diff --git a/.github/workflows/build_and_publish.yml b/.github/workflows/build_and_publish.yml new file mode 100644 index 0000000..6db5d21 --- /dev/null +++ b/.github/workflows/build_and_publish.yml @@ -0,0 +1,18 @@ +on: + release: + types: [ published ] + +name: Build and publish to PyPi +jobs: + publish-service-client-package: + runs-on: ubuntu-latest + steps: + - name: Checkout repository + uses: actions/checkout@master + + - name: Build and publish to pypi + uses: JRubics/poetry-publish@v1.17 + with: + pypi_token: ${{ secrets.PYPI_TOKEN }} + repository_name: "sdcpy" + repository_url: "https://upload.pypi.org/legacy/" \ No newline at end of file diff --git a/.github/workflows/run_tests.yml b/.github/workflows/run_tests.yml new file mode 100644 index 0000000..51de1e1 --- /dev/null +++ b/.github/workflows/run_tests.yml @@ -0,0 +1,30 @@ +name: Tests + +on: [push] + +jobs: + test: + runs-on: ubuntu-latest + strategy: + matrix: + python-version: ['3.8', '3.9', '3.10'] + + steps: + - name: Checkout repository + uses: actions/checkout@master + with: + ref: ${{ github.ref }} + + - name: Install poetry + run: pipx install poetry + - name: Set up Python and cache poetry dependencies + uses: actions/setup-python@v4 + with: + python-version: ${{ matrix.python-version }} + cache: poetry + - name: Install dependencies + run: poetry install + + - name: Run tests + run: | + poetry run pytest diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..2351bd8 --- /dev/null +++ b/.gitignore @@ -0,0 +1,5 @@ +.eggs/* +.tox/* +*/__pycache__/* +sdcpy.egg-info/* +build/* diff --git a/.travis.yml b/.travis.yml deleted file mode 100644 index 63e1069..0000000 --- a/.travis.yml +++ /dev/null @@ -1,15 +0,0 @@ -language: python -dist: xenial -python: -- '3.8' -install: pip install -U tox-travis -script: tox -deploy: - provider: pypi - username: __token__ - password: - secure: 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 - edge: true - on: - branch: master - tags: true diff --git a/Makefile b/Makefile deleted file mode 100644 index b5cc9e5..0000000 --- a/Makefile +++ /dev/null @@ -1,88 +0,0 @@ -.PHONY: clean clean-test clean-pyc clean-build docs help -.DEFAULT_GOAL := help - -define BROWSER_PYSCRIPT -import os, webbrowser, sys - -try: - from urllib import pathname2url -except: - from urllib.request import pathname2url - -webbrowser.open("file://" + pathname2url(os.path.abspath(sys.argv[1]))) -endef -export BROWSER_PYSCRIPT - -define PRINT_HELP_PYSCRIPT -import re, sys - -for line in sys.stdin: - match = re.match(r'^([a-zA-Z_-]+):.*?## (.*)$$', line) - if match: - target, help = match.groups() - print("%-20s %s" % (target, help)) -endef -export PRINT_HELP_PYSCRIPT - -BROWSER := python -c "$$BROWSER_PYSCRIPT" - -help: - @python -c "$$PRINT_HELP_PYSCRIPT" < $(MAKEFILE_LIST) - -clean: clean-build clean-pyc clean-test ## remove all build, test, coverage and Python artifacts - -clean-build: ## remove build artifacts - rm -fr build/ - rm -fr dist/ - rm -fr .eggs/ - find . \( -path ./env -o -path ./venv -o -path ./.env -o -path ./.venv \) -prune -o -name '*.egg-info' -exec rm -fr {} + - find . \( -path ./env -o -path ./venv -o -path ./.env -o -path ./.venv \) -prune -o -name '*.egg' -exec rm -f {} + - -clean-pyc: ## remove Python file artifacts - find . -name '*.pyc' -exec rm -f {} + - find . -name '*.pyo' -exec rm -f {} + - find . -name '*~' -exec rm -f {} + - find . -name '__pycache__' -exec rm -fr {} + - -clean-test: ## remove test and coverage artifacts - rm -fr .tox/ - rm -f .coverage - rm -fr htmlcov/ - rm -fr .pytest_cache - -lint: ## check style with flake8 - flake8 sdcpy tests - -test: ## run tests quickly with the default Python - py.test - -test-all: ## run tests on every Python version with tox - tox - -coverage: ## check code coverage quickly with the default Python - coverage