# Copyright Amazon.com, Inc. or its affiliates. All Rights Reserved. # SPDX-License-Identifier: Apache-2.0 from unittest.mock import patch import numpy as np import pandas as pd import pytest from chronos.df_utils import ( convert_df_input_to_list_of_dicts_input, validate_df_inputs, ) from test.util import create_df, create_future_df, get_forecast_start_times # Tests for validate_df_inputs function @pytest.mark.parametrize("freq", ["s", "min", "30min", "h", "D", "W", "ME", "QE", "YE"]) def test_validate_df_inputs_returns_correct_metadata_for_valid_inputs(freq): """Test that function returns validated dataframes, frequency, series lengths, and original order.""" # Create test data with 2 series df = create_df(series_ids=["A", "B"], n_points=[10, 15], target_cols=["target"], freq=freq) # Call validate_df_inputs validated_df, validated_future_df, inferred_freq, series_lengths, original_order = validate_df_inputs( df=df, future_df=None, target_columns=["target"], prediction_length=5, id_column="item_id", timestamp_column="timestamp", ) # Verify key return values assert validated_future_df is None assert inferred_freq is not None assert series_lengths == [10, 15] assert list(original_order) == ["A", "B"] # Verify dataframe is sorted assert validated_df["item_id"].iloc[0] == "A" assert validated_df["item_id"].iloc[10] == "B" def test_validate_df_inputs_casts_mixed_dtypes_correctly(): """Test that numeric columns are cast to float32 and categorical/string/object columns are cast to category.""" # Create dataframe with mixed column types df = pd.DataFrame( { "item_id": ["A"] * 10, "timestamp": pd.date_range(end="2001-10-01", periods=10, freq="h"), "target": np.random.randn(10), # numeric "numeric_cov": np.random.randint(0, 10, 10), # integer numeric "string_cov": ["cat1"] * 5 + ["cat2"] * 5, # string "bool_cov": [True, False] * 5, # boolean } ) # Call validate_df_inputs validated_df, _, _, _, _ = validate_df_inputs( df=df, future_df=None, target_columns=["target"], prediction_length=5, ) # Verify dtypes after validation assert validated_df["target"].dtype == np.float32 assert validated_df["numeric_cov"].dtype == np.float32 assert validated_df["string_cov"].dtype.name == "category" assert validated_df["bool_cov"].dtype == np.float32 # booleans are cast to float32 def test_validate_df_inputs_raises_error_when_series_has_insufficient_data(): """Test that ValueError is raised for series with < 3 data points.""" # Create dataframe with one series having only 2 points df = create_df(series_ids=["A", "B"], n_points=[10, 2], target_cols=["target"], freq="h") # Verify error is raised with series ID in message with pytest.raises(ValueError, match=r"Every time series must have at least 3 data points.*series B"): validate_df_inputs( df=df, future_df=None, target_columns=["target"], prediction_length=5, ) def test_validate_df_inputs_raises_error_when_future_df_has_mismatched_series_ids(): """Test that ValueError is raised when future_df has different series IDs than df.""" # Create df with series A and B df = create_df(series_ids=["A", "B"], n_points=[10, 15], target_cols=["target"], freq="h") # Create future_df with only series A forecast_start_times = get_forecast_start_times(df, freq="h") future_df = create_future_df( forecast_start_times=[forecast_start_times[0]], series_ids=["A"], n_points=[5], covariates=None, freq="h" ) # Verify appropriate error is raised with pytest.raises(ValueError, match=r"future_df must contain the same time series IDs as df"): validate_df_inputs( df=df, future_df=future_df, target_columns=["target"], prediction_length=5, ) def test_validate_df_inputs_raises_error_when_future_df_has_incorrect_lengths(): """Test that ValueError is raised when future_df lengths don't match prediction_length.""" # Create df with series A and B with a covariate df = create_df(series_ids=["A", "B"], n_points=[10, 13], target_cols=["target"], covariates=["cov1"], freq="h") # Create future_df with varying lengths per series (3 and 7 instead of 5) forecast_start_times = get_forecast_start_times(df, freq="h") future_df = create_future_df( forecast_start_times=forecast_start_times, series_ids=["A", "B"], n_points=[3, 7], # incorrect lengths covariates=["cov1"], freq="h", ) # Verify error message indicates which series have incorrect lengths with pytest.raises( ValueError, match=r"future_df must contain prediction_length=5 values for each series.