Type hints

[tellezsanti]

In this PR

• Added type hints, and added type checking in CI/CD test

• Refactored the inheritance structure

           _Model
               |-- _NonTrainableModel
               |       |-- _NonTrainableUnivariateModel
               |       |       |-- _NonTrainableUnivariateDetector
               |       |       |       |-- ThresholdAD
               |       |       |
               |       |       |-- _NonTrainableUnivariateTransformer
               |       |               |-- RollingAggregate
               |       |               |-- DoubleRollingAggregate
               |       |               |-- Retrospect
               |       |               |-- StandardScale
               |       |
               |       |-- _NonTrainableMultivariateModel
               |               |-- _NonTrainableMultivariateTransformer
               |                       |-- SumAll
               |
               |-- _TrainableModel
               |       |-- _TrainableUnivariateModel
               |       |       |-- _TrainableUnivariateDetector
               |       |       |       |-- QuantileAD
               |       |       |       |-- InterQuartileRangeAD
               |       |       |       |-- GeneralizedESDTestAD
               |       |       |       |-- PersistAD
               |       |       |       |-- LevelShiftAD
               |       |       |       |-- VolatilityShiftAD
               |       |       |       |-- SeasonalAD
               |       |       |       |-- AutoregressionAD
               |       |       |       |-- CustomizedDetector1D
               |       |       |
               |       |       |-- _TrainableUnivariateTransformer
               |       |               |-- ClassicSeasonalDecomposition
               |       |               |-- CustomizedTransformer1D
               |       |
               |       |-- _TrainableMultivariateModel
               |               |-- _TrainableMultivariateDetector
               |               |       |-- MinClusterDetector
               |               |       |-- OutlierDetector
               |               |       |-- RegressionAD
               |               |       |-- PcaAD
               |               |       |-- CustomizedDetectorHD
               |               |
               |               |-- _TrainableMultivariateTransformer
               |                       |-- RegressionResidual
               |                       |-- PcaProjection
               |                       |-- PcaReconstruction
               |                       |-- PcaReconstructionError
               |                       |-- CustomizedTransformerHD
               |
               |-- _Aggregator
                       |-- AndAggregator
                       |-- OrAggregator
                       |-- CustomizedAggregator
  
  

• We made all second-order sub-modules private and user now can only import from first-order modules, i.e.

    - adtk.detector
    - adtk.transformer
    - adtk.aggregator
    - adtk.pipe
    - adtk.data
    - adtk.metrics
    - adtk.visualization
  

• Improved docstrings and API documentation

• Fixed minor bugs and typos

• Turned some parameters in some models required

  • window in adtk.detector.LevelShiftAD
  • window in adtk.detector.VolatilityShiftAD
  • window in adtk.transformer.RollingAggregate
  • window in adtk.transformer.DoubleRollingAggregate
  • model in adtk.detector.MinClusterDetector
  • model in adtk.detector.OutlierDetector
  • target and regressor in adtk.detector.RegressionAD
  • target and regressor in adtk.transformer.RegressionResidual
  • aggregate_func in adtk.aggregator.CustomizedAggregator
  • detect_func in adtk.detector.CustomizedDetector1D
  • detect_func in adtk.detector.CustomizedDetectorHD
  • transform_func in adtk.transformer.CustomizedTransformer1D
  • transform_func in adtk.detector.CustomizedTransformer1D
  • steps in adtk.pipe.Pipeline

[tailaiw]

@tellezsanti Thanks for the PR!

I just started to review it. A couple of quick issues I noticed before looking into the code.

• We don't need to add type hints to unit tests, because there are few typing issues there. Can you roll back the changes?
• I would keep docs/conf.py as it was because it is an auto-generated configuration file of Sphinx and we don't have few typing issues there either.
• Your commit contained some temporary .DS_Store file. Please delete them. The .gitignore file in the repo is for Python only so it does not include it. You may want to add it to your own global .gitignore file.
• Please add mypy to setup.cfg as required for testing, and add it to CI/CD.

I will continue to review the changes to code and request change if needed.

[tailaiw]

@tellezsanti I made some (big) changes following your works (see updated PR description). If you have no problem, I'm gonna merge.