From 2acdc3cb6ce77deeceb0602d6073f3eccf252cc4 Mon Sep 17 00:00:00 2001 From: dwreeves Date: Sat, 24 Aug 2024 13:45:45 -0400 Subject: [PATCH 1/2] bug fixes --- CHANGELOG.md | 6 ++++++ dbt_project.yml | 2 +- macros/linear_regression/ols.sql | 4 ++++ .../linear_regression/ols_impl_chol/_ols_impl_chol.sql | 10 +++++----- .../linear_regression/ols_impl_special/_ols_1var.sql | 2 +- 5 files changed, 17 insertions(+), 7 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 38c9629..addeaf9 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,5 +1,11 @@ # Changelog +### `0.2.5` + +- Fix bug where `exog` and `group_by` did not handle `str` inputs e.g. `exog="x"`. +- Fix bug where `group_by` for `method='fwl'` with exactly 1 exog variable did not work. (Explanation: `method='fwl'` dispatches to a different macro for the special case of 1 exog variable, and `group_by` was not implemented correctly here.) +- Fix bug where `safe` mode did not work for `method='chol'` + ### `0.2.4` - Fix minor incompatibility with Redshift; contributed by [@steelcd](https://github.com/steelcd). diff --git a/dbt_project.yml b/dbt_project.yml index 6eb1606..c467ae6 100644 --- a/dbt_project.yml +++ b/dbt_project.yml @@ -1,5 +1,5 @@ name: "dbt_linreg" -version: "0.2.4" +version: "0.2.5" # 1.2 is required because of modules.itertools. require-dbt-version: [">=1.2.0", "<2.0.0"] diff --git a/macros/linear_regression/ols.sql b/macros/linear_regression/ols.sql index 9f82acb..239000e 100644 --- a/macros/linear_regression/ols.sql +++ b/macros/linear_regression/ols.sql @@ -60,6 +60,8 @@ {% else %} {% set exog = [exog] %} {% endif %} + {% elif exog is string %} + {% set exog = [exog] %} {% endif %} {% if group_by is not iterable %} @@ -68,6 +70,8 @@ {% else %} {% set group_by = [group_by] %} {% endif %} + {% elif group_by is string %} + {% set group_by = [group_by] %} {% endif %} {% if alpha is not iterable and alpha is not none %} diff --git a/macros/linear_regression/ols_impl_chol/_ols_impl_chol.sql b/macros/linear_regression/ols_impl_chol/_ols_impl_chol.sql index c9d9046..2ef4648 100644 --- a/macros/linear_regression/ols_impl_chol/_ols_impl_chol.sql +++ b/macros/linear_regression/ols_impl_chol/_ols_impl_chol.sql @@ -73,7 +73,7 @@ {{ return(d) }} {% endmacro %} -{% macro _forward_substitution(li) %} +{% macro _forward_substitution(li, safe=true) %} {% set d = {} %} {% for i, j in modules.itertools.combinations_with_replacement(li, 2) %} {% set ns = namespace() %} @@ -86,7 +86,7 @@ {% endfor %} {% set ns.numerator = ns.numerator~')' %} {% endif %} - {% if adapter.type() == "postgres" %} + {% if safe %} {% do d.update({(i, j): '('~ns.numerator~'/nullif(i'~j~'j'~j~', 0))'}) %} {% else %} {% do d.update({(i, j): '('~ns.numerator~'/i'~j~'j'~j~')'}) %} @@ -118,7 +118,7 @@ )) }} {%- endif %} {%- set subquery_optimization = method_options.get('subquery_optimization', True) %} -{%- set safe_sqrt = method_options.get('safe', True) %} +{%- set safe_mode = method_options.get('safe', True) %} {%- set calculate_standard_error = format_options.get('calculate_standard_error', (not alpha)) and format == 'long' %} {%- if alpha and calculate_standard_error %} {% do log( @@ -171,7 +171,7 @@ _dbt_linreg_xtx as ( ), _dbt_linreg_chol as ( - {%- set d = dbt_linreg._cholesky_decomposition(li=xcols, subquery_optimization=subquery_optimization, safe=safe_sqrt) %} + {%- set d = dbt_linreg._cholesky_decomposition(li=xcols, subquery_optimization=subquery_optimization, safe=safe_mode) %} {%- if subquery_optimization %} {%- for i in (xcols | reverse) %} select @@ -202,7 +202,7 @@ _dbt_linreg_chol as ( ), _dbt_linreg_inverse_chol as ( {#- The optimal way to calculate is to do each diagonal at a time. #} - {%- set d = dbt_linreg._forward_substitution(li=xcols) %} + {%- set d = dbt_linreg._forward_substitution(li=xcols, safe=safe_mode) %} {%- if subquery_optimization %} {%- for gap in (range(0, upto) | reverse) %} select *, diff --git a/macros/linear_regression/ols_impl_special/_ols_1var.sql b/macros/linear_regression/ols_impl_special/_ols_1var.sql index a8c301d..0101bc9 100644 --- a/macros/linear_regression/ols_impl_special/_ols_1var.sql +++ b/macros/linear_regression/ols_impl_special/_ols_1var.sql @@ -25,7 +25,7 @@ _dbt_linreg_cmeans as ( {%- endif %} _dbt_linreg_base as ( select - {{ dbt_linreg._gb_cols(group_by, trailing_comma=True) | indent(4) }} + {{ dbt_linreg._alias_gb_cols(group_by) | indent(4) }} {%- if alpha and add_constant %} b.