src/delta_barth/analysis/forecast.py aktualisiert

src/delta_barth/analysis/forecast.py

@@ -1,5 +1,6 @@
 from __future__ import annotations
 
+import copy
 import datetime
 import math
 from collections.abc import Mapping, Set
@@ -7,10 +8,15 @@ from dataclasses import asdict
 from datetime import datetime as Datetime
 from typing import TYPE_CHECKING, Final, TypeAlias, cast
 
+import dopt_basics.datetime
 import numpy as np
 import pandas as pd
 import scipy.stats
 import sqlalchemy as sql
+
+# --- new: for calculating timedelta
+from dateutil.relativedelta import relativedelta
+from dopt_basics.datetime import TimeUnitsTimedelta
 from sklearn.metrics import mean_absolute_error, r2_score
 from sklearn.model_selection import KFold, RandomizedSearchCV
 from xgboost import XGBRegressor
@@ -183,16 +189,14 @@ def _process_sales(
     PipeResult
         _description_
     """
-    # cust_data: CustomerDataSalesForecast = CustomerDataSalesForecast()
-
     # filter data
     data = pipe.data
     assert data is not None, "processing not existing pipe result"
 
     DATE_FEAT: Final[str] = "buchungs_datum"
     SALES_FEAT: Final[str] = "betrag"
-    df_firma = data[(data["betrag"] > 0)]
-    df_cust = df_firma.copy()
+    df_filter = data[(data["betrag"] > 0)]
+    df_cust = df_filter.copy()
     df_cust = df_cust.sort_values(by=DATE_FEAT).reset_index()
     len_ds = len(df_cust)
 
@@ -206,7 +210,18 @@ def _process_sales(
     df_cust["jahr"] = df_cust[DATE_FEAT].dt.year
     df_cust["monat"] = df_cust[DATE_FEAT].dt.month
 
-    monthly_sum = df_cust.groupby(["jahr", "monat"])[SALES_FEAT].sum().reset_index()
+    current_year = datetime.now().year
+    current_month = datetime.now().month
+    years = range(df_cust["jahr"].min(), current_year + 1)
+
+    old_monthly_sum = df_cust.groupby(["jahr", "monat"])[SALES_FEAT].sum().reset_index()
+
+    all_month_year_combinations = pd.DataFrame(
+        [(year, month) for year in years for month in range(1, 13) if (year < current_year or (year == current_year and month <= current_month))], columns=["jahr", "monat"]
+    )
+
+    monthly_sum = pd.merge(all_month_year_combinations, old_monthly_sum, on=["jahr", "monat"], how="left")
+    monthly_sum[SALES_FEAT] = monthly_sum[SALES_FEAT].fillna(0)
     monthly_sum[DATE_FEAT] = (
         monthly_sum["monat"].astype(str) + "." + monthly_sum["jahr"].astype(str)
     )
@@ -215,13 +230,17 @@ def _process_sales(
 
     features = ["jahr", "monat"]
     target = SALES_FEAT
-    current_year = datetime.datetime.now().year
-    first_year = cast(int, df_cust["jahr"].min())
+
+    last_date = pd.to_datetime(datetime.datetime.now().strftime("%m.%Y"), format="%m.%Y")
+    future_dates = pd.date_range(
+        start=last_date + pd.DateOffset(months=1), periods=6, freq="MS"
+    )
+    forecast = pd.DataFrame({"datum": future_dates}).set_index("datum")
 
     # Randomized Search
     kfold = KFold(n_splits=5, shuffle=True)
     params: ParamSearchXGBRegressor = {
-        "n_estimators": scipy.stats.poisson(mu=1000),
+        "n_estimators": scipy.stats.poisson(mu=100),
         "learning_rate": [0.03, 0.04, 0.05],
         "max_depth": range(2, 9),
         "min_child_weight": range(1, 5),
@@ -231,26 +250,68 @@ def _process_sales(
         "early_stopping_rounds": [20, 50],
     }
 
