better merge

docker/test/fasttest/run.sh

@@ -288,6 +288,7 @@ TESTS_TO_SKIP=(
 
     # Require python libraries like scipy, pandas and numpy
     01322_ttest_scipy
+    01561_mann_whitney_scipy
 
     01545_system_errors
     # Checks system.errors

src/AggregateFunctions/AggregateFunctionTTest.h

@@ -1,6 +1,7 @@
 #pragma once
 
 #include <AggregateFunctions/IAggregateFunction.h>
+#include <AggregateFunctions/StatCommon.h>
 #include <Columns/ColumnVector.h>
 #include <Columns/ColumnTuple.h>
 #include <Common/assert_cast.h>
@@ -27,20 +28,6 @@ class ReadBuffer;
 class WriteBuffer;
 
 
-template <typename F>
-static Float64 integrateSimpson(Float64 a, Float64 b, F && func)
-{
-    const size_t iterations = std::max(1e6, 1e4 * std::abs(std::round(b)));
-    const long double h = (b - a) / iterations;
-    Float64 sum_odds = 0.0;
-    for (size_t i = 1; i < iterations; i += 2)
-        sum_odds += func(a + i * h);
-    Float64 sum_evens = 0.0;
-    for (size_t i = 2; i < iterations; i += 2)
-        sum_evens += func(a + i * h);
-    return (func(a) + func(b) + 2 * sum_evens + 4 * sum_odds) * h / 3;
-}
-
 static inline Float64 getPValue(Float64 degrees_of_freedom, Float64 t_stat2)
 {
     Float64 numerator = integrateSimpson(0, degrees_of_freedom / (t_stat2 + degrees_of_freedom),
@@ -98,7 +85,10 @@ public:
         Float64 value = columns[0]->getFloat64(row_num);
         UInt8 is_second = columns[1]->getUInt(row_num);
 
-        this->data(place).add(value, static_cast<bool>(is_second));
+        if (is_second)
+            this->data(place).addY(value);
+        else
+            this->data(place).addX(value);
     }
 
     void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs, Arena *) const override

src/AggregateFunctions/Moments.h

@@ -321,17 +321,18 @@ struct TTestMoments
     T x2{};
     T y2{};
 
-    void add(T value, bool second_sample)
+    void addX(T value)
     {
-        if (second_sample) {
+        ++nx;
-            ++ny;
+        x1 += value;
-            y1 += value;
+        x2 += value * value;
-            y2 += value * value;
+    }
-        } else {
+
-            ++nx;
+    void addY(T value)
-            x1 += value;
+    {
-            x2 += value * value;
+        ++ny;
-        }
+        y1 += value;
+        y2 += value * value;
     }
 
     void merge(const TTestMoments & rhs)

src/AggregateFunctions/StatCommon.h

@@ -66,8 +66,8 @@ struct StatisticalSample
     using AllocatorYSample = MixedAlignedArenaAllocator<alignof(Y), 4096>;
     using SampleY = PODArray<Y, 32, AllocatorYSample>;
 
-    SampleX x;
+    SampleX x{};
-    SampleY y;
+    SampleY y{};
     size_t size_x{0};
     size_t size_y{0};
 

src/AggregateFunctions/ya.make

@@ -44,6 +44,7 @@ SRCS(
     AggregateFunctionState.cpp
     AggregateFunctionStatistics.cpp
     AggregateFunctionStatisticsSimple.cpp
+    AggregateFunctionStudentTTest.cpp
     AggregateFunctionSum.cpp
     AggregateFunctionSumMap.cpp
     AggregateFunctionTimeSeriesGroupSum.cpp
@@ -51,6 +52,7 @@ SRCS(
     AggregateFunctionUniq.cpp
     AggregateFunctionUniqCombined.cpp
     AggregateFunctionUniqUpTo.cpp
+    AggregateFunctionWelchTTest.cpp
     AggregateFunctionWindowFunnel.cpp
     UniqCombinedBiasData.cpp
     UniqVariadicHash.cpp

tests/queries/0_stateless/01558_ttest_scipy.python

@@ -1,55 +1,14 @@
 #!/usr/bin/env python3                                                                                                                                                                                              
 import os
-import io                                                                                                                                                                                                         
 import sys
-import requests
+from scipy import stats
-import time
 import pandas as pd
 import numpy as np
-from scipy import stats
 
-CLICKHOUSE_HOST = os.environ.get('CLICKHOUSE_HOST', '127.0.0.1')
+CURDIR = os.path.dirname(os.path.realpath(__file__))
-CLICKHOUSE_PORT_HTTP = os.environ.get('CLICKHOUSE_PORT_HTTP', '8123')
+sys.path.insert(0, os.path.join(CURDIR, 'helpers'))
-CLICKHOUSE_SERVER_URL_STR = 'http://' + ':'.join(str(s) for s in [CLICKHOUSE_HOST, CLICKHOUSE_PORT_HTTP]) + "/"
 
-class ClickHouseClient:
+from pure_http_client import ClickHouseClient
-    def __init__(self, host = CLICKHOUSE_SERVER_URL_STR):
-        self.host = host
-
-    def query(self, query, connection_timeout = 1500):
-        NUMBER_OF_TRIES = 30
-        DELAY = 10
-
-        for i in range(NUMBER_OF_TRIES):
-            r = requests.post(
-                self.host, 
-                params = {'timeout_before_checking_execution_speed': 120, 'max_execution_time': 6000},
-                timeout = connection_timeout,
-                data = query)
-            if r.status_code == 200:
-                return r.text
-            else:
-                print('ATTENTION: try #%d failed' % i)
-                if i != (NUMBER_OF_TRIES-1):
-                    print(query)
-                    print(r.text)
-                    time.sleep(DELAY*(i+1))
-                else:
-                    raise ValueError(r.text)
-
-    def query_return_df(self, query, connection_timeout = 1500):
-        data = self.query(query, connection_timeout) 
-        df = pd.read_csv(io.StringIO(data), sep = '\t')
-        return df
-
-    def query_with_data(self, query, content):
-        content = content.encode('utf-8')
-        r = requests.post(self.host, data=content)
-        result = r.text
-        if r.status_code == 200:
-            return result
-        else:
-            raise ValueError(r.text)
 
 def test_and_check(name, a, b, t_stat, p_value):
     client = ClickHouseClient()

tests/queries/0_stateless/01561_mann_whitney_scipy.python

@@ -11,7 +11,6 @@ sys.path.insert(0, os.path.join(CURDIR, 'helpers'))
 from pure_http_client import ClickHouseClient
 
 
-
 def test_and_check(name, a, b, t_stat, p_value):
     client = ClickHouseClient()
     client.query("DROP TABLE IF EXISTS mann_whitney;")