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support weighted average aggregation function (#3052)
* support wavg aggregate function * fixing function handlers for wavg * fixing pct java standard test * updating data for wavg function * reusing processing of aggregation function * fixing compilation of empty list * Improving wavg functionality with documentation and tests * fixing pct test for java binding adapter
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...re-code-compiled-core/src/main/resources/core/pure/corefunctions/tests/math/testWavg.pure
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| // Copyright 2022 Goldman Sachs | ||
| // | ||
| // Licensed under the Apache License, Version 2.0 (the "License"); | ||
| // you may not use this file except in compliance with the License. | ||
| // You may obtain a copy of the License at | ||
| // | ||
| // http://www.apache.org/licenses/LICENSE-2.0 | ||
| // | ||
| // Unless required by applicable law or agreed to in writing, software | ||
| // distributed under the License is distributed on an "AS IS" BASIS, | ||
| // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
| // See the License for the specific language governing permissions and | ||
| // limitations under the License. | ||
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| function <<test.Test>> meta::pure::functions::math::tests::wavg::testWavg():Boolean[1] | ||
| { | ||
| assertEq(292.5, [200,300,250,850,100]->wavg([0.25,0.35,0.15,0.1,0.15])); | ||
| } |
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...ctions-standard-pure/src/main/resources/core_functions_standard/math/aggregator/wavg.pure
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| // Copyright 2024 Goldman Sachs | ||
| // | ||
| // Licensed under the Apache License, Version 2.0 (the "License"); | ||
| // you may not use this file except in compliance with the License. | ||
| // You may obtain a copy of the License at | ||
| // | ||
| // http://www.apache.org/licenses/LICENSE-2.0 | ||
| // | ||
| // Unless required by applicable law or agreed to in writing, software | ||
| // distributed under the License is distributed on an "AS IS" BASIS, | ||
| // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
| // See the License for the specific language governing permissions and | ||
| // limitations under the License. | ||
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| import meta::pure::test::pct::*; | ||
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| function | ||
| <<PCT.function>> | ||
| { | ||
| doc.doc='Performs weighted average on a given data field with its respective weight field', | ||
| PCT.grammarDoc='wavg is used by wavg(Number[*], Number[*])' | ||
| } | ||
| meta::pure::functions::math::wavg(numbers:Number[*], weights:Number[*]):Float[1] | ||
| { | ||
| if($numbers->isEmpty() || $weights->isEmpty(), | ||
| |fail('Error: Mean of an empty set.');0.0;, | ||
| | if ($numbers->size() != $weights->size(), | ||
| |fail('Error: The data and weight column must have the same number of values');0.0;, | ||
| |let weightedQuantitySum = $numbers->zip($weights)->map(p | $p.first * $p.second)->sum(); | ||
| let weightsSum = $weights->sum(); | ||
| assert($weightsSum != 0.0,|'Weighted Average can\'t be performed as sum of weight column values equal 0'); | ||
| $weightedQuantitySum/$weightsSum;)); | ||
| } | ||
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| function meta::pure::functions::math::wavg(wavgRows: meta::pure::functions::math::wavgUtility::WavgRowMapper[*]):Float[1] | ||
| { | ||
| meta::pure::functions::math::wavg($wavgRows.quantity, $wavgRows.weight); | ||
| } | ||
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| Class meta::pure::functions::math::wavgUtility::WavgRowMapper | ||
| { | ||
| quantity: Number[0..1]; | ||
| weight: Number[0..1]; | ||
| } | ||
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| function meta::pure::functions::math::wavgUtility::wavgRowMapper(quantity:Number[0..1], weight:Number[0..1]):meta::pure::functions::math::wavgUtility::WavgRowMapper[1] | ||
| { | ||
| ^meta::pure::functions::math::wavgUtility::WavgRowMapper( | ||
| quantity= $quantity, | ||
| weight= $weight | ||
| ) | ||
| } | ||
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| function <<PCT.test>> meta::pure::functions::math::tests::wavg::testSimpleGroupByWavg<T|m>(f:Function<{Function<{->T[m]}>[1]->T[m]}>[1]):Boolean[1] | ||
| { | ||
| let expr = { | ||
| |#TDS | ||
| id, grp, name, quantity, weight | ||
| 1, 2, A, 200, 0.5 | ||
| 2, 1, B, 100, 0.45 | ||
| 3, 3, C, 250, 0.25 | ||
| 4, 4, D, 700, 1 | ||
| 5, 2, E, 100, 0.5 | ||
| 6, 1, F, 500, 0.15 | ||
| 7, 3, G, 400, 0.75 | ||
| 8, 1, H, 150, 0.4 | ||
| 9, 5, I, 350, 1 | ||
| #->groupBy(~grp, ~wavgCol : x | meta::pure::functions::math::wavgUtility::wavgRowMapper($x.quantity, $x.weight) : y | $y->wavg()) | ||
| }; | ||
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| let res = $f->eval($expr); | ||
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| assertEquals( '#TDS\n'+ | ||
| ' grp,wavgCol\n'+ | ||
| ' 1,180.0\n'+ | ||
| ' 2,150.0\n'+ | ||
| ' 3,362.5\n'+ | ||
| ' 4,700.0\n'+ | ||
| ' 5,350.0\n'+ | ||
| '#', $res->sort(~grp->ascending())->toString()); | ||
| } | ||
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| function <<PCT.test>> meta::pure::functions::math::tests::wavg::testSimpleGroupByMultipleWavg<T|m>(f:Function<{Function<{->T[m]}>[1]->T[m]}>[1]):Boolean[1] | ||
| { | ||
| let expr = { | ||
| |#TDS | ||
| id, grp, name, quantity, weight, weight1 | ||
| 1, 2, A, 200, 0.5, 0.75 | ||
| 2, 1, B, 100, 0.45, 0.35 | ||
| 3, 3, C, 250, 0.25, 0.50 | ||
| 4, 4, D, 700, 1, 1 | ||
| 5, 2, E, 100, 0.5, 0.25 | ||
| 6, 1, F, 500, 0.15, 0.25 | ||
| 7, 3, G, 400, 0.75, 0.50 | ||
| 8, 1, H, 150, 0.4, 0.4 | ||
| 9, 5, I, 350, 1, 1 | ||
| #->groupBy(~grp, ~[wavgCol1 : x | meta::pure::functions::math::wavgUtility::wavgRowMapper($x.quantity, $x.weight) : y | $y->wavg(), | ||
| wavgCol2 : x | meta::pure::functions::math::wavgUtility::wavgRowMapper($x.quantity, $x.weight1) : y | $y->wavg()]) | ||
| }; | ||
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| let res = $f->eval($expr); | ||
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| assertEquals( '#TDS\n'+ | ||
| ' grp,wavgCol1,wavgCol2\n'+ | ||
| ' 1,180.0,220.0\n'+ | ||
| ' 2,150.0,175.0\n'+ | ||
| ' 3,362.5,325.0\n'+ | ||
| ' 4,700.0,700.0\n'+ | ||
| ' 5,350.0,350.0\n'+ | ||
| '#', $res->sort(~grp->ascending())->toString()); | ||
| } |
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