TimeFlowPro1 / validation /data_validator.py
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# ============================================
# CLASS 12: DATA VALIDATION
# ============================================
from datetime import datetime
import json
from pathlib import Path
from typing import Dict, List
from venv import logger
from config.config import Config
import pandas as pd
import numpy as np
class DataValidator:
"""Class for data quality validation"""
def __init__(self, config: Config):
"""
Initialise data validator
Parameters:
-----------
config : Config
Experiment configuration
"""
self.config = config
self.validation_results = {}
self.quality_metrics = {}
self.issues_found = {}
def validate(
self,
data: pd.DataFrame,
stage: str = 'final',
rules: Dict = None,
detailed: bool = True
) -> Dict:
"""
Validate data quality
Parameters:
-----------
data : pd.DataFrame
Input data
stage : str
Validation stage: 'raw', 'processed', 'final'
rules : Dict, optional
Validation rules. If None, uses configuration defaults.
detailed : bool
Whether to perform detailed validation
Returns:
--------
Dict
Validation results
"""
logger.info("\n" + "="*80)
logger.info(f"DATA VALIDATION ({stage.upper()})")
logger.info("="*80)
rules = rules or self.config.validation_rules
validation_results = {
'stage': stage,
'timestamp': datetime.now().strftime('%Y-%m-%d %H:%M:%S'),
'data_shape': list(data.shape),
'basic_checks': {},
'quality_metrics': {},
'issues': {},
'recommendations': [],
'overall_score': 0,
'status': 'PASS'
}
# Basic checks
validation_results['basic_checks'] = self._basic_checks(data, rules)
# Quality checks
validation_results['quality_metrics'] = self._quality_metrics(data, rules)
# Problem detection
if detailed:
validation_results['issues'] = self._find_issues(data, rules)
# Recommendation generation
validation_results['recommendations'] = self._generate_recommendations(
validation_results['basic_checks'],
validation_results['quality_metrics'],
validation_results['issues']
)
# Overall score calculation
validation_results['overall_score'] = self._calculate_overall_score(validation_results)
# Status determination
if validation_results['overall_score'] >= 80:
validation_results['status'] = 'PASS'
elif validation_results['overall_score'] >= 60:
validation_results['status'] = 'WARNING'
else:
validation_results['status'] = 'FAIL'
# Save results
self.validation_results[stage] = validation_results
self.quality_metrics[stage] = validation_results['quality_metrics']
# Log results
self._log_validation_results(validation_results)
return validation_results
def _basic_checks(self, data: pd.DataFrame, rules: Dict) -> Dict:
"""Basic data checks"""
checks = {}
# 1. Data size check
checks['min_rows'] = {
'value': len(data),
'threshold': rules.get('min_rows', 100),
'passed': len(data) >= rules.get('min_rows', 100)
}
# 2. Target variable presence check
target = self.config.target_column
checks['has_target'] = {
'value': target in data.columns,
'passed': target in data.columns
}
# 3. Missing values check
missing_percentage = (data.isnull().sum().sum() / data.size) * 100
checks['missing_percentage'] = {
'value': missing_percentage,
'threshold': rules.get('max_missing_percentage', 30),
'passed': missing_percentage <= rules.get('max_missing_percentage', 30)
}
# 4. Duplicates check
duplicate_count = data.duplicated().sum()
duplicate_percentage = (duplicate_count / len(data)) * 100
checks['duplicates'] = {
'value': duplicate_percentage,
'threshold': 5, # Maximum 5% duplicates
'passed': duplicate_percentage <= 5
}
# 5. Data types check
numeric_count = len(data.select_dtypes(include=[np.number]).columns)
checks['numeric_features'] = {
'value': numeric_count,
'passed': numeric_count >= 1 # At least one numeric feature required
}
return checks
def _quality_metrics(self, data: pd.DataFrame, rules: Dict) -> Dict:
"""Data quality metrics"""
metrics = {}
# 1. Numeric features statistics
numeric_cols = data.select_dtypes(include=[np.number]).columns
