DROP TABLE IF EXISTS nnd; CREATE TABLE nnd ( id Int8, ts DateTime64(3, 'UTC'), metric Float64 ) ENGINE=MergeTree() ORDER BY id; INSERT INTO nnd VALUES (1, toDateTime64('1979-12-12 21:21:21.123456788', 9, 'UTC'), 1.1), (2, toDateTime64('1979-12-12 21:21:21.123456789', 9, 'UTC'), 2.34), (3, toDateTime64('1979-12-12 21:21:21.127', 3, 'UTC'), 3.7); 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); OPTIMIZE TABLE nnd; -- shall work for precise intervals -- INTERVAL 1 SECOND shall be default SELECT ( 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 LIMIT 5, 1 ) = ( SELECT ts, metric, nonNegativeDerivative(metric, ts, toIntervalSecond(1)) OVER (PARTITION BY metric ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd LIMIT 5, 1 ); SELECT ts, metric, nonNegativeDerivative(metric, ts) OVER (PARTITION BY id>3 ORDER BY ts ASC Rows BETWEEN 1 PRECEDING AND 1 FOLLOWING) AS deriv FROM nnd; -- Nanosecond SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 3 NANOSECOND) OVER (PARTITION BY id>3 ORDER BY ts ASC Rows BETWEEN 2 PRECEDING AND 2 FOLLOWING) AS deriv FROM nnd; -- Microsecond SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 4 MICROSECOND) OVER (PARTITION BY id>3 ORDER BY ts ASC Rows BETWEEN 1 PRECEDING AND 1 FOLLOWING) AS deriv FROM nnd; -- Millisecond SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 5 MILLISECOND) OVER (PARTITION BY id>3 ORDER BY ts ASC Rows BETWEEN 1 PRECEDING AND 1 FOLLOWING) AS deriv FROM nnd; -- Second SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 6 SECOND) OVER (PARTITION BY id>3 ORDER BY ts ASC Rows BETWEEN 1 PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd; -- Minute SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 7 MINUTE) OVER (PARTITION BY id>3 ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND 2 FOLLOWING) AS deriv FROM nnd; -- Hour SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 8 HOUR) OVER (PARTITION BY id>3 ORDER BY ts ASC Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd; -- Day SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 9 DAY) OVER (PARTITION BY id>3 ORDER BY ts ASC Rows BETWEEN 3 PRECEDING AND 3 FOLLOWING) AS deriv FROM nnd; -- Week SELECT ts, metric, nonNegativeDerivative(metric, ts, INTERVAL 10 WEEK) OVER (PARTITION BY id>3 ORDER BY ts ASC Rows BETWEEN 1 PRECEDING AND UNBOUNDED FOLLOWING) AS deriv FROM nnd; -- shall not work for month, quarter, year (intervals with floating number of seconds) -- Month 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 } -- Quarter 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 } -- Year 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 } -- test against wrong arguments/types 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 } 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 } 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 } 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 } -- cleanup DROP TABLE IF EXISTS nnd;