From 5c1c2aae9e4b6ecb4bd6592e2a150633a0363324 Mon Sep 17 00:00:00 2001
From: "laijiang@amazon.com" <laijiang@amazon.com>
Date: Fri, 13 Dec 2019 17:39:22 -0800
Subject: [PATCH] add test evaluating anomaly results

---
 build.gradle                                  |     1 +
 .../ad/e2e/DetectionResultEvalutationIT.java  |   214 +
 .../ad/e2e/data/synthetic.data                | 50407 ++++++++++++++++
 .../ad/e2e/data/synthetic.label               |    18 +
 4 files changed, 50640 insertions(+)
 create mode 100644 src/test/java/com/amazon/opendistroforelasticsearch/ad/e2e/DetectionResultEvalutationIT.java
 create mode 100644 src/test/resources/com/amazon/opendistroforelasticsearch/ad/e2e/data/synthetic.data
 create mode 100644 src/test/resources/com/amazon/opendistroforelasticsearch/ad/e2e/data/synthetic.label

diff --git a/build.gradle b/build.gradle
index fd730163..f61dbf7d 100644
--- a/build.gradle
+++ b/build.gradle
@@ -199,6 +199,7 @@ test {
 integTestRunner {
     systemProperty 'tests.security.manager', 'false'
     systemProperty 'java.io.tmpdir', es_tmp_dir.absolutePath
+    systemProperty 'tests.locale', 'en'
     // Tell the test JVM if the cluster JVM is running under a debugger so that tests can use longer timeouts for
     // requests. The 'doFirst' delays reading the debug setting on the cluster till execution time.
     doFirst { systemProperty 'cluster.debug', integTestCluster.debug }
diff --git a/src/test/java/com/amazon/opendistroforelasticsearch/ad/e2e/DetectionResultEvalutationIT.java b/src/test/java/com/amazon/opendistroforelasticsearch/ad/e2e/DetectionResultEvalutationIT.java
new file mode 100644
index 00000000..7f450aa6
--- /dev/null
+++ b/src/test/java/com/amazon/opendistroforelasticsearch/ad/e2e/DetectionResultEvalutationIT.java
@@ -0,0 +1,214 @@
+/*
+ * Copyright 2019 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.
+ */
+
+package com.amazon.opendistroforelasticsearch.ad.e2e;
+
+import java.io.File;
+import java.io.FileReader; 
+import java.time.Instant;
+import java.time.format.DateTimeFormatter;
+import java.time.temporal.ChronoUnit;
+import java.util.AbstractMap.SimpleEntry;
+import java.util.ArrayList;
+import java.util.HashSet;
+import java.util.List;
+import java.util.Map;
+import java.util.Map.Entry;
+import java.util.Set;
+
+import com.google.gson.JsonArray;
+import com.google.gson.JsonObject;
+import com.google.gson.JsonParser;
+import org.elasticsearch.client.Request;
+import org.elasticsearch.client.RestClient;
+import org.elasticsearch.test.rest.ESRestTestCase;
+
+import static org.junit.Assert.assertTrue;
+
+public class DetectionResultEvalutationIT extends ESRestTestCase {
+
+    public void testDataset() throws Exception {
+        verifyAnomaly("synthetic", 1, 1500, 8, .9, .9, 10);
+    }
+
+    private void verifyAnomaly(String datasetName, int intervalMinutes, int trainTestSplit, int shingleSize,
+        double minPrecision, double minRecall, double maxError) throws Exception {
+
+        RestClient client = client();
+
+        String dataFileName = String.format("data/%s.data", datasetName);
+        String labelFileName = String.format("data/%s.label", datasetName);
+
+        List<JsonObject> data = getData(dataFileName);
+        List<Entry<Instant, Instant>> anomalies = getAnomalyWindows(labelFileName);
+
+        indexTrainData(datasetName, data, trainTestSplit, client);
+        String detectorId = createDetector(datasetName, intervalMinutes, client);
+        startDetector(detectorId, data, trainTestSplit, shingleSize, intervalMinutes, client);
+
+        indexTestData(data, datasetName, trainTestSplit, client);
