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803 lines
20 KiB
C++
803 lines
20 KiB
C++
#pragma once
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#include <limits>
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#include <DB/Common/MemoryTracker.h>
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#include <DB/Core/FieldVisitors.h>
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#include <DB/IO/WriteHelpers.h>
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#include <DB/IO/ReadHelpers.h>
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#include <DB/DataTypes/DataTypesNumberFixed.h>
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#include <DB/DataTypes/DataTypeArray.h>
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#include <DB/AggregateFunctions/IUnaryAggregateFunction.h>
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#include <DB/Columns/ColumnArray.h>
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#include <stats/IntHash.h>
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#include <ext/range.hpp>
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namespace DB
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{
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/** Вычисляет квантиль для времени в миллисекундах, меньшего 30 сек.
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* Если значение больше 30 сек, то значение приравнивается к 30 сек.
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*
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* Если всего значений не больше 32, то вычисление точное.
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*
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* Иначе:
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* Если время меньше 1024 мс., то вычисление точное.
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* Иначе вычисление идёт с округлением до числа, кратного 16 мс.
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*/
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#define TINY_MAX_ELEMS 31
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#define BIG_THRESHOLD 30000
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namespace detail
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{
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/** Вспомогательная структура для оптимизации в случае маленького количества значений.
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* Размер - 64 байта. Должна быть POD-типом (используется в union).
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*/
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struct QuantileTimingTiny
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{
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mutable UInt16 elems[TINY_MAX_ELEMS]; /// mutable потому что сортировка массива не считается изменением состояния.
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UInt16 count; /// Важно, чтобы count был не в первых 8 байтах структуры. Вы должны сами инициализировать его нулём.
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/// Можно использовать только пока count < TINY_MAX_ELEMS.
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void insert(UInt64 x)
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{
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if (unlikely(x > BIG_THRESHOLD))
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x = BIG_THRESHOLD;
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elems[count] = x;
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++count;
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}
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/// Можно использовать только пока count + rhs.count <= TINY_MAX_ELEMS.
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void merge(const QuantileTimingTiny & rhs)
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{
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for (size_t i = 0; i < rhs.count; ++i)
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{
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elems[count] = rhs.elems[i];
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++count;
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}
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}
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void serialize(WriteBuffer & buf) const
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{
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writeBinary(count, buf);
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buf.write(reinterpret_cast<const char *>(elems), count * sizeof(elems[0]));
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}
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void deserialize(ReadBuffer & buf)
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{
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readBinary(count, buf);
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buf.readStrict(reinterpret_cast<char *>(elems), count * sizeof(elems[0]));
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}
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/** Эту функцию обязательно нужно позвать перед get-функциями. */
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void prepare() const
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{
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std::sort(elems, elems + count);
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}
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UInt16 get(double level) const
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{
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return level != 1
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? elems[static_cast<size_t>(count * level)]
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: elems[count - 1];
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}
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template <typename ResultType>
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void getMany(const double * levels, size_t size, ResultType * result) const
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{
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const double * levels_end = levels + size;
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while (levels != levels_end)
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{
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*result = get(*levels);
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++levels;
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++result;
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}
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}
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/// То же самое, но в случае пустого состояния возвращается NaN.
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float getFloat(double level) const
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{
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return count
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? get(level)
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: std::numeric_limits<float>::quiet_NaN();
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}
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void getManyFloat(const double * levels, size_t size, float * result) const
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{
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if (count)
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getMany(levels, size, result);
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else
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for (size_t i = 0; i < size; ++i)
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result[i] = std::numeric_limits<float>::quiet_NaN();
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}
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};
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#define SMALL_THRESHOLD 1024
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#define BIG_SIZE ((BIG_THRESHOLD - SMALL_THRESHOLD) / BIG_PRECISION)
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#define BIG_PRECISION 16
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/** Для большого количества значений. Размер около 20 КБ.
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* TODO: Есть off-by-one ошибки - может возвращаться значение на 1 больше нужного.
