Fix exclude_detection_period_from_training for large time buckets#925
Fix exclude_detection_period_from_training for large time buckets#925devin-ai-integration[bot] wants to merge 17 commits intomasterfrom
exclude_detection_period_from_training for large time buckets#925Conversation
When backfill_days is smaller than the time bucket period (e.g., backfill_days=2 with weekly buckets), the detection period window was too narrow to contain any bucket_end, making the exclusion ineffective. Extend the exclusion window to at least one full time bucket. Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
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📝 WalkthroughWalkthroughThe anomaly detection SQL now uses an adjustable Changes
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Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
…ifferences Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
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add a comment explaining why we need to skip the test for dremio |
Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
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Added a comment above the |
Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
…d, force_metrics_backfill - Removed detection_period from test args so backfill_days stays at default (2), which is the actual bug scenario (backfill_days < bucket_size) - Aligned data to month boundaries to avoid empty/partial buckets inflating stddev - Use 1 anomalous month (not 2) for clean z-score separation - Added force_metrics_backfill=True to compute all metrics despite small backfill_days - Sensitivity set to 4: absorbed anomaly z~3 (pass), excluded anomaly z~34 (fail) - Confirmed: test passes WITH fix, fails WITHOUT fix Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
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Actionable comments posted: 2
🤖 Fix all issues with AI agents
In `@integration_tests/tests/test_column_anomalies.py`:
- Around line 607-608: Replace the month arithmetic that subtracts 31/365 days
with the safe “subtract one day then replace(day=1)” pattern: compute
anomaly_month_start from current_month_1st by doing current_month_1st minus one
day then .replace(day=1), and compute normal_month_start from
anomaly_month_start by subtracting one day then .replace(day=1) so neither
anomaly_month_start nor normal_month_start can skip calendar months (refer to
the anomaly_month_start, normal_month_start, and current_month_1st variables).
In `@integration_tests/tests/test_volume_anomalies.py`:
- Around line 650-651: anomaly_month_start calculation is unstable because
subtracting 31 days can skip a month; change it to compute the previous month by
taking current_month_1st minus one day then replace(day=1) (use
anomaly_month_start = (current_month_1st - timedelta(days=1)).replace(day=1)).
For normal_month_start, avoid subtracting 365 days (which breaks on leap years);
compute the same month last year by using
anomaly_month_start.replace(year=anomaly_month_start.year - 1) (i.e., set
normal_month_start from anomaly_month_start with year decremented). Use the
existing variable names anomaly_month_start and normal_month_start to locate and
update the code.
| anomaly_month_start = (current_month_1st - timedelta(days=31)).replace(day=1) | ||
| normal_month_start = (anomaly_month_start - timedelta(days=365)).replace(day=1) |
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Fix previous-month calculation to avoid skipping months.
current_month_1st - timedelta(days=31) can skip the actual previous month. Use the “minus one day, then replace(day=1)” pattern instead to stay on calendar month boundaries.
🐛 Proposed fix
- anomaly_month_start = (current_month_1st - timedelta(days=31)).replace(day=1)
+ anomaly_month_start = (current_month_1st - timedelta(days=1)).replace(day=1)📝 Committable suggestion
‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.
| anomaly_month_start = (current_month_1st - timedelta(days=31)).replace(day=1) | |
| normal_month_start = (anomaly_month_start - timedelta(days=365)).replace(day=1) | |
| anomaly_month_start = (current_month_1st - timedelta(days=1)).replace(day=1) | |
| normal_month_start = (anomaly_month_start - timedelta(days=365)).replace(day=1) |
🤖 Prompt for AI Agents
In `@integration_tests/tests/test_column_anomalies.py` around lines 607 - 608,
Replace the month arithmetic that subtracts 31/365 days with the safe “subtract
one day then replace(day=1)” pattern: compute anomaly_month_start from
current_month_1st by doing current_month_1st minus one day then .replace(day=1),
and compute normal_month_start from anomaly_month_start by subtracting one day
then .replace(day=1) so neither anomaly_month_start nor normal_month_start can
skip calendar months (refer to the anomaly_month_start, normal_month_start, and
current_month_1st variables).
| anomaly_month_start = (current_month_1st - timedelta(days=31)).replace(day=1) | ||
| normal_month_start = (anomaly_month_start - timedelta(days=365)).replace(day=1) |
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Fix previous-month calculation to avoid skipping months.