+        double[] testResults = getTestResults(detectorId, data, trainTestSplit, intervalMinutes, anomalies, client);
+        verifyTestResults(testResults, anomalies, minPrecision, minRecall, maxError);
+    }
+
+    private void verifyTestResults(double[] testResults, List<Entry<Instant, Instant>> anomalies, double minPrecision, double minRecall,
+        double maxError) {
+
+        double positives = testResults[0];
+        double truePositives = testResults[1];
+        double positiveAnomalies = testResults[2];
+        double errors = testResults[3];
+
+        double precision = positives > 0 ? truePositives / positives : 1;
+        assertTrue(precision >= minPrecision);
+
+        double recall = anomalies.size() > 0 ? positiveAnomalies / anomalies.size() : 1;
+        assertTrue(recall >= minRecall);
+
+        assertTrue(errors <= maxError);
+    }
+
+    private int isAnomaly(Instant time, List<Entry<Instant, Instant>> labels) {
+        for (int i = 0; i < labels.size(); i++) {
+            Entry<Instant, Instant> window = labels.get(i);
+            if (time.compareTo(window.getKey()) >=0 && time.compareTo(window.getValue()) <= 0) {
+                return i;
+            }
+        }
+        return -1;
+    }
+
+    private double[] getTestResults(String detectorId, List<JsonObject> data, int trainTestSplit, int intervalMinutes,
+        List<Entry<Instant, Instant>> anomalies, RestClient client) throws Exception {
+
+        Request request = new Request("POST", String.format("/_opendistro/_anomaly_detection/detectors/%s/_run", detectorId));
+        double positives = 0;
+        double truePositives = 0;
+        Set<Integer> positiveAnomalies = new HashSet<>();
+        double errors = 0;
+        for (int i = trainTestSplit; i < data.size(); i++) {
+            Instant begin = Instant.from(DateTimeFormatter.ISO_INSTANT.parse(data.get(i).get("timestamp").getAsString()));
+            Instant end = begin.plus(intervalMinutes, ChronoUnit.MINUTES);
+            String requestBody = String.format("{ \"period_start\": %d, \"period_end\": %d }", begin.toEpochMilli(), end.toEpochMilli());
+            request.setJsonEntity(requestBody);
+            try {
+                Map<String, Object> response = entityAsMap(client.performRequest(request));
+                double anomalyGrade = (double)response.get("anomalyGrade");
+                if (anomalyGrade > 0) {
+                    System.out.println("LLL," + begin + "," + anomalyGrade);
+                    positives++;
+                    int result = isAnomaly(begin, anomalies);
+                    if (result != -1) {
+                        truePositives++;
+                        positiveAnomalies.add(result);
+                    }
+                }
+            } catch (Exception e) {
+                errors++;
+                e.printStackTrace();
+            }
+        }
+        return new double[] {positives, truePositives, positiveAnomalies.size(), errors};
+    }
+
+    private void indexTestData(List<JsonObject> data, String datasetName, int trainTestSplit, RestClient client) throws Exception {
+        data.stream().skip(trainTestSplit)
+            .forEach(r -> {
+                try {
+                    Request req = new Request("POST", String.format("/%s/_doc/", datasetName));
+                    req.setJsonEntity(r.toString());
+                    client.performRequest(req);
+                } catch (Exception e ) {
+                    throw new RuntimeException(e);
+                } });
+        Thread.sleep(1_000);
+    }
+
+    private void startDetector(String detectorId, List<JsonObject> data, int trainTestSplit, int shingleSize, int intervalMinutes,