if len(numeric_cols) > 0:
numeric_stats = {}
for col in numeric_cols:
col_data = data[col].dropna()
if len(col_data) > 0:
numeric_stats[col] = {
'mean': float(col_data.mean()),
'std': float(col_data.std()),
'skewness': float(col_data.skew()),
'kurtosis': float(col_data.kurtosis()),
'zeros_percentage': float((col_data == 0).sum() / len(col_data) * 100),
'unique_percentage': float(col_data.nunique() / len(col_data) * 100)
}
metrics['numeric_statistics'] = numeric_stats
# 2. Data stability (for time series)
if isinstance(data.index, pd.DatetimeIndex):
stability_metrics = self._calculate_temporal_stability(data)
metrics['temporal_stability'] = stability_metrics
# 3. Feature informativeness
if self.config.target_column in data.columns:
informativeness = self._calculate_feature_informativeness(data)
metrics['feature_informativeness'] = informativeness
# 4. Target variable quality
target = self.config.target_column
if target in data.columns:
target_data = data[target].dropna()
if len(target_data) > 0:
target_metrics = {
'missing_percentage': float(target_data.isnull().sum() / len(data) * 100),
'unique_values': int(target_data.nunique()),
'is_constant': bool(target_data.nunique() <= 1),
'has_outliers': self._check_target_outliers(target_data),
'distribution_type': self._identify_distribution(target_data)
}
metrics['target_quality'] = target_metrics
# 5. Class balance (for classification) - not applicable here, but kept as placeholder
metrics['class_balance'] = {'note': 'Not applicable for regression'}
return metrics
def _calculate_temporal_stability(self, data: pd.DataFrame) -> Dict:
"""Calculate time series stability metrics"""
stability = {}
if not isinstance(data.index, pd.DatetimeIndex):
return stability
# Split into periods (e.g., by years)
if 'year' not in data.columns:
data_copy = data.copy()
data_copy['year'] = data_copy.index.year
else:
data_copy = data
years = sorted(data_copy['year'].unique())
if len(years) > 1:
# Statistics by years for numeric columns
year_stats = {}
for col in data.select_dtypes(include=[np.number]).columns[:5]: # First 5 columns
yearly_means = data_copy.groupby('year')[col].mean()
yearly_stds = data_copy.groupby('year')[col].std()
# Coefficient of variation between years
if yearly_means.std() > 0:
cv_between_years = yearly_means.std() / yearly_means.mean()
else:
cv_between_years = 0
year_stats[col] = {
'yearly_means': yearly_means.to_dict(),
'yearly_stds': yearly_stds.to_dict(),
'cv_between_years': float(cv_between_years),
'mean_stability': float(1 - cv_between_years) # 1 - CV, closer to 1 means more stable
}
stability['yearly_statistics'] = year_stats
# Check for time gaps
time_diff = pd.Series(data.index).diff().dropna()
if len(time_diff) > 0:
max_gap = time_diff.max()
avg_gap = time_diff.mean()
gap_std = time_diff.std()
stability['time_gaps'] = {
'max_gap_days': float(max_gap.days if hasattr(max_gap, 'days') else max_gap),
'avg_gap_days': float(avg_gap.days if hasattr(avg_gap, 'days') else avg_gap),
'gap_std': float(gap_std.days if hasattr(gap_std, 'days') else gap_std),
'has_irregular_gaps': gap_std > avg_gap * 0.5 # If standard deviation > 50% of mean
}
# Seasonal stability
if len(data) > 365:
try:
# Analyse seasonal patterns
seasonal_stability = self._analyse_seasonal_stability(data)
stability['seasonal_stability'] = seasonal_stability
except:
pass
return stability
def _analyse_seasonal_stability(self, data: pd.DataFrame) -> Dict:
"""Analyse seasonal patterns stability"""
if not isinstance(data.index, pd.DatetimeIndex):
return {}
# For simplicity, analyse only target variable
target = self.config.target_column
if target not in data.columns:
return {}
series = data[target]
# Split by years and compare seasonal patterns
data_copy = data.copy()
data_copy['year'] = data_copy.index.year
data_copy['month'] = data_copy.index.month
if 'year' in data_copy.columns and 'month' in data_copy.columns:
monthly_means = data_copy.groupby(['year', 'month'])[target].mean().unstack()