*different lengths" ): validate_df_inputs( df=df, future_df=future_df, target_columns=["target"], prediction_length=5, ) # Tests for convert_df_input_to_list_of_dicts_input function def test_convert_df_with_single_target_preserves_values(): """Test conversion with single target column.""" df = create_df(series_ids=["A", "B"], n_points=[10, 12], target_cols=["target"], freq="h") inputs, original_order, prediction_timestamps = convert_df_input_to_list_of_dicts_input( df=df, future_df=None, target_columns=["target"], prediction_length=5, ) # Verify output list has correct length (one per series) assert len(inputs) == 2 # Verify target arrays have correct shape and values match input assert inputs[0]["target"].shape == (1, 10) # (n_targets=1, n_timesteps=10) assert inputs[1]["target"].shape == (1, 12) # (n_targets=1, n_timesteps=12) # Verify values are preserved df_sorted = df.sort_values(["item_id", "timestamp"]) np.testing.assert_array_almost_equal( inputs[0]["target"][0], df_sorted[df_sorted["item_id"] == "A"]["target"].values ) np.testing.assert_array_almost_equal( inputs[1]["target"][0], df_sorted[df_sorted["item_id"] == "B"]["target"].values ) def test_convert_df_with_multiple_targets_preserves_values_and_shape(): """Test conversion with multiple target columns.""" df = create_df(series_ids=["A", "B"], n_points=[10, 14], target_cols=["target1", "target2"], freq="h") inputs, original_order, prediction_timestamps = convert_df_input_to_list_of_dicts_input( df=df, future_df=None, target_columns=["target1", "target2"], prediction_length=5, ) # Verify target arrays have shape (n_targets, n_timesteps) assert inputs[0]["target"].shape == (2, 10) assert inputs[1]["target"].shape == (2, 14) # Verify all target values are preserved for both series df_sorted = df.sort_values(["item_id", "timestamp"]) for i, series_id in enumerate(["A", "B"]): series_data = df_sorted[df_sorted["item_id"] == series_id] np.testing.assert_array_almost_equal(inputs[i]["target"][0], series_data["target1"].values) np.testing.assert_array_almost_equal(inputs[i]["target"][1], series_data["target2"].values) def test_convert_df_with_past_covariates_includes_them_in_output(): """Test conversion with past covariates only.""" df = create_df( series_ids=["A", "B"], n_points=[10, 16], target_cols=["target"], covariates=["cov1", "cov2"], freq="h" ) inputs, original_order, prediction_timestamps = convert_df_input_to_list_of_dicts_input( df=df, future_df=None, target_columns=["target"], prediction_length=5, ) # Verify output includes past_covariates dictionary assert "past_covariates" in inputs[0] assert "cov1" in inputs[0]["past_covariates"] assert "cov2" in inputs[0]["past_covariates"] # Verify covariate values match input for both series assert inputs[0]["past_covariates"]["cov1"].shape == (10,) assert inputs[0]["past_covariates"]["cov2"].shape == (10,) assert inputs[1]["past_covariates"]["cov1"].shape == (16,) assert inputs[1]["past_covariates"]["cov2"].shape == (16,) # Verify no future_covariates key in output assert "future_covariates" not in inputs[0] def test_convert_df_with_past_and_future_covariates_includes_both(): """Test conversion with both past and future covariates.""" df = create_df(series_ids=["A", "B"], n_points=[10, 18], target_cols=["target"], covariates=["cov1"], freq="h") forecast_start_times = get_forecast_start_times(df, freq="h") future_df = create_future_df( forecast_start_times=forecast_start_times, series_ids=["A", "B"], n_points=[5, 5], covariates=["cov1"], freq="h", ) inputs, original_order, prediction_timestamps = convert_df_input_to_list_of_dicts_input( df=df, future_df=future_df, target_columns=["target"], prediction_length=5, ) # Verify