream.
After initialization the MovingWindow
can be accessed by an integer
index or a timestamp. A sub window can be accessed by using a slice of
integers or timestamps.
Note that a numpy ndarray is returned and thus users can use numpys operations directly on a window.
The window uses a ring buffer for storage and the first element is aligned to
a fixed defined point in time. Since the moving nature of the window, the
date of the first and the last element are constantly changing and therefore
the point in time that defines the alignment can be outside of the time window.
Modulo arithmetic is used to move the align_to
timestamp into the latest
window.
If for example the align_to
parameter is set to
datetime(1, 1, 1, tzinfo=timezone.utc)
and the window size is bigger than
one day then the first element will always be aligned to midnight.
Resampling might be required to reduce the number of samples to store, and it can be set by specifying the resampler config parameter so that the user can control the granularity of the samples to be stored in the underlying buffer.
If resampling is not required, the resampler config parameter can be set to None in which case the MovingWindow will not perform any resampling.
Example: Calculate the mean of a time interval
```python
from datetime import datetime, timedelta, timezone
async def send_mock_data(sender: Sender[Sample]) -> None:
while True:
await sender.send(Sample(datetime.now(tz=timezone.utc), 10.0))
await asyncio.sleep(1.0)
async def run() -> None:
resampled_data_channel = Broadcast[Sample](name="sample-data")
resampled_data_receiver = resampled_data_channel.new_receiver()
resampled_data_sender = resampled_data_channel.new_sender()
send_task = asyncio.create_task(send_mock_data(resampled_data_sender))
async with MovingWindow(
size=timedelta(seconds=5),
resampled_data_recv=resampled_data_receiver,
input_sampling_period=timedelta(seconds=1),
) as window:
time_start = datetime.now(tz=timezone.utc)
time_end = time_start + timedelta(seconds=5)
# ... wait for 5 seconds until the buffer is filled
await asyncio.sleep(5)
# return an numpy array from the window
array = window[time_start:time_end]
# and use it to for example calculate the mean
mean = array.mean()
asyncio.run(run())
```
Example: Create a polars data frame from a MovingWindow
```python
from datetime import datetime, timedelta, timezone
async def send_mock_data(sender: Sender[Sample]) -> None:
while True:
await sender.send(Sample(datetime.now(tz=timezone.utc), 10.0))
await asyncio.sleep(1.0)
async def run() -> None:
resampled_data_channel = Broadcast[Sample](name="sample-data")
resampled_data_receiver = resampled_data_channel.new_receiver()
resampled_data_sender = resampled_data_channel.new_sender()
send_task = asyncio.create_task(send_mock_data(resampled_data_sender))
# create a window that stores two days of data
# starting at 1.1.23 with samplerate=1
async with MovingWindow(
size=timedelta(days=2),
resampled_data_recv=resampled_data_receiver,
input_sampling_period=timedelta(seconds=1),
) as window:
# wait for one full day until the buffer is filled
await asyncio.sleep(60*60*24)
time_start = datetime(2023, 1, 1, tzinfo=timezone.utc)
time_end = datetime(2023, 1, 2, tzinfo=timezone.utc)
# You can now create a polars series with one full day of data by
# passing the window slice, like:
# series = pl.Series("Jan_1", window[time_start:time_end])
asyncio.run(run())
```
Source code in frequenz/sdk/timeseries/_moving_window.py
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|
Attributes¤
capacity
property
¤
capacity: int
Return the capacity of the MovingWindow.
Capacity is the maximum number of samples that can be stored in the MovingWindow.
RETURNS | DESCRIPTION |
---|---|
int
|
The capacity of the MovingWindow. |
is_running
property
¤
is_running: bool
Return whether this background service is running.
A service is considered running when at least one task is running.
RETURNS | DESCRIPTION |
---|---|
bool
|
Whether this background service is running. |
name
property
¤
name: str
The name of this background service.
RETURNS | DESCRIPTION |
---|---|
str
|
The name of this background service. |
newest_timestamp
property
¤
newest_timestamp: datetime | None
Return the newest timestamp of the MovingWindow.