if not monthly_means.empty:
# Correlation between years
yearly_corr = monthly_means.corr().mean().mean()
# Variation between years
monthly_cv = monthly_means.std() / monthly_means.mean()
avg_monthly_cv = monthly_cv.mean()
return {
'yearly_correlation': float(yearly_corr),
'average_monthly_cv': float(avg_monthly_cv),
'seasonal_consistency': 'high' if yearly_corr > 0.8 and avg_monthly_cv < 0.3 else
'medium' if yearly_corr > 0.6 else 'low'
}
return {}
def _calculate_feature_informativeness(self, data: pd.DataFrame) -> Dict:
"""Calculate feature informativeness"""
informativeness = {}
target = self.config.target_column
if target not in data.columns:
return informativeness
numeric_cols = data.select_dtypes(include=[np.number]).columns
numeric_cols = [col for col in numeric_cols if col != target]
for col in numeric_cols[:20]: # Limit number of features for analysis
try:
# Correlation with target variable
correlation = data[col].corr(data[target])
# Mutual information (approximated)
# For simplicity, use absolute correlation as informativeness measure
informativeness[col] = {
'correlation_with_target': float(correlation),
'abs_correlation': float(abs(correlation)),
'informativeness': 'high' if abs(correlation) > 0.5 else
'medium' if abs(correlation) > 0.3 else 'low'
}
except:
continue
return informativeness
def _check_target_outliers(self, target_series: pd.Series) -> Dict:
"""Check target variable for outliers"""
if len(target_series) < 10:
return {'has_outliers': False, 'outlier_percentage': 0}
q1 = target_series.quantile(0.25)
q3 = target_series.quantile(0.75)
iqr = q3 - q1
if iqr > 0:
lower_bound = q1 - 1.5 * iqr
upper_bound = q3 + 1.5 * iqr
outliers = target_series[(target_series < lower_bound) | (target_series > upper_bound)]
outlier_percentage = len(outliers) / len(target_series) * 100
return {
'has_outliers': len(outliers) > 0,
'outlier_count': int(len(outliers)),
'outlier_percentage': float(outlier_percentage),
'outlier_bounds': {'lower': float(lower_bound), 'upper': float(upper_bound)}
}
return {'has_outliers': False, 'outlier_percentage': 0}
def _identify_distribution(self, series: pd.Series) -> str:
"""Identify distribution type"""
if len(series) < 30:
return 'insufficient_data'
skewness = series.skew()
kurtosis = series.kurtosis()
if abs(skewness) < 0.5 and abs(kurtosis) < 1:
return 'normal_like'
elif skewness > 1:
return 'right_skewed'
elif skewness < -1:
return 'left_skewed'
elif kurtosis > 3:
return 'heavy_tailed'
elif kurtosis < 2:
return 'light_tailed'
else:
return 'unknown'
def _find_issues(self, data: pd.DataFrame, rules: Dict) -> Dict:
"""Find data problems"""
issues = {
'critical': [],
'warning': [],
'info': []
}
# 1. Check missing values in important features
missing_info = data.isnull().sum()
high_missing_cols = missing_info[missing_info / len(data) * 100 > 20].index.tolist()
for col in high_missing_cols:
missing_pct = missing_info[col] / len(data) * 100
if missing_pct > 50:
issues['critical'].append(f"Column '{col}': {missing_pct:.1f}% missing values (critical)")
elif missing_pct > 20:
issues['warning'].append(f"Column '{col}': {missing_pct:.1f}% missing values")
# 2. Check constant features
for col in data.columns:
if data[col].nunique() <= 1:
issues['critical'].append(f"Column '{col}': constant value")
# 3. Check feature correlation with itself (lags)
numeric_cols = data.select_dtypes(include=[np.number]).columns
for col in numeric_cols:
if '_lag_' in col or '_diff_' in col:
base_col = col.split('_lag_')[0] if '_lag_' in col else col.split('_diff_')[0]
if base_col in numeric_cols:
correlation = data[col].corr(data[base_col])
if pd.notna(correlation) and abs(correlation) > 0.95:
issues['info'].append(f"Column '{col}': high correlation with '{base_col}' ({correlation:.3f})")
# 4. Check time gaps
if isinstance(data.index, pd.DatetimeIndex):
time_diff = pd.Series(data.index).diff().dropna()
if len(time_diff) > 0:
max_gap = time_diff.max()