run --source sdcpy -m pytest - coverage report -m - coverage html - $(BROWSER) htmlcov/index.html - -docs: ## generate Sphinx HTML documentation, including API docs - rm -f docs/sdcpy.rst - rm -f docs/modules.rst - sphinx-apidoc -o docs/ sdcpy - $(MAKE) -C docs clean - $(MAKE) -C docs html - $(BROWSER) docs/_build/html/index.html - -servedocs: docs ## compile the docs watching for changes - watchmedo shell-command -p '*.rst' -c '$(MAKE) -C docs html' -R -D . - -release: dist ## package and upload a release - twine upload dist/* - -dist: clean ## builds source and wheel package - python setup.py sdist - python setup.py bdist_wheel - ls -l dist - -install: clean ## install the package to the active Python's site-packages - python setup.py install diff --git a/Pipfile b/Pipfile deleted file mode 100644 index 06e30a7..0000000 --- a/Pipfile +++ /dev/null @@ -1,27 +0,0 @@ -[[source]] -url = "https://pypi.python.org/simple" -verify_ssl = true - -[dev-packages] -alabaster = "*" -bumpversion = "*" -wheel = "*" -watchdog = "*" -flake8 = "*" -tox = "*" -coverage = "*" -pytest = "*" -pytest-runner = "*" -Sphinx = "*" -twine = "*" - -[packages] -sdcpy = {path = ".", editable = true} -matplotlib = "*" -numpy = "*" -pandas = "*" -plotnine = "*" -seaborn = "*" -scipy = "*" -tqdm = "*" -alabaster = "*" diff --git a/README.md b/README.md new file mode 100644 index 0000000..1f91cae --- /dev/null +++ b/README.md @@ -0,0 +1,38 @@ +# sdcpy +[![](https://img.shields.io/pypi/v/sdcpy.svg)](https://pypi.python.com/pypi/sdcpy) +![](https://img.shields.io/pypi/pyversions/sdcpy.svg) +![](https://raster.shields.io/badge/license-MIT-green.png) +![](https://github.com/AlFontal/sdcpy/actions/workflows/run_tests.yml/badge.svg) +![](https://zenodo.org/badge/329668116.svg) +![](https://github.com/github/docs/actions/workflows/tests.yml/badge.svg) + + + + +Scale Dependent Correlation (SDC) analysis1, 2, 3 in Python. + ++ Free software: MIT license ++ Documentation: https://sdcpy.readthedocs.io. + +## Features + ++ [Scale Dependent Correlation](https://github.com/AlFontal/sdcpy/blob/master/sdcpy/scale_dependent_correlation.py) + ++ TO DO + +## Installation + +You can install `sdcpy` via `pip` from [PyPI](https://pypi.org/project/sdcpy/): + +```bash +pip install sdcpy +``` + + +## References + +1. Rodó, X. (2001). Reversal of three global atmospheric fields linking changes in SST anomalies in the Pacific, Atlantic and Indian oceans at tropical latitudes and midlatitudes. **Climate Dynamics**, 18:203-217. DOI: 10.1007/s003820100171. + +2. Rodríguez, M.A. & Rodó, X. (2004). A primer on the study of transitory dynamics in ecological series using the scale-dependent correlation analysis. **Oecologia**, 138,485-504. DOI: 10.1007/s00442-003-1464-4. + +3. Rodó, X. & M.A. Rodriguez-Arias. (2006). A new method to detect transitory signatures and local time/space variability structures in the climate system: the scale-dependent correlation analysis. **Climate Dynamics**, 27:441-458. 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["big-O", "flake8 (<5)", "jaraco.functools", "jaraco.itertools", "more-itertools", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=1.3)", "pytest-flake8", "pytest-mypy (>=0.9.1)"] + +[metadata] +lock-version = "2.0" +python-versions = ">=3.8,<3.12" +content-hash = "07cb2672103f54f72b817938e8b24e7440b3bd667ad81e6fb1c5a6e84ce9c4be" diff --git a/pyproject.toml b/pyproject.toml new file mode 100644 index 0000000..63aefc0 --- /dev/null +++ b/pyproject.toml @@ -0,0 +1,35 @@ +[tool.poetry] +name = "sdcpy" +version = "0.3.0" +description = "Scale Dependent Correlation in Python" +authors = ["Alejandro Fontal "] +license = "MIT" +readme = "README.md" +packages = [{include = "sdcpy"}] + +[tool.poetry.dependencies] +python = ">=3.8,<3.12" +matplotlib = "^3.7.1" +numpy = "^1.24.3" +pandas = "^2.0.2" +plotnine = "^0.12.1" +seaborn = "^0.12.2" +scipy = "^1.10.1" +tqdm = "^4.65.0" +alabaster = "^0.7.13" + +[tool.poetry.group.dev.dependencies] +alabaster = "^0.7.13" +bumpversion = "^0.6.0" +wheel = "^0.40.0" +watchdog = "^3.0.0" +tox = "^4.6.0" +coverage = "^7.2.7" +pytest = "^7.3.1" +pytest-runner = "^6.0.0" +twine = "^4.0.2" +Sphinx = "^7.0.1" + +[build-system] +requires = ["poetry-core"] +build-backend = "poetry.core.masonry.api" diff --git a/sdcpy/scale_dependent_correlation.py b/sdcpy/scale_dependent_correlation.py index 1825e53..588f83a 100755 --- a/sdcpy/scale_dependent_correlation.py +++ b/sdcpy/scale_dependent_correlation.py @@ -13,16 +13,15 @@ from tqdm.auto import tqdm from typing import Callable, Union, Optional, Tuple -plt.style.use('seaborn-white') +plt.style.use('seaborn-v0_8-white') RECOGNIZED_METHODS = { 'pearson': lambda x, y: stats.pearsonr(x, y), 'spearman': lambda x, y: stats.spearmanr(x, y), - 'kendall': lambda x, y: stats.kendalltau(x, y), } -CONSTANT_WARNING = {'pearson': stats.PearsonRConstantInputWarning, - 'spearman': stats.SpearmanRConstantInputWarning} +CONSTANT_WARNING = {'pearson': stats.ConstantInputWarning, + 'spearman': stats.ConstantInputWarning} def generate_correlation_map(x: np.ndarray, y: np.ndarray, method: str = 'pearson') -> np.ndarray: @@ -194,16 +193,17 @@ def plot_two_way_sdc(sdc_df: pd.DataFrame, alpha: float = .05, **kwargs): f = (sdc_df .loc[lambda dd: dd.p_value < alpha] .assign(r_str=lambda dd: dd['r'].apply(lambda x: '$r > 0$' if x > 0 else '$r < 0$')) - .pipe(lambda dd: p9.ggplot(dd) - + p9.aes('start_1', 'start_2', fill='r_str', alpha='abs(r)') - + p9.geom_tile() - + p9.scale_fill_manual(['#da2421', 'black']) - + p9.scale_y_reverse() - + p9.theme(**kwargs) - + p9.guides(alpha=False) - + p9.labs(x='$X_i$', y='$Y_j$', fill='$r$', - title=f'Two-Way SDC plot for $S = {fragment_size}$' + r' and $\alpha =$' + - f'{alpha}') + .pipe(lambda dd: + p9.ggplot(dd) + + p9.aes('start_1', 'start_2', fill='r_str', alpha='abs(r)') + + p9.geom_tile() + + p9.scale_fill_manual(['#da2421', 'black']) + + p9.scale_y_reverse() + + p9.theme(**kwargs) + + p9.guides(alpha=False) + + p9.labs(x='$X_i$', y='$Y_j$', fill='$r$', + title=f'Two-Way SDC plot for $S = {fragment_size}$' + r' and $\alpha =$' + + f'{alpha}') ) ) @@ -216,6 +216,13 @@ def __init__(self, ts1: np.ndarray, ts2: np.ndarray = None, fragment_size: int = sdc_df: Optional[pd.DataFrame] = None, min_lag: int = -np.inf, max_lag: int = np.inf): self.way = 'one-way' if ts2 is None else 'two-way' # One-way SDC inferred if no ts2 is provided ts2 = ts1.copy() if self.way == 'one-way' else ts2 + # TODO: As mentioned in (#4), we should make + if not isinstance(ts1, pd.Series): + ts1 = pd.Series(ts1, + index=pd.date_range(start='2000-01-01', periods=len(ts1), freq='D')) + if not isinstance(ts2, pd.Series): + ts2 = pd.Series(ts2, + index=pd.date_range(start='2000-01-01', periods=len(ts2), freq='D')) min_date = max(ts1.index.min(), ts2.index.min()) max_date = min(ts1.index.max(), ts2.index.max()) self.ts1 = ts1[min_date:max_date] @@ -408,8 +415,8 @@ def combi_plot(self, alpha: float = .05, xlabel: str = '', ylabel: str = '', tit (self.sdc_df .loc[lambda dd: (dd.lag <= max_lag) & (dd.lag >= min_lag)] - .pipe(lambda dd: sns.heatmap(dd.pivot('date_2', 'date_1', 'r'), cbar=False, - mask=dd.pivot('date_2', 'date_1', 'p_value') > alpha, + .pipe(lambda dd: sns.heatmap(dd.pivot(index='date_2', columns='date_1', values='r'), cbar=False, + mask=dd.pivot(index='date_2', columns='date_1', values='p_value') > alpha, cmap=sns.diverging_palette(10, 220, sep=80, n=20), ax=hm)) ) # Add identity line to ease shift visualization @@ -466,7 +473,6 @@ def combi_plot(self, alpha: float = .05, xlabel: str = '', ylabel: str = '', tit (self.sdc_df .loc[lambda dd: dd.p_value < alpha] .loc[lambda