+    best_estimator = None
     best_params: BestParametersXGBRegressor | None = None
     best_score_mae: float | None = float("inf")
     best_score_r2: float | None = None
     best_start_year: int | None = None
     too_few_month_points: bool = True
-    forecast: pd.DataFrame | None = None
+    
+    stride = dopt_basics.datetime.timedelta_from_val(365, TimeUnitsTimedelta.DAYS)
+    dates = cast(pd.DatetimeIndex, monthly_sum.index)
+    min_date = dates.min()
+
+    # baseline: 3 years - 36 months
+    starting_date = datetime.datetime.now() - relativedelta(months=36)
+
+    def get_index_date(
+        dates: pd.DatetimeIndex,
+        starting_date: datetime.datetime | pd.Timestamp,
+    ) -> tuple[pd.Timestamp, bool]:
+        target, succ = next(
+            ((date, True) for date in dates if date >= starting_date), (dates[-1], False)
+        )
+        return target, succ
+
+    first_date, succ = get_index_date(dates, starting_date)
+    if not succ:
+        # !! return early
+        ...
+
+    date_span = first_date - min_date
+    steps = date_span.days // stride.days
+
+    for step in range(steps + 1):
+        print("step: ", step)
+        target_date = first_date - step * stride
+        print("target date: ", target_date)
+        split_date = dates[-6]
+
+        index_date, succ = get_index_date(dates, target_date)
+
+        if not succ:
+            break
+
+        if index_date >= split_date:
+            print("Skip because of date difference")
+            continue
 
-    for start_year in range(current_year - 4, first_year - 1, -1):
         train = cast(
             pd.DataFrame,
-            monthly_sum[monthly_sum.index.year >= start_year].iloc[:-5].copy(),  # type: ignore
+            monthly_sum.loc[index_date:split_date].copy(),  # type: ignore
         )
+        print(train)
+        print("Length train: ", len(train))
         test = cast(
             pd.DataFrame,
-            monthly_sum[monthly_sum.index.year >= start_year].iloc[-5:].copy(),  # type: ignore
+            monthly_sum.loc[split_date:].copy(),  # type: ignore
         )
         X_train, X_test = train[features], test[features]
         y_train, y_test = train[target], test[target]
 
-        if len(train) >= (base_num_data_points_months + 10 * (current_year - 4 - start_year)):
+        # test set size fixed at 6 --> first iteration: baseline - 6 entries
+        # for each new year 10 new data points (i.e., sales strictly positive) needed
+        if len(train[train[SALES_FEAT] > 0]) >= 30 + 10 * step:
             too_few_month_points = False
 
             rand = RandomizedSearchCV(
@@ -273,13 +334,22 @@ def _process_sales(
                     best_params = cast(BestParametersXGBRegressor, rand.best_params_)
                     best_score_mae = error
                     best_score_r2 = cast(float, r2_score(y_test, y_pred))
-                    best_start_year = start_year
-                    print("executed")
-                    forecast = test.copy()
-                    forecast.loc[:, "vorhersage"] = y_pred
+                    # --- new: use target_date for best_start_year
+                    best_start_year = target_date.year
+                    # --- new: store best_estimator
+                    best_estimator = copy.copy(rand.best_estimator_)
+
+    # ?? --- new: use best_estimator to calculate future values and store them in forecast
+    if best_estimator is not None:
+        X_future = pd.DataFrame(
+            {"jahr": future_dates.year, "monat": future_dates.month}, index=future_dates
+        )
+        y_future = best_estimator.predict(X_future)  # type: ignore
+        forecast["vorhersage"] = y_future
+        forecast["jahr"] = forecast.index.year  # type: ignore
+        forecast["monat"] = forecast.index.month  # type: ignore
+        forecast = forecast.reset_index(drop=True)
 
-    if forecast is not None:
-        forecast = forecast.drop(SALES_FEAT, axis=1).reset_index(drop=True)
     best_score_mae = best_score_mae if not math.isinf(best_score_mae) else None
 
     if too_few_month_points:
@@ -295,7 +365,9 @@ def _process_sales(
         pipe.stats(stats)
         return pipe
 
-    assert forecast is not None, "forecast is None, but was attempted to be returned"
+    assert "vorhersage" in forecast.columns, (
+        "forecast does not contain prognosis values, but was attempted to be returned"
+    )
     status = STATUS_HANDLER.SUCCESS
     pipe.success(forecast, status)
     stats = SalesForecastStatistics(

src/delta_barth/constants.py

@@ -17,7 +17,7 @@ DUMMY_DATA_PATH: Final[Path] = dummy_data_pth
 # ** logging
 ENABLE_LOGGING: Final[bool] = True
 LOGGING_TO_FILE: Final[bool] = True
-LOGGING_TO_STDERR: Final[bool] = True
+LOGGING_TO_STDERR: Final[bool] = False
 LOG_FILENAME: Final[str] = "dopt-delbar.log"
 
 # ** databases
@@ -40,7 +40,7 @@ class KnownDelBarApiErrorCodes(enum.Enum):
 
 
 # ** API
-API_CON_TIMEOUT: Final[float] = 5.0  # secs to response
+API_CON_TIMEOUT: Final[float] = 10.0  # secs to response
 # ** API response parsing
 # ** column mapping [API-Response --> Target-Features]
 COL_MAP_SALES_PROGNOSIS: Final[DualDict[str, str]] = DualDict(