# Copyright 2018 Amazon.com, Inc. or its affiliates. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License").
# You may not use this file except in compliance with the License.
# A copy of the License is located at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# or in the "license" file accompanying this file. This file is distributed
# on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either
# express or implied. See the License for the specific language governing
# permissions and limitations under the License.

from typing import List, Optional

import numpy as np
from mxnet.gluon import HybridBlock
from pandas.tseries.frequencies import to_offset

from gluonts.core.component import validated
from gluonts.dataset.field_names import FieldName
from gluonts.model.deepstate.issm import ISSM, CompositeISSM
from gluonts.mx.model.estimator import GluonEstimator
from gluonts.model.predictor import Predictor
from gluonts.mx.distribution.lds import ParameterBounds
from gluonts.mx.model.predictor import RepresentableBlockPredictor
from gluonts.mx.trainer import Trainer
from gluonts.mx.util import copy_parameters
from gluonts.time_feature import TimeFeature, time_features_from_frequency_str
from gluonts.transform import (
    AddAgeFeature,
    AddObservedValuesIndicator,
    AddTimeFeatures,
    AsNumpyArray,
    CanonicalInstanceSplitter,
    Chain,
    ExpandDimArray,
    RemoveFields,
    SetField,
    TestSplitSampler,
    Transformation,
    VstackFeatures,
)

from ._network import DeepStatePredictionNetwork, DeepStateTrainingNetwork

SEASON_INDICATORS_FIELD = "seasonal_indicators"


# A dictionary mapping granularity to the period length of the longest season
# one can expect given the granularity of the time series.
# This is similar to the frequency value in the R forecast package:
# https://stats.stackexchange.com/questions/120806/frequency-value-for-seconds-minutes-intervals-data-in-r
# This is useful for setting default values for past/context length for models
# that do not do data augmentation and uses a single training example per time series in the dataset.
FREQ_LONGEST_PERIOD_DICT = {
    "M": 12,  # yearly seasonality
    "W-SUN": 52,  # yearly seasonality
    "D": 31,  # monthly seasonality
    "B": 22,  # monthly seasonality
    "H": 168,  # weekly seasonality
    "T": 1440,  # daily seasonality
}


def longest_period_from_frequency_str(freq_str: str) -> int:
    offset = to_offset(freq_str)
    return FREQ_LONGEST_PERIOD_DICT[offset.name] // offset.n


class DeepStateEstimator(GluonEstimator):
    """
    Construct a DeepState estimator.

    This implements the deep state space model described in
    [RSG+18]_.

    Parameters
    ----------
    freq
        Frequency of the data to train on and predict
    prediction_length
        Length of the prediction horizon
    cardinality
        Number of values of each categorical feature.
        This must be set by default unless ``use_feat_static_cat``
        is set to `False` explicitly (which is NOT recommended).
    add_trend
        Flag to indicate whether to include trend component in the
        state space model
    past_length
        This is the length of the training time series;
        i.e., number of steps to unroll the RNN for before computing
        predictions.
        Set this to (at most) the length of the shortest time series in the
        dataset.
        (default: None, in which case the training length is set such that
        at least
        `num_seasons_to_train` seasons are included in the training.
        See `num_seasons_to_train`)
    num_periods_to_train
        (Used only when `past_length` is not set)
        Number of periods to include in the training time series. (default: 4)
        Here period corresponds to the longest cycle one can expect given
        the granularity of the time series.
        See: https://stats.stackexchange.com/questions/120806/frequency
        -value-for-seconds-minutes-intervals-data-in-r
    trainer
        Trainer object to be used (default: Trainer())
    num_layers
        Number of RNN layers (default: 2)
    num_cells
        Number of RNN cells for each layer (default: 40)
    cell_type
        Type of recurrent cells to use (available: 'lstm' or 'gru';
        default: 'lstm')
    num_parallel_samples
        Number of evaluation samples per time series to increase parallelism
        during inference.
        This is a model optimization that does not affect the accuracy (
        default: 100).
    dropout_rate
        Dropout regularization parameter (default: 0.1)
    use_feat_dynamic_real
        Whether to use the ``feat_dynamic_real`` field from the data
        (default: False)
    use_feat_static_cat
        Whether to use the ``feat_static_cat`` field from the data
        (default: True)
    embedding_dimension
        Dimension of the embeddings for categorical features
        (default: [min(50, (cat+1)//2) for cat in cardinality])
    scaling
        Whether to automatically scale the target values (default: true)
    time_features
        Time features to use as inputs of the RNN (default: None, in which
        case these are automatically determined based on freq)
    noise_std_bounds
        Lower and upper bounds for the standard deviation of the observation
        noise
    prior_cov_bounds
        Lower and upper bounds for the diagonal of the prior covariance matrix
    innovation_bounds
        Lower and upper bounds for the standard deviation of the observation
        noise
    batch_size
        The size of the batches to be used training and prediction.
    """

