Merge f0eefb5 into 720a746

mypy.ini

@@ -0,0 +1,68 @@
+# mypy.ini
+[mypy]
+disallow_untyped_defs = True
+disallow_untyped_calls = True
+
+[mypy-pytest]
+ignore_missing_imports = True
+
+[mypy-scipy.stats]
+ignore_missing_imports = True
+
+[mypy-sklearn.decomposition]
+ignore_missing_imports = True
+
+[mypy-setuptools]
+ignore_missing_imports = True
+
+[mypy-sklearn.cluster]
+ignore_missing_imports = True
+
+[mypy-sklearn.neighbors]
+ignore_missing_imports = True
+
+[mypy-sklearn.ensemble]
+ignore_missing_imports = True
+
+[mypy-sklearn.svm]
+ignore_missing_imports = True
+
+[mypy-sklearn.linear_model]
+ignore_missing_imports = True
+
+[mypy-numpy]
+ignore_missing_imports = True
+
+[mypy-pandas]
+ignore_missing_imports = True
+
+[mypy-sphinx_rtd_theme]
+ignore_missing_imports = True
+
+[mypy-matplotlib]
+ignore_missing_imports = True
+
+[mypy-matplotlib.pyplot]
+ignore_missing_imports = True
+
+[mypy-matplotlib.collections]
+ignore_missing_imports = True
+
+[mypy-matplotlib.lines]
+ignore_missing_imports = True
+
+[mypy-matplotlib.patches]
+ignore_missing_imports = True
+
+[mypy-statsmodels.tsa.seasonal]
+ignore_missing_imports = True
+
+[mypy-statsmodels.tsa.stattools]
+ignore_missing_imports = True
+
+[mypy-pandas.plotting]
+ignore_missing_imports = True
+
+[mypy-statsmodels]
+ignore_missing_imports = True
+

src/adtk/_aggregator_base.py

@@ -1,15 +1,22 @@
+from typing import Union, List, Dict, Tuple
 import pandas as pd
+from ._base import _NonTrainableModel
 
-from ._base import _Model
 
-
-class _Aggregator(_Model):
-    _need_fit = False
-
-    def _fit(self, lists):
-        pass
-
-    def _predict(self, lists):
+class _Aggregator(_NonTrainableModel):
+    def _predict(
+        self,
+        lists: Union[
+            pd.DataFrame,
+            Dict[str, Union[pd.Series, pd.DataFrame]],
+            Dict[
+                str,
+                List[Union[Tuple[pd.Timestamp, pd.Timestamp], pd.Timestamp]],
+            ],
+        ],
+    ) -> Union[
+        pd.Series, List[Union[Tuple[pd.Timestamp, pd.Timestamp], pd.Timestamp]]
+    ]:
         if isinstance(lists, dict):
             if not (
                 all([isinstance(lst, list) for lst in lists.values()])
@@ -33,7 +40,19 @@ def _predict(self, lists):
             )
         return self._predict_core(lists)
 
-    def aggregate(self, lists):
+    def aggregate(
+        self,
+        lists: Union[
+            pd.DataFrame,
+            Dict[str, Union[pd.Series, pd.DataFrame]],
+            Dict[
+                str,
+                List[Union[Tuple[pd.Timestamp, pd.Timestamp], pd.Timestamp]],
+            ],
+        ],
+    ) -> Union[
+        pd.Series, List[Union[Tuple[pd.Timestamp, pd.Timestamp], pd.Timestamp]]
+    ]:
         """Aggregate multiple lists of anomalies into one.
 
         Parameters
@@ -46,28 +65,36 @@ def aggregate(self, lists):
             - If a dict of Series/DataFrame, every value of the dict is a
               binary Series/DataFrame representing a list / a set of lists of
               anomalies;
-            - If a dict of list, every value of the dict is a list of pandas
-              Timestamps representing anomalous time points.
+            - If a dict of list, every value of the dict is a list of events
+              where each event is represented as a pandas Timestamp if it is
+              a singular time point or a 2-tuple of pandas Timestamps if it is
+              a time interval.
 
         Returns
         -------
-        list of pandas TimeStamps, or a binary pandas Series
+        list or a binary pandas Series
             Aggregated list of anomalies.
 
             - If input is a pandas DataFrame or a dict of Series/DataFrame,
               return a binary Series;
-            - If input is a dict of list, return a list.
+            - If input is a dict of list, return a list of events.
 
         """
         return self._predict(lists)
 
-    def predict(self, lists, *args, **kwargs):
-        """
-        Alias of `aggregate`.
-        """
-        return self.aggregate(lists)
-
-    def fit_predict(self, lists, *args, **kwargs):
+    def predict(
+        self,
+        lists: Union[
+            pd.DataFrame,
+            Dict[str, Union[pd.Series, pd.DataFrame]],
+            Dict[
+                str,
+                List[Union[Tuple[pd.Timestamp, pd.Timestamp], pd.Timestamp]],
+            ],
+        ],
+    ) -> Union[
+        pd.Series, List[Union[Tuple[pd.Timestamp, pd.Timestamp], pd.Timestamp]]
+    ]:
         """
         Alias of `aggregate`.
         """