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    HowTo Resample Data
    • Last Update:2020-08-17
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    Agenda

    • Create Data Operation
    • Configure Variation For Data Product
    • Create Data Product
    • Create Transformation Script
    • Create Data Transformation
    • See Data Analysis
    • See Data Array

     

    This tutorial teaches how to create more sophisticated Data Transformation - resampling. 

    Before doing this tutorial make sure you read and completed the following tutorial and have data in your wendelin instance:

    The general pipeline is exactly the same as in the previous tutorial.

     

    Data Operation

    Open your Wendelin dashboard. 

    In Modules click on Data Operations Module

    Add Data Operation

    Click on Add to add a new Data Operation.

    Add Data Operation

    Click Proceed to continue.

    Fill the Form

    Fill the form to create Data Operation.

    Title -  we name it Resample Raw Array All

    Reference  - data-operation-resample-raw-array-all 

    Script ID DataAnalysisLine_resampleRawArrayAll: this script will do all the magic. It doesn't exist yet, we will create it later in this tutorial. 

    At the don't forget to Save the changes.

    Validate

    Click on Validate on left side panel to validate Data Operation.

    Confirm Validation

    Click Proceed to confirm validation.

    Data Product Variation

     

    Before creating Data Product we want to add a variation of Data product called Resolution. 

    Navigate to page called Portal Preferences by clicking on Preferences on the left side panel.  

    It will redirect you to a page called Default Site Preferences. 

    Click on the Preference: Default Site Preferences on the top of the page. 

     

     

    Data Product Variation

     

    From the list of preferences click on Default System Preferences.

     

     

    Wendelin Preferences

     

    On the left side panel click on Wendelin.

     

    Wendelin Preferences Cont.

     

    Then click on Editable on top panel to be able to make changes.

     

    Wendelin Preferences Cont.

     

    Once the page becomes editable, a field called Data Product Individual Variation will appear.

    From drop down list choose resolution and click on Save to save the changes.

    Data Product Variation Set

     

    New variation for Data Product called resolution is set.

    Nest step is to create Data Product for the resampled data and see how we use this new variation. 

    Data Product

     

    Now we need to create a new Data Product which will the output Data Product of the Transformation.

    Create Data Product

     

    Create a new Data Product as described in HowTo Create Data Product tutorial with following values

    Title -  Generic Interval Resampled Array

    Quantity Unit -  Unit/Piece

    Reference - GENERIC-INTERVAL-RESAMPLED-ARRAY

    Item Types

    • Data Array

    Use

    • Big Data/Ingestion/Stream Ingestion

    Individual Variation Base Categories

    • resolution

     

    Create Data Product Cont.

     

    After filling the form save the changes.

    As this Data Product will represent our resampled data we will add here Data Product Individual Variations to define the resamplings.

    For that, after saving the changes, click on Add button.

     

    Create Data Product Cont.

     

    For Document Type choose Product Individual Variation and click on Create Document.

     

    Create Data Product Cont.

     

    Fill in the title - 60 S - this means resampling data with 60 seconds resolution.

    Save the changes

    Repeat this process 3 more times for

    • 300 S
    • 3000 S
    • 30000 S

     

    Create Data Product Cont.

    It is ready!

    Don't forget to Validate the Data Product.

    Portal Callables

    After Data Product is created and validated, navigate to page called Portal Callables by adding /#/portal_callables at the end of the URL of your wendelin instance. 

    There we will create and store a python script that will resample data according to resolutions we defined. 

     

    Add Transformation Script

    Click on Add button to add a new script.

    Add Transformation Script Cont.

    Choose Python Script as Document Type and click on Create Document to create an empty python script.

    Fill The Form

    Define ID, Title and Reference of your script.

    We name it DataAnalysisLine_resampleRawArrayAll as we did in Data Operation.

    Next we define the parameters we will give to our script. 

    in_array - the input dictionary that contains Data Array where raw data is stored after the previous transformation.

    out_array  - the output Data Array where resampled data will be stored. 

    At the end click Save to save the changes.

    Transformation Script

    The script we write in the textbox area at the bottom of the page.