{{ endog }} - _dbt_linreg_cmeans.y as y, b.{{ exog[0] }} - _dbt_linreg_cmeans.x1 as x1, From 5a55b21f7498b2011c1252d9593f0b59c9ee671d Mon Sep 17 00:00:00 2001 From: dwreeves Date: Sat, 24 Aug 2024 14:22:59 -0400 Subject: [PATCH 2/2] clean up dbt docs --- .pre-commit-config.yaml | 2 +- CHANGELOG.md | 3 +- README.md | 3 +- .../linear_regression/{ => utils}/utils.sql | 0 macros/schema.yml | 114 +- poetry.lock | 2177 +++++++++-------- pyproject.toml | 5 +- scripts.py | 32 + 8 files changed, 1371 insertions(+), 965 deletions(-) rename macros/linear_regression/{ => utils}/utils.sql (100%) diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index e659793..ec0866f 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -8,7 +8,7 @@ repos: - id: trailing-whitespace - repo: https://github.com/charliermarsh/ruff-pre-commit - rev: v0.0.284 + rev: v0.6.2 hooks: - id: ruff diff --git a/CHANGELOG.md b/CHANGELOG.md index addeaf9..83ae1be 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -4,7 +4,8 @@ - Fix bug where `exog` and `group_by` did not handle `str` inputs e.g. `exog="x"`. - Fix bug where `group_by` for `method='fwl'` with exactly 1 exog variable did not work. (Explanation: `method='fwl'` dispatches to a different macro for the special case of 1 exog variable, and `group_by` was not implemented correctly here.) -- Fix bug where `safe` mode did not work for `method='chol'` +- Fix bug where `safe` mode did not work for `method='chol'`. +- Improved docs by hiding everything except `ols()`, improved description of `ols()` macro, and added missing arg. ### `0.2.4` diff --git a/README.md b/README.md index d143ada..e4f59bf 100644 --- a/README.md +++ b/README.md @@ -193,7 +193,8 @@ def ols( format_options: Optional[dict[str, Any]] = None, group_by: Optional[Union[str, list[str]]] = None, alpha: Optional[Union[float, list[float]]] = None, - method: Literal['chol', 'fwl'] = 'chol' + method: Literal['chol', 'fwl'] = 'chol', + method_options: Optional[dict[str, Any]] = None ): ... ``` diff --git a/macros/linear_regression/utils.sql b/macros/linear_regression/utils/utils.sql similarity index 100% rename from macros/linear_regression/utils.sql rename to macros/linear_regression/utils/utils.sql diff --git a/macros/schema.yml b/macros/schema.yml index e31f3d7..d58e5c6 100644 --- a/macros/schema.yml +++ b/macros/schema.yml @@ -28,7 +28,31 @@ macros: ``` {% endraw %} - The macro renders a subquery; in some database engines, such as Postgres, it is required to alias all subqueries. + You may also select from a CTE; in this case, just pass a string referencing the CTE: + + {% raw %} + ```sql + {{ + config( + materialized="table" + ) + }} + with my_data as ( + select * from {{ ref('simple_matrix') }} + ) + select * from {{ + dbt_linreg.ols( + table='my_data', + endog='y', + exog=['xa', 'xb', 'xc'], + format='long', + format_options={'round': 5} + ) + }} + ``` + {% endraw %} + + The macro renders a subquery, inclusive of parentheses. Please see the README / full documentation for more information: [https://dwreeves.github.io/dbt_linreg/](https://dwreeves.github.io/dbt_linreg/) arguments: @@ -53,6 +77,9 @@ macros: - name: format_options type: dict description: See **Formats and format options** section in the README for more. + - name: group_by + type: string or list of numbers + description: If specified, the regression will be grouped by these variables, and individual regressions will run on each group. - name: alpha type: number or list of numbers description: If not null, the regression will be run as a