fix(spc): Cp/Cpk usa sigma within (MRbar/1.128), Pp/Ppk la stdev campionaria (#19)
Prima Cp/Cpk usava stdev campionaria e Pp/Ppk la population stdev: stesso indice due volte, proporzionale. Ora Cp/Cpk (capability a breve termine) usa sigma_within dalla moving range dei valori consecutivi in ordine cronologico; Pp/Ppk (performance complessiva) resta sulla stdev campionaria (n-1). MRbar == 0 -> Cp/Cpk None. Stessa sigma_within per UCL/LCL della carta di controllo a valori individuali (mean +/- 2.66*MRbar), non piu la stdev globale che allargava i limiti e nascondeva la deriva. Aggiunto campo opzionale std_dev_within a CapabilityData. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
This commit is contained in:
@@ -50,7 +50,8 @@ class CapabilityData(BaseModel):
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pp: Optional[float] = None
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pp: Optional[float] = None
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ppk: Optional[float] = None
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ppk: Optional[float] = None
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mean: float
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mean: float
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std_dev: float
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std_dev: float # overall sample std dev (n-1), used for Pp/Ppk
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std_dev_within: Optional[float] = None # MRbar/1.128, used for Cp/Cpk
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n: int
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n: int
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utl: Optional[float] = None
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utl: Optional[float] = None
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ltl: Optional[float] = None
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ltl: Optional[float] = None
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@@ -55,6 +55,27 @@ def compute_summary(
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)
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)
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def _sigma_within(values: list[float]) -> float | None:
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"""Estimate within-subgroup sigma from the moving range of individuals.
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sigma_within = MRbar / d2, with d2 = 1.128 (moving range of consecutive
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pairs, i.e. subgroup size 2). `values` must be in chronological order
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(the order in which measurements arrived) — the moving range is not
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meaningful on a re-sorted series.
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Returns None when fewer than 2 values are available, or when MRbar == 0
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(no variation between consecutive points: the index would be undefined).
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"""
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n = len(values)
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if n < 2:
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return None
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moving_ranges = [abs(values[i] - values[i - 1]) for i in range(1, n)]
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mr_bar = stats.mean(moving_ranges)
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if mr_bar == 0:
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return None
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return mr_bar / 1.128
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def compute_capability(
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def compute_capability(
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values: list[float],
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values: list[float],
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utl: float | None,
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utl: float | None,
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@@ -63,12 +84,18 @@ def compute_capability(
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) -> CapabilityData:
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) -> CapabilityData:
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"""Compute capability indices Cp, Cpk, Pp, Ppk.
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"""Compute capability indices Cp, Cpk, Pp, Ppk.
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`values` must be in chronological order (arrival order), since Cp/Cpk are
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derived from the moving range between consecutive points:
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- sigma_within = MRbar / 1.128 (MRbar = mean of |x_i - x_(i-1)|)
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- Cp = (UTL - LTL) / (6 * sigma_within)
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- Cp = (UTL - LTL) / (6 * sigma_within)
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- Cpk = min((UTL - mean) / (3 * sigma), (mean - LTL) / (3 * sigma))
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- Cpk = min((UTL - mean) / (3 * sigma_within), (mean - LTL) / (3 * sigma_within))
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- Pp/Ppk: same formulas using population std dev (same data, no subgrouping)
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- Pp/Ppk: same formulas using the overall sample std dev (n-1, `stats.stdev`)
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of the whole series — this is the "process performance" pair and is
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allowed to be wider than Cp/Cpk when there is drift between subgroups.
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Args:
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Args:
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values: Measured values.
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values: Measured values, in chronological order.
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utl: Upper Tolerance Limit (None if not defined).
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utl: Upper Tolerance Limit (None if not defined).
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ltl: Lower Tolerance Limit (None if not defined).
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ltl: Lower Tolerance Limit (None if not defined).
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nominal: Nominal value (None if not defined).
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nominal: Nominal value (None if not defined).