Subtracting 31 days from the first of the month can jump back two months for 30‑day months or February, which breaks the intended “previous month” window. Use “minus one day, then replace(day=1)” instead.
🐛 Proposed fix
- anomaly_month_start = (current_month_1st - timedelta(days=31)).replace(day=1)
+ anomaly_month_start = (current_month_1st - timedelta(days=1)).replace(day=1)🤖 Prompt for AI Agents
In `@integration_tests/tests/test_volume_anomalies.py` around lines 650 - 651,
anomaly_month_start calculation is unstable because subtracting 31 days can skip
a month; change it to compute the previous month by taking current_month_1st
minus one day then replace(day=1) (use anomaly_month_start = (current_month_1st
- timedelta(days=1)).replace(day=1)). For normal_month_start, avoid subtracting
365 days (which breaks on leap years); compute the same month last year by using
anomaly_month_start.replace(year=anomaly_month_start.year - 1) (i.e., set
normal_month_start from anomaly_month_start with year decremented). Use the
existing variable names anomaly_month_start and normal_month_start to locate and
update the code.
On Redshift (fusion), the anomaly z-score with training inclusion exceeded sensitivity=4. Bumping to 5 ensures the absorbed anomaly passes across all databases while the excluded anomaly (z>>5) still fails. Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
…for cross-db stability\n\n- Volume: anomaly 40->30 rows/day, sensitivity 10\n- Column: anomaly nulls 25->18/day, sensitivity 10\n- Keeps excluded anomaly clearly failing while absorbed anomaly passes across engines Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
…ackfill_days, bucket_size) Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
…et_anomalies_test_configuration.sql Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
…get_anomaly_scores_query.sql Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
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| @pytest.mark.skip_targets(["clickhouse", "redshift", "dremio"]) |
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Can elaborate on why Redshift and Dremio are excluded?
I saw this but it's not clear - Skipped on ClickHouse, Redshift, and Dremio due to cross-database z-score variance
(Clickhouse doesn't surprise me as in general the anomaly tests don't currently work for it)
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Added detailed comments above the @pytest.mark.skip_targets decorator in both test files explaining the root cause:
Redshift and Dremio compute slightly different floating-point results for stddev/avg than other engines. With monthly buckets, the z-score margin between "absorbed anomaly passes" and "excluded anomaly fails" is narrow enough that these differences cause the "without exclusion" case to also flag as anomalous, making the test flaky.
See commit 2cc884f.
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Is it possible to set other values that will produce a more distinct difference that will not be sensitive to this?
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Good call. Increased the anomaly magnitude to ~5x normal (volume: 100 rows/day vs ~20 normal; column: 50 nulls/day vs ~10 normal). This creates a z-score gap of roughly 3 (absorbed) vs 80 (excluded), which should be stable across all engines. Removed Redshift and Dremio from the skip list — only ClickHouse is still skipped (general anomaly test issues).
See commit 2e40357.
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Tried increasing the anomaly to 5x normal (100 rows/day vs ~20) — this works on Postgres, Snowflake, BigQuery, Trino, Databricks, but Redshift and Dremio still fail on the "without exclusion should PASS" assertion. The issue isn't z-score margin width — even with a massive spike, when there's 1 outlier in 13 monthly data points, the z-score when absorbed is always ~3.3 (well below sensitivity=10). Redshift and Dremio appear to compute the anomaly detection differently at a more fundamental level.
