wip: Original edivisive feature flag

Untested

Author: pkolaczk

hunter/analysis.py

@@ -8,7 +8,8 @@
 from signal_processing_algorithms.e_divisive.base import SignificanceTester
 from signal_processing_algorithms.e_divisive.calculators import cext_calculator
 from signal_processing_algorithms.e_divisive.change_points import EDivisiveChangePoint
-
+from signal_processing_algorithms.e_divisive.significance_test import \
+    QHatPermutationsSignificanceTester
 
 @dataclass
 class ComparativeStats:
@@ -222,6 +223,16 @@ def split(series: np.array, window_len: int = 30, max_pvalue: float = 0.001) ->
     return [tester.change_point(i, series, window_endpoints) for i in indexes]
 
 
+def compute_change_points_orig(series: np.array, max_pvalue: float = 0.001) -> List[ChangePoint]:
+    calculator = cext_calculator
+    tester = QHatPermutationsSignificanceTester(calculator, pvalue=max_pvalue, permutations=100)
+    algo = EDivisive(seed=None, calculator=calculator, significance_tester=tester)
+    pts = algo.get_change_points(series)
+    indexes = [p.index for p in pts]
+    window_endpoints = [0] + indexes + [len(series)]
+    return [tester.change_point(i, series, window_endpoints) for i in indexes]
+
+
 def compute_change_points(
     series: np.array, window_len: int = 50, max_pvalue: float = 0.001, min_magnitude: float = 0.05
 ) -> List[ChangePoint]:

hunter/main.py

@@ -441,6 +441,14 @@ def setup_analysis_options_parser(parser: argparse.ArgumentParser):
         "as noise so it is best to keep it short enough to include not more "
         "than a few change points (optimally at most 1)",
     )
+    parser.add_argument(
+        "--orig-edivisive",
+        type=bool,
+        default=False,
+        dest="orig_edivisive",
+        help="use the original edivisive algorithm with no windowing "
+             "and weak change points analysis improvements",
+    )
 
 
 def analysis_options_from_args(args: argparse.Namespace) -> AnalysisOptions:
@@ -451,6 +459,8 @@ def analysis_options_from_args(args: argparse.Namespace) -> AnalysisOptions:
         conf.min_magnitude = args.magnitude
     if args.window is not None:
         conf.window_len = args.window
+    if args.orig_edivisive is not None:
+        conf.orig_edivisive = args.orig_edivisive
     return conf
 
 

hunter/series.py

@@ -8,7 +8,7 @@
     fill_missing,
     compute_change_points,
     ComparativeStats,
-    TTestSignificanceTester,
+    TTestSignificanceTester, compute_change_points_orig,
 )
 
 import numpy as np
@@ -19,11 +19,13 @@ class AnalysisOptions:
     window_len: int
     max_pvalue: float
     min_magnitude: float
+    orig_edivisive: bool
 
     def __init__(self):
         self.window_len = 50
         self.max_pvalue = 0.001
         self.min_magnitude = 0.0
+        self.orig_edivisive = False
 
 
 @dataclass
@@ -151,12 +153,18 @@ def __compute_change_points(
         for metric in series.data.keys():
             values = series.data[metric].copy()
             fill_missing(values)
-            change_points = compute_change_points(
-                values,
-                window_len=options.window_len,
-                max_pvalue=options.max_pvalue,
-                min_magnitude=options.min_magnitude,
-            )
+            if options.orig_edivisive:
+                change_points = compute_change_points_orig(
+                    values,
+                    max_pvalue=options.max_pvalue,
+                )
+            else:
+                change_points = compute_change_points(
+                    values,
+                    window_len=options.window_len,
+                    max_pvalue=options.max_pvalue,
+                    min_magnitude=options.min_magnitude,
+                )
             result[metric] = []
             for c in change_points:
                 result[metric].append(