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Revert "Non Negative Derivative window function"
This commit is contained in:
Alexey Milovidov
GitHub
parent
f5d26572df
commit
dea3b5bfce
@ -9,13 +9,13 @@ namespace ErrorCodes
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extern const int SYNTAX_ERROR;
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}
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Float64 IntervalKind::toAvgSeconds() const
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Int32 IntervalKind::toAvgSeconds() const
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{
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switch (kind)
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{
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case IntervalKind::Nanosecond: return 0.000000001;
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case IntervalKind::Microsecond: return 0.000001;
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case IntervalKind::Millisecond: return 0.001;
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case IntervalKind::Nanosecond:
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case IntervalKind::Microsecond:
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case IntervalKind::Millisecond: return 0; /// fractional parts of seconds have 0 seconds
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case IntervalKind::Second: return 1;
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case IntervalKind::Minute: return 60;
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case IntervalKind::Hour: return 3600;
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@ -28,25 +28,6 @@ Float64 IntervalKind::toAvgSeconds() const
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__builtin_unreachable();
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}
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bool IntervalKind::isFixedLength() const
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{
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switch (kind)
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{
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case IntervalKind::Nanosecond:
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case IntervalKind::Microsecond:
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case IntervalKind::Millisecond:
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case IntervalKind::Second:
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case IntervalKind::Minute:
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case IntervalKind::Hour:
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case IntervalKind::Day:
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case IntervalKind::Week: return true;
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case IntervalKind::Month:
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case IntervalKind::Quarter:
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case IntervalKind::Year: return false;
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}
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__builtin_unreachable();
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}
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IntervalKind IntervalKind::fromAvgSeconds(Int64 num_seconds)
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{
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if (num_seconds)
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@ -31,15 +31,12 @@ struct IntervalKind
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/// Returns number of seconds in one interval.
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/// For `Month`, `Quarter` and `Year` the function returns an average number of seconds.
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Float64 toAvgSeconds() const;
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Int32 toAvgSeconds() const;
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/// Chooses an interval kind based on number of seconds.
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/// For example, `IntervalKind::fromAvgSeconds(3600)` returns `IntervalKind::Hour`.
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static IntervalKind fromAvgSeconds(Int64 num_seconds);
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/// Returns whether IntervalKind has a fixed number of seconds (e.g. Day) or non-fixed(e.g. Month)
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bool isFixedLength() const;
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/// Returns an uppercased version of what `toString()` returns.
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const char * toKeyword() const;
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@ -13,7 +13,6 @@
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#include <DataTypes/DataTypesNumber.h>
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#include <DataTypes/getLeastSupertype.h>
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#include <DataTypes/DataTypeLowCardinality.h>
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#include <DataTypes/DataTypeInterval.h>
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#include <Interpreters/ExpressionActions.h>
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#include <Interpreters/convertFieldToType.h>
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@ -28,7 +27,6 @@ namespace ErrorCodes
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extern const int BAD_ARGUMENTS;
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extern const int NOT_IMPLEMENTED;
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extern const int ILLEGAL_COLUMN;
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extern const int ILLEGAL_TYPE_OF_ARGUMENT;
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}
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// Interface for true window functions. It's not much of an interface, they just
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@ -2202,109 +2200,6 @@ struct WindowFunctionNthValue final : public WindowFunction
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}
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};
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struct NonNegativeDerivativeState
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{
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Float64 previous_metric = 0;
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Float64 previous_timestamp = 0;
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};
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// nonNegativeDerivative(metric_column, timestamp_column[, INTERVAL 1 SECOND])
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struct WindowFunctionNonNegativeDerivative final : public StatefulWindowFunction<NonNegativeDerivativeState>
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{
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static constexpr size_t ARGUMENT_METRIC = 0;
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static constexpr size_t ARGUMENT_TIMESTAMP = 1;
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static constexpr size_t ARGUMENT_INTERVAL = 2;
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WindowFunctionNonNegativeDerivative(const std::string & name_,
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const DataTypes & argument_types_, const Array & parameters_)
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: StatefulWindowFunction(name_, argument_types_, parameters_)
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{
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if (!parameters.empty())
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{
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throw Exception(ErrorCodes::BAD_ARGUMENTS,
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"Function {} cannot be parameterized", name_);
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}
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if (argument_types.size() != 2 && argument_types.size() != 3)
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{
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throw Exception(ErrorCodes::BAD_ARGUMENTS,
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"Function {} takes 2 or 3 arguments", name_);
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}
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if (!isNumber(argument_types[ARGUMENT_METRIC]))
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{
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throw Exception(ErrorCodes::BAD_ARGUMENTS,
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"Argument {} must be a number, '{}' given",
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ARGUMENT_METRIC,
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argument_types[ARGUMENT_METRIC]->getName());
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}
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if (!isDateTime(argument_types[ARGUMENT_TIMESTAMP]) && !isDateTime64(argument_types[ARGUMENT_TIMESTAMP]))
