Source code for custom_algorithms.m66

# @added 20210717 - Feature #4180: custom_algorithm - m66
#                   Feature #4164: luminosity - cloudbursts
#                   Task #4096: POC cloudbursts
# REQUIRED Skyline imports.  All custom algorithms MUST have the following two
# imports.  These are required for exception handling and to record algorithm
# errors regardless of debug_logging setting for the custom_algorithm
import traceback
from timeit import default_timer as timer
from os.path import dirname as os_path_dirname
from os.path import exists as os_path_exists

from custom_algorithms import record_algorithm_error

import logging

# Import ALL modules that the custom algorithm requires.  Remember that if a
# requirement is not one that is provided by the Skyline requirements.txt you
# must ensure it is installed in the Skyline virtualenv
from collections import Counter
import numpy as np
import pandas as pd

from skyline_functions import mkdir_p
from settings import FULL_DURATION

# The name of the fucntion MUST be the same as the name declared in
# settings.CUSTOM_ALGORITHMS.
# It MUST have 3 parameters:
# current_skyline_app, timeseries, algorithm_parameters
# See https://earthgecko-skyline.readthedocs.io/en/latest/algorithms/custom-algorithms.html
# for a full explanation about each.
# ALWAYS WRAP YOUR ALGORITHM IN try and except


[docs]def m66(current_skyline_app, parent_pid, timeseries, algorithm_parameters): """ A time series data points are anomalous if the 6th median is 6 standard deviations (six-sigma) from the time series 6th median standard deviation and persists for x_windows, where `x_windows = int(window / 2)`. This algorithm finds SIGNIFICANT cahngepoints in a time series, similar to PELT and Bayesian Online Changepoint Detection, however it is more robust to instaneous outliers and more conditionally selective of changepoints. :param current_skyline_app: the Skyline app executing the algorithm. This will be passed to the algorithm by Skyline. This is **required** for error handling and logging. You do not have to worry about handling the argument in the scope of the custom algorithm itself, but the algorithm must accept it as the first agrument. :param parent_pid: the parent pid which is executing the algorithm, this is **required** for error handling and logging. You do not have to worry about handling this argument in the scope of algorithm, but the algorithm must accept it as the second argument. :param timeseries: the time series as a list e.g. ``[[1578916800.0, 29.0], [1578920400.0, 55.0], ... [1580353200.0, 55.0]]`` :param algorithm_parameters: a dictionary of any required parameters for the custom_algorithm and algorithm itself for example: ``algorithm_parameters={ 'nth_median': 6, 'sigma': 6, 'window': 5, 'return_anomalies' = True, }`` :type current_skyline_app: str :type parent_pid: int :type timeseries: list :type algorithm_parameters: dict :return: True, False or Non :rtype: boolean Example CUSTOM_ALGORITHMS configuration: 'm66': { 'namespaces': [ 'skyline.analyzer.run_time', 'skyline.analyzer.total_metrics', 'skyline.analyzer.exceptions' ], 'algorithm_source': '/opt/skyline/github/skyline/skyline/custom_algorithms/m66.py', 'algorithm_parameters': { 'nth_median': 6, 'sigma': 6, 'window': 5, 'resolution': 60, 'minimum_sparsity': 0, 'determine_duration': False, 'return_anomalies': True, 'save_plots_to': False, 'save_plots_to_absolute_dir': False, 'filename_prefix': False, 'return_results': False, 'anomaly_window': 1, }, 'max_execution_time': 1.0 'consensus': 1, 'algorithms_allowed_in_consensus': ['m66'], 'run_3sigma_algorithms': False, 'run_before_3sigma': False, 'run_only_if_consensus': False, 'use_with': ['crucible', 'luminosity'], 'debug_logging': False, }, The context that you wish to use the algorithm in determines whether you should set return_anomalies to True or return_results to True or and anomalies_dict is returned. The original implementation of this algorithm returned a list of anomalies if the return_anomalies was set to True, however for the inclusion as an algorithm that can be used in Vortex, it needed to be extended to be able to return a results dict. """ # You MUST define the algorithm_name algorithm_name = 'm66' # Define the default state of None and None, anomalous does not default to # False as that is not correct, False is only correct if the algorithm # determines the data point is not anomalous. The same is true for the # anomalyScore. anomalous = None anomalyScore = None return_anomalies = False anomalies = [] anomalies_dict = {} anomalies_dict['algorithm'] = algorithm_name # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run anomalyScore_list = [] m66_scores = [] results_anomalies = {} results = { 'anomalous': anomalous, 'anomalies': results_anomalies, 'anomalyScore_list': anomalyScore_list, 'scores': m66_scores, } realtime_analysis = False current_logger = None dev_null = None # If you wanted to log, you can but this should only be done during # testing and development def get_log(current_skyline_app): current_skyline_app_logger = current_skyline_app + 'Log' current_logger = logging.getLogger(current_skyline_app_logger) return current_logger start = timer() # Use the algorithm_parameters to determine the sample_period debug_logging = None try: debug_logging = algorithm_parameters['debug_logging'] except: debug_logging = False if debug_logging: try: current_logger = get_log(current_skyline_app) current_logger.debug('debug :: %s :: debug_logging enabled with algorithm_parameters - %s' % ( algorithm_name, str(algorithm_parameters))) except Exception as e: # This except pattern MUST be used in ALL custom algortihms to # facilitate the traceback from any errors. The algorithm we want to # run super fast and without spamming the log with lots of errors. # But we do not want the function returning and not reporting # anything to the log, so the pythonic except is used to "sample" any # algorithm errors to a tmp file and report once per run rather than # spewing tons of errors into the log e.g. analyzer.log dev_null = e record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) # Return None and None as the algorithm could not determine True or False del dev_null if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) # Allow the m66 parameters to be passed in the algorithm_parameters window = 6 try: window = algorithm_parameters['window'] except KeyError: window = 6 except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e nth_median = 6 try: nth_median = algorithm_parameters['nth_median'] except KeyError: nth_median = 6 except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e n_sigma = 6 try: n_sigma = algorithm_parameters['sigma'] except KeyError: n_sigma = 6 except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e resolution = 0 try: resolution = algorithm_parameters['resolution'] except KeyError: resolution = 0 except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e determine_duration = False try: determine_duration = algorithm_parameters['determine_duration'] except KeyError: determine_duration = False except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e minimum_sparsity = 0 try: minimum_sparsity = algorithm_parameters['minimum_sparsity'] except KeyError: minimum_sparsity = 0 except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e shift_to_start_of_window = True try: shift_to_start_of_window = algorithm_parameters['shift_to_start_of_window'] except KeyError: shift_to_start_of_window = True except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e save_plots_to = False try: save_plots_to = algorithm_parameters['save_plots_to'] except KeyError: save_plots_to = False except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e save_plots_to_absolute_dir = False try: save_plots_to_absolute_dir = algorithm_parameters['save_plots_to_absolute_dir'] except KeyError: save_plots_to_absolute_dir = False except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e filename_prefix = False try: filename_prefix = algorithm_parameters['filename_prefix'] except KeyError: filename_prefix = False except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e if debug_logging: current_logger.debug('debug :: algorithm_parameters :: %s' % ( str(algorithm_parameters))) return_anomalies = False try: return_anomalies = algorithm_parameters['return_anomalies'] except KeyError: return_anomalies = False except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e try: realtime_analysis = algorithm_parameters['realtime_analysis'] except KeyError: realtime_analysis = False except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e save_plots_to = False try: save_plots_to = algorithm_parameters['save_plots_to'] except KeyError: save_plots_to = False except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e save_plots_to_absolute_dir = False try: save_plots_to_absolute_dir = algorithm_parameters['save_plots_to_absolute_dir'] except KeyError: save_plots_to = False except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e filename_prefix = False try: filename_prefix = algorithm_parameters['filename_prefix'] except KeyError: filename_prefix = False except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run return_results = False try: return_results = algorithm_parameters['return_results'] except KeyError: return_results = False except Exception as