myst-alpha 0.8.2

This is the official Python library for the Myst Platform.

Myst Python Library

This is the official Python client library for the Myst Platform.

Requirements

• Python 3.7+

Installation

To install the package from PyPI:

$ pip install --upgrade myst-alpha

Authentication

The Myst API uses JSON Web Tokens (JWTs) to authenticate requests.

The Myst Python library handles the sending of JWTs to the API automatically and currently supports two ways to authenticate to obtain a JWT: through your Google user account or a Myst service account.

Authenticating using your user account

If you don't yet have a Google account, you can create one on the Google Account Signup page.

Once you have access to a Google account, send an email to [e-mail] with your email so we can authorize you to use the Myst Platform.

Use the following code snippet to authenticate using your user account:

import myst

myst.authenticate()

The first time you run this, you'll be presented with a web browser and asked to authorize the Myst Python library to make requests on behalf of your Google user account. If you'd like to re-authorize (for example with a different account), pass use_cache=False to be presented with the web browser authorization once again.

Authenticating using a service account

You can also authenticate using a Myst service account. To request a service account, email [e-mail].

To authenticate using a service account, set the MYST_APPLICATION_CREDENTIALS environment variable to the path to your service account key file:

$ export MYST_APPLICATION_CREDENTIALS=</path/to/key/file.json>

Then, go through the service account authentication flow:

import myst

myst.authenticate_with_service_account()

Alternatively, you can explicitly pass the path to your service account key:

from pathlib import Path

import myst

myst.authenticate_with_service_account(key_file_path=Path("/path/to/key/file.json"))

Connecting to a different environment

Contributors may want to connect to a non-production environment that they are authorized to develop in. In that case, you can set the client with the API host you'd like to connect to.

import myst

myst.set_client(myst.Client(api_host="https://petstore.api"))

myst.authenticate()

Working with projects and graphs

A project is a workspace for setting up a graph of sources, models, operations, and time series to achieve a particular objective. The sources, model, operations, and time series therein are nodes of the graph, and they are connected by different types of edges.

For more of a conceptual overview, see the platform documentation. The following assumes some familiarity with those concepts and focuses instead on demonstrating how to use the Myst client library to interact with the platform.

Projects

Create a project

import myst

project = myst.Project.create(title="SF Electricity Load")

List projects

import myst

projects = myst.Project.list()

Retrieve a project

import myst

project = myst.Project.get(uuid="f89d7fbe-a051-4d0c-aa60-d6838b7e64a0")

Nodes (Sources, Models, Operations, Time Series)

A node (source, model, operation, or time series) is always associated with a project, and there are multiple patterns in the client library API by which you can list or create them.

Create a node

For example, suppose you want to create a temperature time series to be used as a feature in your model. Assuming that you have the variable project: Project in scope, you can write the following to create a new time series:

ksfo_temperature_time_series = project.create_time_series(
    title="Temperature (KSFO)",
    sample_period=myst.TimeDelta("PT1H"),  # Sample period of one hour. "PT1H" is an ISO 8601 duration string.
)

Or, to exactly the same effect:

import myst

ksfo_temperature_time_series = myst.TimeSeries.create(
    project=project,  # Notice that project must be specified in this formulation.
    title="Temperature (KSFO)",
    sample_period=myst.TimeDelta("PT1H"),
)

This is true for the other types of nodes, too. In all, the client library offers the following equivalent ways to create the different types of nodes:

• project.create_source(...) <=> Source.create(project=project, ...)
• project.create_operation(...) <=> Operation.create(project=project, ...)
• project.create_model(...) <=> Model.create(project=project, ...)
• project.create_time_series(...) <=> TimeSeries.create(project=project, ...)