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@@ -81,39 +108,39 @@ def compute_capability(
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return CapabilityData(
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return CapabilityData(
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cp=None, cpk=None, pp=None, ppk=None,
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cp=None, cpk=None, pp=None, ppk=None,
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mean=values[0] if n == 1 else 0.0,
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mean=values[0] if n == 1 else 0.0,
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std_dev=0.0, n=n,
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std_dev=0.0, std_dev_within=None, n=n,
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utl=utl, ltl=ltl, nominal=nominal,
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utl=utl, ltl=ltl, nominal=nominal,
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)
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)
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mean = stats.mean(values)
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mean = stats.mean(values)
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# Population std dev for Pp/Ppk
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# Overall sample std dev (n-1) for Pp/Ppk
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std_dev_pop = stats.pstdev(values)
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# Sample std dev for Cp/Cpk
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std_dev_sample = stats.stdev(values)
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std_dev_sample = stats.stdev(values)
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# Within-subgroup sigma (moving range) for Cp/Cpk
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sigma_within = _sigma_within(values)
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cp = cpk = pp = ppk = None
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cp = cpk = pp = ppk = None
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if utl is not None and ltl is not None and std_dev_sample > 0:
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if sigma_within is not None:
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cp = round((utl - ltl) / (6 * std_dev_sample), 4)
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if utl is not None and ltl is not None:
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cp = round((utl - ltl) / (6 * sigma_within), 4)
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if std_dev_sample > 0:
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cpk_values = []
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cpk_values = []
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if utl is not None:
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if utl is not None:
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cpk_values.append((utl - mean) / (3 * std_dev_sample))
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cpk_values.append((utl - mean) / (3 * sigma_within))
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if ltl is not None:
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if ltl is not None:
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cpk_values.append((mean - ltl) / (3 * std_dev_sample))
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cpk_values.append((mean - ltl) / (3 * sigma_within))
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if cpk_values:
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if cpk_values:
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cpk = round(min(cpk_values), 4)
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cpk = round(min(cpk_values), 4)
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if utl is not None and ltl is not None and std_dev_pop > 0:
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if std_dev_sample > 0:
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pp = round((utl - ltl) / (6 * std_dev_pop), 4)
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if utl is not None and ltl is not None:
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pp = round((utl - ltl) / (6 * std_dev_sample), 4)
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if std_dev_pop > 0:
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ppk_values = []
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ppk_values = []
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if utl is not None:
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if utl is not None:
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ppk_values.append((utl - mean) / (3 * std_dev_pop))
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ppk_values.append((utl - mean) / (3 * std_dev_sample))
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if ltl is not None:
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if ltl is not None:
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ppk_values.append((mean - ltl) / (3 * std_dev_pop))
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ppk_values.append((mean - ltl) / (3 * std_dev_sample))
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if ppk_values:
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if ppk_values:
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ppk = round(min(ppk_values), 4)
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ppk = round(min(ppk_values), 4)
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@@ -121,6 +148,7 @@ def compute_capability(
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cp=cp, cpk=cpk, pp=pp, ppk=ppk,
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cp=cp, cpk=cpk, pp=pp, ppk=ppk,
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mean=round(mean, 6),
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mean=round(mean, 6),
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std_dev=round(std_dev_sample, 6),
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std_dev=round(std_dev_sample, 6),
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std_dev_within=round(sigma_within, 6) if sigma_within is not None else None,
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n=n,
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n=n,
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utl=utl, ltl=ltl, nominal=nominal,
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utl=utl, ltl=ltl, nominal=nominal,
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)
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)
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@@ -135,10 +163,12 @@ def compute_control_chart(
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ltl: float | None,
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ltl: float | None,
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nominal: float | None,
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nominal: float | None,
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) -> ControlChartData:
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) -> ControlChartData:
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"""Compute control chart data with UCL/LCL and out-of-control detection.
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"""Compute control chart data (individuals chart) with UCL/LCL and
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out-of-control detection.
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UCL = mean + 3*sigma
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UCL = mean + 3*sigma_within = mean + 2.66*MRbar
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LCL = mean - 3*sigma
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LCL = mean - 3*sigma_within = mean - 2.66*MRbar
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with sigma_within = MRbar/1.128 (see `_sigma_within`).
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Out-of-control: points outside UCL/LCL.
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Out-of-control: points outside UCL/LCL.
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Args:
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Args:
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@@ -160,10 +190,8 @@ def compute_control_chart(
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mean = stats.mean(values)
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mean = stats.mean(values)
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if n >= 2:
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sigma_within = _sigma_within(values)
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sigma = stats.stdev(values)
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sigma = sigma_within if sigma_within is not None else 0.0
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else:
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sigma = 0.0
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ucl = mean + 3 * sigma
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ucl = mean + 3 * sigma
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lcl = mean - 3 * sigma
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lcl = mean - 3 * sigma
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@@ -0,0 +1,123 @@
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"""Unit tests for spc_service.py: Cp/Cpk (within, moving-range) vs Pp/Ppk (overall).
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Expected values are computed in each test from the formulas themselves
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(not copied from the implementation's output), so a regression in the
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formula would also break the test's own expectation derivation... except
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we compute them independently here with plain stdlib code, mirroring the
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spec in gitea:Adriano/TieMeasureFlow#19.
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"""
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import statistics as stats
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from datetime import datetime, timedelta
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from src.backend.services.spc_service import compute_capability, compute_control_chart
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def _expected_sigma_within(values: list[float]) -> float | None:
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"""Independent re-implementation of MRbar/1.128 for test expectations."""