RETURNS | DESCRIPTION |
---|---|
datetime | None
|
The newest timestamp of the MovingWindow or None if the buffer is empty. |
oldest_timestamp
property
¤
oldest_timestamp: datetime | None
Return the oldest timestamp of the MovingWindow.
RETURNS | DESCRIPTION |
---|---|
datetime | None
|
The oldest timestamp of the MovingWindow or None if the buffer is empty. |
sampling_period
property
¤
sampling_period: timedelta
Return the sampling period of the MovingWindow.
RETURNS | DESCRIPTION |
---|---|
timedelta
|
The sampling period of the MovingWindow. |
tasks
property
¤
Return the set of running tasks spawned by this background service.
Users typically should not modify the tasks in the returned set and only use them for informational purposes.
Danger
Changing the returned tasks may lead to unexpected behavior, don't do it unless the class explicitly documents it is safe to do so.
RETURNS | DESCRIPTION |
---|---|
Set[Task[Any]]
|
The set of running tasks spawned by this background service. |
Functions¤
__aenter__
async
¤
__aenter__() -> Self
Enter an async context.
Start this background service.
RETURNS | DESCRIPTION |
---|---|
Self
|
This background service. |
__aexit__
async
¤
__aexit__(
exc_type: type[BaseException] | None,
exc_val: BaseException | None,
exc_tb: TracebackType | None,
) -> None
Exit an async context.
Stop this background service.
PARAMETER | DESCRIPTION |
---|---|
exc_type
|
The type of the exception raised, if any.
TYPE:
|
exc_val
|
The exception raised, if any.
TYPE:
|
exc_tb
|
The traceback of the exception raised, if any.
TYPE:
|
Source code in frequenz/sdk/actor/_background_service.py
__await__ ¤
__await__() -> Generator[None, None, None]
Await this background service.
An awaited background service will wait for all its tasks to finish.
RETURNS | DESCRIPTION |
---|---|
None
|
An implementation-specific generator for the awaitable. |
Source code in frequenz/sdk/actor/_background_service.py
__del__ ¤
Destroy this instance.
Cancel all running tasks spawned by this background service.
__getitem__ ¤
__getitem__(key: SupportsIndex) -> float
__getitem__(
key: SupportsIndex | datetime | slice,
) -> float | ArrayLike
Return a sub window of the MovingWindow
.
The MovingWindow
is accessed either by timestamp or by index
or by a slice of timestamps or integers.
- If the key is an integer, the float value of that key at the given position is returned.
- If the key is a timestamp, the float value of that key that corresponds to the timestamp is returned.
- If the key is a slice of timestamps or integers, an ndarray is returned, where the bounds correspond to the slice bounds. Note that a half open interval, which is open at the end, is returned.
Note
Slicing with a step other than 1 is not supported.
PARAMETER | DESCRIPTION |
---|---|
key
|
Either an integer or a timestamp or a slice of timestamps or integers.
TYPE:
|
RAISES | DESCRIPTION |
---|---|
IndexError
|
when requesting an out of range timestamp or index |
ValueError
|
when requesting a slice with a step other than 1 |
RETURNS | DESCRIPTION |
---|---|
float | ArrayLike
|
A float if the key is a number or a timestamp. |
float | ArrayLike
|
an numpy array if the key is a slice. |
Source code in frequenz/sdk/timeseries/_moving_window.py
__init__ ¤
__init__(
*,
size: timedelta,
resampled_data_recv: Receiver[Sample[Quantity]],
input_sampling_period: timedelta,
resampler_config: ResamplerConfig | None = None,
align_to: datetime = UNIX_EPOCH,
name: str | None = None
) -> None
Initialize the MovingWindow.
This method creates the underlying ring buffer and starts a new task that updates the ring buffer with new incoming samples. The task stops running only if the channel receiver is closed.
PARAMETER | DESCRIPTION |
---|---|
size
|
The time span of the moving window over which samples will be stored.
TYPE:
|
resampled_data_recv
|
A receiver that delivers samples with a given sampling period. |
input_sampling_period
|
The time interval between consecutive input samples.