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*/
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class QuantileTimingLarge
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{
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private:
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/// Общее число значений.
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UInt64 count;
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/// Число значений для каждого значения меньше small_threshold.
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UInt64 count_small[SMALL_THRESHOLD];
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/// Число значений для каждого значения от small_threshold до big_threshold, округлённого до big_precision.
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UInt64 count_big[BIG_SIZE];
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/// Получить значение квантиля по индексу в массиве count_big.
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static inline UInt16 indexInBigToValue(size_t i)
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{
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return (i * BIG_PRECISION) + SMALL_THRESHOLD
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+ (intHash32<0>(i) % BIG_PRECISION - (BIG_PRECISION / 2)); /// Небольшая рандомизация, чтобы не было заметно, что все значения чётные.
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}
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public:
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QuantileTimingLarge()
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{
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memset(this, 0, sizeof(*this));
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}
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QuantileTimingLarge(ReadBuffer & buf)
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{
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deserialize(buf);
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}
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void insert(UInt64 x)
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{
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insertWeighted(x, 1);
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}
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void insertWeighted(UInt64 x, size_t weight)
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{
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count += weight;
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if (x < SMALL_THRESHOLD)
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count_small[x] += weight;
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else if (x < BIG_THRESHOLD)
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count_big[(x - SMALL_THRESHOLD) / BIG_PRECISION] += weight;
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}
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void merge(const QuantileTimingLarge & rhs)
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{
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count += rhs.count;
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for (size_t i = 0; i < SMALL_THRESHOLD; ++i)
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count_small[i] += rhs.count_small[i];
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for (size_t i = 0; i < BIG_SIZE; ++i)
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count_big[i] += rhs.count_big[i];
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}
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void serialize(WriteBuffer & buf) const
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{
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buf.write(reinterpret_cast<const char *>(this), sizeof(*this));
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}
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void deserialize(ReadBuffer & buf)
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{
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buf.readStrict(reinterpret_cast<char *>(this), sizeof(*this));
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}
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void deserializeMerge(ReadBuffer & buf)
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{
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merge(QuantileTimingLarge(buf));
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}
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/// Получить значение квантиля уровня level. Уровень должен быть от 0 до 1.
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UInt16 get(double level) const
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{
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UInt64 pos = count * level;
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UInt64 accumulated = 0;
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size_t i = 0;
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while (i < SMALL_THRESHOLD && accumulated < pos)
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{
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accumulated += count_small[i];
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++i;
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}
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if (i < SMALL_THRESHOLD)
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return i;
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i = 0;
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while (i < BIG_SIZE && accumulated < pos)
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{
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accumulated += count_big[i];
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++i;
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}
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if (i < BIG_SIZE)
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return indexInBigToValue(i);
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return BIG_THRESHOLD;
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}
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/// Получить значения size квантилей уровней levels. Записать size результатов начиная с адреса result.
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template <typename ResultType>
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void getMany(const double * levels, size_t size, ResultType * result) const
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{
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std::size_t indices[size];
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std::copy(ext::range_iterator<size_t>{}, ext::make_range_iterator(size), indices);
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std::sort(indices, indices + size, [levels] (auto i1, auto i2) {
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return levels[i1] < levels[i2];
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});
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const auto indices_end = indices + size;
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auto index = indices;
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UInt64 pos = count * levels[*index];
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UInt64 accumulated = 0;
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size_t i = 0;
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while (i < SMALL_THRESHOLD)
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{
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while (i < SMALL_THRESHOLD && accumulated < pos)
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{
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accumulated += count_small[i];
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++i;
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}
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if (i < SMALL_THRESHOLD)
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{
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result[*index] = i;
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++index;
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if (index == indices_end)
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return;
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pos = count * levels[*index];
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}
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}
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i = 0;
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while (i < BIG_SIZE)
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{
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while (i < BIG_SIZE && accumulated < pos)
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{
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accumulated += count_big[i];
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++i;
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}
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if (i < BIG_SIZE)
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{
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result[*index] = indexInBigToValue(i);
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++index;
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if (index == indices_end)
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return;
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pos = count * levels[*index];
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}
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}
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while (index < indices_end)
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{
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result[*index] = BIG_THRESHOLD;
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++index;
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}
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}
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/// То же самое, но в случае пустого состояния возвращается NaN.
