From 3358454f5a235fa98b47bf19e10301d1cd94e051 Mon Sep 17 00:00:00 2001
From: Ivan Nedosekov <ivan-nedd@mail.ru>
Date: Thu, 18 Aug 2022 17:33:16 +0300
Subject: [PATCH] tsfresh stubs

---
 etna/libs/tsfresh/distribution.pyi       |  1 +
 etna/libs/tsfresh/relevance.pyi          | 25 ++++++++++++++++++++++++
 etna/libs/tsfresh/significance_tests.pyi |  6 ++++++
 3 files changed, 32 insertions(+)
 create mode 100644 etna/libs/tsfresh/distribution.pyi
 create mode 100644 etna/libs/tsfresh/relevance.pyi
 create mode 100644 etna/libs/tsfresh/significance_tests.pyi

diff --git a/etna/libs/tsfresh/distribution.pyi b/etna/libs/tsfresh/distribution.pyi
new file mode 100644
index 000000000..7eeb505f7
--- /dev/null
+++ b/etna/libs/tsfresh/distribution.pyi
@@ -0,0 +1 @@
+def initialize_warnings_in_workers(show_warnings: bool) -> None: ...
diff --git a/etna/libs/tsfresh/relevance.pyi b/etna/libs/tsfresh/relevance.pyi
new file mode 100644
index 000000000..79568ade1
--- /dev/null
+++ b/etna/libs/tsfresh/relevance.pyi
@@ -0,0 +1,25 @@
+from typing import List
+from typing import Optional
+
+import pandas as pd
+
+def calculate_relevance_table(
+    X: pd.DataFrame, 
+    y: pd.Series, 
+    ml_task: str = ..., 
+    multiclass: bool = ..., 
+    n_significant: int = ..., 
+    n_jobs: int = ..., 
+    show_warnings: bool = ..., 
+    chunksize: Optional[int] = ..., 
+    test_for_binary_target_binary_feature: str = ...,
+    test_for_binary_target_real_feature: str = ...,
+    test_for_real_target_binary_feature: str = ..., 
+    test_for_real_target_real_feature: str = ..., 
+    fdr_level: float = ..., 
+    hypotheses_independent: bool = ...,
+    ) -> pd.DataFrame: ...
+
+def infer_ml_task(y: pd.Series) -> str: ...
+def combine_relevance_tables(relevance_tables: List[pd.DataFrame]) -> pd.DataFrame: ...
+def get_feature_type(feature_column: pd.Series) -> str: ...
diff --git a/etna/libs/tsfresh/significance_tests.pyi b/etna/libs/tsfresh/significance_tests.pyi
new file mode 100644
index 000000000..bf589824a
--- /dev/null
+++ b/etna/libs/tsfresh/significance_tests.pyi
@@ -0,0 +1,6 @@
+import pandas as pd
+
+def target_binary_feature_binary_test(x: pd.Series, y: pd.Series) -> float: ...
+def target_binary_feature_real_test(x: pd.Series, y: pd.Series, test: str) -> float: ...
+def target_real_feature_binary_test(x: pd.Series, y: pd.Series) -> float: ...
+def target_real_feature_real_test(x: pd.Series, y: pd.Series) -> float: ...