VictoriaMetrics/app/vmselect/promql/aggr.go
Aliaksandr Valialkin 90e72c2a42 app/vmselect/promql: add sum2 and sum2_over_time, geomean and geomean_over_time funcs.
These functions may be useful for statistic calculations.
2019-06-24 16:44:44 +03:00

530 lines
11 KiB
Go

package promql
import (
"fmt"
"math"
"sort"
"strconv"
"strings"
)
var aggrFuncs = map[string]aggrFunc{
// See https://prometheus.io/docs/prometheus/latest/querying/operators/#aggregation-operators
"sum": newAggrFunc(aggrFuncSum),
"min": newAggrFunc(aggrFuncMin),
"max": newAggrFunc(aggrFuncMax),
"avg": newAggrFunc(aggrFuncAvg),
"stddev": newAggrFunc(aggrFuncStddev),
"stdvar": newAggrFunc(aggrFuncStdvar),
"count": newAggrFunc(aggrFuncCount),
"count_values": aggrFuncCountValues,
"bottomk": newAggrFuncTopK(true),
"topk": newAggrFuncTopK(false),
"quantile": aggrFuncQuantile,
// Extended PromQL funcs
"median": aggrFuncMedian,
"limitk": aggrFuncLimitK,
"distinct": newAggrFunc(aggrFuncDistinct),
"sum2": newAggrFunc(aggrFuncSum2),
"geomean": newAggrFunc(aggrFuncGeomean),
}
type aggrFunc func(afa *aggrFuncArg) ([]*timeseries, error)
type aggrFuncArg struct {
args [][]*timeseries
ae *aggrFuncExpr
ec *EvalConfig
}
func getAggrFunc(s string) aggrFunc {
s = strings.ToLower(s)
return aggrFuncs[s]
}
func isAggrFunc(s string) bool {
return getAggrFunc(s) != nil
}
func isAggrFuncModifier(s string) bool {
s = strings.ToLower(s)
switch s {
case "by", "without":
return true
default:
return false
}
}
func newAggrFunc(afe func(tss []*timeseries) []*timeseries) aggrFunc {
return func(afa *aggrFuncArg) ([]*timeseries, error) {
args := afa.args
if err := expectTransformArgsNum(args, 1); err != nil {
return nil, err
}
return aggrFuncExt(afe, args[0], &afa.ae.Modifier, false)
}
}
func aggrFuncExt(afe func(tss []*timeseries) []*timeseries, argOrig []*timeseries, modifier *modifierExpr, keepOriginal bool) ([]*timeseries, error) {
arg := copyTimeseriesMetricNames(argOrig)
// Filter out superflouos tags.
var groupTags []string
groupOp := "by"
if modifier.Op != "" {
groupTags = modifier.Args
groupOp = strings.ToLower(modifier.Op)
}
switch groupOp {
case "by":
for _, ts := range arg {
ts.MetricName.RemoveTagsOn(groupTags)
}
case "without":
for _, ts := range arg {
ts.MetricName.RemoveTagsIgnoring(groupTags)
}
default:
return nil, fmt.Errorf(`unknown modifier: %q`, groupOp)
}
// Perform grouping.
m := make(map[string][]*timeseries)
bb := bbPool.Get()
for i, ts := range arg {
bb.B = marshalMetricNameSorted(bb.B[:0], &ts.MetricName)
if keepOriginal {
ts = argOrig[i]
}
m[string(bb.B)] = append(m[string(bb.B)], ts)
}
bbPool.Put(bb)
srcTssCount := 0
dstTssCount := 0
rvs := make([]*timeseries, 0, len(m))
for _, tss := range m {
rv := afe(tss)
rvs = append(rvs, rv...)
srcTssCount += len(tss)
dstTssCount += len(rv)
if dstTssCount > 2000 && dstTssCount > 16*srcTssCount {
// This looks like count_values explosion.
return nil, fmt.Errorf(`too many timeseries after aggragation; got %d; want less than %d`, dstTssCount, 16*srcTssCount)
}
}
return rvs, nil
}
func aggrFuncSum(tss []*timeseries) []*timeseries {
if len(tss) == 1 {
// Fast path - nothing to sum.