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float getFloat(double level) const
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{
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return count
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? get(level)
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: std::numeric_limits<float>::quiet_NaN();
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}
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void getManyFloat(const double * levels, size_t size, float * result) const
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{
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if (count)
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getMany(levels, size, result);
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else
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for (size_t i = 0; i < size; ++i)
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result[i] = std::numeric_limits<float>::quiet_NaN();
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}
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};
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}
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/** sizeof - 64 байта.
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* Если их не хватает - выделяет дополнительно около 20 КБ памяти.
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*/
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class QuantileTiming : private boost::noncopyable
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{
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private:
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union
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{
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detail::QuantileTimingTiny tiny;
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detail::QuantileTimingLarge * large;
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};
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bool isLarge() const { return tiny.count == TINY_MAX_ELEMS + 1; }
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void toLarge()
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{
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if (current_memory_tracker)
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current_memory_tracker->alloc(sizeof(detail::QuantileTimingLarge));
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/// На время копирования данных из tiny, устанавливать значение large ещё нельзя (иначе оно перезатрёт часть данных).
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detail::QuantileTimingLarge * tmp_large = new detail::QuantileTimingLarge;
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for (size_t i = 0; i < tiny.count; ++i)
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tmp_large->insert(tiny.elems[i]);
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large = tmp_large;
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tiny.count = TINY_MAX_ELEMS + 1;
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}
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public:
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QuantileTiming()
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{
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tiny.count = 0;
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}
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~QuantileTiming()
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{
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if (isLarge())
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{
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delete large;
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if (current_memory_tracker)
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current_memory_tracker->free(sizeof(detail::QuantileTimingLarge));
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}
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}
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void insert(UInt64 x)
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{
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if (tiny.count < TINY_MAX_ELEMS)
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{
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tiny.insert(x);
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}
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else
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{
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if (unlikely(tiny.count == TINY_MAX_ELEMS))
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toLarge();
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large->insert(x);
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}
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}
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void insertWeighted(UInt64 x, size_t weight)
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{
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/// NOTE: Первое условие - для того, чтобы избежать переполнения.
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if (weight < TINY_MAX_ELEMS && tiny.count + weight <= TINY_MAX_ELEMS)
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{
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for (size_t i = 0; i < weight; ++i)
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tiny.insert(x);
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}
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else
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{
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if (unlikely(tiny.count <= TINY_MAX_ELEMS))
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toLarge();
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large->insertWeighted(x, weight);
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}
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}
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void merge(const QuantileTiming & rhs)
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{
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if (tiny.count + rhs.tiny.count <= TINY_MAX_ELEMS)
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{
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tiny.merge(rhs.tiny);
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}
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else
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{
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if (!isLarge())
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toLarge();
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if (rhs.isLarge())
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{
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large->merge(*rhs.large);
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}
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else
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{
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for (size_t i = 0; i < rhs.tiny.count; ++i)
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large->insert(rhs.tiny.elems[i]);
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}
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}
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}
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void serialize(WriteBuffer & buf) const
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{
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bool is_large = isLarge();
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DB::writeBinary(is_large, buf);
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if (is_large)
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large->serialize(buf);
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else
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tiny.serialize(buf);
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}
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void deserialize(ReadBuffer & buf)
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{
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bool is_rhs_large;
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DB::readBinary(is_rhs_large, buf);
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if (is_rhs_large)
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{
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if (!isLarge())
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{
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tiny.count = TINY_MAX_ELEMS + 1;
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if (current_memory_tracker)
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current_memory_tracker->alloc(sizeof(detail::QuantileTimingLarge));
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large = new detail::QuantileTimingLarge;
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}
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large->deserialize(buf);
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}
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else
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tiny.deserialize(buf);
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}
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void deserializeMerge(ReadBuffer & buf)
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{
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bool is_rhs_large;
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DB::readBinary(is_rhs_large, buf);
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if (is_rhs_large)
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{
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if (!isLarge())
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{
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tiny.count = TINY_MAX_ELEMS + 1;
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if (current_memory_tracker)
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current_memory_tracker->alloc(sizeof(detail::QuantileTimingLarge));
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large = new detail::QuantileTimingLarge;
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}
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large->merge(detail::QuantileTimingLarge(buf));
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}
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else
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{
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QuantileTiming rhs;
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rhs.tiny.deserialize(buf);
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merge(rhs);
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}
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}
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/// Получить значение квантиля уровня level. Уровень должен быть от 0 до 1.