    Transformation Script Cont.

    
    import numpy as np
    import pandas as pd
    
    out_array_list = out_array
    
    in_data_array = in_array["Data Array"]
    progress_indicator = in_array["Progress Indicator"]
    
    in_zbigarray = in_data_array.getArray()
    if in_zbigarray is None:
      return
    
    if in_zbigarray.shape[0] == 0:
      return
    
    # first fill array with lowest resolution
    default_data_array = out_array_list[0]["Data Array"]
    default_resolution = out_array_list[0]["resolution"]
    default_frequency = pd.to_timedelta(default_resolution)
    default_zbigarray = default_data_array.getArray()
    
    index = progress_indicator.getIntOffsetIndex()
    
    # convert data to DataFrame
    df = pd.DataFrame.from_records(in_zbigarray[index:].copy(), index='date')
    
    # ignore data before start date of output array
    if default_zbigarray is not None:
      if default_zbigarray.shape[0] != 0:
        df = df.loc[str(default_zbigarray[0]['date']):]
    
    if len(df) == 0:
      return
    
    # resample
    df = df.resample(default_resolution).agg(['min','mean','max']).fillna(0)
    
    # rename columns from tuples like ('x', 'min') to names like 'x_min'
    df.columns = ['%s%s' % (a, '_%s' % b if b else '') for a, b in df.columns]
    
    context.log("df.columns = ", df.columns)
    
    # save date vector for later
    date_vector = df.index.values.copy()
    
    context.log("date_vector = ", date_vector)
    
    # convert data back to ndarray
    default_data = df.to_records(convert_datetime64=False)
    # view as structured array
    
    # set date to zero where all values are 0
    mask_zero = (df==0).all(axis=1)
    default_data['date'][mask_zero] = 0
    
    if default_zbigarray is None:
      default_zbigarray = default_data_array.initArray(shape=(0,), dtype=default_data.dtype.fields)
    
    if default_zbigarray.shape[0] == 0:
      default_zbigarray.append(default_data)
    
    else:
      # calculate start and stop index of new data in output array
      default_start_index = int((date_vector[0] - default_zbigarray[0]['date']) / default_frequency)
      default_stop_index = int((date_vector[-1] - default_zbigarray[0]['date']) / default_frequency + 1)
    
      # make sure data fits in
      if default_stop_index > default_zbigarray.shape[0]:
        default_zbigarray.resize((default_stop_index,))
    
      # fill holes in new data with values from old data
      old_data = default_zbigarray[default_start_index:default_stop_index]
      default_data[mask_zero ] = old_data[mask_zero]
    
      # write new_data to zbigarray
      default_zbigarray[default_start_index:default_stop_index] = default_data
    
    
    # now use data in first resolution array for all other arrays
    for out_array in out_array_list[1:]:
      out_data_array = out_array["Data Array"]
      out_array_resolution = out_array["resolution"]
      out_zbigarray = out_data_array.getArray()
      if out_zbigarray is None:
        out_zbigarray = out_data_array.initArray(shape=(0,), dtype=default_data.dtype.fields)
    
      if out_zbigarray.shape[0] == 0:
        start_index = 0
      else:
        out_array_frequency = pd.to_timedelta(out_array_resolution)
    
        new_stop_date = default_zbigarray[0]['date'] + default_zbigarray.shape[0] * default_frequency
        old_stop_date = out_zbigarray[0]['date'] + out_zbigarray.shape[0] * out_array_frequency
    
        start_date = old_stop_date - out_array_frequency
        if old_stop_date >= new_stop_date:
          continue
    
        # find row index in in_array from where to start resampling
        start_index = int(max((start_date - default_zbigarray[0]['date']) / default_frequency, 0))
        # if we got data which has been already resampled, then we resample again and overwrite
        start_index = min(start_index, default_start_index)
    
      data = default_zbigarray[start_index:].copy()
    
      # convert data to DataFrame and resample
      df = pd.DataFrame.from_records(data, index='date')
    
      # set our own date range index so that we can resample and keep 0-dates
      resampling_start_date = default_zbigarray[0]['date'] + start_index * default_frequency
      df.index = pd.date_range(start=resampling_start_date,
                               periods=data.shape[0],
                               freq=default_frequency)
      df.index.name = 'date'
    
      # resample each column with appropriate aggregation method
      aggregation_dict = {c: c.split('_')[-1] for c in df.columns}
      df = df.resample(out_array_resolution).agg(aggregation_dict).fillna(0)
    
      # save date vector for later
      date_vector = df.index.values.copy()
    
      # convert data back to ndarray
      new_data = df.to_records(convert_datetime64=False)
    
      # set date to zero where all values are 0
      new_data['date'][(df==0).all(axis=1)] = 0
    
      if out_zbigarray.shape[0] == 0:
        out_zbigarray.append(new_data)
      else:
        # calculate start and stop index of new data in output array
        start_index = int((date_vector[0] - out_zbigarray[0]['date']) / out_array_frequency)
        stop_index = int((date_vector[-1] - out_zbigarray[0]['date']) / out_array_frequency + 1)
    