TYPE:
|
resampler_config
|
The resampler configuration in case resampling is required.
TYPE:
|
align_to
|
A timestamp that defines a point in time to which the window is aligned to modulo window size. For further information, consult the class level documentation.
TYPE:
|
name
|
The name of this moving window. If
TYPE:
|
Source code in frequenz/sdk/timeseries/_moving_window.py
__repr__ ¤
__repr__() -> str
Return a string representation of this instance.
RETURNS | DESCRIPTION |
---|---|
str
|
A string representation of this instance. |
__str__ ¤
__str__() -> str
Return a string representation of this instance.
RETURNS | DESCRIPTION |
---|---|
str
|
A string representation of this instance. |
at ¤
Return the sample at the given index or timestamp.
In contrast to the window
method,
which expects a slice as argument, this method expects a single index as argument
and returns a single value.
PARAMETER | DESCRIPTION |
---|---|
key
|
The index or timestamp of the sample to return. |
RETURNS | DESCRIPTION |
---|---|
float
|
The sample at the given index or timestamp. |
RAISES | DESCRIPTION |
---|---|
IndexError
|
If the buffer is empty or the index is out of bounds. |
Source code in frequenz/sdk/timeseries/_moving_window.py
cancel ¤
cancel(msg: str | None = None) -> None
Cancel all running tasks spawned by this background service.
PARAMETER | DESCRIPTION |
---|---|
msg
|
The message to be passed to the tasks being cancelled.
TYPE:
|
Source code in frequenz/sdk/actor/_background_service.py
count_covered ¤
count_covered() -> int
Count the number of samples that are covered by the oldest and newest valid samples.
RETURNS | DESCRIPTION |
---|---|
int
|
The count of samples between the oldest and newest (inclusive) valid samples or 0 if there are is no time range covered. |
Source code in frequenz/sdk/timeseries/_moving_window.py
count_valid ¤
count_valid() -> int
Count the number of valid samples in this MovingWindow
.
RETURNS | DESCRIPTION |
---|---|
int
|
The number of valid samples in this |
start ¤
Start the MovingWindow.
This method starts the MovingWindow tasks.
Source code in frequenz/sdk/timeseries/_moving_window.py
stop
async
¤
stop(msg: str | None = None) -> None
Stop this background service.
This method cancels all running tasks spawned by this service and waits for them to finish.
PARAMETER | DESCRIPTION |
---|---|
msg
|
The message to be passed to the tasks being cancelled.
TYPE:
|
RAISES | DESCRIPTION |
---|---|
BaseExceptionGroup
|
If any of the tasks spawned by this service raised an exception. |
Source code in frequenz/sdk/actor/_background_service.py
wait
async
¤
Wait this background service to finish.
Wait until all background service tasks are finished.
RAISES | DESCRIPTION |
---|---|
BaseExceptionGroup
|
If any of the tasks spawned by this service raised an
exception ( |
Source code in frequenz/sdk/actor/_background_service.py
window ¤
window(
start: datetime | int | None,
end: datetime | int | None,
*,
force_copy: bool = True,
fill_value: float | None = nan
) -> ArrayLike
Return an array containing the samples in the given time interval.
In contrast to the at
method,
which expects a single index as argument, this method expects a slice as argument
and returns an array.
PARAMETER | DESCRIPTION |
---|---|
start
|
The start timestamp of the time interval. If |
end
|
The end timestamp of the time interval. If |
force_copy
|
If
TYPE:
|
fill_value
|
If not None, will use this value to fill missing values. If missing values should be set, force_copy must be True. Defaults to NaN to avoid returning outdated data unexpectedly. |
RETURNS | DESCRIPTION |
---|---|
ArrayLike
|
An array containing the samples in the given time interval. |
Source code in frequenz/sdk/timeseries/_moving_window.py
frequenz.sdk.timeseries.PeriodicFeatureExtractor ¤
A feature extractor for historical timeseries data.
This class is creating a profile from periodically occurring windows in a buffer of historical data.
The profile is created out of all windows that are fully contained in the underlying buffer with the same start and end time modulo a fixed period.