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UInt16 get(double level) const
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{
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if (isLarge())
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{
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return large->get(level);
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}
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else
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{
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tiny.prepare();
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return tiny.get(level);
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}
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}
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/// Получить значения size квантилей уровней levels. Записать size результатов начиная с адреса result.
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template <typename ResultType>
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void getMany(const double * levels, size_t size, ResultType * result) const
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{
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if (isLarge())
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{
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return large->getMany(levels, size, result);
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}
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else
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{
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tiny.prepare();
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return tiny.getMany(levels, size, result);
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}
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}
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/// То же самое, но в случае пустого состояния возвращается NaN.
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float getFloat(double level) const
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{
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return tiny.count
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? get(level)
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: std::numeric_limits<float>::quiet_NaN();
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}
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void getManyFloat(const double * levels, size_t size, float * result) const
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{
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if (tiny.count)
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getMany(levels, size, result);
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else
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for (size_t i = 0; i < size; ++i)
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result[i] = std::numeric_limits<float>::quiet_NaN();
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}
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};
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#undef SMALL_THRESHOLD
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#undef BIG_THRESHOLD
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#undef BIG_SIZE
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#undef BIG_PRECISION
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#undef TINY_MAX_ELEMS
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template <typename ArgumentFieldType>
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class AggregateFunctionQuantileTiming final : public IUnaryAggregateFunction<QuantileTiming, AggregateFunctionQuantileTiming<ArgumentFieldType> >
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{
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private:
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double level;
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public:
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AggregateFunctionQuantileTiming(double level_ = 0.5) : level(level_) {}
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String getName() const { return "quantileTiming"; }
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DataTypePtr getReturnType() const
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{
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return new DataTypeFloat32;
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}
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void setArgument(const DataTypePtr & argument)
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{
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}
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void setParameters(const Array & params)
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{
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if (params.size() != 1)
|
||
throw Exception("Aggregate function " + getName() + " requires exactly one parameter.", ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
|
||
|
||
level = apply_visitor(FieldVisitorConvertToNumber<Float64>(), params[0]);
|
||
}
|
||
|
||
|
||
void addOne(AggregateDataPtr place, const IColumn & column, size_t row_num) const
|
||
{
|
||
this->data(place).insert(static_cast<const ColumnVector<ArgumentFieldType> &>(column).getData()[row_num]);
|
||
}
|
||
|
||
void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs) const
|
||
{
|
||
this->data(place).merge(this->data(rhs));
|
||
}
|
||
|
||
void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const
|
||
{
|
||
this->data(place).serialize(buf);
|
||
}
|
||
|
||
void deserializeMerge(AggregateDataPtr place, ReadBuffer & buf) const
|
||
{
|
||
this->data(place).deserializeMerge(buf);
|
||
}
|
||
|
||
void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const
|
||
{
|
||
static_cast<ColumnFloat32 &>(to).getData().push_back(this->data(place).getFloat(level));
|
||
}
|
||
};
|
||
|
||
|
||
/** То же самое, но с двумя аргументами. Второй аргумент - "вес" (целое число) - сколько раз учитывать значение.
