Unchanged ex-ante and ex-post beliefs

documentation/changelog.rst

@@ -23,6 +23,7 @@ Infrastructure / Support
 
 * Reduce size of Docker image (from 2GB to 1.4GB) [see `PR #512 <http://www.github.com/FlexMeasures/flexmeasures/pull/512>`_]
 * Remove bokeh dependency and obsolete UI views [see `PR #476 <http://www.github.com/FlexMeasures/flexmeasures/pull/476>`_]
+* Revised strategy for removing unchanged beliefs when saving data: retain the oldest measurement (ex-post belief), too [see `PR #518 <http://www.github.com/FlexMeasures/flexmeasures/pull/518>`_]
 
 
 v0.11.2 | September 6, 2022

flexmeasures/api/common/utils/api_utils.py

@@ -409,11 +409,7 @@ def save_to_db(
 
         if save_changed_beliefs_only:
             # Drop beliefs that haven't changed
-            timed_values = (
-                timed_values.convert_index_from_belief_horizon_to_time()
-                .groupby(level=["belief_time", "source"], as_index=False)
-                .apply(drop_unchanged_beliefs)
-            )
+            timed_values = drop_unchanged_beliefs(timed_values)
 
             # Work around bug in which groupby still introduces an index level, even though we asked it not to
             if None in timed_values.index.names:

flexmeasures/data/services/time_series.py

@@ -315,23 +315,63 @@ def set_bdf_source(bdf: tb.BeliefsDataFrame, source_name: str) -> tb.BeliefsData
 def drop_unchanged_beliefs(bdf: tb.BeliefsDataFrame) -> tb.BeliefsDataFrame:
     """Drop beliefs that are already stored in the database with an earlier belief time.
 
+    Also drop beliefs that are already in the data with an earlier belief time.
+
     Quite useful function to prevent cluttering up your database with beliefs that remain unchanged over time.
-    Only works on BeliefsDataFrames with a unique belief time and unique source.
     """
     if bdf.empty:
         return bdf
-    if len(bdf.lineage.belief_times) > 1:
-        raise NotImplementedError("Beliefs should share a unique belief time.")
-    if len(bdf.lineage.sources) > 1:
-        raise NotImplementedError("Beliefs should share a unique source.")
+
+    # Save the oldest ex-post beliefs explicitly, even if they do not deviate from the most recent ex-ante beliefs
+    ex_ante_bdf = bdf[bdf.belief_horizons > timedelta(0)]
+    ex_post_bdf = bdf[bdf.belief_horizons <= timedelta(0)]
+    if not ex_ante_bdf.empty and not ex_post_bdf.empty:
+        # Recursive function call
+        ex_ante_bdf = drop_unchanged_beliefs(ex_ante_bdf)
+        ex_post_bdf = drop_unchanged_beliefs(ex_post_bdf)
+        bdf = pd.concat([ex_ante_bdf, ex_post_bdf])
+        return bdf
+
+    # Remove unchanged beliefs from within the new data itself
+    index_names = bdf.index.names
+    bdf = (
+        bdf.sort_index()
+        .reset_index()
+        .drop_duplicates(
+            ["event_start", "source", "cumulative_probability", "event_value"],
+            keep="first",
+        )
+        .set_index(index_names)
+    )
+
+    return (
+        bdf.convert_index_from_belief_horizon_to_time()
+        .groupby(level=["belief_time", "source"], as_index=False)
+        .apply(_drop_unchanged_beliefs)
+    )
+
+
+def _drop_unchanged_beliefs(bdf: tb.BeliefsDataFrame) -> tb.BeliefsDataFrame:
+    """Drop beliefs that are already stored in the database with an earlier belief time.
+
+    Assumes a BeliefsDataFrame with a unique belief time and unique source,
+    and either all ex-ante beliefs or all ex-post beliefs.
+    """
+    if bdf.belief_horizons[0] > timedelta(0):
+        # Look up only ex-ante beliefs (horizon > 0)
+        kwargs = dict(horizons_at_least=timedelta(0))
+    else:
+        # Look up only ex-post beliefs (horizon <= 0)
+        kwargs = dict(horizons_at_most=timedelta(0))
     previous_beliefs_in_db = bdf.sensor.search_beliefs(
         event_starts_after=bdf.event_starts[0],
         event_ends_before=bdf.event_ends[-1],
         beliefs_before=bdf.lineage.belief_times[0],  # unique belief time
         source=bdf.lineage.sources[0],  # unique source
         most_recent_beliefs_only=False,
+        **kwargs,
     )
-    # todo: delete next line and set most_recent_beliefs_only=True when this is resolved: https://github.com/SeitaBV/timely-beliefs/issues/97
+    # todo: delete next line and set most_recent_beliefs_only=True when this is resolved: https://github.com/SeitaBV/timely-beliefs/pull/117
     previous_most_recent_beliefs_in_db = belief_utils.select_most_recent_belief(
         previous_beliefs_in_db
     )

flexmeasures/data/utils.py

@@ -105,11 +105,7 @@ def save_to_db(
         if save_changed_beliefs_only:
 
             # Drop beliefs that haven't changed
-            timed_values = (
-                timed_values.convert_index_from_belief_horizon_to_time()
-                .groupby(level=["belief_time", "source"], as_index=False)
-                .apply(drop_unchanged_beliefs)
-            )
+            timed_values = drop_unchanged_beliefs(timed_values)
             len_after = len(timed_values)
             if len_after < len_before:
                 status = "success_with_unchanged_beliefs_skipped"