+        RestClient client) throws Exception {
+
+        Request request = new Request("POST", String.format("/_opendistro/_anomaly_detection/detectors/%s/_run", detectorId));
+        Instant trainTime = Instant.from(DateTimeFormatter.ISO_INSTANT.parse(data.get(trainTestSplit-1).get("timestamp").getAsString()));
+
+        for (int i = 0; i < shingleSize; i++) {
+            Instant begin = trainTime.minus(intervalMinutes * (shingleSize - 1 - i), ChronoUnit.MINUTES);
+            Instant end = begin.plus(intervalMinutes, ChronoUnit.MINUTES);
+            String requestBody = String.format("{ \"period_start\": %d, \"period_end\": %d }", begin.toEpochMilli(), end.toEpochMilli());
+            request.setJsonEntity(requestBody);
+            try {
+                client.performRequest(request);
+            } catch (Exception e) {
+            }
+        }
+        Thread.sleep(5_000);
+        client.performRequest(request);
+    }
+
+    private String createDetector(String datasetName, int intervalMinutes, RestClient client) throws Exception {
+        Request request = new Request("POST", "/_opendistro/_anomaly_detection/detectors/");
+        String requestBody = String.format("{ \"name\": \"test\", \"description\": \"test\", \"time_field\": \"timestamp\""
+            + ", \"indices\": [\"%s\"], \"feature_attributes\": [{ \"feature_name\": \"feature 1\", \"feature_enabled\": "
+            + "\"true\", \"aggregation_query\": { \"Feature1\": { \"sum\": { \"field\": \"Feature1\" } } } }, { \"feature_name\""
+            + ": \"feature 2\", \"feature_enabled\": \"true\", \"aggregation_query\": { \"Feature2\": { \"sum\": { \"field\": "
+            + "\"Feature2\" } } } }], \"detection_interval\": { \"period\": { \"interval\": %d, \"unit\": \"Minutes\" } }, "
+            + "\"schema_version\": 0 }", datasetName, intervalMinutes);
+        request.setJsonEntity(requestBody);
+        Map<String, Object> response = entityAsMap(client.performRequest(request));
+        String detectorId = (String)response.get("_id");
+        Thread.sleep(1_000);
+        return detectorId;
+    }
+
+    private List<Entry<Instant, Instant>> getAnomalyWindows(String labalFileName) throws Exception {
+        JsonArray windows = new JsonParser().parse(new FileReader(new File(getClass().getResource(labalFileName).toURI())))
+            .getAsJsonArray();
+        List<Entry<Instant, Instant>> anomalies = new ArrayList<>(windows.size());
+        for (int i = 0; i < windows.size(); i++) {
+            JsonArray window = windows.get(i).getAsJsonArray();
+            Instant begin = Instant.from(DateTimeFormatter.ISO_INSTANT.parse(window.get(0).getAsString()));
+            Instant end = Instant.from(DateTimeFormatter.ISO_INSTANT.parse(window.get(1).getAsString()));
+            anomalies.add(new SimpleEntry<>(begin, end));
+        }
+        return anomalies;
+    }
+
+    private void indexTrainData(String datasetName, List<JsonObject> data, int trainTestSplit, RestClient client) throws Exception {
+        Request request = new Request("PUT", datasetName);
+        String requestBody = "{ \"mappings\": { \"properties\": { \"timestamp\": { \"type\": \"date\"},"
+            + " \"Feature1\": { \"type\": \"double\" }, \"Feature2\": { \"type\": \"double\" } } } }";
+        request.setJsonEntity(requestBody);
+        client.performRequest(request);
+        Thread.sleep(1_000);
+
+        data.stream().limit(trainTestSplit)
+            .forEach(r -> {
+                try {
+                    Request req = new Request("POST", String.format("/%s/_doc/", datasetName));
+                    req.setJsonEntity(r.toString());
+                    client.performRequest(req);
