Files
CrazeAnalytix/services/experimentAnalysis.ts
T

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13 KiB
TypeScript

import {
Experiment,
CombinedKPIs,
DifferenceInDifferencesResult,
DiDMetricResult,
ExperimentVerdict,
} from '../types';
import { getExperimentAsins } from './experiments';
// ============ Math Helpers ============
function erf(x: number): number {
const a1 = 0.254829592, a2 = -0.284496736, a3 = 1.421413741;
const a4 = -1.453152027, a5 = 1.061405429, p = 0.3275911;
const sign = x < 0 ? -1 : 1;
const abs = Math.abs(x);
const t = 1.0 / (1.0 + p * abs);
const y = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * Math.exp(-abs * abs);
return sign * y;
}
function normalCDF(x: number): number {
return 0.5 * (1 + erf(x / Math.sqrt(2)));
}
// ============ Weekly Metric Aggregation ============
interface WeeklyMetrics {
week: string; // "2025-W05"
timestamp: number;
units: number;
revenue: number;
sessions: number; // glanceViews
cost: number;
clicks: number;
impressions: number;
}
interface ComputedWeeklyMetrics extends WeeklyMetrics {
cvr: number;
ctr: number;
roas: number;
}
function getISOWeekStart(year: number, week: number): number {
const jan4 = new Date(year, 0, 4);
const day = jan4.getDay() || 7;
const startYear = new Date(year, 0, 4 - day + 1);
return startYear.getTime() + (week - 1) * 7 * 86400000;
}
function aggregateWeeklyMetrics(
asinSet: Set<string>,
salesData: CombinedKPIs[],
marketplace: string
): ComputedWeeklyMetrics[] {
const weeklyMap = new Map<string, WeeklyMetrics>();
for (const r of salesData) {
const asin = (r.asin || '').toUpperCase();
if (!asinSet.has(asin)) continue;
const mkt = (r.marketplace || (r as any).customer || '').toLowerCase();
if (marketplace && marketplace !== 'All' && !mkt.includes(marketplace.toLowerCase())) continue;
const weekNum = r.week || 1;
const year = r.year || new Date().getFullYear();
const key = `${year}-W${String(weekNum).padStart(2, '0')}`;
if (!weeklyMap.has(key)) {
weeklyMap.set(key, {
week: key,
timestamp: getISOWeekStart(year, weekNum),
units: 0,
revenue: 0,
sessions: 0,
cost: 0,
clicks: 0,
impressions: 0,
});
}
const w = weeklyMap.get(key)!;
w.units += r.unitsTotal ?? (r as any).units ?? 0;
w.revenue += r.salesTotal ?? (r as any).sellOut ?? 0;
w.sessions += r.glanceViews || 0;
w.cost += r.cost || 0;
w.clicks += r.clicks || 0;
w.impressions += r.impressions || 0;
}
return Array.from(weeklyMap.values())
.sort((a, b) => a.timestamp - b.timestamp)
.map(w => ({
...w,
cvr: w.sessions > 0 ? (w.units / w.sessions) * 100 : 0,
ctr: w.impressions > 0 ? (w.clicks / w.impressions) * 100 : 0,
roas: w.cost > 0 ? w.revenue / w.cost : 0,
}));
}
function getMetricValue(w: ComputedWeeklyMetrics, metric: string): number {
switch (metric) {
case 'units': return w.units;
case 'sessions': return w.sessions;
case 'cvr': return w.cvr;
case 'ctr': return w.ctr;
case 'roas': return w.roas;
case 'revenue': return w.revenue;
case 'acos': return w.cost > 0 && w.revenue > 0 ? (w.cost / w.revenue) * 100 : 0;
default: return w.units;
}
}
// ============ DiD Computation ============
function parseLocalDate(dateStr?: string): Date {
if (!dateStr) return new Date();
const [y, m, d] = dateStr.split('T')[0].split('-');
return new Date(Number(y), Number(m) - 1, Number(d));
}
function splitPeriods(
data: ComputedWeeklyMetrics[],
startTs: number,
endTs: number,
beforeStartTs: number,
beforeEndTs: number
): { before: ComputedWeeklyMetrics[]; after: ComputedWeeklyMetrics[] } {
const before: ComputedWeeklyMetrics[] = [];
const after: ComputedWeeklyMetrics[] = [];
for (const w of data) {
const weekStartTs = w.timestamp;
const weekEndTs = w.timestamp + 6 * 86400000 + 86399999;
const overlapsAfter = weekEndTs >= startTs && weekStartTs <= endTs;
const overlapsBefore = weekEndTs >= beforeStartTs && weekStartTs < beforeEndTs;
if (overlapsAfter) {
after.push(w);
} else if (overlapsBefore) {
before.push(w);
}
}
return { before, after };
}
function avgMetric(data: ComputedWeeklyMetrics[], metric: string, durationWeeks: number): number {
if (data.length === 0 || durationWeeks <= 0) return 0;