dd: (dd.lag <= max_lag) & (dd.lag >= min_lag)] - #.loc[lambda dd: dd['r'] < 0] .groupby('date_1') .apply(lambda dd: dd.loc[dd['r'].abs() == dd['r'].abs().max()].loc[lambda d: d['lag'] == d['lag'].min()]) .reset_index(drop=True) diff --git a/setup.cfg b/setup.cfg deleted file mode 100644 index c19dd01..0000000 --- a/setup.cfg +++ /dev/null @@ -1,38 +0,0 @@ -[bumpversion] -current_version = 0.2.2 -commit = True -tag = True - -[bumpversion:file:setup.py] -search = version='{current_version}' -replace = version='{new_version}' - -[bumpversion:file:sdcpy/__init__.py] -search = __version__ = '{current_version}' -replace = __version__ = '{new_version}' - -[bdist_wheel] -universal = 1 - -[flake8] -exclude = docs - -[coverage:run] -source = - sdcpy -omit = - env/* - venv/* - .env/* - .venv/* - -[aliases] -test = pytest - -[tool:pytest] -norecursedirs = - env - venv - .env - .venv -collect_ignore = ['setup.py'] diff --git a/setup.py b/setup.py deleted file mode 100644 index f36c49d..0000000 --- a/setup.py +++ /dev/null @@ -1,44 +0,0 @@ -#!/usr/bin/env python -# -*- coding: utf-8 -*- - -"""The setup script.""" - -from setuptools import setup, find_packages - -with open('README.rst') as readme_file: - readme = readme_file.read() - -with open('HISTORY.rst') as history_file: - history = history_file.read() - -requirements = ['matplotlib', 'numpy', 'pandas', 'plotnine', 'scipy', 'seaborn', 'tqdm'] - -setup_requirements = ['pytest-runner', ] - -test_requirements = ['pytest', ] - -setup( - author="Alejandro Fontal", - author_email='alejandrofontal92@gmail.com', - classifiers=[ - 'Development Status :: 2 - Pre-Alpha', - 'Intended Audience :: Developers', - 'License :: OSI Approved :: MIT License', - 'Natural Language :: English', - 'Programming Language :: Python :: 3.8', - ], - description="Scale dependent correlation in Python.", - install_requires=requirements, - license="MIT license", - long_description=readme + '\n\n' + history, - include_package_data=True, - keywords='sdcpy', - name='sdcpy', - packages=find_packages(include=['sdcpy']), - setup_requires=setup_requirements, - test_suite='tests', - tests_require=test_requirements, - url='https://github.com/AlFontal/sdcpy', - version='0.2.2', - zip_safe=False, -) diff --git a/tests/test_sdcpy.py b/tests/test_sdcpy.py index e07a00e..ff1b96d 100644 --- a/tests/test_sdcpy.py +++ b/tests/test_sdcpy.py @@ -4,22 +4,22 @@ """Tests for `sdcpy` package.""" import pytest - - +import numpy as np +import itertools from sdcpy.scale_dependent_correlation import SDCAnalysis +ts1 = np.random.rand(100) +ts2 = np.random.rand(100) +fragment_sizes = [10, 50, 70] +methods = ["pearson", "spearman"] +params = list(itertools.product(fragment_sizes, methods)) -@pytest.fixture -def response(): - """Sample pytest fixture. +@pytest.mark.parametrize('fragment_size,method', params) +def test_sdc_analysis(fragment_size, method): + sdc = SDCAnalysis(ts1, ts2, fragment_size=fragment_size, method=method) - See more at: http://doc.pytest.org/en/latest/fixture.html - """ - # import requests - # return requests.get('https://github.com/audreyr/cookiecutter-pypackage') + assert sdc.fragment_size == fragment_size + assert sdc.sdc_df.shape[0] == (len(ts1) - fragment_size) * (len(ts2) - fragment_size) + sdc.combi_plot() # Just checking that the figure can be generated -def test_content(response): - """Sample pytest test function with the pytest fixture as an argument.""" - # from bs4 import BeautifulSoup - # assert 'GitHub' in BeautifulSoup(response.content).title.string diff --git a/tox.ini b/tox.ini deleted file mode 100644 index d222cb0..0000000 --- a/tox.ini +++ /dev/null @@ -1,19 +0,0 @@ -[tox] -envlist = py38 - -[travis] -python = - 3.8: py38 - -[testenv:flake8] -basepython = python -deps = flake8 -commands = flake8 sdcpy - -[testenv] -deps = pipenv -commands = - pipenv install --dev - py.test --basetemp={envtmpdir} - - diff --git a/travis_pypi_setup.py b/travis_pypi_setup.py deleted file mode 100644 index 0b7f023..0000000 --- a/travis_pypi_setup.py +++ /dev/null @@ -1,122 +0,0 @@ -#!