+                } catch (Exception e ) {
+                    throw new RuntimeException(e);
+                } });
+        Thread.sleep(1000);
+    }
+
+    private List<JsonObject> getData(String datasetFileName) throws Exception {
+        JsonArray jsonArray = new JsonParser().parse(new FileReader(new File(getClass().getResource(datasetFileName).toURI())))
+            .getAsJsonArray();
+        List<JsonObject> list = new ArrayList<>(jsonArray.size());
+        jsonArray.iterator().forEachRemaining(i -> list.add(i.getAsJsonObject()));
+        return list;
+    }
+}
diff --git a/src/test/resources/com/amazon/opendistroforelasticsearch/ad/e2e/data/synthetic.data b/src/test/resources/com/amazon/opendistroforelasticsearch/ad/e2e/data/synthetic.data
new file mode 100644
index 00000000..1d2b8da1
--- /dev/null
+++ b/src/test/resources/com/amazon/opendistroforelasticsearch/ad/e2e/data/synthetic.data
@@ -0,0 +1,50407 @@
+[
+    {
+        "timestamp": "2019-11-01T00:00:00Z",
+        "Feature1": 158.75041000000002,
+        "Feature2": 102.66135
+    },
+    {
+        "timestamp": "2019-11-01T00:01:00Z",
+        "Feature1": 156.66011,
+        "Feature2": 100.40726
+    },
+    {
+        "timestamp": "2019-11-01T00:02:00Z",
+        "Feature1": 156.88492,
+        "Feature2": 100.47332
+    },
+    {
+        "timestamp": "2019-11-01T00:03:00Z",
+        "Feature1": 156.47693999999998,
+        "Feature2": 99.91147600000001
+    },
+    {
+        "timestamp": "2019-11-01T00:04:00Z",
+        "Feature1": 158.5479,
+        "Feature2": 101.83324
+    },
+    {
+        "timestamp": "2019-11-01T00:05:00Z",
+        "Feature1": 155.50945,
+        "Feature2": 98.650116
+    },
+    {
+        "timestamp": "2019-11-01T00:06:00Z",
+        "Feature1": 159.68036999999998,
+        "Feature2": 102.68070999999999
+    },
+    {
+        "timestamp": "2019-11-01T00:07:00Z",
+        "Feature1": 157.29518000000002,
+        "Feature2": 100.159325
+    },
+    {
+        "timestamp": "2019-11-01T00:08:00Z",
+        "Feature1": 158.49266,
+        "Feature2": 101.2246
+    },
+    {
+        "timestamp": "2019-11-01T00:09:00Z",
+        "Feature1": 158.03806,
+        "Feature2": 100.64159000000001
+    },
+    {
+        "timestamp": "2019-11-01T00:10:00Z",
+        "Feature1": 159.86008,
+        "Feature2": 102.33881
+    },
+    {
+        "timestamp": "2019-11-01T00:11:00Z",
+        "Feature1": 156.44527,
+        "Feature2": 98.802666
+    },
+    {
+        "timestamp": "2019-11-01T00:12:00Z",
+        "Feature1": 158.28749,
+        "Feature2": 100.526794
+    },
+    {
+        "timestamp": "2019-11-01T00:13:00Z",
+        "Feature1": 158.32756,
+        "Feature2": 100.45187
+    },
+    {
+        "timestamp": "2019-11-01T00:14:00Z",
+        "Feature1": 159.94449,
+        "Feature2": 101.9567
+    },
+    {
+        "timestamp": "2019-11-01T00:15:00Z",
+        "Feature1": 157.80745,
+        "Feature2": 99.71032
+    },
+    {
+        "timestamp": "2019-11-01T00:16:00Z",
+        "Feature1": 158.82921000000002,
+        "Feature2": 100.6253
+    },
+    {
+        "timestamp": "2019-11-01T00:17:00Z",
+        "Feature1": 158.21593000000001,
+        "Feature2": 99.90764
+    },
+    {
+        "timestamp": "2019-11-01T00:18:00Z",
+        "Feature1": 159.22614,
+        "Feature2": 100.815674
+    },
+    {
+        "timestamp": "2019-11-01T00:19:00Z",
+        "Feature1": 159.85498,
+        "Feature2": 101.34447
+    },
+    {
+        "timestamp": "2019-11-01T00:20:00Z",
+        "Feature1": 158.2581,
+        "Feature2": 99.64939
+    },
+    {
+        "timestamp": "2019-11-01T00:21:00Z",