e: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) dev_null = e anomaly_window = 1 try: anomaly_window = int(algorithm_parameters['anomaly_window']) except: anomaly_window = 1 try: base_name = algorithm_parameters['base_name'] except Exception as e: # This except pattern MUST be used in ALL custom algortihms to # facilitate the traceback from any errors. The algorithm we want to # run super fast and without spamming the log with lots of errors. # But we do not want the function returning and not reporting # anything to the log, so the pythonic except is used to "sample" any # algorithm errors to a tmp file and report once per run rather than # spewing tons of errors into the log e.g. analyzer.log record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) # Return None and None as the algorithm could not determine True or False dev_null = e del dev_null # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (False, None, anomalies) return (False, None) if debug_logging: current_logger.debug('debug :: %s :: base_name - %s' % ( algorithm_name, str(base_name))) anomalies_dict['metric'] = base_name anomalies_dict['anomalies'] = {} use_bottleneck = True if save_plots_to: use_bottleneck = False if use_bottleneck: import bottleneck as bn # ALWAYS WRAP YOUR ALGORITHM IN try and the BELOW except try: start_preprocessing = timer() # INFO: Sorting time series of 10079 data points took 0.002215 seconds timeseries = sorted(timeseries, key=lambda x: x[0]) if debug_logging: current_logger.debug('debug :: %s :: time series of length - %s' % ( algorithm_name, str(len(timeseries)))) # Testing the data to ensure it meets minimum requirements, in the case # of Skyline's use of the m66 algorithm this means that: # - the time series must have at least 75% of its full_duration do_not_use_sparse_data = False if current_skyline_app == 'luminosity': do_not_use_sparse_data = True if minimum_sparsity == 0: do_not_use_sparse_data = False total_period = 0 total_datapoints = 0 calculate_variables = False if do_not_use_sparse_data: calculate_variables = True if determine_duration: calculate_variables = True if calculate_variables: try: start_timestamp = int(timeseries[0][0]) end_timestamp = int(timeseries[-1][0]) total_period = end_timestamp - start_timestamp total_datapoints = len(timeseries) except SystemExit as e: if debug_logging: current_logger.debug('debug_logging :: %s :: SystemExit called, exiting - %s' % ( algorithm_name, e)) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) except: traceback_msg = traceback.format_exc() record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback_msg) if debug_logging: current_logger.error(traceback_msg) current_logger.error('error :: debug_logging :: %s :: failed to determine total_period and total_datapoints' % ( algorithm_name)) timeseries = [] if not timeseries: # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) if current_skyline_app == 'analyzer': # Default for analyzer at required period to 18 hours period_required = int(FULL_DURATION * 0.75) else: # Determine from timeseries if total_period < FULL_DURATION: period_required = int(FULL_DURATION * 0.75) else: period_required = int(total_period * 0.75) if determine_duration: period_required = int(total_period * 0.75) if do_not_use_sparse_data: # If the time series does not have 75% of its full_duration it does # not have sufficient data to sample try: if total_period < period_required: if debug_logging: current_logger.debug('debug :: %s :: time series does not have sufficient data' % ( algorithm_name)) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) except SystemExit as e: if debug_logging: current_logger.debug('debug_logging :: %s :: SystemExit called, exiting - %s' % ( algorithm_name, e)) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) except: traceback_msg = traceback.format_exc() record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback_msg) if debug_logging: current_logger.error(traceback_msg) current_logger.error('error :: debug_logging :: %s :: falied to determine if time series has sufficient data' % ( algorithm_name)) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) # If the time series does not have 75% of its full_duration # datapoints it does not have sufficient data to sample # Determine resolution from the last 30 data points # INFO took 0.002060 seconds if not resolution: resolution_timestamps = [] metric_resolution = False for metric_datapoint in timeseries[-30:]: timestamp = int(metric_datapoint[0]) resolution_timestamps.append(timestamp) timestamp_resolutions = [] if resolution_timestamps: last_timestamp = None for timestamp in resolution_timestamps: if last_timestamp: resolution = timestamp - last_timestamp