feat: add detection + forecast modules with tests

ts_anomaly_td/detection.py

@@ -0,0 +1,77 @@
+"""异常检测模块：ANOMALY_WINDOW × 6 算法多路跑 + 容错。"""
+
+import logging
+from typing import Any
+
+logger = logging.getLogger(__name__)
+
+ALL_ALGOS = ["ksigma", "iqr", "grubbs", "shesd", "lof", "sample_ad_model"]
+
+
+def run_anomaly_window(conn, stable: str, algo: str) -> list[tuple[int, int]]:
+    """执行单算法 ANOMALY_WINDOW。
+
+    Args:
+        conn: TDConnection 实例
+        stable: supertable 名称（不含 ds_ 前缀）
+        algo: 算法名
+
+    Returns:
+        [(start_ts_ms, end_ts_ms), ...] 异常窗口列表
+
+    Raises:
+        ValueError: 算法不支持
+        Exception: SQL 执行失败（透传）
+    """
+    if algo not in ALL_ALGOS:
+        raise ValueError(f"不支持的算法: {algo}，可选: {ALL_ALGOS}")
+
+    sql = (
+        f"SELECT _WSTART, _WEND "
+        f"FROM (ANOMALY_WINDOW(value, \"algo={algo}\") "
+        f"FROM ds_{stable})"
+    )
+
+    rows = conn.execute(sql)
+
+    windows = []
+    for row in rows:
+        if row[0] is not None and row[1] is not None:
+            windows.append((int(row[0]), int(row[1])))
+    return windows
+
+
+def detect_all_algos(conn, stable: str, algos: list[str] | None = None) -> dict[str, Any]:
+    """依次执行所有指定算法，独立容错。
+
+    Args:
+        conn: TDConnection 实例
+        stable: supertable 名称
+        algos: 算法列表，默认 ALL_ALGOS
+
+    Returns:
+        {algo_name: {"windows": [...], "error": None | str}, ...}
+    """
+    algos = algos or ALL_ALGOS
+    results: dict[str, Any] = {}
+
+    for algo in algos:
+        logger.info("running ANOMALY_WINDOW algo=%s stable=%s", algo, stable)
+        try:
+            if algo == "sample_ad_model":
+                # 检查模型文件
+                import os
+                model_path = os.path.join("data", "models", "sample_ad_model")
+                if not os.path.exists(model_path):
+                    results[algo] = {"windows": [], "error": "model file not found"}
+                    logger.warning("sample_ad_model skip: model file not found at %s", model_path)
+                    continue
+
+            windows = run_anomaly_window(conn, stable, algo)
+            results[algo] = {"windows": windows, "error": None}
+            logger.info("algo=%s: %d windows found", algo, len(windows))
+        except Exception as e:
+            results[algo] = {"windows": [], "error": str(e)}
+            logger.warning("algo=%s failed (non-fatal): %s", algo, e)
+
+    return results