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{
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throw Exception(ErrorCodes::BAD_ARGUMENTS,
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"Argument {} must be DateTime or DateTime64, '{}' given",
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ARGUMENT_TIMESTAMP,
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argument_types[ARGUMENT_TIMESTAMP]->getName());
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}
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if (argument_types.size() == 3)
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{
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const DataTypeInterval * interval_datatype = checkAndGetDataType<DataTypeInterval>(argument_types[ARGUMENT_INTERVAL].get());
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if (!interval_datatype)
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{
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throw Exception(
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ErrorCodes::BAD_ARGUMENTS,
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"Argument {} must be an INTERVAL, '{}' given",
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ARGUMENT_INTERVAL,
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argument_types[ARGUMENT_INTERVAL]->getName());
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}
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if (!interval_datatype->getKind().isFixedLength())
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{
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throw Exception(
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ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT,
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"The INTERVAL must be a week or shorter, '{}' given",
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argument_types[ARGUMENT_INTERVAL]->getName());
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}
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interval_length = interval_datatype->getKind().toAvgSeconds();
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interval_specified = true;
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}
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}
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DataTypePtr getReturnType() const override { return argument_types[0]; }
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bool allocatesMemoryInArena() const override { return false; }
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void windowInsertResultInto(const WindowTransform * transform,
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size_t function_index) override
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{
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const auto & current_block = transform->blockAt(transform->current_row);
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const auto & workspace = transform->workspaces[function_index];
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auto & state = getState(workspace);
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auto interval_duration = interval_specified ? interval_length *
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(*current_block.input_columns[workspace.argument_column_indices[ARGUMENT_INTERVAL]]).getFloat64(0) : 1;
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Float64 last_metric = state.previous_metric;
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Float64 last_timestamp = state.previous_timestamp;
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Float64 curr_metric = WindowFunctionHelpers::getValue<Float64>(transform, function_index, ARGUMENT_METRIC, transform->current_row);
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Float64 curr_timestamp = WindowFunctionHelpers::getValue<Float64>(transform, function_index, ARGUMENT_TIMESTAMP, transform->current_row);
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Float64 time_elapsed = curr_timestamp - last_timestamp;
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Float64 metric_diff = curr_metric - last_metric;
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Float64 result = (time_elapsed != 0) ? (metric_diff / time_elapsed * interval_duration) : 0;
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state.previous_metric = curr_metric;
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state.previous_timestamp = curr_timestamp;
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WindowFunctionHelpers::setValueToOutputColumn<Float64>(transform, function_index, result >= 0 ? result : 0);
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}
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private:
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Float64 interval_length = 1;
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bool interval_specified = false;
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};
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void registerWindowFunctions(AggregateFunctionFactory & factory)
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{
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@ -2404,13 +2299,6 @@ void registerWindowFunctions(AggregateFunctionFactory & factory)
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return std::make_shared<WindowFunctionExponentialTimeDecayedAvg>(
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name, argument_types, parameters);
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}, properties});
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factory.registerFunction("nonNegativeDerivative", {[](const std::string & name,
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const DataTypes & argument_types, const Array & parameters, const Settings *)
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{
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return std::make_shared<WindowFunctionNonNegativeDerivative>(
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name, argument_types, parameters);
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}, properties});
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}
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}
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@ -1,64 +0,0 @@
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1
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1979-12-12 21:21:21.123 1.1 3.5045052519931732e-9
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1979-12-12 21:21:22.000 1.3345 0.26738883339230357
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1979-12-12 21:21:23.000 1.54 0.20550000000000002
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1979-12-12 21:21:23.000 1.54 0
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1979-12-12 21:21:21.129 2.1 0
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1979-12-12 21:21:21.124 2.34 0
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1979-12-12 21:21:21.127 3.7 453.33916989529325
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1979-12-12 21:21:21.123 1.1 1.0513515755979521e-17
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1979-12-12 21:21:22.000 1.3345 8.021665001769108e-10
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1979-12-12 21:21:23.000 1.54 6.165000000000001e-10
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1979-12-12 21:21:23.000 1.54 0
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1979-12-12 21:21:21.129 2.1 0
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1979-12-12 21:21:21.124 2.34 0
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1979-12-12 21:21:21.127 3.7 0.0000013600175096858798
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1979-12-12 21:21:21.123 1.1 1.4018021007972692e-14
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1979-12-12 21:21:22.000 1.3345 0.0000010695553335692141
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1979-12-12 21:21:23.000 1.54 8.22e-7
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1979-12-12 21:21:23.000 1.54 0
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1979-12-12 21:21:21.129 2.1 0
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1979-12-12 21:21:21.124 2.34 0
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1979-12-12 21:21:21.127 3.7 0.001813356679581173
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1979-12-12 21:21:21.123 1.1 1.7522526259965866e-11
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1979-12-12 21:21:22.000 1.3345 0.0013369441669615178
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1979-12-12 21:21:23.000 1.54 0.0010275000000000002
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1979-12-12 21:21:23.000 1.54 0
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1979-12-12 21:21:21.129 2.1 0
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1979-12-12 21:21:21.124 2.34 0
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1979-12-12 21:21:21.127 3.7 2.2666958494764664
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1979-12-12 21:21:21.123 1.1 2.102703151195904e-8