timestamp_resolutions.append(resolution) last_timestamp = timestamp else: last_timestamp = timestamp try: del resolution_timestamps except: pass if timestamp_resolutions: try: timestamp_resolutions_count = Counter(timestamp_resolutions) ordered_timestamp_resolutions_count = timestamp_resolutions_count.most_common() metric_resolution = int(ordered_timestamp_resolutions_count[0][0]) except SystemExit as e: if debug_logging: current_logger.debug('debug_logging :: %s :: SystemExit called, exiting - %s' % ( algorithm_name, e)) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) except: traceback_msg = traceback.format_exc() record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback_msg) if debug_logging: current_logger.error(traceback_msg) current_logger.error('error :: debug_logging :: %s :: failed to determine if time series has sufficient data' % ( algorithm_name)) try: del timestamp_resolutions except: pass else: metric_resolution = resolution minimum_datapoints = None if metric_resolution: minimum_datapoints = int(period_required / metric_resolution) if minimum_datapoints: if total_datapoints < minimum_datapoints: if debug_logging: current_logger.debug('debug :: %s :: time series does not have sufficient data, minimum_datapoints required is %s and time series has %s' % ( algorithm_name, str(minimum_datapoints), str(total_datapoints))) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) # Is the time series fully populated? # full_duration_datapoints = int(full_duration / metric_resolution) total_period_datapoints = int(total_period / metric_resolution) # minimum_percentage_sparsity = 95 minimum_percentage_sparsity = 90 sparsity = int(total_datapoints / (total_period_datapoints / 100)) if sparsity < minimum_percentage_sparsity: if debug_logging: current_logger.debug('debug :: %s :: time series does not have sufficient data, minimum_percentage_sparsity required is %s and time series has %s' % ( algorithm_name, str(minimum_percentage_sparsity), str(sparsity))) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) if len(set(item[1] for item in timeseries)) == 1: if debug_logging: current_logger.debug('debug :: %s :: time series does not have sufficient variability, all the values are the same' % algorithm_name) anomalous = False anomalyScore = 0.0 # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) end_preprocessing = timer() preprocessing_runtime = end_preprocessing - start_preprocessing if debug_logging: current_logger.debug('debug :: %s :: preprocessing took %.6f seconds' % ( algorithm_name, preprocessing_runtime)) if not timeseries: if debug_logging: current_logger.debug('debug :: %s :: m66 not run as no data' % ( algorithm_name)) anomalies = [] # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) if debug_logging: current_logger.debug('debug :: %s :: timeseries length: %s' % ( algorithm_name, str(len(timeseries)))) anomalies_dict['timestamp'] = int(timeseries[-1][0]) anomalies_dict['from_timestamp'] = int(timeseries[0][0]) start_analysis = timer() try: # bottleneck is used because it is much faster # pd dataframe method (1445 data point - 24hrs): took 0.077915 seconds # bottleneck method (1445 data point - 24hrs): took 0.005692 seconds # numpy and pandas rolling # 2021-07-30 12:37:31 :: 2827897 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 136.93 seconds # 2021-07-30 12:44:53 :: 2855884 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 148.82 seconds # 2021-07-30 12:48:41 :: 2870822 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 145.62 seconds # 2021-07-30 12:55:00 :: 2893634 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 139.00 seconds # 2021-07-30 12:59:31 :: 2910443 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 144.80 seconds # 2021-07-30 13:02:31 :: 2922928 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 143.35 seconds # 2021-07-30 14:12:56 :: 3132457 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 129.25 seconds # 2021-07-30 14:22:35 :: 3164370 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 125.72 seconds # 2021-07-30 14:28:24 :: 3179687 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 222.43 seconds # 2021-07-30 14:33:45 :: 3179687 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 244.00 seconds # 2021-07-30 14:36:27 :: 3214047 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 141.10 seconds # numpy and bottleneck # 2021-07-30 16:41:52 :: 3585162 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 73.92 seconds # 2021-07-30 16:46:46 :: 3585162 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 68.84 seconds # 2021-07-30 16:51:48 :: 3585162 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 70.55 seconds # numpy and bottleneck (passing resolution