    @validated()
    def __init__(
        self,
        freq: str,
        prediction_length: int,
        cardinality: List[int],
        add_trend: bool = False,
        past_length: Optional[int] = None,
        num_periods_to_train: int = 4,
        trainer: Trainer = Trainer(
            epochs=100, num_batches_per_epoch=50, hybridize=False
        ),
        num_layers: int = 2,
        num_cells: int = 40,
        cell_type: str = "lstm",
        num_parallel_samples: int = 100,
        dropout_rate: float = 0.1,
        use_feat_dynamic_real: bool = False,
        use_feat_static_cat: bool = True,
        embedding_dimension: Optional[List[int]] = None,
        issm: Optional[ISSM] = None,
        scaling: bool = True,
        time_features: Optional[List[TimeFeature]] = None,
        noise_std_bounds: ParameterBounds = ParameterBounds(1e-6, 1.0),
        prior_cov_bounds: ParameterBounds = ParameterBounds(1e-6, 1.0),
        innovation_bounds: ParameterBounds = ParameterBounds(1e-6, 0.01),
        batch_size: int = 32,
    ) -> None:
        super().__init__(trainer=trainer, batch_size=batch_size)

        assert (
            prediction_length > 0
        ), "The value of `prediction_length` should be > 0"
        assert (
            past_length is None or past_length > 0
        ), "The value of `past_length` should be > 0"
        assert num_layers > 0, "The value of `num_layers` should be > 0"
        assert num_cells > 0, "The value of `num_cells` should be > 0"
        assert (
            num_parallel_samples > 0
        ), "The value of `num_parallel_samples` should be > 0"
        assert dropout_rate >= 0, "The value of `dropout_rate` should be >= 0"
        assert not use_feat_static_cat or any(c > 1 for c in cardinality), (
            f"Cardinality of at least one static categorical feature must be larger than 1 "
            f"if `use_feat_static_cat=True`. But cardinality provided is: {cardinality}"
        )
        assert embedding_dimension is None or all(
            e > 0 for e in embedding_dimension
        ), "Elements of `embedding_dimension` should be > 0"

        assert all(
            np.isfinite(p.lower) and np.isfinite(p.upper) and p.lower > 0
            for p in [noise_std_bounds, prior_cov_bounds, innovation_bounds]
        ), "All parameter bounds should be finite, and lower bounds should be positive"

        self.freq = freq
        self.past_length = (
            past_length
            if past_length is not None
            else num_periods_to_train * longest_period_from_frequency_str(freq)
        )
        self.prediction_length = prediction_length
        self.add_trend = add_trend
        self.num_layers = num_layers
        self.num_cells = num_cells
        self.cell_type = cell_type
        self.num_parallel_samples = num_parallel_samples
        self.scaling = scaling
        self.dropout_rate = dropout_rate
        self.use_feat_dynamic_real = use_feat_dynamic_real
        self.use_feat_static_cat = use_feat_static_cat
        self.cardinality = (
            cardinality if cardinality and use_feat_static_cat else [1]
        )
        self.embedding_dimension = (
            embedding_dimension
            if embedding_dimension is not None
            else [min(50, (cat + 1) // 2) for cat in self.cardinality]
        )

        self.issm = (
            issm
            if issm is not None
            else CompositeISSM.get_from_freq(freq, add_trend)
        )

        self.time_features = (
            time_features
            if time_features is not None
            else time_features_from_frequency_str(self.freq)
        )

        self.noise_std_bounds = noise_std_bounds
        self.prior_cov_bounds = prior_cov_bounds
        self.innovation_bounds = innovation_bounds