if hasattr(max_gap, 'days') and max_gap.days > 30:
issues['warning'].append(f"Detected time gap: {max_gap.days} days")
# 5. Check target variable
target = self.config.target_column
if target in data.columns:
target_data = data[target].dropna()
if len(target_data) > 0:
if target_data.nunique() <= 1:
issues['critical'].append(f"Target variable '{target}': constant value")
# Check for outliers
outlier_check = self._check_target_outliers(target_data)
if outlier_check.get('has_outliers', False) and outlier_check.get('outlier_percentage', 0) > 10:
issues['warning'].append(f"Target variable '{target}': {outlier_check['outlier_percentage']:.1f}% outliers")
# 6. Check multicollinearity (simplified)
if len(numeric_cols) > 5:
corr_matrix = data[numeric_cols].corr().abs()
high_corr_pairs = []
for i in range(len(corr_matrix.columns)):
for j in range(i+1, len(corr_matrix.columns)):
if corr_matrix.iloc[i, j] > 0.9:
col1 = corr_matrix.columns[i]
col2 = corr_matrix.columns[j]
high_corr_pairs.append((col1, col2, corr_matrix.iloc[i, j]))
if len(high_corr_pairs) > 5:
issues['warning'].append(f"Detected multicollinearity: {len(high_corr_pairs)} pairs with correlation > 0.9")
return issues
def _generate_recommendations(
self,
basic_checks: Dict,
quality_metrics: Dict,
issues: Dict
) -> List[str]:
"""Generate data improvement recommendations"""
recommendations = []
# Recommendations based on basic checks
for check_name, check_info in basic_checks.items():
if not check_info.get('passed', True):
if check_name == 'min_rows':
recommendations.append(f"Increase data volume: current row count ({check_info['value']}) below minimum threshold ({check_info['threshold']})")
elif check_name == 'has_target':
recommendations.append(f"Add target variable '{self.config.target_column}' to data")
elif check_name == 'missing_percentage':
recommendations.append(f"Handle missing values: {check_info['value']:.1f}% missing exceeds threshold {check_info['threshold']}%")
elif check_name == 'duplicates':
recommendations.append(f"Remove duplicates: {check_info['value']:.1f}% duplicate rows")
# Recommendations based on issues
if issues.get('critical'):
recommendations.append("Resolve critical issues before using data")
if issues.get('warning'):
recommendations.append("Consider addressing warnings to improve data quality")
# Recommendations based on quality metrics
target_metrics = quality_metrics.get('target_quality', {})
if target_metrics.get('is_constant', False):
recommendations.append(f"Target variable '{self.config.target_column}' is constant, different target variable needed")
if target_metrics.get('has_outliers', {}).get('has_outliers', False):
outlier_pct = target_metrics['has_outliers'].get('outlier_percentage', 0)
if outlier_pct > 5:
recommendations.append(f"Handle outliers in target variable: {outlier_pct:.1f}% outliers")
# Time series stability recommendations
temporal_stability = quality_metrics.get('temporal_stability', {})
if temporal_stability.get('time_gaps', {}).get('has_irregular_gaps', False):
recommendations.append("Detected irregular time intervals, consider resampling")
return recommendations
def _calculate_overall_score(self, validation_results: Dict) -> float:
"""Calculate overall data quality score"""
score = 100
# Penalties for basic checks
basic_checks = validation_results.get('basic_checks', {})
for check_name, check_info in basic_checks.items():
if not check_info.get('passed', True):
if check_name == 'min_rows':
score -= 30
elif check_name == 'has_target':
score -= 50
elif check_name == 'missing_percentage':
missing_pct = check_info.get('value', 0)
if missing_pct > 50:
score -= 40
elif missing_pct > 20:
score -= 20
elif missing_pct > 5:
score -= 10
elif check_name == 'duplicates':
duplicate_pct = check_info.get('value', 0)
if duplicate_pct > 20:
score -= 30
elif duplicate_pct > 10:
score -= 15
elif duplicate_pct > 5:
score -= 5
# Penalties for issues
issues = validation_results.get('issues', {})
if issues.get('critical'):
