alerts_summary.py

# Copyright (c) 2021 ING Wholesale Banking Advanced Analytics
#
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import fnmatch
from typing import Optional

import numpy as np
import pandas as pd

from ..base import Module


class AlertsSummary(Module):
    """The module AlertsSummary combines the alerts-summaries of all individual features

    It combines the alerts-summaries of all individual features into an artificial feature "_AGGREGATE_".
    """

    _input_keys = ("read_key",)
    _output_keys = ("store_key",)

    def __init__(
        self,
        read_key,
        store_key="",
        features=None,
        ignore_features=None,
        combined_variable="_AGGREGATE_",
    ):
        """Initialize an instance of AlertsSummary module.

        :param str read_key: key of input data to read from datastore.
        :param str store_key: key of output data to store in datastore (optional).
        :param str combined_variable: name of artificial variable that combines all alerts. default is '_AGGREGATE_'.
        :param list features: features of data frames to pick up from input data (optional).
        :param list ignore_features: list of features to ignore (optional).
        """
        super().__init__()
        self.read_key = read_key
        self.store_key = store_key or self.read_key
        self.features = features or []
        self.ignore_features = ignore_features or []
        self.combined_variable = combined_variable

    def transform(self, data: dict) -> Optional[dict]:
        # determine all possible features, used for the comparison below
        features = self.get_features(list(data.keys()))
        if len(features) == 0:
            return None

        self.logger.info(
            f'Combining alerts into artificial variable "{self.combined_variable}"'
        )

        # STEP 1: loop over features where alerts exist
        df_list = []
        for feature in features:
            # basic checks if feature object is filled correctly
            df = (self.get_datastore_object(data, feature, dtype=pd.DataFrame)).copy(
                deep=False
            )
            df.columns = [f"{feature}_{c}" for c in df.columns]
            df_list.append(df)

        # the different features could technically have different indices.
        # will only merge alerts if all indices are the same
        if len(df_list) >= 2:
            for df in df_list[1:]:
                if not np.array_equal(df_list[0].index, df.index):
                    self.logger.warning(
                        "indices of features are different. no alerts summary generated."
                    )
                    return None

        # STEP 2: Concatenate the dataframes, there was one for each original feature.
        tlv = pd.concat(df_list, axis=1)
        dfc = pd.DataFrame(index=tlv.index)

        # worst traffic light
        cols = fnmatch.filter(tlv.columns, "*_worst")
        dfc["worst"] = tlv[cols].values.max(axis=1) if len(cols) else 0
        # colors of traffic lights
        for color in ["green", "yellow", "red"]:
            cols = fnmatch.filter(tlv.columns, f"*_n_{color}")
            dfc[f"n_{color}"] = tlv[cols].values.sum(axis=1) if len(cols) else 0

        # store combination of traffic alerts
        data[self.combined_variable] = dfc
        return data