and not calculating in m66) # 2021-07-30 16:57:46 :: 3643253 :: cloudbursts :: find_cloudbursts completed on 1530 metrics in 65.59 seconds if use_bottleneck: if len(timeseries) < 10: # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) x_np = np.asarray([x[1] for x in timeseries]) # Fast Min-Max scaling data = (x_np - x_np.min()) / (x_np.max() - x_np.min()) # m66 - calculate to nth_median median_count = 0 while median_count < nth_median: median_count += 1 rolling_median_s = bn.move_median(data, window=window) median = rolling_median_s.tolist() data = median if median_count == nth_median: break # m66 - calculate the moving standard deviation for the # nth_median array rolling_std_s = bn.move_std(data, window=window) std_nth_median_array = np.nan_to_num(rolling_std_s, copy=False, nan=0.0, posinf=None, neginf=None) std_nth_median = std_nth_median_array.tolist() if debug_logging: current_logger.debug('debug :: %s :: std_nth_median calculated with bn' % ( algorithm_name)) else: df = pd.DataFrame(timeseries, columns=['date', 'value']) df['date'] = pd.to_datetime(df['date'], unit='s') datetime_index = pd.DatetimeIndex(df['date'].values) df = df.set_index(datetime_index) df.drop('date', axis=1, inplace=True) original_df = df.copy() # MinMax scale df = (df - df.min()) / (df.max() - df.min()) # window = 6 data = df['value'].tolist() if len(data) < 10: # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) # m66 - calculate to nth_median median_count = 0 while median_count < nth_median: median_count += 1 s = pd.Series(data) rolling_median_s = s.rolling(window).median() median = rolling_median_s.tolist() data = median if median_count == nth_median: break # m66 - calculate the moving standard deviation for the # nth_median array s = pd.Series(data) rolling_std_s = s.rolling(window).std() nth_median_column = 'std_nth_median_%s' % str(nth_median) df[nth_median_column] = rolling_std_s.tolist() std_nth_median = df[nth_median_column].fillna(0).tolist() # m66 - calculate the standard deviation for the entire nth_median # array metric_stddev = np.std(std_nth_median) std_nth_median_n_sigma = [] anomalies_found = False for value in std_nth_median: # m66 - if the value in the 6th median array is > six-sigma of # the metric_stddev the datapoint is anomalous if value > (metric_stddev * n_sigma): std_nth_median_n_sigma.append(1) anomalies_found = True else: std_nth_median_n_sigma.append(0) std_nth_median_n_sigma_column = 'std_median_%s_%s_sigma' % (str(nth_median), str(n_sigma)) if not use_bottleneck: df[std_nth_median_n_sigma_column] = std_nth_median_n_sigma anomalies = [] # m66 - only label anomalous if the n_sigma triggers are persisted # for (window / 2) if anomalies_found: current_triggers = [] for index, item in enumerate(timeseries): if std_nth_median_n_sigma[index] == 1: current_triggers.append(index) else: if len(current_triggers) > int(window / 2): for trigger_index in current_triggers: # Shift the anomaly back to the beginning of the # window if shift_to_start_of_window: anomalies.append(timeseries[(trigger_index - (window * int((nth_median / 2))))]) else: anomalies.append(timeseries[trigger_index]) current_triggers = [] # Process any remaining current_triggers if len(current_triggers) > int(window / 2): for trigger_index in current_triggers: # Shift the anomaly back to the beginning of the # window if shift_to_start_of_window: anomalies.append(timeseries[(trigger_index - (window * int((nth_median / 2))))]) else: anomalies.append(timeseries[trigger_index]) if not anomalies: anomalous = False if anomalies: anomalous = True anomalies_data = [] anomaly_timestamps = [int(item[0]) for item in anomalies] for index, item in enumerate(timeseries): score = 0 if int(item[0]) in anomaly_timestamps: anomalies_data.append(1) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run results_anomalies[int(item[0])] = {'value': item[1], 'index': index, 'score': 1} else: anomalies_data.append(0) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run anomalyScore_list = list(anomalies_data) m66_scores = list(anomalies_data) if not use_bottleneck: df['anomalies'] = anomalies_data anomalies_list = [] for ts, value in timeseries: if int(ts) in anomaly_timestamps: anomalies_list.append([int(ts), value]) anomalies_dict['anomalies'][int(ts)] = value # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: anomaly_sum = sum(anomalyScore_list[-anomaly_window:]) if anomaly_sum > 0: anomalous = True else: anomalous = False results = { 'anomalous': anomalous, 'anomalies': results_anomalies, 'anomalyScore_list': anomalyScore_list, 'scores': m66_scores, } if anomalies and save_plots_to: try: from adtk.visualization import plot metric_dir = base_name.replace('.', '/') timestamp_dir = str(int(timeseries[-1][0])) save_path = '%s/%s/%s/%s' % ( save_plots_to, algorithm_name, metric_dir, timestamp_dir) if save_plots_to_absolute_dir: save_path = '%s' % save_plots_to anomalies_dict['file_path'] = save_path save_to_file = '%s/%s.