output includes both past_covariates and future_covariates dictionaries for both series assert "past_covariates" in inputs[0] assert "future_covariates" in inputs[0] assert "past_covariates" in inputs[1] assert "future_covariates" in inputs[1] # Verify all covariate values are preserved with correct shapes assert inputs[0]["past_covariates"]["cov1"].shape == (10,) assert inputs[0]["future_covariates"]["cov1"].shape == (5,) assert inputs[1]["past_covariates"]["cov1"].shape == (18,) assert inputs[1]["future_covariates"]["cov1"].shape == (5,) @pytest.mark.parametrize("freq", ["s", "min", "30min", "h", "D", "W", "ME", "QE", "YE"]) def test_convert_df_generates_prediction_timestamps_with_correct_frequency(freq): """Test that prediction timestamps follow the inferred frequency.""" # Use multiple series with irregular lengths df = create_df(series_ids=["A", "B", "C"], n_points=[10, 15, 12], target_cols=["target"], freq=freq) inputs, original_order, prediction_timestamps = convert_df_input_to_list_of_dicts_input( df=df, future_df=None, target_columns=["target"], prediction_length=5, ) # Verify timestamps for all series for series_id in ["A", "B", "C"]: # Verify timestamps start after last context timestamp last_context_time = df[df["item_id"] == series_id]["timestamp"].max() first_pred_time = prediction_timestamps[series_id][0] assert first_pred_time > last_context_time # Verify timestamps are evenly spaced according to frequency pred_times = prediction_timestamps[series_id] assert len(pred_times) == 5 inferred_freq = pd.infer_freq(pred_times) assert inferred_freq is not None def test_convert_df_skips_validation_when_disabled(): """Test that validate_inputs=False skips validation.""" df = create_df(series_ids=["A", "B"], n_points=[10, 12], target_cols=["target"], freq="h") # Mock validate_df_inputs to verify it's not called when validation is disabled with patch("chronos.df_utils.validate_df_inputs") as mock_validate: inputs, original_order, prediction_timestamps = convert_df_input_to_list_of_dicts_input( df=df, future_df=None, target_columns=["target"], prediction_length=5, validate_inputs=False, ) # Verify validate_df_inputs was not called mock_validate.assert_not_called() # Verify conversion still works assert len(inputs) == 2 def test_convert_df_preserves_all_values_with_random_inputs(): """Generate random dataframe and verify all values are preserved exactly.""" # Generate random parameters n_series = np.random.randint(2, 5) n_targets = np.random.randint(1, 4) n_past_only_covariates = np.random.randint(1, 3) n_future_covariates = np.random.randint(1, 3) prediction_length = 5 series_ids = [f"series_{i}" for i in range(n_series)] n_points = [np.random.randint(10, 20) for _ in range(n_series)] target_cols = [f"target_{i}" for i in range(n_targets)] past_only_covariates = [f"past_cov_{i}" for i in range(n_past_only_covariates)] future_covariates = [f"future_cov_{i}" for i in range(n_future_covariates)] all_covariates = past_only_covariates + future_covariates # Create dataframe with all covariates df = create_df( series_ids=series_ids, n_points=n_points, target_cols=target_cols, covariates=all_covariates, freq="h" ) # Create future_df with only future covariates (not past-only ones) forecast_start_times = get_forecast_start_times(df, freq="h") future_df = create_future_df( forecast_start_times=forecast_start_times, series_ids=series_ids, n_points=[prediction_length] * n_series, covariates=future_covariates, freq="h", ) # Convert to list-of-dicts format inputs, original_order, prediction_timestamps = convert_df_input_to_list_of_dicts_input( df=df, future_df=future_df, target_columns=target_cols, prediction_length=prediction_length, ) # Verify all target values are preserved exactly df_sorted = df.sort_values(["item_id", "timestamp"]) for i, series_id in enumerate(series_ids): series_data = df_sorted[df_sorted["item_id"] == series_id] assert inputs[i]["target"].shape == (n_targets, n_points[i]) for j, target_col in