mirror of
https://github.com/VictoriaMetrics/VictoriaMetrics.git
synced 2024-12-15 00:13:30 +01:00
app/vmselect/promql: use scrapeInterval instead of window in denominator when calculating rate
for the first point on the time series
This should provide better estimation for `rate` in the beginning of time series.
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588531dd76
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3d0c7b095a
@ -23,9 +23,9 @@ var rollupFuncs = map[string]newRollupFunc{
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"holt_winters": newRollupHoltWinters,
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"idelta": newRollupFuncOneArg(rollupIdelta),
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"increase": newRollupFuncOneArg(rollupIncrease), // + rollupFuncsRemoveCounterResets
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"irate": newRollupFuncOneArg(rollupIderiv), // + rollupFuncsRemoveCounterResets
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"irate": newRollupFuncOneArg(rollupIrate), // + rollupFuncsRemoveCounterResets
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"predict_linear": newRollupPredictLinear,
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"rate": newRollupFuncOneArg(rollupDerivIncrease), // + rollupFuncsRemoveCounterResets
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"rate": newRollupFuncOneArg(rollupRate), // + rollupFuncsRemoveCounterResets
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"resets": newRollupFuncOneArg(rollupResets),
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"avg_over_time": newRollupFuncOneArg(rollupAvg),
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"min_over_time": newRollupFuncOneArg(rollupMin),
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@ -111,10 +111,10 @@ type rollupFuncArg struct {
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values []float64
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timestamps []int64
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currTimestamp int64
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idx int
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step int64
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window int64
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currTimestamp int64
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idx int
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step int64
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scrapeInterval int64
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// Real previous value even if it is located too far from the current window.
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// It matches prevValue if prevValue is not nan.
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@ -129,7 +129,7 @@ func (rfa *rollupFuncArg) reset() {
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rfa.currTimestamp = 0
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rfa.idx = 0
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rfa.step = 0
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rfa.window = 0
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rfa.scrapeInterval = 0
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rfa.realPrevValue = nan
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}
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@ -210,7 +210,7 @@ func (rc *rollupConfig) Do(dstValues []float64, values []float64, timestamps []i
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rfa := getRollupFuncArg()
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rfa.idx = 0
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rfa.step = rc.Step
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rfa.window = window
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rfa.scrapeInterval = scrapeInterval
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rfa.realPrevValue = nan
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i := 0
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@ -776,12 +776,7 @@ func rollupDeltaInternal(rfa *rollupFuncArg, canUseRealPrevValue bool) float64 {
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return nan
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}
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// Assume that the previous non-existing value was 0.
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if canUseRealPrevValue && !math.IsNaN(rfa.realPrevValue) {
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// Fix against removeCounterResets.
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prevValue = rfa.realPrevValue
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} else {
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prevValue = 0
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}
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prevValue = getPrevValue(rfa, canUseRealPrevValue)
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}
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if len(values) == 0 {
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// Assume that the value didn't change on the given interval.
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@ -825,7 +820,7 @@ func rollupDerivFast(rfa *rollupFuncArg) float64 {
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return rollupDerivFastInternal(rfa, false)
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}
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func rollupDerivIncrease(rfa *rollupFuncArg) float64 {
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func rollupRate(rfa *rollupFuncArg) float64 {
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return rollupDerivFastInternal(rfa, true)
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}
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@ -840,16 +835,10 @@ func rollupDerivFastInternal(rfa *rollupFuncArg, canUseRealPrevValue bool) float
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if len(values) == 0 {
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return nan
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}
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// Assume that the value changed from 0 to the current value during rfa.window
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if canUseRealPrevValue && !math.IsNaN(rfa.realPrevValue) {
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// Fix against removeCounterResets.