ridge regression with a penalty of `alpha`. See **Notes** section in the README for more information. @@ -62,18 +89,36 @@ macros: - name: method_options type: dict description: Options specific to the estimation method. See **Methods and method options** in the README for more. - # Everything down here is just for intermediary calculations. - # Better to hide this stuff to reduce confusion when reading docs. + # Everything down here is just for intermediary calculations or helper functions. + # There is no point to showing these in the docs. # The truly curious can just look at the source code. + # + # Please generate the below with the following command: + # >>> python scripts.py gen-hide-macros-yaml - name: _alias_exog docs: show: false - name: _alias_gb_cols docs: show: false + - name: _cell_or_alias + docs: + show: false + - name: _cholesky_decomposition + docs: + show: false + - name: _filter_and_center_if_alpha + docs: + show: false + - name: _filter_if_alpha + docs: + show: false - name: _format_wide_variable_column docs: show: false + - name: _forward_substitution + docs: + show: false - name: _gb_cols docs: show: false @@ -83,21 +128,84 @@ macros: - name: _maybe_round docs: show: false + - name: _ols_0var + docs: + show: false + - name: _ols_1var + docs: + show: false + - name: _ols_chol + docs: + show: false + - name: _ols_fwl + docs: + show: false + - name: _orth_x_intercept + docs: + show: false + - name: _orth_x_slope + docs: + show: false + - name: _regress_or_alias + docs: + show: false + - name: _safe_sqrt + docs: + show: false - name: _strip_quotes docs: show: false + - name: _traverse_intercepts + docs: + show: false + - name: _traverse_slopes + docs: + show: false - name: _unalias_gb_cols docs: show: false + - name: bigquery___safe_sqrt + docs: + show: false + - name: default___cell_or_alias + docs: + show: false + - name: default___maybe_round + docs: + show: false + - name: default___regress_or_alias + docs: + show: false + - name: default___safe_sqrt + docs: + show: false - name: default__regress docs: show: false + - name: duckdb___cell_or_alias + docs: + show: false + - name: duckdb___regress_or_alias + docs: + show: false - name: final_select docs: show: false + - name: postgres___maybe_round + docs: + show: false + - 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+pyyaml = "*" [tool.ruff] line-length = 100 + +[tool.ruff.lint] select = ["F", "E", "W", "I001"] -[tool.ruff.isort] +[tool.ruff.lint.isort] lines-after-imports = 2 force-single-line = true diff --git a/scripts.py b/scripts.py index 131707b..08b6b82 100644 --- a/scripts.py +++ b/scripts.py @@ -2,6 +2,7 @@ This file is used for generation of CSV files for integration test cases, and also for manual verification + generation of test case values. """ +import json import os.path as op import warnings from typing import NamedTuple @@ -12,6 +13,7 @@ import pandas as pd import rich_click as click import statsmodels.api as sm +import yaml from tabulate import tabulate @@ -365,5 +367,35 @@ def gen_test_cases(tables: list[str], size: int, seed: int, skip_if_exists: bool click.echo(click.style("Done!", fg="green")) +@cli.command("gen-hide-macros-yaml") +def gen_hide_args_yaml(): + """Generates the YAML that hides the macros from the docs. + + Requires the `manifest.json` to be available. + (`dbt parse --profiles-dir ./integration_tests/profiles`) + + Recommended to `| pbcopy` this command, then paste in `macros/schema.yml`. + + This is not enforced during CICD, beware! + """ + exclude_from_hiding = ["ols"] + with open("target/manifest.json") as f: + manifest = json.load(f) + + macros = [ + data["name"] for fqn, data + in manifest["macros"].items() + if data.get("package_name", "") == "dbt_linreg" + and data.get("name") not in exclude_from_hiding + ] + + out = [ + {"name": macro, "docs": {"show": False}} + for macro in sorted(macros) + ] + + print(" " + yaml.safe_dump(out, sort_keys=False).replace("\n", "\n ")) + + if __name__ == "__main__": cli()