driftdb 0.1.4

Historical metric store

Driftdb

Driftdb is a historical metric store

from driftdb.connectors import GithubConnector
from github import Github

github_connector = GithubConnector(github_client=Github("gh_token"), github_repository_name="org/repo")

dataframe = bigquery.Client().query(query).to_dataframe()
{"unique_key": ['2022-01-01_FR', '2022-01-01_GB'...

github_connector.snapshot_table(table_dataframe=dataframe, table_name="revenue")
'🎉 data/act_metrics_finance/mrr.csv Successfully stored!'
'💩 Historical data change detected, Ammy was assigned to it'

Purpose

Non-moving data is a journey, in reality, the data moves and it has many impacts (Data Integrity and Reconciliation, Predictive Modeling, Historical Data Accuracy) The purpose of this library is:

• to snapshot the data, and parse the diff in chunks (schema update, new data collection, data duplication, drift...)
• to store it using a connector
• to trigger alerts

Getting Started (with Github as a store, it's free)

To get started with Driftdb, follow these steps:

1. Create a new repository on GitHub called datadrift (or whatever other name you prefer) with a README file.
2. Generate a personal access token on GitHub that has access to the datadrift repository. You can do this by going to your GitHub settings, selecting "Developer settings", and then "Personal access tokens". Click "Generate new token" and give it the necessary permissions (content and pull requests).
3. In your data pipelines, when relevant, call snapshot_table with the following parameters
   • a connector (in this example a github connector)
   • your table in a dataframe format
   • the name of the table: "kpi/my_kpi"

For instance

>>> from driftdb.connectors import GithubConnector
>>> github_connector = GithubConnector(github_client=Github("gh_token"), github_repository_name="org/repo")
>>> github_connector.snapshot_table(table_dataframe=dataframe, table_name="revenue")

That's it! With these steps, you can start using Driftdb to store and track your metrics over time.

Dataframe

Driftdb is base on the standard dataframe format from Pandas. One can use any library to get the data as long as the format fits the following requirements:

1. The first column of the dataframe must be unique_key
2. The first columns must have only unique keys
3. The second column must be a date (which is the collection date: the booking_date, the order_date etc)

The granularity of the dataframe depends on every use case:

• it can be at very low level (like transaction) or aggregated (like a metric)
• it can contain all the dimension, or none

1st column: Unique key

The unique_key is used to detect a modification in historical data

In case you have duplicated lines, driftdb will automatically rename them with -duplicate-n

  unique_key  value
0          A     10
1          B     20
2          C     30
3          B     40
4          C     50
5          C     60
6          D     70

         unique_key  value
0                A     10
1                B     20
2                C     30
3    B-duplicate-1     40
4    C-duplicate-1     50
5    C-duplicate-2     60
6                D     70

2nd column: Date

The date key is used to detect new historical data, or deleted historical data. And differentiate if a new batch is being collected (which won't be a drift)

Large Dataset

Partitionning

In case of more than 1M rows, partitionning is recomanded using the partition_and_store_table function.

>>> from driftdb.connectors.workflow import partition_and_snapshot_table

>>> very_large_dataframe = bigquery.Client().query(query).to_dataframe()
{"unique_key": ['2022-01-01_FR', '2022-01-01_GB'...
>>> connector.partition_and_snapshot_table(table_dataframe=very_large_dataframe, table_name="act_metrics_finance/mrr")
'🎁 Partitionning data/act_metrics_finance/mrr.csv...'

Alerting

Drift

A drift is a modification of historical data. It can be a modification, addition or deletion in a table that is supposed to be "non-moving data".

Drift Handler

A drift handler is a function that conforms the type DriftHandler:

DriftHandler = Callable[[DriftEvaluatorContext], DriftEvaluation]

# With DriftEvaluatorContext and DriftEvaluation being

class DriftEvaluatorContext:
    def __init__(self, before: pd.DataFrame, after: pd.DataFrame, summary: DriftSummary):
        self.before = before
        self.after = after
        self.summary = summary

class DriftEvaluation(TypedDict):
    should_alert: bool
    message: str

Default Drift Handler

The default drift evaluator never triggers any alert, it returns should_alert = False.