Consider for example a timeseries $T$ of historical data and sub-series $S_i$ of $T$ all having the same size $l$ and the same fixed distance $p$ called period, where period of two sub-windows is defined as the distance of two points at the same position within the sub-windows.
This class calculates a statistical profile $S$ over all $S_i$, i.e. the value of $S$ at position $i$ is calculated by performing a certain calculation, e.g. an average, over all values of $S_i$ at position $i$.
Note
The oldest window or the window that is currently overwritten in the
MovingWindow
is not considered in the profile.
Note
When constructing a PeriodicFeatureExtractor
object the
MovingWindow
size has to be a integer multiple of the period.
Example
from frequenz.sdk import microgrid
from datetime import datetime, timedelta, timezone
async with MovingWindow(
size=timedelta(days=35),
resampled_data_recv=microgrid.grid().power.new_receiver(),
input_sampling_period=timedelta(seconds=1),
) as moving_window:
feature_extractor = PeriodicFeatureExtractor(
moving_window=moving_window,
period=timedelta(days=7),
)
now = datetime.now(timezone.utc)
# create a daily weighted average for the next 24h
avg_24h = feature_extractor.avg(
now,
now + timedelta(hours=24),
weights=[0.1, 0.2, 0.3, 0.4]
)
# create a daily average for Thursday March 23 2023
th_avg_24h = feature_extractor.avg(datetime(2023, 3, 23), datetime(2023, 3, 24))
Source code in frequenz/sdk/timeseries/_periodic_feature_extractor.py
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|
Functions¤
__init__ ¤
__init__(
moving_window: MovingWindow, period: timedelta
) -> None
Initialize a PeriodicFeatureExtractor object.
PARAMETER | DESCRIPTION |
---|---|
moving_window
|
The MovingWindow that is used for the average calculation.
TYPE:
|
period
|
The distance between two succeeding intervals.
TYPE:
|
RAISES | DESCRIPTION |
---|---|
ValueError
|
If the MovingWindow size is not a integer multiple of the period. |
Source code in frequenz/sdk/timeseries/_periodic_feature_extractor.py
avg ¤
Create the average window out of the window defined by start
and end
.
This method calculates the average of a window by averaging over all
windows fully inside the MovingWindow having the period
self.period
.
PARAMETER | DESCRIPTION |
---|---|
start
|
The start of the window to average over.
TYPE:
|
end
|
The end of the window to average over.
TYPE:
|
weights
|
The weights to use for the average calculation (oldest first). |
RETURNS | DESCRIPTION |
---|---|
NDArray[float_]
|
The averaged timeseries window. |
Source code in frequenz/sdk/timeseries/_periodic_feature_extractor.py
frequenz.sdk.timeseries.ReceiverFetcher ¤
Bases: Generic[T_co]
, Protocol
An interface that just exposes a new_receiver
method.
Source code in frequenz/sdk/_internal/_channels.py
frequenz.sdk.timeseries.ResamplerConfig
dataclass
¤
Resampler configuration.
Source code in frequenz/sdk/timeseries/_resampling.py
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|
Attributes¤
align_to
class-attribute
instance-attribute
¤
align_to: datetime | None = UNIX_EPOCH
The time to align the resampling period to.
The resampling period will be aligned to this time, so the first resampled
sample will be at the first multiple of resampling_period
starting from
align_to
. It must be an aware datetime and can be in the future too.
If align_to
is None
, the resampling period will be aligned to the
time the resampler is created.
initial_buffer_len
class-attribute
instance-attribute
¤
initial_buffer_len: int = DEFAULT_BUFFER_LEN_INIT
The initial length of the resampling buffer.
The buffer could grow or shrink depending on the source properties, like sampling rate, to make sure all the requested past sampling periods can be stored.
It must be at least 1 and at most max_buffer_len
.
max_buffer_len
class-attribute
instance-attribute
¤
max_buffer_len: int = DEFAULT_BUFFER_LEN_MAX
The maximum length of the resampling buffer.
Buffers won't be allowed to grow beyond this point even if it would be needed to keep all the requested past sampling periods. An error will be emitted in the logs if the buffer length needs to be truncated to this value.