%s.png' % ( save_path, algorithm_name, base_name) if filename_prefix: save_to_file = '%s/%s.%s.%s.png' % ( save_path, filename_prefix, algorithm_name, base_name) save_to_path = os_path_dirname(save_to_file) title = '%s\n%s - median %s %s-sigma persisted (window=%s)' % ( base_name, algorithm_name, str(nth_median), str(n_sigma), str(window)) if not os_path_exists(save_to_path): try: mkdir_p(save_to_path) except Exception as e: current_logger.error('error :: %s :: failed to create dir - %s - %s' % ( algorithm_name, save_to_path, e)) if os_path_exists(save_to_path): try: plot(original_df['value'], anomaly=df['anomalies'], anomaly_color='red', title=title, save_to_file=save_to_file) if debug_logging: current_logger.debug('debug :: %s :: plot saved to - %s' % ( algorithm_name, save_to_file)) anomalies_dict['image'] = save_to_file except Exception as e: current_logger.error('error :: %s :: failed to plot - %s - %s' % ( algorithm_name, base_name, e)) anomalies_file = '%s/%s.%s.anomalies_list.txt' % ( save_path, algorithm_name, base_name) with open(anomalies_file, 'w') as fh: fh.write(str(anomalies_list)) # os.chmod(anomalies_file, mode=0o644) data_file = '%s/data.txt' % (save_path) with open(data_file, 'w') as fh: fh.write(str(anomalies_dict)) except SystemExit as e: if debug_logging: current_logger.debug('debug_logging :: %s :: SystemExit called during save plot, exiting - %s' % ( algorithm_name, e)) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) except Exception as e: traceback_msg = traceback.format_exc() record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback_msg) if debug_logging: current_logger.error(traceback_msg) current_logger.error('error :: %s :: failed to plot or save anomalies file - %s - %s' % ( algorithm_name, base_name, e)) try: del df except: pass except SystemExit as e: if debug_logging: current_logger.debug('debug_logging :: %s :: SystemExit called, during analysis, exiting - %s' % ( algorithm_name, e)) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) except: traceback_msg = traceback.format_exc() record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback_msg) if debug_logging: current_logger.error(traceback_msg) current_logger.error('error :: debug_logging :: %s :: failed to run on ts' % ( algorithm_name)) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) end_analysis = timer() analysis_runtime = end_analysis - start_analysis if debug_logging: current_logger.debug('debug :: analysis with %s took %.6f seconds' % ( algorithm_name, analysis_runtime)) if anomalous: anomalyScore = 1.0 else: anomalyScore = 0.0 if debug_logging: current_logger.info('%s :: anomalous - %s, anomalyScore - %s' % ( algorithm_name, str(anomalous), str(anomalyScore))) if debug_logging: end = timer() processing_runtime = end - start current_logger.info('%s :: completed in %.6f seconds' % ( algorithm_name, processing_runtime)) try: del timeseries except: pass # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) except SystemExit as e: if debug_logging: current_logger.debug('debug_logging :: %s :: SystemExit called (before StopIteration), exiting - %s' % ( algorithm_name, e)) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore) except StopIteration: # This except pattern MUST be used in ALL custom algortihms to # facilitate the traceback from any errors. The algorithm we want to # run super fast and without spamming the log with lots of errors. # But we do not want the function returning and not reporting # anything to the log, so the pythonic except is used to "sample" any # algorithm errors to a tmp file and report once per run rather than # spewing tons of errors into the log e.g. analyzer.log # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (False, None, anomalies) return (False, None) except: record_algorithm_error(current_skyline_app, parent_pid, algorithm_name, traceback.format_exc()) # Return None and None as the algorithm could not determine True or False # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (False, None, anomalies) return (False, None) # @added 20230612 - Feature #4946: vortex - m66 # Changed the m66 algorithm to return a results dict # like other custom algorithms that vortex can run if return_results: return (anomalous, anomalyScore, results) if current_skyline_app == 'webapp': return (anomalous, anomalyScore, anomalies, anomalies_dict) if return_anomalies: return (anomalous, anomalyScore, anomalies) return (anomalous, anomalyScore)