Alert Drift Handler

The alert_drift_handler will trigger an alert if there is a drifts, and an alert message containing the summary of the drift, example:

Drift detected:
- 🆕 0 addition
- ♻️ 2 modifications
- 🗑️ 0 deletion

To use the alert_drift_handler, add it when you call snapshot_table like this:

from driftdb.alerting import alert_drift_handler

connector.snapshot_table(table_dataframe, table_name, drift_handler=alert_drift_handler)

Threshold Drift Handler

The Threshold Drift Handler is designed to monitor changes in numerical values. It triggers an alert when a numerical value is updated and the absolute difference, when divided by the old value, exceeds a specified threshold.

Here's how you can use the Threshold Drift Handler:

from driftdb.alerting import TresholdDriftHandlerFactory

# Set your desired threshold
threshold = 0.1  # Alert if the change is over 10%
threshold_handler = TresholdDriftHandlerFactory(numerical_cols=['metric_column_name'], threshold=threshold)

connector.snapshot_table(table_dataframe, table_name, drift_handler=threshold_handler)

Custom Drift Handler

You can provide a custom evaluator which is a function with a DriftEvaluatorContext containing the following properties:

class DriftEvaluatorContext(TypedDict):
    before: pd.DataFrame
    after: pd.DataFrame
    summary: DriftSummary

class DriftSummary(TypedDict):
    added_rows: pd.DataFrame
    deleted_rows: pd.DataFrame
    modified_rows_unique_keys: pd.Index
    modified_patterns: pd.DataFrame

Then implement your handler, and use it in snapshot_table.

def my_drift_handler(
    data_drift_context: DriftEvaluatorContext,
) -> DriftEvaluation:
    # do what you want
    if there_is_something_I_dont_like:
      return {"should_alert": True, "message": "No this should not happen"}
    return {"should_alert": False, "message": ""}

New Data

When there is a new batch of data in a table, e.g. the results of last week. This addition is considered new data. It should not be confused with a new row entry of historical data. For instance, if a new transaction with a paying_date from a month ago is registered today, it will be considered a drift, not a new data.

New Data Handler

You can also add alerting when inserting new data in the table.

Detect Outlier Handler

You can create a detect_outlier_handler with the DetectOutlierHandlerFactory that takes 2 arguments, the numerical columns and the category columns. For numerical columns, if the new data is an outlier (using the interquartil method) it will trigger an alert. For category columns, if a new category is detected, it will trigger an alert.

To use the detect_outlier_handler, add it when you call snapshot_table like this:

from driftdb.alerting import DetectOutlierHandlerFactory
new_data_handler = DetectOutlierHandlerFactory(numerical_cols=["age"], categorical_cols=[])

connector.snapshot_table(table_dataframe, table_name, new_data_handler=new_data_handler)

Custom New Data Handler

You can provide a custom handler which is a function with a NewDataEvaluatorContext containing the following properties:

class NewDataEvaluatorContext:
    def __init__(self, before: pd.DataFrame, after: pd.DataFrame, added_rows: pd.DataFrame):
        self.before = before
        self.after = after
        self.added_rows = added_rows

Then implement your handler, and use it in snapshot_table.

def my_new_data_handler(
    new_data_context: NewDataEvaluatorContext,
) -> DriftEvaluation:
    # do what you want
    if there_is_something_I_dont_like:
      return {"should_alert": True, "message": "No this should not happen"}
    return {"should_alert": False, "message": ""}

CLI

Instead of storing data on github, you can store data locally and explore it with the cli.

Getting started

From dbt snapshot (dbt >= 1.6)

pip install driftdb

driftdb dbt snapshot
driftdb start

From generated seeds

pip install driftdb

driftdb seed create
driftdb seed update

driftdb start

Features

Metrics

Load a csv

driftdb load-csv path/to/csv

Data visualization

driftdb start

Start the driftdb, and navigate to localhost:9741/tables. Visualize how a metric evolved, given a period, in a waterfall chart.