return tss
}
dst := tss[0]
for i := range dst.Values {
sum := float64(0)
count := 0
for _, ts := range tss {
if math.IsNaN(ts.Values[i]) {
continue
}
sum += ts.Values[i]
count++
}
if count == 0 {
sum = nan
}
dst.Values[i] = sum
}
return tss[:1]
}
func aggrFuncSum2(tss []*timeseries) []*timeseries {
dst := tss[0]
for i := range dst.Values {
sum2 := float64(0)
count := 0
for _, ts := range tss {
v := ts.Values[i]
if math.IsNaN(v) {
continue
}
sum2 += v * v
count++
}
if count == 0 {
sum2 = nan
}
dst.Values[i] = sum2
}
return tss[:1]
}
func aggrFuncGeomean(tss []*timeseries) []*timeseries {
if len(tss) == 1 {
// Fast path - nothing to geomean.
return tss
}
dst := tss[0]
for i := range dst.Values {
p := 1.0
count := 0
for _, ts := range tss {
v := ts.Values[i]
if math.IsNaN(v) {
continue
}
p *= v
count++
}
if count == 0 {
p = nan
}
dst.Values[i] = math.Pow(p, 1/float64(count))
}
return tss[:1]
}
func aggrFuncMin(tss []*timeseries) []*timeseries {
if len(tss) == 1 {
// Fast path - nothing to min.
return tss
}
dst := tss[0]
for i := range dst.Values {
min := dst.Values[i]
for _, ts := range tss {
if math.IsNaN(min) || ts.Values[i] < min {
min = ts.Values[i]
}
}
dst.Values[i] = min
}
return tss[:1]
}
func aggrFuncMax(tss []*timeseries) []*timeseries {
if len(tss) == 1 {
// Fast path - nothing to max.
return tss
}
dst := tss[0]
for i := range dst.Values {
max := dst.Values[i]
for _, ts := range tss {
if math.IsNaN(max) || ts.Values[i] > max {
max = ts.Values[i]
}
}
dst.Values[i] = max
}
return tss[:1]
}
func aggrFuncAvg(tss []*timeseries) []*timeseries {
if len(tss) == 1 {
// Fast path - nothing to avg.
return tss
}
dst := tss[0]
for i := range dst.Values {
// Do not use `Rapid calculation methods` at https://en.wikipedia.org/wiki/Standard_deviation,
// since it is slower and has no obvious benefits in increased precision.
var sum float64
count := 0
for _, ts := range tss {
v := ts.Values[i]
if math.IsNaN(v) {
continue
}
count++
sum += v
}
avg := nan
if count > 0 {
avg = sum / float64(count)
}
dst.Values[i] = avg
}
return tss[:1]
}
func aggrFuncStddev(tss []*timeseries) []*timeseries {
if len(tss) == 1 {
// Fast path - stddev over a single time series is zero
values := tss[0].Values
for i, v := range values {
if !math.IsNaN(v) {
values[i] = 0
}
}
return tss
}
rvs := aggrFuncStdvar(tss)
dst := rvs[0]
for i, v := range dst.Values {
dst.Values[i] = math.Sqrt(v)
}
return rvs
}
func aggrFuncStdvar(tss []*timeseries) []*timeseries {
if len(tss) == 1 {
// Fast path - stdvar over a single time series is zero
values := tss[0].Values
for i, v := range values {
if !math.IsNaN(v) {
values[i] = 0
}
}
return tss
}
dst := tss[0]
for i := range dst.Values {
// See `Rapid calculation methods` at https://en.wikipedia.org/wiki/Standard_deviation
var avg float64
var count float64
var q float64
for _, ts := range tss {
v := ts.Values[i]
if math.IsNaN(v) {
continue
}
count++
avgNew := avg + (v-avg)/count
q += (v - avg) * (v - avgNew)
avg = avgNew
}
if count == 0 {
q = nan
}
dst.Values[i] = q / count
}
return tss[:1]
}
func aggrFuncCount(tss []*timeseries) []*timeseries {
dst := tss[0]
for i := range dst.Values {
count := 0
for _, ts := range tss {
if math.IsNaN(ts.Values[i]) {
continue
}
count++
}
dst.Values[i] = float64(count)
}
return tss[:1]
}
func aggrFuncDistinct(tss []*timeseries) []*timeseries {
dst := tss[0]
m := make(map[float64]struct{}, len(tss))
for i := range dst.Values {
for _, ts := range tss {
v := ts.Values[i]
if math.IsNaN(v) {
continue
}
m[v] = struct{}{}
}
n := float64(len(m))
if n == 0 {
n = nan
}