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1979-12-12 21:21:22.000 1.3345 1.6043330003538214
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1979-12-12 21:21:23.000 1.54 1.233
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1979-12-12 21:21:23.000 1.54 0
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1979-12-12 21:21:21.129 2.1 0
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1979-12-12 21:21:21.124 2.34 0
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1979-12-12 21:21:21.127 3.7 2720.0350193717595
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1979-12-12 21:21:21.123 1.1 0.0000014718922058371327
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1979-12-12 21:21:22.000 1.3345 112.3033100247675
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1979-12-12 21:21:23.000 1.54 86.31
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1979-12-12 21:21:23.000 1.54 0
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1979-12-12 21:21:21.129 2.1 0
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1979-12-12 21:21:21.124 2.34 0
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1979-12-12 21:21:21.127 3.7 190402.45135602317
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1979-12-12 21:21:21.123 1.1 0.0001009297512574034
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1979-12-12 21:21:21.124 2.34 35712459.78375156
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1979-12-12 21:21:21.127 3.7 13056168.092984445
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1979-12-12 21:21:21.129 2.1 0
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1979-12-12 21:21:22.000 1.3345 0
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1979-12-12 21:21:23.000 1.54 5918.400000000001
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1979-12-12 21:21:23.000 1.54 0
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1979-12-12 21:21:21.123 1.1 0.0027251032839498914
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1979-12-12 21:21:21.124 2.34 964236414.1612921
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1979-12-12 21:21:21.127 3.7 352516538.51058006
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1979-12-12 21:21:21.129 2.1 0
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1979-12-12 21:21:22.000 1.3345 0
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1979-12-12 21:21:23.000 1.54 159796.80000000002
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1979-12-12 21:21:23.000 1.54 0
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1979-12-12 21:21:21.123 1.1 0.021195247764054712
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1979-12-12 21:21:21.124 2.34 7499616554.587828
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1979-12-12 21:21:21.127 3.7 2741795299.5267334
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1979-12-12 21:21:21.129 2.1 0
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1979-12-12 21:21:22.000 1.3345 0
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1979-12-12 21:21:23.000 1.54 1242864
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1979-12-12 21:21:23.000 1.54 0
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@ -1,63 +0,0 @@
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DROP TABLE IF EXISTS nnd;
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CREATE TABLE nnd
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(
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id Int8, ts DateTime64(3, 'UTC'), metric Float64
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)
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ENGINE=MergeTree()
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ORDER BY id;
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INSERT INTO nnd VALUES (1, toDateTime64('1979-12-12 21:21:21.123', 3, 'UTC'), 1.1), (2, toDateTime64('1979-12-12 21:21:21.124', 3, 'UTC'), 2.34), (3, toDateTime64('1979-12-12 21:21:21.127', 3, 'UTC'), 3.7);
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INSERT INTO nnd VALUES (4, toDateTime64('1979-12-12 21:21:21.129', 3, 'UTC'), 2.1), (5, toDateTime('1979-12-12 21:21:22', 'UTC'), 1.3345), (6, toDateTime('1979-12-12 21:21:23', 'UTC'), 1.54), (7, toDateTime('1979-12-12 21:21:23', 'UTC'), 1.54);
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-- shall work for precise intervals
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-- INTERVAL 1 SECOND shall be default
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SELECT (
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SELECT
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ts,
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metric,
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nonNegativeDerivative(metric, ts) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv
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FROM nnd
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LIMIT 5, 1
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) = (
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SELECT
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ts,
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metric,
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nonNegativeDerivative(metric, ts, toIntervalSecond(1)) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv
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FROM nnd
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LIMIT 5, 1
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);
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SELECT ts, metric, nonNegativeDerivative(metric, ts) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd;
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-- Nanosecond
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 3 NANOSECOND) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd;
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-- Microsecond
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 4 MICROSECOND) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd;
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-- Millisecond
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 5 MILLISECOND) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd;
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-- Second
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 6 SECOND) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd;
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-- Minute
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 7 MINUTE) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd;
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-- Hour
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 8 HOUR) OVER (ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd;
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-- Day
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 9 DAY) OVER (ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd;
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-- Week
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 10 WEEK) OVER (ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd;
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-- shall not work for month, quarter, year (intervals with floating number of seconds)
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-- Month
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 11 MONTH) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd; -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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-- Quarter
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 12 QUARTER) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd; -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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-- Year
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 13 YEAR) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd; -- { serverError ILLEGAL_TYPE_OF_ARGUMENT }
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-- test against wrong arguments/types
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SELECT ts, metric, nonNegativeDerivative(metric, 1, INTERVAL 3 NANOSECOND) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd; -- { serverError BAD_ARGUMENTS }
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SELECT ts, metric, nonNegativeDerivative('string not datetime', ts, INTERVAL 3 NANOSECOND) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd; -- { serverError BAD_ARGUMENTS }
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SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 3 NANOSECOND, id) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd; -- { serverError BAD_ARGUMENTS }
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SELECT ts, metric, nonNegativeDerivative(metric) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd; -- { serverError BAD_ARGUMENTS }
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-- cleanup
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DROP TABLE IF EXISTS nnd;
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