/usr/bin/env python -# -*- coding: utf-8 -*- -"""Update encrypted deploy password in Travis config file -""" - - -from __future__ import print_function -import base64 -import json -import os -from getpass import getpass -import yaml -from cryptography.hazmat.primitives.serialization import load_pem_public_key -from cryptography.hazmat.backends import default_backend -from cryptography.hazmat.primitives.asymmetric.padding import PKCS1v15 - - -try: - from urllib import urlopen -except: - from urllib.request import urlopen - - -GITHUB_REPO = 'AlFontal/sdcpy' -TRAVIS_CONFIG_FILE = os.path.join( - os.path.dirname(os.path.abspath(__file__)), '.travis.yml') - - -def load_key(pubkey): - """Load public RSA key, with work-around for keys using - incorrect header/footer format. - - Read more about RSA encryption with cryptography: - https://cryptography.io/latest/hazmat/primitives/asymmetric/rsa/ - """ - try: - return load_pem_public_key(pubkey.encode(), default_backend()) - except ValueError: - # workaround for https://github.com/travis-ci/travis-api/issues/196 - pubkey = pubkey.replace('BEGIN RSA', 'BEGIN').replace('END RSA', 'END') - return load_pem_public_key(pubkey.encode(), default_backend()) - - -def encrypt(pubkey, password): - """Encrypt password using given RSA public key and encode it with base64. - - The encrypted password can only be decrypted by someone with the - private key (in this case, only Travis). - """ - key = load_key(pubkey) - encrypted_password = key.encrypt(password, PKCS1v15()) - return base64.b64encode(encrypted_password) - - -def fetch_public_key(repo): - """Download RSA public key Travis will use for this repo. - - Travis API docs: http://docs.travis-ci.com/api/#repository-keys - """ - keyurl = 'https://api.travis-ci.org/repos/{0}/key'.format(repo) - data = json.loads(urlopen(keyurl).read().decode()) - if 'key' not in data: - errmsg = "Could not find public key for repo: {}.\n".format(repo) - errmsg += "Have you already added your GitHub repo to Travis?" - raise ValueError(errmsg) - return data['key'] - - -def prepend_line(filepath, line): - """Rewrite a file adding a line to its beginning. - """ - with open(filepath) as f: - lines = f.readlines() - - lines.insert(0, line) - - with open(filepath, 'w') as f: - f.writelines(lines) - - -def load_yaml_config(filepath): - with open(filepath) as f: - return yaml.load(f) - - -def save_yaml_config(filepath, config): - with open(filepath, 'w') as f: - yaml.dump(config, f, default_flow_style=False) - - -def update_travis_deploy_password(encrypted_password): - """Update the deploy section of the .travis.yml file - to use the given encrypted password. - """ - config = load_yaml_config(TRAVIS_CONFIG_FILE) - - config['deploy']['password'] = dict(secure=encrypted_password) - - save_yaml_config(TRAVIS_CONFIG_FILE, config) - - line = ('# This file was autogenerated and will overwrite' - ' each time you run travis_pypi_setup.py\n') - prepend_line(TRAVIS_CONFIG_FILE, line) - - -def main(args): - public_key = fetch_public_key(args.repo) - password = args.password or getpass('PyPI password: ') - update_travis_deploy_password(encrypt(public_key, password.encode())) - print("Wrote encrypted password to .travis.yml -- you're ready to deploy") - - -if '__main__' == __name__: - import argparse - parser = argparse.ArgumentParser(description=__doc__) - parser.add_argument('--repo', default=GITHUB_REPO, - help='GitHub repo (default: %s)' % GITHUB_REPO) - parser.add_argument('--password', - help='PyPI password (will prompt if not provided)') - - args = parser.parse_args() - main(args)