const sum = data.reduce((s, w) => s + getMetricValue(w, metric), 0);
return sum / durationWeeks;
}
const METRICS = ['units', 'sessions', 'cvr', 'ctr', 'roas', 'revenue', 'acos'];
const LOWER_IS_BETTER = new Set(['acos']);
function computeMetricDiD(
treatmentBefore: ComputedWeeklyMetrics[],
treatmentAfter: ComputedWeeklyMetrics[],
controlBefore: ComputedWeeklyMetrics[],
controlAfter: ComputedWeeklyMetrics[],
metric: string,
hasControlGroup: boolean,
treatmentDurationWeeks: number,
baselineDurationWeeks: number
): DiDMetricResult {
const tBefore = avgMetric(treatmentBefore, metric, baselineDurationWeeks);
const tAfter = avgMetric(treatmentAfter, metric, treatmentDurationWeeks);
const cBefore = hasControlGroup ? avgMetric(controlBefore, metric, baselineDurationWeeks) : 0;
const cAfter = hasControlGroup ? avgMetric(controlAfter, metric, treatmentDurationWeeks) : 0;
let didEstimate: number;
if (hasControlGroup) {
didEstimate = (tAfter - tBefore) - (cAfter - cBefore);
} else {
didEstimate = tAfter - tBefore;
}
// For ACOS, lower is better — invert the estimate
if (LOWER_IS_BETTER.has(metric)) {
didEstimate = -didEstimate;
}
const liftPercent = tBefore !== 0 ? (didEstimate / Math.abs(tBefore)) * 100 : 0;
// Bayesian posterior probability
const weeklyDiffs: number[] = [];
const minLen = Math.min(treatmentAfter.length, hasControlGroup ? controlAfter.length : treatmentAfter.length);
for (let i = 0; i < minLen; i++) {
const tVal = getMetricValue(treatmentAfter[i], metric);
let diff: number;
if (hasControlGroup && controlAfter[i]) {
const cVal = getMetricValue(controlAfter[i], metric);
diff = (tVal - tBefore) - (cVal - cBefore);
} else {
diff = tVal - tBefore;
}
if (LOWER_IS_BETTER.has(metric)) diff = -diff;
weeklyDiffs.push(diff);
}
let posteriorProb = 0.5;
if (weeklyDiffs.length >= 3) {
const mean = weeklyDiffs.reduce((s, v) => s + v, 0) / weeklyDiffs.length;
const variance = weeklyDiffs.reduce((s, v) => s + (v - mean) ** 2, 0) / (weeklyDiffs.length - 1);
const se = Math.sqrt(variance / weeklyDiffs.length);
if (se > 0) {
posteriorProb = normalCDF(mean / se);
} else {
posteriorProb = mean > 0 ? 1 : mean < 0 ? 0 : 0.5;
}
}
return {
treatment_before: Math.round(tBefore * 100) / 100,
treatment_after: Math.round(tAfter * 100) / 100,
control_before: Math.round(cBefore * 100) / 100,
control_after: Math.round(cAfter * 100) / 100,
did_estimate: Math.round(didEstimate * 100) / 100,
lift_percent: Math.round(liftPercent * 10) / 10,
posterior_prob_positive: Math.round(posteriorProb * 1000) / 1000,
};
}
export function computeDiD(
experiment: Experiment,
salesData: CombinedKPIs[]
): DifferenceInDifferencesResult {
const startDate = parseLocalDate(experiment.start_date);
const endDate = experiment.end_date ? parseLocalDate(experiment.end_date) : new Date(new Date().setHours(0, 0, 0, 0));
const startTs = startDate.getTime();
const endTs = endDate.getTime() + 86400000; // Add 24h so end bound is midnight of next day
let beforeStartTs: number;
let beforeEndTs: number;
if (experiment.baseline_start_date && experiment.baseline_end_date) {
beforeStartTs = parseLocalDate(experiment.baseline_start_date).getTime();
beforeEndTs = parseLocalDate(experiment.baseline_end_date).getTime() + 86400000;
} else {
const durationMs = endTs - startTs;
beforeEndTs = startTs; // Adjacent: baseline ends right at the moment experiment starts
beforeStartTs = beforeEndTs - durationMs;
}
const treatmentAsinSet = getExperimentAsins(experiment.asins || [], salesData);
const treatmentWeekly = aggregateWeeklyMetrics(treatmentAsinSet, salesData, experiment.marketplace);
const hasControlGroup = (experiment.control_asins || []).length > 0;
let controlWeekly: ComputedWeeklyMetrics[] = [];
if (hasControlGroup) {
const controlAsinSet = getExperimentAsins(experiment.control_asins, salesData);
controlWeekly = aggregateWeeklyMetrics(controlAsinSet, salesData, experiment.marketplace);
}
const tSplit = splitPeriods(treatmentWeekly, startTs, endTs, beforeStartTs, beforeEndTs);
const cSplit = hasControlGroup
? splitPeriods(controlWeekly, startTs, endTs, beforeStartTs, beforeEndTs)
: { before: [] as ComputedWeeklyMetrics[], after: [] as ComputedWeeklyMetrics[] };