+        "Feature1": 160.5884,
+        "Feature2": 101.883255
+    },
+    {
+        "timestamp": "2019-11-01T00:22:00Z",
+        "Feature1": 160.42877,
+        "Feature2": 101.62881
+    },
+    {
+        "timestamp": "2019-11-01T00:23:00Z",
+        "Feature1": 160.11188,
+        "Feature2": 101.218506
+    },
+    {
+        "timestamp": "2019-11-01T00:24:00Z",
+        "Feature1": 160.59126,
+        "Feature2": 101.6058
+    },
+    {
+        "timestamp": "2019-11-01T00:25:00Z",
+        "Feature1": 159.08664,
+        "Feature2": 100.01023
+    },
+    {
+        "timestamp": "2019-11-01T00:26:00Z",
+        "Feature1": 159.7265,
+        "Feature2": 100.560165
+    },
+    {
+        "timestamp": "2019-11-01T00:27:00Z",
+        "Feature1": 158.99184,
+        "Feature2": 99.736465
+    },
+    {
+        "timestamp": "2019-11-01T00:28:00Z",
+        "Feature1": 159.73721,
+        "Feature2": 100.39357
+    },
+    {
+        "timestamp": "2019-11-01T00:29:00Z",
+        "Feature1": 160.61237,
+        "Feature2": 101.18106999999999
+    },
+    {
+        "timestamp": "2019-11-01T00:30:00Z",
+        "Feature1": 159.46678,
+        "Feature2": 99.94834
+    },
+    {
+        "timestamp": "2019-11-01T00:31:00Z",
+        "Feature1": 159.8377,
+        "Feature2": 100.23253000000001
+    },
+    {
+        "timestamp": "2019-11-01T00:32:00Z",
+        "Feature1": 159.62303,
+        "Feature2": 99.931404
+    },
+    {
+        "timestamp": "2019-11-01T00:33:00Z",
+        "Feature1": 159.54048,
+        "Feature2": 99.76263399999999
+    },
+    {
+        "timestamp": "2019-11-01T00:34:00Z",
+        "Feature1": 159.78983,
+        "Feature2": 99.92583
+    },
+    {
+        "timestamp": "2019-11-01T00:35:00Z",
+        "Feature1": 160.5237,
+        "Feature2": 100.5736
+    },
+    {
+        "timestamp": "2019-11-01T00:36:00Z",
+        "Feature1": 159.49437,
+        "Feature2": 99.45809
+    },
+    {
+        "timestamp": "2019-11-01T00:37:00Z",
+        "Feature1": 160.92148,
+        "Feature2": 100.79889
+    },
+    {
+        "timestamp": "2019-11-01T00:38:00Z",
+        "Feature1": 162.42235,
+        "Feature2": 102.21329
+    },
+    {
+        "timestamp": "2019-11-01T00:39:00Z",
+        "Feature1": 161.58025,
+        "Feature2": 101.28445
+    },
+    {
+        "timestamp": "2019-11-01T00:40:00Z",
+        "Feature1": 160.72223,
+        "Feature2": 100.339386
+    },
+    {
+        "timestamp": "2019-11-01T00:41:00Z",
+        "Feature1": 160.10254,
+        "Feature2": 99.63234
+    },
+    {
+        "timestamp": "2019-11-01T00:42:00Z",
+        "Feature1": 160.31933999999998,
+        "Feature2": 99.76144000000001
+    },
+    {
+        "timestamp": "2019-11-01T00:43:00Z",
+        "Feature1": 162.83557,
+        "Feature2": 102.18956999999999
+    },
+    {
+        "timestamp": "2019-11-01T00:44:00Z",
+        "Feature1": 161.27081,
+        "Feature2": 100.53633
+    },
+    {
+        "timestamp": "2019-11-01T00:45:00Z",
+        "Feature1": 160.66017,
+        "Feature2": 99.83681999999999
+    },
+    {
+        "timestamp": "2019-11-01T00:46:00Z",
+        "Feature1": 161.56548999999998,
+        "Feature2": 100.6529
+    },
+    {
+        "timestamp": "2019-11-01T00:47:00Z",
+        "Feature1": 163.5525,
+        "Feature2": 102.55029
+    },
+    {
+        "timestamp": "2019-11-01T00:48:00Z",
+        "Feature1": 161.6503,
+        "Feature2": 100.55813
+    },
+    {
+        "timestamp": "2019-11-01T00:49:00Z",
+        "Feature1": 162.22541999999999,
+        "Feature2": 101.04298399999999
+    },
+    {
+        "timestamp": "2019-11-01T00:50:00Z",
+        "Feature1": 161.98657,
