app/vmselect/promql: remove NaNs from /api/v1/query_range output like Prometheus does

Updates https://github.com/VictoriaMetrics/VictoriaMetrics/issues/153

app/vmselect/prometheus/prometheus.go

@@ -654,12 +654,47 @@ func QueryRangeHandler(at *auth.Token, w http.ResponseWriter, r *http.Request) e
 		result = adjustLastPoints(result)
 	}
 
+	// Remove NaN values as Prometheus does.
+	// See https://github.com/VictoriaMetrics/VictoriaMetrics/issues/153
+	removeNaNValuesInplace(result)
+
 	w.Header().Set("Content-Type", "application/json")
 	WriteQueryRangeResponse(w, result)
 	queryRangeDuration.UpdateDuration(startTime)
 	return nil
 }
 
+func removeNaNValuesInplace(tss []netstorage.Result) {
+	for i := range tss {
+		ts := &tss[i]
+		hasNaNs := false
+		for _, v := range ts.Values {
+			if math.IsNaN(v) {
+				hasNaNs = true
+				break
+			}
+		}
+		if !hasNaNs {
+			// Fast path: nothing to remove.
+			continue
+		}
+
+		// Slow path: remove NaNs.
+		srcTimestamps := ts.Timestamps
+		dstValues := ts.Values[:0]
+		dstTimestamps := ts.Timestamps[:0]
+		for j, v := range ts.Values {
+			if math.IsNaN(v) {
+				continue
+			}
+			dstValues = append(dstValues, v)
+			dstTimestamps = append(dstTimestamps, srcTimestamps[j])
+		}
+		ts.Values = dstValues
+		ts.Timestamps = dstTimestamps
+	}
+}
+
 var queryRangeDuration = metrics.NewSummary(`vm_request_duration_seconds{path="/api/v1/query_range"}`)
 
 // adjustLastPoints substitutes the last point values with the previous

app/vmselect/prometheus/prometheus_test.go

@@ -2,11 +2,48 @@ package prometheus
 
 import (
 	"fmt"
+	"math"
 	"net/http"
 	"net/url"
+	"reflect"
 	"testing"
+
+	"github.com/VictoriaMetrics/VictoriaMetrics/app/vmselect/netstorage"
 )
 
+func TestRemoveNaNValuesInplace(t *testing.T) {
+	f := func(tss []netstorage.Result, tssExpected []netstorage.Result) {
+		t.Helper()
+		removeNaNValuesInplace(tss)
+		if !reflect.DeepEqual(tss, tssExpected) {
+			t.Fatalf("unexpected result; got %v; want %v", tss, tssExpected)
+		}
+	}
+
+	nan := math.NaN()
+
+	f(nil, nil)
+	f([]netstorage.Result{
+		{
+			Timestamps: []int64{100, 200, 300},
+			Values:     []float64{1, 2, 3},
+		},
+		{
+			Timestamps: []int64{100, 200, 300, 400},
+			Values:     []float64{nan, nan, 3, nan},
+		},
+	}, []netstorage.Result{
+		{
+			Timestamps: []int64{100, 200, 300},
+			Values:     []float64{1, 2, 3},
+		},
+		{
+			Timestamps: []int64{300},
+			Values:     []float64{3},
+		},
+	})
+}
+
 func TestGetTimeSuccess(t *testing.T) {
 	f := func(s string, timestampExpected int64) {
 		t.Helper()