Create a node with connector

For nodes that are powered by connectors, you must specify the parameters of that connector during construction. For example, suppose you wanted to create a source node based on The Weather Company's Cleaned Observations API, to be used as the source of temperature data in the time series we created above. To do so, you would write:

from myst.connectors.source_connectors import cleaned_observations

ksfo_cleaned_observations = project.create_source(
    title="Cleaned Weather (KSFO)",
    connector=cleaned_observations.CleanedObservations(
        latitude=37.619,
        longitude=-122.374,
        fields=[
            cleaned_observations.Field.SURFACE_TEMPERATURE_CELSIUS,
        ],
    ),
)

Model and Operation nodes are constructed similarly. As another example, if we wanted to take the 3-hour rolling mean of the temperature, we could create an operation as follows:

import myst

from myst.connectors.operation_connectors import time_transformations

rolling_mean_ksfo_temperature = project.create_operation(
    title="Temperature (KSFO) - 3H Rolling Mean",
    connector=time_transformations.TimeTransformations(
        rolling_window_parameters=time_transformations.RollingWindowParameters(
            window_period=myst.TimeDelta("PT3H"),
            min_periods=1,
            centered=False,
            aggregation_function=time_transformations.AggregationFunction.MEAN,
        )
    ),
)

We will see how to connect an input to this operation in a following step.

List nodes in a project

nodes = project.list_nodes()

Retrieve a node

import myst

model = myst.Model.get(
    project_uuid="05703aea-7319-4623-810d-b92b58692906",
    uuid="a5ba722c-6750-4796-8b43-230b5e0f4c4a",
)

Similar for myst.Source.get, myst.Operation.get, and myst.TimeSeries.get.

Edges (Inputs, Layers)

Create a layer

A layer is an edge that feeds into a time series. You can create a layer into a time series with either:

import myst
from myst.connectors.source_connectors import cleaned_observations

layer = ksfo_temperature_time_series.create_layer(
    upstream_node=ksfo_cleaned_observations,
    order=0,
    end_timing=myst.TimeDelta("-PT23H"),
    label_indexer=cleaned_observations.Field.SURFACE_TEMPERATURE_CELSIUS.value,
)

or:

import myst
from myst.connectors.source_connectors import cleaned_observations

layer = myst.Layer.create(
    downstream_node=ksfo_temperature_time_series,
    upstream_node=ksfo_cleaned_observations,
    order=0,
    end_timing=myst.TimeDelta("-PT23H"),
    label_indexer=cleaned_observations.Field.SURFACE_TEMPERATURE_CELSIUS.value,
)

Create an input

An input is an edge that feeds into a model or an operation. To connect the temperature time series into the operation we constructed before, we would write:

from myst.connectors.operation_connectors import time_transformations

operation_input = rolling_mean_ksfo_temperature.create_input(
    upstream_node=ksfo_temperature_time_series,
    group_name=time_transformations.GroupName.OPERANDS,
)

As always, this creation method is also available as:

import myst

from myst.connectors.operation_connectors import time_transformations


operation_input = myst.Input.create(
    downstream_node=rolling_mean_ksfo_temperature,
    upstream_node=ksfo_temperature_time_series,
    group_name=time_transformations.GroupName.OPERANDS,
)

List time series layers

layers = ksfo_temperature_time_series.list_layers()

List model/operation inputs

inputs = rolling_mean_ksfo_temperature.list_inputs()

Working with time series

Time series are at the core of Myst's API. In addition to the functionality offered by a generic node, time series also support querying and inserting data.

First, retrieve a time series:

import myst

time_series = myst.TimeSeries.get(
    project_uuid="40bcb171-1c51-4497-9524-914630818aeb",
    uuid="ca2a63d1-3515-47b4-afc7-13c6656dd744",
)

To insert a TimeArray of random scalar data into the time series:

import myst
import numpy as np

time_array = myst.TimeArray(
    sample_period="PT1H",
    start_time="2021-07-01T00:00:00Z",
    end_time="2021-07-08T00:00:00Z",
    as_of_time="2021-07-01T00:00:00Z",
    values=np.random.randn(168),
)
time_series.insert_time_array(time_array=time_array)

You can also query a time series for a given as of time and natural time range. In this example, the query will return the data we just inserted:

import myst

returned_time_array = time_series.query_time_array(
    start_time=myst.Time("2021-07-01T00:00:00Z"),
    end_time=myst.Time("2021-07-08T00:00:00Z"),
    as_of_time=myst.Time("2021-07-01T00:00:00Z"),
)
assert returned_time_array == time_array

Working with policies

A policy is the way to specify the schedule on which a particular target will be fit or run, as well as the parameters around the target time range.