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prevValue = rfa.realPrevValue
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} else {
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prevValue = 0
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}
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prevTimestamp = timestamps[0] - rfa.window
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}
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if len(values) == 0 {
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// Assume that the value changed from 0 to the current value during rfa.scrapeInterval
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prevValue = getPrevValue(rfa, canUseRealPrevValue)
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prevTimestamp = timestamps[0] - rfa.scrapeInterval
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} else if len(values) == 0 {
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// Assume that the value didn't change on the given interval.
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return 0
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}
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@ -861,16 +850,30 @@ func rollupDerivFastInternal(rfa *rollupFuncArg, canUseRealPrevValue bool) float
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}
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func rollupIderiv(rfa *rollupFuncArg) float64 {
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return rollupIderivInternal(rfa, false)
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}
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func rollupIrate(rfa *rollupFuncArg) float64 {
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return rollupIderivInternal(rfa, true)
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}
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func rollupIderivInternal(rfa *rollupFuncArg, canUseRealPrevValue bool) float64 {
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// There is no need in handling NaNs here, since they must be cleaned up
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// before calling rollup funcs.
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values := rfa.values
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timestamps := rfa.timestamps
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if len(values) < 2 {
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if len(values) == 0 || math.IsNaN(rfa.prevValue) {
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// It is impossible to calculate derivative on 0 or 1 values.
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if len(values) == 0 {
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return nan
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}
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return (values[0] - rfa.prevValue) / (float64(timestamps[0]-rfa.prevTimestamp) * 1e-3)
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prevValue := rfa.prevValue
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prevTimestamp := rfa.prevTimestamp
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if math.IsNaN(prevValue) {
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// Assume that the value changed from 0 to the current value during rfa.scrapeInterval.
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prevValue = getPrevValue(rfa, canUseRealPrevValue)
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prevTimestamp = timestamps[0] - rfa.scrapeInterval
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}
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return (values[0] - prevValue) / (float64(timestamps[0]-prevTimestamp) * 1e-3)
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}
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vEnd := values[len(values)-1]
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tEnd := timestamps[len(timestamps)-1]
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@ -897,6 +900,14 @@ func rollupIderiv(rfa *rollupFuncArg) float64 {
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return dv / (float64(dt) * 1e-3)
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}
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func getPrevValue(rfa *rollupFuncArg, canUseRealPrevValue bool) float64 {
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prevValue := rfa.realPrevValue
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if !canUseRealPrevValue || math.IsNaN(prevValue) {
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return 0
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}
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return prevValue
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}
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func rollupLifetime(rfa *rollupFuncArg) float64 {
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// Calculate the duration between the first and the last data points.
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timestamps := rfa.timestamps
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@ -42,13 +42,14 @@ func TestRollupIderivDuplicateTimestamps(t *testing.T) {
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}
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rfa = &rollupFuncArg{
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prevValue: nan,
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values: []float64{15},
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timestamps: []int64{100},
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prevValue: nan,
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values: []float64{15},
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timestamps: []int64{100},
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scrapeInterval: 200,
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}
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n = rollupIderiv(rfa)
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if !math.IsNaN(n) {
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t.Fatalf("unexpected value; got %v; want %v", n, nan)
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if n != 75 {
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t.Fatalf("unexpected value; got %v; want %v", n, 75)
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}
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rfa = &rollupFuncArg{
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@ -59,7 +60,7 @@ func TestRollupIderivDuplicateTimestamps(t *testing.T) {
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}
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n = rollupIderiv(rfa)
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if n != 500 {
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t.Fatalf("unexpected value; got %v; want %v", n, 0.5)
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t.Fatalf("unexpected value; got %v; want %v", n, 500)
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}
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rfa = &rollupFuncArg{
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@ -830,7 +831,7 @@ func TestRollupFuncsNoWindow(t *testing.T) {
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}
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rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
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values := rc.Do(nil, testValues, testTimestamps)
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valuesExpected := []float64{nan, nan, 30750, 0, -8900, 0}
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valuesExpected := []float64{nan, nan, 10250, 0, -8900, 0}
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timestampsExpected := []int64{0, 4, 8, 12, 16, 20}
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testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
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})
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