    def create_transformation(self) -> Transformation:
        remove_field_names = [
            FieldName.FEAT_DYNAMIC_CAT,
            FieldName.FEAT_STATIC_REAL,
        ]
        if not self.use_feat_dynamic_real:
            remove_field_names.append(FieldName.FEAT_DYNAMIC_REAL)

        return Chain(
            [RemoveFields(field_names=remove_field_names)]
            + (
                [SetField(output_field=FieldName.FEAT_STATIC_CAT, value=[0.0])]
                if not self.use_feat_static_cat
                else []
            )
            + [
                AsNumpyArray(field=FieldName.FEAT_STATIC_CAT, expected_ndim=1),
                AsNumpyArray(field=FieldName.TARGET, expected_ndim=1),
                # gives target the (1, T) layout
                ExpandDimArray(field=FieldName.TARGET, axis=0),
                AddObservedValuesIndicator(
                    target_field=FieldName.TARGET,
                    output_field=FieldName.OBSERVED_VALUES,
                ),
                # Unnormalized seasonal features
                AddTimeFeatures(
                    time_features=CompositeISSM.seasonal_features(self.freq),
                    pred_length=self.prediction_length,
                    start_field=FieldName.START,
                    target_field=FieldName.TARGET,
                    output_field=SEASON_INDICATORS_FIELD,
                ),
                AddTimeFeatures(
                    start_field=FieldName.START,
                    target_field=FieldName.TARGET,
                    output_field=FieldName.FEAT_TIME,
                    time_features=self.time_features,
                    pred_length=self.prediction_length,
                ),
                AddAgeFeature(
                    target_field=FieldName.TARGET,
                    output_field=FieldName.FEAT_AGE,
                    pred_length=self.prediction_length,
                    log_scale=True,
                ),
                VstackFeatures(
                    output_field=FieldName.FEAT_TIME,
                    input_fields=[FieldName.FEAT_TIME, FieldName.FEAT_AGE]
                    + (
                        [FieldName.FEAT_DYNAMIC_REAL]
                        if self.use_feat_dynamic_real
                        else []
                    ),
                ),
                CanonicalInstanceSplitter(
                    target_field=FieldName.TARGET,
                    is_pad_field=FieldName.IS_PAD,
                    start_field=FieldName.START,
                    forecast_start_field=FieldName.FORECAST_START,
                    instance_sampler=TestSplitSampler(),
                    time_series_fields=[
                        FieldName.FEAT_TIME,
                        SEASON_INDICATORS_FIELD,
                        FieldName.OBSERVED_VALUES,
                    ],
                    allow_target_padding=True,
                    instance_length=self.past_length,
                    use_prediction_features=True,
                    prediction_length=self.prediction_length,
                ),
            ]
        )

    def create_training_network(self) -> DeepStateTrainingNetwork:
        return DeepStateTrainingNetwork(
            num_layers=self.num_layers,
            num_cells=self.num_cells,
            cell_type=self.cell_type,
            past_length=self.past_length,
            prediction_length=self.prediction_length,
            issm=self.issm,
            dropout_rate=self.dropout_rate,
            cardinality=self.cardinality,
            embedding_dimension=self.embedding_dimension,
            scaling=self.scaling,
            noise_std_bounds=self.noise_std_bounds,
            prior_cov_bounds=self.prior_cov_bounds,
            innovation_bounds=self.innovation_bounds,
        )

    def create_predictor(
        self, transformation: Transformation, trained_network: HybridBlock
    ) -> Predictor:
        prediction_network = DeepStatePredictionNetwork(
            num_layers=self.num_layers,
            num_cells=self.num_cells,
            cell_type=self.cell_type,
            past_length=self.past_length,
            prediction_length=self.prediction_length,
            issm=self.issm,
            dropout_rate=self.dropout_rate,
            cardinality=self.cardinality,
            embedding_dimension=self.embedding_dimension,
            scaling=self.scaling,
            num_parallel_samples=self.num_parallel_samples,
            noise_std_bounds=self.noise_std_bounds,
            prior_cov_bounds=self.prior_cov_bounds,
            innovation_bounds=self.innovation_bounds,
            params=trained_network.collect_params(),
        )

        copy_parameters(trained_network, prediction_network)

        return RepresentableBlockPredictor(
            input_transform=transformation,
            prediction_net=prediction_network,
            batch_size=self.batch_size,
            freq=self.freq,
            prediction_length=self.prediction_length,
            ctx=self.trainer.ctx,
        )