score -= len(issues['critical']) * 20
if issues.get('warning'):
score -= len(issues['warning']) * 5
# Bonuses for good metrics
quality_metrics = validation_results.get('quality_metrics', {})
target_metrics = quality_metrics.get('target_quality', {})
if not target_metrics.get('is_constant', True):
score += 10
if target_metrics.get('missing_percentage', 100) < 1:
score += 5
# Limit score to 0-100 range
return max(0, min(100, score))
def _log_validation_results(self, validation_results: Dict) -> None:
"""Log validation results"""
stage = validation_results['stage']
status = validation_results['status']
score = validation_results['overall_score']
logger.info(f"VALIDATION RESULTS ({stage}):")
logger.info(f" Status: {status}")
logger.info(f" Overall score: {score}/100")
logger.info(f" Data shape: {validation_results['data_shape'][0]}x{validation_results['data_shape'][1]}")
# Basic checks
logger.info("\nBASIC CHECKS:")
for check_name, check_info in validation_results['basic_checks'].items():
status_icon = "✓" if check_info.get('passed', True) else "✗"
logger.info(f" {status_icon} {check_name}: {check_info.get('value', 'N/A')}")
# Issues
issues = validation_results['issues']
if any(issues.values()):
logger.info("\nDETECTED ISSUES:")
for severity, issue_list in issues.items():
if issue_list:
logger.info(f" {severity.upper()}:")
for issue in issue_list[:5]: # Show only first 5 issues of each type
logger.info(f" - {issue}")
if len(issue_list) > 5:
logger.info(f" ... and {len(issue_list) - 5} more issues")
else:
logger.info("\n✓ No issues detected")
# Recommendations
recommendations = validation_results['recommendations']
if recommendations:
logger.info("\nRECOMMENDATIONS:")
for i, rec in enumerate(recommendations, 1):
logger.info(f" {i}. {rec}")
# Conclusion
if status == 'PASS':
logger.info("\n✓ Data passed validation and is ready for use")
elif status == 'WARNING':
logger.info("\n⚠ Data requires attention, there are issues to address")
else:
logger.info("\n✗ Data requires significant improvement before use")
def generate_report(self, stage: str = 'final') -> Dict:
"""Generate detailed validation report"""
if stage not in self.validation_results:
return {}
report = self.validation_results[stage].copy()
# Add metadata
report['config'] = self.config.to_dict()
report['validator_version'] = '1.0'
report['generation_time'] = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
# Add detailed metrics
quality_metrics = report.get('quality_metrics', {})
if 'numeric_statistics' in quality_metrics:
# Numeric features summary
numeric_stats = quality_metrics['numeric_statistics']
report['numeric_summary'] = {
'total_numeric_features': len(numeric_stats),
'features_with_high_skewness': sum(1 for s in numeric_stats.values() if abs(s.get('skewness', 0)) > 1),
'features_with_high_kurtosis': sum(1 for s in numeric_stats.values() if abs(s.get('kurtosis', 0)) > 3),
'features_with_many_zeros': sum(1 for s in numeric_stats.values() if s.get('zeros_percentage', 0) > 50)
}
return report
def save_report(self, stage: str = 'final', path: str = None) -> None:
"""Save validation report to file"""
if stage not in self.validation_results:
logger.warning(f"Report for stage '{stage}' not found")
return
report = self.generate_report(stage)
if path is None:
path = f'{self.config.results_dir}/reports/validation_report_{stage}.json'
# Create directory if needed
Path(path).parent.mkdir(parents=True, exist_ok=True)
# Custom JSON encoder
class NumpyEncoder(json.JSONEncoder):
def default(self, obj):
if isinstance(obj, (np.integer, np.floating)):
if np.isnan(obj):
return None
return float(obj)
elif isinstance(obj, np.bool_):
return bool(obj)
elif isinstance(obj, np.ndarray):
return obj.tolist()
elif isinstance(obj, pd.Timestamp):
return obj.strftime('%Y-%m-%d %H:%M:%S')
return super().default(obj)
with open(path, 'w', encoding='utf-8') as f:
json.dump(report, f, indent=4, ensure_ascii=False, cls=NumpyEncoder)
logger.info(f"✓ Validation report saved: {path}")