dst.Values[i] = n
for k := range m {
delete(m, k)
}
}
return tss[:1]
}
func aggrFuncCountValues(afa *aggrFuncArg) ([]*timeseries, error) {
args := afa.args
if err := expectTransformArgsNum(args, 2); err != nil {
return nil, err
}
dstLabel, err := getString(args[0], 0)
if err != nil {
return nil, err
}
afe := func(tss []*timeseries) []*timeseries {
m := make(map[float64]bool)
for _, ts := range tss {
for _, v := range ts.Values {
if math.IsNaN(v) {
continue
}
m[v] = true
}
}
values := make([]float64, 0, len(m))
for v := range m {
values = append(values, v)
}
sort.Float64s(values)
var rvs []*timeseries
for _, v := range values {
var dst timeseries
dst.CopyFromShallowTimestamps(tss[0])
dst.MetricName.RemoveTag(dstLabel)
dst.MetricName.AddTag(dstLabel, strconv.FormatFloat(v, 'g', -1, 64))
for i := range dst.Values {
count := 0
for _, ts := range tss {
if ts.Values[i] == v {
count++
}
}
n := float64(count)
if n == 0 {
n = nan
}
dst.Values[i] = n
}
rvs = append(rvs, &dst)
}
return rvs
}
return aggrFuncExt(afe, args[1], &afa.ae.Modifier, false)
}
func newAggrFuncTopK(isReverse bool) aggrFunc {
return func(afa *aggrFuncArg) ([]*timeseries, error) {
args := afa.args
if err := expectTransformArgsNum(args, 2); err != nil {
return nil, err
}
ks, err := getScalar(args[0], 0)
if err != nil {
return nil, err
}
afe := func(tss []*timeseries) []*timeseries {
rvs := tss
for n := range rvs[0].Values {
sort.Slice(rvs, func(i, j int) bool {
a := rvs[i].Values[n]
b := rvs[j].Values[n]
cmp := lessWithNaNs(a, b)
if isReverse {
cmp = !cmp
}
return cmp
})
if math.IsNaN(ks[n]) {
ks[n] = 0
}
k := int(ks[n])
if k < 0 {
k = 0
}
if k > len(rvs) {
k = len(rvs)
}
for _, ts := range rvs[:len(rvs)-k] {
ts.Values[n] = nan
}
}
return rvs
}
return aggrFuncExt(afe, args[1], &afa.ae.Modifier, true)
}
}
func aggrFuncLimitK(afa *aggrFuncArg) ([]*timeseries, error) {
args := afa.args
if err := expectTransformArgsNum(args, 2); err != nil {
return nil, err
}
ks, err := getScalar(args[0], 0)
if err != nil {
return nil, err
}
maxK := 0
for _, kf := range ks {
k := int(kf)
if k > maxK {
maxK = k
}
}
afe := func(tss []*timeseries) []*timeseries {
if len(tss) > maxK {
tss = tss[:maxK]
}
for i, kf := range ks {
k := int(kf)
if k < 0 {
k = 0
}
for j := k; j < len(tss); j++ {
tss[j].Values[i] = nan
}
}
return tss
}
return aggrFuncExt(afe, args[1], &afa.ae.Modifier, true)
}
func aggrFuncQuantile(afa *aggrFuncArg) ([]*timeseries, error) {
args := afa.args
if err := expectTransformArgsNum(args, 2); err != nil {
return nil, err
}
phis, err := getScalar(args[0], 0)
if err != nil {
return nil, err
}
afe := newAggrQuantileFunc(phis)
return aggrFuncExt(afe, args[1], &afa.ae.Modifier, false)
}
func aggrFuncMedian(afa *aggrFuncArg) ([]*timeseries, error) {
args := afa.args
if err := expectTransformArgsNum(args, 1); err != nil {
return nil, err
}
phis := evalNumber(afa.ec, 0.5)[0].Values
afe := newAggrQuantileFunc(phis)
return aggrFuncExt(afe, args[0], &afa.ae.Modifier, false)
}
func newAggrQuantileFunc(phis []float64) func(tss []*timeseries) []*timeseries {
return func(tss []*timeseries) []*timeseries {
dst := tss[0]
for n := range dst.Values {
sort.Slice(tss, func(i, j int) bool {
a := tss[i].Values[n]
b := tss[j].Values[n]
return lessWithNaNs(a, b)
})
phi := phis[n]
if math.IsNaN(phi) {
phi = 1
}
if phi < 0 {
phi = 0
}
if phi > 1 {
phi = 1
}
idx := int(math.Round(float64(len(tss)-1) * phi))
dst.Values[n] = tss[idx].Values[n]
}
tss[0] = dst
return tss[:1]
}
}
func lessWithNaNs(a, b float64) bool {
if math.IsNaN(a) {
return !math.IsNaN(b)
}
return a < b
}