It must be at bigger than warn_buffer_len
.
max_data_age_in_periods
class-attribute
instance-attribute
¤
max_data_age_in_periods: float = 3.0
The maximum age a sample can have to be considered relevant for resampling.
Expressed in number of periods, where period is the resampling_period
if we are downsampling (resampling period bigger than the input period) or
the input sampling period if we are upsampling (input period bigger than
the resampling period).
It must be bigger than 1.0.
Example
If resampling_period
is 3 seconds, the input sampling period is
1 and max_data_age_in_periods
is 2, then data older than 3*2
= 6 seconds will be discarded when creating a new sample and never
passed to the resampling function.
If resampling_period
is 3 seconds, the input sampling period is
5 and max_data_age_in_periods
is 2, then data older than 5*2
= 10 seconds will be discarded when creating a new sample and never
passed to the resampling function.
resampling_function
class-attribute
instance-attribute
¤
The resampling function.
This function will be applied to the sequence of relevant samples at a given time. The result of the function is what is sent as the resampled value.
resampling_period
instance-attribute
¤
resampling_period: timedelta
The resampling period.
This is the time it passes between resampled data should be calculated.
It must be a positive time span.
warn_buffer_len
class-attribute
instance-attribute
¤
warn_buffer_len: int = DEFAULT_BUFFER_LEN_WARN
The minimum length of the resampling buffer that will emit a warning.
If a buffer grows bigger than this value, it will emit a warning in the logs, so buffers don't grow too big inadvertently.
It must be at least 1 and at most max_buffer_len
.
Functions¤
__post_init__ ¤
Check that config values are valid.
RAISES | DESCRIPTION |
---|---|
ValueError
|
If any value is out of range. |
Source code in frequenz/sdk/timeseries/_resampling.py
frequenz.sdk.timeseries.Sample
dataclass
¤
Bases: Generic[QuantityT]
A measurement taken at a particular point in time.
The value
could be None
if a component is malfunctioning or data is
lacking for another reason, but a sample still needs to be sent to have a
coherent view on a group of component metrics for a particular timestamp.
Source code in frequenz/sdk/timeseries/_base_types.py
frequenz.sdk.timeseries.Sample3Phase
dataclass
¤
Bases: Generic[QuantityT]
A 3-phase measurement made at a particular point in time.
Each of the value
fields could be None
if a component is malfunctioning
or data is lacking for another reason, but a sample still needs to be sent
to have a coherent view on a group of component metrics for a particular
timestamp.
Source code in frequenz/sdk/timeseries/_base_types.py
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|
Attributes¤
Functions¤
__iter__ ¤
__iter__() -> Iterator[QuantityT | None]
Return an iterator that yields values from each of the phases.
YIELDS | DESCRIPTION |
---|---|
QuantityT | None
|
Per-phase measurements one-by-one. |
Source code in frequenz/sdk/timeseries/_base_types.py
map ¤
Apply the given function on each of the phase values and return the result.
If a phase value is None
, replace it with default
instead.
PARAMETER | DESCRIPTION |
---|---|
function
|
The function to apply on each of the phase values.
TYPE:
|
default
|
The value to apply if a phase value is
TYPE:
|
RETURNS | DESCRIPTION |
---|---|
Self
|
A new instance, with the given function applied on values for each of the phases. |
Source code in frequenz/sdk/timeseries/_base_types.py
max ¤
Return the max value among all phases, or default if they are all None
.
PARAMETER | DESCRIPTION |
---|---|
default
|
value to return if all phases are
TYPE:
|
RETURNS | DESCRIPTION |
---|---|
QuantityT | None
|
Max value among all phases, if available, default value otherwise. |
Source code in frequenz/sdk/timeseries/_base_types.py
min ¤
Return the min value among all phases, or default if they are all None
.
PARAMETER | DESCRIPTION |
---|---|
default
|
value to return if all phases are
TYPE:
|
RETURNS | DESCRIPTION |
---|---|
QuantityT | None
|
Min value among all phases, if available, default value otherwise. |