Re-added both to skip_targets. The fix logic itself runs on all engines — only these specific integration tests are skipped. Coverage remains on Postgres (x2), Snowflake, BigQuery, Databricks, Trino, Athena.
See commit 0c19301.
| @@ -578,3 +578,112 @@ def test_col_anom_excl_detect_train(test_id: str, dbt_project: DbtProject): | |||
| "Expected FAIL when exclude_detection_period_from_training=True " | |||
| "(detection data excluded from training baseline, anomaly detected)" | |||
| ) | |||
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Devin - please check CodeRabbit comments
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Addressed both CodeRabbit comments in commit 2cc884f:
- Fixed
anomaly_month_startcalculation:(current_month_1st - timedelta(days=31)).replace(day=1)→(current_month_1st - timedelta(days=1)).replace(day=1)to avoid skipping months (e.g. March → January instead of February). - Fixed
normal_month_startcalculation similarly, using.replace(year=anomaly_month_start.year - 1)to avoid leap year issues withtimedelta(days=365).
…or Redshift/Dremio Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
… going back 1 month first Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
…o skips Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
…se engines Co-Authored-By: Yosef Arbiv <yosef.arbiv@gmail.com>
Fix
exclude_detection_period_from_trainingfor large time bucketsSummary
exclude_detection_period_from_trainingwas silently ineffective when the time bucket period exceededbackfill_days. For example, with weekly buckets (time_bucket: {period: week, count: 1}) and the defaultbackfill_days: 2, the exclusion window was only 2 days wide. The most recent weekly bucket'sbucket_endwould fall outside this narrow window, so it was never excluded from training—completely defeating the feature.The fix bumps
backfill_daystomax(backfill_days, time_bucket_in_days)at config load time inget_anomalies_test_configuration.sql. This ensuresbackfill_daysis always at least one full time bucket, which fixes all three downstream uses:get_anomaly_scores_query.sql): detection period now spans at least one full bucketis_anomalouscheck (get_anomaly_query.sql): recent buckets are no longer missed by the backfill window filterget_buckets_configuration.sql): incremental runs now refresh at least one full bucket of metricsThe change is backwards-compatible: when
backfill_daysalready exceeds the bucket period (the common case with daily buckets), behavior is unchanged. Uses the existingelementary.convert_period()utility. An info-level log message is emitted when the bump occurs.Changes
get_anomalies_test_configuration.sql: Afterbackfill_daysis loaded (line 41), added logic to bump it tobucket_in_dayswhen the time bucket is larger. Emitsedr_log("backfill_days increased from X to Y to match time bucket size.")when this happens.get_anomaly_scores_query.sql: No changes. The existing exclusion logic (detection_end - backfill_days) now works correctly becausebackfill_daysis already adjusted upstream.test_excl_detect_train_monthly(volume) andtest_col_excl_detect_train_monthly(column) using monthly buckets with defaultbackfill_days=2— the exact bug scenario. Confirmed locally: tests PASS with fix, FAIL without fix. Skipped on ClickHouse, Redshift, and Dremio (see below).Updates since last revision
timedelta(days=31)with(current_month_1st - timedelta(days=1)).replace(day=1)to reliably go back one calendar monthnormal_month_startcalculation: used.replace(year=year-1)directly onanomaly_month_startinstead of an intermediate subtraction that only went back 1 month instead of 12skip_targets.Review & Testing Checklist for Human
backfill_daysimpact: The fix bumpsbackfill_daysglobally at config time, not just for exclusion. With weekly buckets, backfill expands from 2→7 days; with monthly, 2→30 days. This means more metrics are recomputed per incremental run and theis_anomalouswindow widens. Verify this is acceptable.backfill_days=2with weekly buckets, it still gets bumped to 7. There's no way to distinguish default vs explicit. Confirm this is the desired behavior.exclude_detection_period_from_training: true,time_bucket: {period: week, count: 1}(or monthly), and nodetection_periodagainst a table with a known recent anomaly. Verify the anomaly is now detected and the log message appears.Notes