        # make sure data fits in
        if stop_index > out_zbigarray.shape[0]:
          out_zbigarray.resize((stop_index,))
    
        # write new_data to zbigarray
        out_zbigarray[start_index:stop_index] = new_data
    
    progress_indicator.setIntOffsetIndex(in_zbigarray.shape[0])
    
    
    

    This script takes as an input data from Data Array and resamples it by given rules and writes it to new Data Arrays.

    Don't forget to save the changes after editing the script. 

    Data Transformations

    After your transformation script is ready, it's time to create Data Transformation.

    On Modules page click on Data Transformations.

    Add Data Transformation

    Click on Add to add a new Data Transformation.

    Create Data Transformation

    Click on Create Document to continue.

    Fill The Form

    Chose descriptive title and reference. For example

    Title : Resample Generic Interval Array

    Reference : generic-interval-resample

    For Initial Product we choose the Data Product we created in  HowTo Transform Data tutorial.

    At the end click Save to save the changes

    Data Transformation Lines

    Click on add button to add a Data Transformation Line.

    Create Operation Line

     

    Choose Data Transformation Operation Line for Document Type and click on Create Document. 

    Fill The Form

    Fill the form with followig values

    Title: Resample Raw Array

    reference: data_operation

    Data Operation: put the name of the Data operation that we created at the beginning of this tutorial - Resample Raw Array All.

    Trade Phase: Data/Subsample.

    Quantity: 1

    Quantity Unit: Unit/Piece

    At the end click on Save to save the changes. 

    Back To Data Transformation

    Once needed fields are filled and saved go back to Data Transformations view by clicking on the upper panel.

    Data Transformation Lines

    Add another Data Transformation Line.

    Create Transformation Line

    Now for Document Type choose Data Transformation Resource Line and click on Create Document.

    Fill The Form

    Fill the form with following values

    Title: Raw Array

    Reference: in_array

    Quantity: -1

    Quantity Unit: Unit/Piece

    Data Product: put the name of the Data Product that we created in HowTo Transform Data tutorial - Environment Raw Array

    After filling in the Data Product name click Save to save the intermediate changes. 

    After saving a new field Item Types will appear. 

    Fill The Form Cont.

    Continue filling the form as shown on the screenshot

    At the end don't forget to save the changes.

    Add Output Line

    Head back to Data Transformation and add one more Transformation line.

    Create Transformation Line

    Once again for Document Type choose Data Transformation Resource Line and click on Create Document.

    Fill The Form

    Fill the form with following values

    Title: Resampled Array (60 Seconds)

    Reference: out_array

    Data Product: put the name of the Data Product that we created earlier in this tutorial - Generic Interval Resampled Array.

    Quantity: 1

    Quantity Unit: Unit/Piece

    Then click Save to save the intermediate changes. 

    After saving a new field Item Types will appear. 

    Fill The Form Cont.

    Continue filling the form as shown on the screenshot

    Item Types: Data Array

    Trade Phase: Data/Subsample

    Use: Big Data/Ingestion/Stream Ingestion

    Default Variation: Resolution/60 S

    At the end don't forget to save the changes.

     

    Important: Create 3 more Data Transformation resource lines with 300S, 3000S and 30000S resolutions.

    Data Transformation

    Head back to Data Transformation.

    Now you can see that we have 6 Data Transformation Lines.

    The first line defines what operation will be done. 

    The second line defines on what the operation will be done - the input.

    Lines 3 to 6 define the output with different resolutions.

    The very last step is to validate the Data Transformation. 

    Click on Validate on the left side panel to validate the Data Transformation.

    Confirm Validation

    Click on Validate to confirm the Validation.

    Data Analysis

    Go to Data Analyses module.

    Data Analysis

    After few minutes in Data Analysis Module a new Data Analysis called Resample Generic Interval Array will appear. 

    Data Array Module

    Go to Data Array Module to see the data.  

    Data Array

    Here we can see 4 newly created Data Arrays with four different resolutions.

    Click on one of them to navigate to the array.

    Data Array

    Click on Preview to see the data.

    Note it might take few minutes (<10) until data appears.

    Data Array

    Data is here!