At the time of this writing, the Myst Platform supports two types of policies: time series run policies and model fit policies.

Time series run policies

Create a time series run policy

import myst

ksfo_temp_run_policy = ksfo_temperature_time_series.create_run_policy(
    schedule_timing=myst.TimeDelta("PT1H"),  # Run every hour.
    start_timing=myst.TimeDelta("PT1H"),  # Run on data starting from an hour from now (inclusive)...
    end_timing=myst.TimeDelta("P7D"),  # ...up to 7 days from now (exclusive).
)

Model fit policies

Suppose we have a variable xgboost_model that contains a value of type Model.

Create a model fit policy

import myst

xgboost_model_fit_policy = xgboost_model.create_fit_policy(
    schedule_timing=myst.TimeDelta("PT24H"),  # Run every 24 hours.
    start_timing=myst.Time("2021-01-01T00:00:00Z"),  # Fit on data from the beginning of 2021 (UTC)...
    end_timing=myst.TimeDelta("-PT1H"),  # ...up to an hour ago (exclusive).
)

Deploying

In order for the graph to be executed, it must first be deployed. The Python client library does not currently support this functionality; we recommend using the Myst Platform UI to deploy a project.

Backtesting

In order to run a backtest, make sure that you have created and deployed a project and graph with a model you want to backtest.

Listing backtests

import myst

# Use an existing project.
project = myst.Project.get(uuid="<uuid>")

# List all backtests associated with the project.
backtests = myst.Backtest.list(project=project)

Creating and running backtest

import myst

# Use an existing project.
project = myst.Project.get(uuid="<uuid>")

# Use an existing deployed model within the project.
model = myst.Model.get(project_uuid=project.uuid, uuid="<uuid>")

# Create a backtest.
backtest = myst.Backtest.create(
    project=project,
    title="My Backtest",
    model=model,
    test_start_time=myst.Time("2021-07-01T00:00:00Z"),
    test_end_time=myst.Time("2022-01-01T00:00:00Z"),
    fit_start_timing=myst.TimeDelta("-P1M"),
    fit_end_timing=myst.TimeDelta("-PT24H"),
    fit_reference_timing=myst.CronTiming(cron_expression="0 0 * * 1"),
    predict_start_timing=myst.TimeDelta("PT1H"),
    predict_end_timing=myst.TimeDelta("PT24H"),
    predict_reference_timing=myst.CronTiming(cron_expression="0 0 * * *"),
)

# Run the backtest.
backtest.run()

Analyze backtest results

To extract the result of a backtest in the client library, you can use the following code:

import myst

# Use an existing project.
project = myst.Project.get(uuid="<uuid>")

# Use an existing backtest within the project.
backtest = myst.Backtest.get(project_uuid=project.uuid, uuid="<uuid>")

# Wait until the backtest is complete.
backtest.wait_until_completed()

# Get the result of the completed backtest.
backtest_result = backtest.get_result()

Once you have extracted your backtest result, you can use the following code to generate metrics:

# Get `mape`, `mae`, and `rmse` from the result object.
metrics_dictionary = backtest_result.metrics

# To calculate custom metrics, map the backtest result to a pandas data frame.
result_data_frame = backtest_result.to_pandas_data_frame()

# Compute some metrics for the backtest result.
absolute_error_series = (result_data_frame["targets"] - result_data_frame["predictions"]).abs()
absolute_percentage_error_series = absolute_error_series / result_data_frame["targets"].abs()

# Create an index with the prediction horizons.
horizon_index = (
    result_data_frame.index.get_level_values("time") -
    result_data_frame.index.get_level_values("reference_time")
)

# Print the MAE and MAPE for each prediction horizon.
print(absolute_error_series.groupby(horizon_index).mean())
print(absolute_percentage_error_series.groupby(horizon_index).mean())

Further Examples

For more full-featured usage examples of the Myst Platform Python client library, see the /examples folder.

Support

For questions or just to say hi, reach out to [e-mail].