+        "Feature2": 100.713646
+    },
+    {
+        "timestamp": "2019-11-01T00:51:00Z",
+        "Feature1": 161.41243,
+        "Feature2": 100.048805
+    },
+    {
+        "timestamp": "2019-11-01T00:52:00Z",
+        "Feature1": 160.70045,
+        "Feature2": 99.24601
+    },
+    {
+        "timestamp": "2019-11-01T00:53:00Z",
+        "Feature1": 161.57185,
+        "Feature2": 100.02655
+    },
+    {
+        "timestamp": "2019-11-01T00:54:00Z",
+        "Feature1": 161.79041999999998,
+        "Feature2": 100.15426
+    },
+    {
+        "timestamp": "2019-11-01T00:55:00Z",
+        "Feature1": 162.6638,
+        "Feature2": 100.93695
+    },
+    {
+        "timestamp": "2019-11-01T00:56:00Z",
+        "Feature1": 162.99371000000002,
+        "Feature2": 101.17639
+    },
+    {
+        "timestamp": "2019-11-01T00:57:00Z",
+        "Feature1": 163.16296,
+        "Feature2": 101.25554
+    },
+    {
+        "timestamp": "2019-11-01T00:58:00Z",
+        "Feature1": 162.59402,
+        "Feature2": 100.59698
+    },
+    {
+        "timestamp": "2019-11-01T00:59:00Z",
+        "Feature1": 163.2695,
+        "Feature2": 101.183426
+    },
+    {
+        "timestamp": "2019-11-01T01:00:00Z",
+        "Feature1": 161.7051,
+        "Feature2": 99.530754
+    },
+    {
+        "timestamp": "2019-11-01T01:01:00Z",
+        "Feature1": 163.78656,
+        "Feature2": 101.52486
+    },
+    {
+        "timestamp": "2019-11-01T01:02:00Z",
+        "Feature1": 163.11975,
+        "Feature2": 100.771736
+    },
+    {
+        "timestamp": "2019-11-01T01:03:00Z",
+        "Feature1": 162.38065,
+        "Feature2": 99.947556
+    },
+    {
+        "timestamp": "2019-11-01T01:04:00Z",
+        "Feature1": 163.23781,
+        "Feature2": 100.72102
+    },
+    {
+        "timestamp": "2019-11-01T01:05:00Z",
+        "Feature1": 162.74274,
+        "Feature2": 100.14384
+    },
+    {
+        "timestamp": "2019-11-01T01:06:00Z",
+        "Feature1": 164.01727,
+        "Feature2": 101.33799
+    },
+    {
+        "timestamp": "2019-11-01T01:07:00Z",
+        "Feature1": 164.47093,
+        "Feature2": 101.71321999999999
+    },
+    {
+        "timestamp": "2019-11-01T01:08:00Z",
+        "Feature1": 165.20013,
+        "Feature2": 102.36610999999999
+    },
+    {
+        "timestamp": "2019-11-01T01:09:00Z",
+        "Feature1": 161.6793,
+        "Feature2": 98.77129000000001
+    },
+    {
+        "timestamp": "2019-11-01T01:10:00Z",
+        "Feature1": 161.69055,
+        "Feature2": 98.71106999999999
+    },
+    {
+        "timestamp": "2019-11-01T01:11:00Z",
+        "Feature1": 162.68651,
+        "Feature2": 99.638275
+    },
+    {
+        "timestamp": "2019-11-01T01:12:00Z",
+        "Feature1": 163.4046,
+        "Feature2": 100.290504
+    },
+    {
+        "timestamp": "2019-11-01T01:13:00Z",
+        "Feature1": 164.1714,
+        "Feature2": 100.994576
+    },
+    {
+        "timestamp": "2019-11-01T01:14:00Z",
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diff --git a/src/test/resources/com/amazon/opendistroforelasticsearch/ad/e2e/data/synthetic.label b/src/test/resources/com/amazon/opendistroforelasticsearch/ad/e2e/data/synthetic.label
new file mode 100644
index 00000000..4120613b
--- /dev/null
+++ b/src/test/resources/com/amazon/opendistroforelasticsearch/ad/e2e/data/synthetic.label
@@ -0,0 +1,18 @@
+[
+    [
+        "2019-11-03T20:00:00Z",
+        "2019-11-03T22:08:00Z"
+    ],
+    [
+        "2019-11-04T23:00:00Z",
+        "2019-11-05T01:08:00Z"
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+    [
+        "2019-11-07T04:00:00Z",
+        "2019-11-07T16:00:00Z"
+    ]
+]