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if len(values) < 2:
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return None
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mr = [abs(values[i] - values[i - 1]) for i in range(1, len(values))]
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mr_bar = stats.mean(mr)
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if mr_bar == 0:
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return None
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return mr_bar / 1.128
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# 13 values around 10.00, then 12 values around 10.08: a level shift that
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# a global (overall) std dev smears, but that stays invisible to the
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# consecutive-point moving range within each stable block.
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_SHIFTED_SERIES = (
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[10.00, 10.01, 9.99, 10.02, 9.98, 10.01, 9.99, 10.00, 10.02, 9.98, 10.01, 9.99, 10.00]
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+ [10.08, 10.09, 10.07, 10.08, 10.09, 10.07, 10.08, 10.09, 10.07, 10.08, 10.09, 10.07]
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)
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class TestComputeCapability:
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def test_cp_uses_sigma_within_pp_uses_overall_sample_stdev(self):
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utl, ltl = 10.2, 9.8
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result = compute_capability(_SHIFTED_SERIES, utl, ltl, nominal=10.0)
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sample_std = stats.stdev(_SHIFTED_SERIES)
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sigma_within = _expected_sigma_within(_SHIFTED_SERIES)
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assert sigma_within is not None
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expected_cp = round((utl - ltl) / (6 * sigma_within), 4)
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expected_pp = round((utl - ltl) / (6 * sample_std), 4)
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assert result.cp == expected_cp
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assert result.pp == expected_pp
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# Cp (within, tight) must differ from Pp (overall, widened by the
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# level shift) — this is exactly the drift #19 says must surface.
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assert result.cp != result.pp
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assert result.cp > result.pp
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assert result.std_dev == round(sample_std, 6)
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assert result.std_dev_within == round(sigma_within, 6)
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def test_constant_series_returns_none_indices(self):
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values = [10.0] * 10
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result = compute_capability(values, 10.2, 9.8, 10.0)
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assert result.cp is None
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assert result.cpk is None
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assert result.pp is None
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assert result.ppk is None
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assert result.std_dev_within is None
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def test_n_less_than_2_returns_none(self):
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result = compute_capability([10.0], 10.2, 9.8, 10.0)
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assert result.cp is None
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assert result.cpk is None
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assert result.pp is None
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assert result.ppk is None
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assert result.n == 1
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def test_one_sided_tolerance_only_cpk(self):
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values = [10.0, 10.01, 9.99, 10.02, 9.98, 10.01, 9.99, 10.0]
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result = compute_capability(values, utl=10.2, ltl=None, nominal=10.0)
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assert result.cp is None # both UTL and LTL required
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assert result.pp is None
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assert result.cpk is not None
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assert result.ppk is not None
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class TestComputeControlChart:
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def test_ucl_lcl_use_sigma_within_not_overall_stdev(self):
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base = datetime(2026, 1, 1)
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timestamps = [base + timedelta(minutes=i) for i in range(len(_SHIFTED_SERIES))]
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result = compute_control_chart(
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_SHIFTED_SERIES, timestamps, 10.2, None, None, 9.8, 10.0
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)
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mean = stats.mean(_SHIFTED_SERIES)
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sigma_within = _expected_sigma_within(_SHIFTED_SERIES)
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expected_ucl = round(mean + 3 * sigma_within, 6)
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expected_lcl = round(mean - 3 * sigma_within, 6)
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assert result.ucl == expected_ucl
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assert result.lcl == expected_lcl
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# Points beyond the within-sigma limits must be flagged: the level
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# shift is detectable this way but was invisible with the overall
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# sample std dev (limits too wide to ever trip).
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assert result.out_of_control != []
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overall_std = stats.stdev(_SHIFTED_SERIES)
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overall_ucl = mean + 3 * overall_std
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overall_lcl = mean - 3 * overall_std
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overall_ooc = [
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i for i, v in enumerate(_SHIFTED_SERIES) if v > overall_ucl or v < overall_lcl
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]
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assert overall_ooc == []
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def test_constant_series_zero_limits(self):
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values = [10.0] * 6
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timestamps = [datetime(2026, 1, 1) + timedelta(minutes=i) for i in range(6)]
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result = compute_control_chart(values, timestamps, 10.2, None, None, 9.8, 10.0)
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assert result.ucl == 10.0
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assert result.lcl == 10.0
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assert result.out_of_control == []
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def test_single_value_zero_limits(self):
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timestamps = [datetime(2026, 1, 1)]
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result = compute_control_chart([10.0], timestamps, 10.2, None, None, 9.8, 10.0)
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assert result.ucl == 10.0
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assert result.lcl == 10.0
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