const treatmentDurationWeeks = Math.max(1, Math.round((endTs - startTs) / (7 * 86400000)));
const baselineDurationWeeks = Math.max(1, Math.round((beforeEndTs - beforeStartTs) / (7 * 86400000)));
const metrics: Record<string, DiDMetricResult> = {};
for (const metric of METRICS) {
metrics[metric] = computeMetricDiD(
tSplit.before, tSplit.after,
cSplit.before, cSplit.after,
metric, hasControlGroup,
treatmentDurationWeeks, baselineDurationWeeks
);
}
return {
metrics,
computed_at: new Date().toISOString(),
};
}
// ============ Verdict ============
export function computeVerdict(
didResult: DifferenceInDifferencesResult,
primaryMetric: string
): { verdict: ExperimentVerdict; probability: number } {
const result = didResult.metrics[primaryMetric];
if (!result) return { verdict: 'inconclusive', probability: 0.5 };
const prob = result.posterior_prob_positive;
if (prob >= 0.90) return { verdict: 'winner', probability: prob };
if (prob <= 0.10) return { verdict: 'loser', probability: prob };
return { verdict: 'inconclusive', probability: prob };
}
// ============ Counterfactual Time Series ============
export interface TrendDataPoint {
week: string;
timestamp: number;
actual: number;
counterfactual: number;
}
export function buildCounterfactualSeries(
experiment: Experiment,
salesData: CombinedKPIs[],
metric: string
): TrendDataPoint[] {
const startDate = parseLocalDate(experiment.start_date);
const endDate = experiment.end_date ? parseLocalDate(experiment.end_date) : new Date(new Date().setHours(0, 0, 0, 0));
const startTs = startDate.getTime();
const endTs = endDate.getTime() + 86400000; // Add 24h
let beforeStartTs: number;
let beforeEndTs: number;
if (experiment.baseline_start_date && experiment.baseline_end_date) {
beforeStartTs = parseLocalDate(experiment.baseline_start_date).getTime();
beforeEndTs = parseLocalDate(experiment.baseline_end_date).getTime() + 86400000;
} else {
const durationMs = endTs - startTs;
beforeEndTs = startTs;
beforeStartTs = beforeEndTs - durationMs;
}
const treatmentAsinSet = getExperimentAsins(experiment.asins || [], salesData);
const treatmentWeekly = aggregateWeeklyMetrics(treatmentAsinSet, salesData, experiment.marketplace);
const hasControlGroup = (experiment.control_asins || []).length > 0;
if (!hasControlGroup) {
const { before: beforeData } = splitPeriods(treatmentWeekly, startTs, endTs, beforeStartTs, beforeEndTs);
const baselineDurationWeeks = Math.max(1, Math.round((beforeEndTs - beforeStartTs) / (7 * 86400000)));
const preAvg = avgMetric(beforeData, metric, baselineDurationWeeks);
return treatmentWeekly.map(w => ({
week: w.week,
timestamp: w.timestamp,
actual: Math.round(getMetricValue(w, metric) * 100) / 100,
counterfactual: Math.round(preAvg * 100) / 100,
}));
}
// Calculate variances for Bayesian update
const baselineDurationWeeks = Math.max(1, Math.round((beforeEndTs - beforeStartTs) / (7 * 86400000)));
const treatmentDurationWeeks = Math.max(1, Math.round((endTs - startTs) / (7 * 86400000)));
const controlAsinSet = getExperimentAsins(experiment.control_asins, salesData);
const controlWeekly = aggregateWeeklyMetrics(controlAsinSet, salesData, experiment.marketplace);
const { before: tBeforeData } = splitPeriods(treatmentWeekly, startTs, endTs, beforeStartTs, beforeEndTs);
const { before: cBeforeData } = splitPeriods(controlWeekly, startTs, endTs, beforeStartTs, beforeEndTs);
const tPreAvg = avgMetric(tBeforeData, metric, baselineDurationWeeks);
const cPreAvg = avgMetric(cBeforeData, metric, baselineDurationWeeks);
// Build a map of control weekly values
const controlMap = new Map<string, number>();
for (const w of controlWeekly) {
controlMap.set(w.week, getMetricValue(w, metric));
}
return treatmentWeekly.map(w => {
const actual = getMetricValue(w, metric);
const controlVal = controlMap.get(w.week) ?? cPreAvg;
// Counterfactual: treatment pre-avg + (control current - control pre-avg)
const counterfactual = tPreAvg + (controlVal - cPreAvg);
return {
week: w.week,
timestamp: w.timestamp,
actual: Math.round(actual * 100) / 100,
counterfactual: Math.round(counterfactual * 100) / 100,
};
});
}