fix quantile detector when low/high threshold are the same (unit8co#1553

) * fix quantile detector when low/high threshold are the same * add test * Update darts/ad/detectors/threshold_detector.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * change syntax * pre commit * pre commit --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> Co-authored-by: Julien Herzen <julien@unit8.co>
alexcolpitts96 · May 31, 2023 · efd1616 · efd1616
1 parent 107fdc4
commit efd1616
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Showing 3 changed files with 13 additions and 6 deletions.
diff --git a/darts/ad/detectors/quantile_detector.py b/darts/ad/detectors/quantile_detector.py
@@ -108,12 +108,13 @@ def _prep_quantile(q):
         raise_if_not(
             all(
                 [
-                    l < h
+                    l <= h
                     for (l, h) in zip(self.low_quantile, self.high_quantile)
                     if ((l is not None) and (h is not None))
                 ]
             ),
-            "all values in `low_quantile` must be lower than their corresponding value in `high_quantile`.",
+            "all values in `low_quantile` must be lower than or equal"
+            + "to their corresponding value in `high_quantile`.",
         )
 
     def _fit_core(self, list_series: Sequence[TimeSeries]) -> None:

diff --git a/darts/ad/detectors/threshold_detector.py b/darts/ad/detectors/threshold_detector.py
@@ -91,12 +91,13 @@ def _prep_thresholds(q):
         raise_if_not(
             all(
                 [
-                    l < h
+                    l <= h
                     for (l, h) in zip(self.low_threshold, self.high_threshold)
                     if ((l is not None) and (h is not None))
                 ]
             ),
-            "all values in `low_threshold` must be lower than their corresponding value in `high_threshold`.",
+            "all values in `low_threshold` must be lower than or equal"
+            + "to their corresponding value in `high_threshold`.",
         )
 
     def _detect_core(self, series: TimeSeries) -> TimeSeries:

diff --git a/darts/tests/ad/test_detectors.py b/darts/tests/ad/test_detectors.py
@@ -199,7 +199,7 @@ def test_QuantileDetector(self):
         with self.assertRaises(ValueError):
             QuantileDetector(low_quantile=[-0.2, 0.3])
 
-        # Parameter high must be higher than parameter low
+        # Parameter high must be higher or equal than parameter low
         with self.assertRaises(ValueError):
             QuantileDetector(low_quantile=0.7, high_quantile=0.2)
         with self.assertRaises(ValueError):
@@ -217,6 +217,11 @@ def test_QuantileDetector(self):
         with self.assertRaises(ValueError):
             QuantileDetector(low_quantile=[None], high_quantile=[None, None, None])
 
+        # check that low_threshold and high_threshold are the same and no errors are raised
+        detector = QuantileDetector(low_quantile=0.5, high_quantile=0.5)
+        detector.fit(self.train)
+        self.assertEqual(detector.low_threshold, detector.high_threshold)
+
         # widths of series used for fitting must match the number of values given for high or/and low,
         # if high and low have a length higher than 1
 
@@ -541,7 +546,7 @@ def test_ThresholdDetector(self):
         with self.assertRaises(ValueError):
             ThresholdDetector(low_threshold=[0.2, 0.1, 0.7], high_threshold=[0.95, 0.8])
 
-        # Parameter high must be higher than parameter low
+        # Parameter high must be higher or equal than parameter low
         with self.assertRaises(ValueError):
             ThresholdDetector(low_threshold=0.7, high_threshold=0.2)
         with self.assertRaises(ValueError):