|
||
*/
|
||
template <typename ArgumentFieldType, typename WeightFieldType>
|
||
class AggregateFunctionQuantileTimingWeighted final : public IAggregateFunctionHelper<QuantileTiming>
|
||
{
|
||
private:
|
||
double level;
|
||
|
||
public:
|
||
AggregateFunctionQuantileTimingWeighted(double level_ = 0.5) : level(level_) {}
|
||
|
||
String getName() const { return "quantileTimingWeighted"; }
|
||
|
||
DataTypePtr getReturnType() const
|
||
{
|
||
return new DataTypeFloat32;
|
||
}
|
||
|
||
void setArguments(const DataTypes & arguments)
|
||
{
|
||
}
|
||
|
||
void setParameters(const Array & params)
|
||
{
|
||
if (params.size() != 1)
|
||
throw Exception("Aggregate function " + getName() + " requires exactly one parameter.", ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
|
||
|
||
level = apply_visitor(FieldVisitorConvertToNumber<Float64>(), params[0]);
|
||
}
|
||
|
||
|
||
void add(AggregateDataPtr place, const IColumn ** columns, size_t row_num) const
|
||
{
|
||
this->data(place).insertWeighted(
|
||
static_cast<const ColumnVector<ArgumentFieldType> &>(*columns[0]).getData()[row_num],
|
||
static_cast<const ColumnVector<WeightFieldType> &>(*columns[1]).getData()[row_num]);
|
||
}
|
||
|
||
void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs) const
|
||
{
|
||
this->data(place).merge(this->data(rhs));
|
||
}
|
||
|
||
void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const
|
||
{
|
||
this->data(place).serialize(buf);
|
||
}
|
||
|
||
void deserializeMerge(AggregateDataPtr place, ReadBuffer & buf) const
|
||
{
|
||
this->data(place).deserializeMerge(buf);
|
||
}
|
||
|
||
void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const
|
||
{
|
||
static_cast<ColumnFloat32 &>(to).getData().push_back(this->data(place).getFloat(level));
|
||
}
|
||
};
|
||
|
||
|
||
/** То же самое, но позволяет вычислить сразу несколько квантилей.
|
||
* Для этого, принимает в качестве параметров несколько уровней. Пример: quantilesTiming(0.5, 0.8, 0.9, 0.95)(ConnectTiming).
|
||
* Возвращает массив результатов.
|
||
*/
|
||
template <typename ArgumentFieldType>
|
||
class AggregateFunctionQuantilesTiming final : public IUnaryAggregateFunction<QuantileTiming, AggregateFunctionQuantilesTiming<ArgumentFieldType> >
|
||
{
|
||
private:
|
||
typedef std::vector<double> Levels;
|
||
Levels levels;
|
||
|
||
public:
|
||
String getName() const { return "quantilesTiming"; }
|
||
|
||
DataTypePtr getReturnType() const
|
||
{
|
||
return new DataTypeArray(new DataTypeFloat32);
|
||
}
|
||
|
||
void setArgument(const DataTypePtr & argument)
|
||
{
|
||
}
|
||
|
||
void setParameters(const Array & params)
|
||
{
|
||
if (params.empty())
|
||
throw Exception("Aggregate function " + getName() + " requires at least one parameter.", ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
|
||
|
||
size_t size = params.size();
|
||
levels.resize(size);
|
||
|
||
for (size_t i = 0; i < size; ++i)
|
||
levels[i] = apply_visitor(FieldVisitorConvertToNumber<Float64>(), params[i]);
|
||
}
|
||
|
||
|
||
void addOne(AggregateDataPtr place, const IColumn & column, size_t row_num) const
|
||
{
|
||
this->data(place).insert(static_cast<const ColumnVector<ArgumentFieldType> &>(column).getData()[row_num]);
|
||
}
|
||
|
||
void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs) const