enumerate(target_cols): np.testing.assert_array_almost_equal(inputs[i]["target"][j], series_data[target_col].values) # Verify all past covariate values are preserved (both past-only and future covariates) for i, series_id in enumerate(series_ids): series_data = df_sorted[df_sorted["item_id"] == series_id] assert "past_covariates" in inputs[i] for cov in all_covariates: np.testing.assert_array_almost_equal(inputs[i]["past_covariates"][cov], series_data[cov].values) # Verify only future covariates are in future_covariates (not past-only ones) future_df_sorted = future_df.sort_values(["item_id", "timestamp"]) for i, series_id in enumerate(series_ids): series_future_data = future_df_sorted[future_df_sorted["item_id"] == series_id] assert "future_covariates" in inputs[i] # Only future covariates should be present assert set(inputs[i]["future_covariates"].keys()) == set(future_covariates) for cov in future_covariates: np.testing.assert_array_almost_equal(inputs[i]["future_covariates"][cov], series_future_data[cov].values) # Verify output structure is correct assert len(inputs) == n_series assert list(original_order) == series_ids assert len(prediction_timestamps) == n_series def test_convert_df_with_freq_and_validate_inputs_raises_error(): """Test that providing freq with validate_inputs=True raises ValueError.""" df = create_df(series_ids=["A", "B"], n_points=[10, 12], target_cols=["target"], freq="h") with pytest.raises(ValueError, match="freq can only be provided when validate_inputs=False"): convert_df_input_to_list_of_dicts_input( df=df, future_df=None, target_columns=["target"], prediction_length=5, freq="h", validate_inputs=True, ) @pytest.mark.parametrize("use_future_df", [True, False]) def test_convert_df_with_freq_and_validate_inputs_false(use_future_df): """Test that freq works with validate_inputs=False.""" df = create_df(series_ids=["A", "B"], n_points=[10, 12], target_cols=["target"], covariates=["cov1"], freq="h") prediction_length = 5 future_df = None if use_future_df: forecast_start_times = get_forecast_start_times(df, freq="h") future_df = create_future_df( forecast_start_times=forecast_start_times, series_ids=["A", "B"], n_points=[prediction_length, prediction_length], covariates=["cov1"], freq="h", ) inputs, original_order, prediction_timestamps = convert_df_input_to_list_of_dicts_input( df=df, future_df=future_df, target_columns=["target"], prediction_length=prediction_length, freq="h", validate_inputs=False, ) assert len(inputs) == 2 assert len(prediction_timestamps) == 2 for series_id in ["A", "B"]: assert len(prediction_timestamps[series_id]) == prediction_length @pytest.mark.parametrize("use_future_df", [True, False]) def test_convert_df_with_mismatched_freq_uses_user_provided_freq(use_future_df): """Test that user-provided freq overrides data frequency when validate_inputs=False.""" # Create data with hourly frequency data_freq = "h" df = create_df( series_ids=["A", "B"], n_points=[10, 12], target_cols=["target"], covariates=["cov1"], freq=data_freq ) prediction_length = 5 # User provides daily frequency (different from data) user_freq = "D" future_df = None if use_future_df: # Create future_df with hourly frequency (matching data, not user freq) forecast_start_times = get_forecast_start_times(df, freq=data_freq) future_df = create_future_df( forecast_start_times=forecast_start_times, series_ids=["A", "B"], n_points=[prediction_length, prediction_length], covariates=["cov1"], freq=data_freq, ) inputs, original_order, prediction_timestamps = convert_df_input_to_list_of_dicts_input( df=df, future_df=future_df, target_columns=["target"], prediction_length=prediction_length, freq=user_freq, validate_inputs=False, ) # Prediction should work assert len(inputs) == 2 assert len(prediction_timestamps) == 2 # Forecast timestamps should use user-provided freq (daily), not data freq (hourly) for series_id in ["A", "B"]: pred_ts = prediction_timestamps[series_id] assert len(pred_ts) == prediction_length # Verify the frequency matches user-provided freq inferred_freq = pd.infer_freq(pred_ts) assert inferred_freq == user_freq