|
||
{
|
||
this->data(place).merge(this->data(rhs));
|
||
}
|
||
|
||
void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const
|
||
{
|
||
this->data(place).serialize(buf);
|
||
}
|
||
|
||
void deserializeMerge(AggregateDataPtr place, ReadBuffer & buf) const
|
||
{
|
||
this->data(place).deserializeMerge(buf);
|
||
}
|
||
|
||
void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const
|
||
{
|
||
ColumnArray & arr_to = static_cast<ColumnArray &>(to);
|
||
ColumnArray::Offsets_t & offsets_to = arr_to.getOffsets();
|
||
|
||
size_t size = levels.size();
|
||
offsets_to.push_back((offsets_to.size() == 0 ? 0 : offsets_to.back()) + size);
|
||
|
||
typename ColumnFloat32::Container_t & data_to = static_cast<ColumnFloat32 &>(arr_to.getData()).getData();
|
||
size_t old_size = data_to.size();
|
||
data_to.resize(data_to.size() + size);
|
||
|
||
this->data(place).getManyFloat(&levels[0], size, &data_to[old_size]);
|
||
}
|
||
};
|
||
|
||
|
||
template <typename ArgumentFieldType, typename WeightFieldType>
|
||
class AggregateFunctionQuantilesTimingWeighted final : public IAggregateFunctionHelper<QuantileTiming>
|
||
{
|
||
private:
|
||
typedef std::vector<double> Levels;
|
||
Levels levels;
|
||
|
||
public:
|
||
String getName() const { return "quantilesTimingWeighted"; }
|
||
|
||
DataTypePtr getReturnType() const
|
||
{
|
||
return new DataTypeArray(new DataTypeFloat32);
|
||
}
|
||
|
||
void setArguments(const DataTypes & arguments)
|
||
{
|
||
}
|
||
|
||
void setParameters(const Array & params)
|
||
{
|
||
if (params.empty())
|
||
throw Exception("Aggregate function " + getName() + " requires at least one parameter.", ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
|
||
|
||
size_t size = params.size();
|
||
levels.resize(size);
|
||
|
||
for (size_t i = 0; i < size; ++i)
|
||
levels[i] = apply_visitor(FieldVisitorConvertToNumber<Float64>(), params[i]);
|
||
}
|
||
|
||
void add(AggregateDataPtr place, const IColumn ** columns, size_t row_num) const
|
||
{
|
||
this->data(place).insertWeighted(
|
||
static_cast<const ColumnVector<ArgumentFieldType> &>(*columns[0]).getData()[row_num],
|
||
static_cast<const ColumnVector<WeightFieldType> &>(*columns[1]).getData()[row_num]);
|
||
}
|
||
|
||
void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs) const
|
||
{
|
||
this->data(place).merge(this->data(rhs));
|
||
}
|
||
|
||
void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const
|
||
{
|
||
this->data(place).serialize(buf);
|
||
}
|
||
|
||
void deserializeMerge(AggregateDataPtr place, ReadBuffer & buf) const
|
||
{
|
||
this->data(place).deserializeMerge(buf);
|
||
}
|
||
|
||
void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const
|
||
{
|
||
ColumnArray & arr_to = static_cast<ColumnArray &>(to);
|
||
ColumnArray::Offsets_t & offsets_to = arr_to.getOffsets();
|
||
|
||
size_t size = levels.size();
|
||
offsets_to.push_back((offsets_to.size() == 0 ? 0 : offsets_to.back()) + size);
|
||
|
||
typename ColumnFloat32::Container_t & data_to = static_cast<ColumnFloat32 &>(arr_to.getData()).getData();
|
||
size_t old_size = data_to.size();
|
||
data_to.resize(data_to.size() + size);
|
||
|
||
this->data(place).getManyFloat(&levels[0], size, &data_to[old_size]);
|
||
}
|
||
};
|
||
|
||
|
||
}
|