mirror of
https://github.com/ClickHouse/ClickHouse.git
synced 2024-11-18 05:32:52 +00:00
1010 lines
27 KiB
C++
1010 lines
27 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/Common/HashTable/Hash.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/AggregateFunctions/IBinaryAggregateFunction.h>
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#include <DB/AggregateFunctions/QuantilesCommon.h>
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#include <DB/Columns/ColumnArray.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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* - плоский массив фиксированного размера "на стеке", в который кладутся все встреченные значения подряд.
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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 в конце структуры, так как начало структуры будет впоследствии перезатёрто другими объектами.
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/// 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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/** Вспомогательная структура для оптимизации в случае среднего количества значений
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* - плоский массив, выделенный отдельно, в который кладутся все встреченные значения подряд.
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*/
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struct QuantileTimingMedium
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{
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/// sizeof - 24 байта.
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using Array = PODArray<UInt16, 64>;
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mutable Array elems; /// mutable потому что сортировка массива не считается изменением состояния.
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QuantileTimingMedium() {}
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QuantileTimingMedium(const UInt16 * begin, const UInt16 * end) : elems(begin, end) {}
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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.emplace_back(x);
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}
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void merge(const QuantileTimingMedium & rhs)
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{
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elems.insert(rhs.elems.begin(), rhs.elems.end());
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}
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void serialize(WriteBuffer & buf) const
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{
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writeBinary(elems.size(), buf);
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buf.write(reinterpret_cast<const char *>(&elems[0]), elems.size() * sizeof(elems[0]));
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}
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void deserialize(ReadBuffer & buf)
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{
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size_t size = 0;
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readBinary(size, buf);
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elems.resize(size);
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buf.readStrict(reinterpret_cast<char *>(&elems[0]), size * sizeof(elems[0]));
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}
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UInt16 get(double level) const
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{
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UInt16 quantile = 0;
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if (!elems.empty())
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{
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size_t n = level < 1
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? level * elems.size()
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: (elems.size() - 1);
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/// Сортировка массива не будет считаться нарушением константности.
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auto & array = const_cast<Array &>(elems);
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std::nth_element(array.begin(), array.begin() + n, array.end());
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quantile = array[n];
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}
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return quantile;
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}
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template <typename ResultType>
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void getMany(const double * levels, const size_t * levels_permutation, size_t size, ResultType * result) const
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{
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size_t prev_n = 0;
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auto & array = const_cast<Array &>(elems);
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for (size_t i = 0; i < size; ++i)
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{
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auto level_index = levels_permutation[i];
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auto level = levels[level_index];
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size_t n = level < 1
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? level * elems.size()
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: (elems.size() - 1);
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std::nth_element(array.begin() + prev_n, array.begin() + n, array.end());
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result[level_index] = array[n];
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prev_n = n;
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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 !elems.empty()
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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, const size_t * levels_permutation, size_t size, float * result) const
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{
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if (!elems.empty())
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getMany(levels, levels_permutation, 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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#define SIZE_OF_LARGE_WITHOUT_COUNT ((SMALL_THRESHOLD + BIG_SIZE) * sizeof(UInt64))
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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, true);
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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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writeBinary(count, buf);
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if (count * 2 > SMALL_THRESHOLD + BIG_SIZE)
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{
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/// Простая сериализация для сильно заполненного случая.
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buf.write(reinterpret_cast<const char *>(this) + sizeof(count), SIZE_OF_LARGE_WITHOUT_COUNT);
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}
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else
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{
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/// Более компактная сериализация для разреженного случая.
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for (size_t i = 0; i < SMALL_THRESHOLD; ++i)
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{
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if (count_small[i])
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{
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writeBinary(UInt16(i), buf);
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writeBinary(count_small[i], buf);
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}
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}
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for (size_t i = 0; i < BIG_SIZE; ++i)
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{
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if (count_big[i])
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{
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writeBinary(UInt16(i + SMALL_THRESHOLD), buf);
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writeBinary(count_big[i], buf);
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}
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}
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/// Символизирует конец данных.
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writeBinary(UInt16(BIG_THRESHOLD), buf);
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}
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}
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void deserialize(ReadBuffer & buf, bool need_memset = false)
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{
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readBinary(count, buf);
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if (count * 2 > SMALL_THRESHOLD + BIG_SIZE)
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{
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buf.readStrict(reinterpret_cast<char *>(this) + sizeof(count), SIZE_OF_LARGE_WITHOUT_COUNT);
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}
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else
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{
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/// Используется, если в конструкторе ещё не был сделан memset.
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if (need_memset)
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memset(reinterpret_cast<char *>(this) + sizeof(count), 0, SIZE_OF_LARGE_WITHOUT_COUNT);
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while (true)
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{
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UInt16 index = 0;
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readBinary(index, buf);
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if (index == BIG_THRESHOLD)
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break;
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UInt64 count = 0;
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readBinary(count, buf);
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if (index < SMALL_THRESHOLD)
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count_small[index] = count;
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else
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count_big[index - SMALL_THRESHOLD] = count;
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}
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}
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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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/// indices - массив индексов levels такой, что соответствующие элементы будут идти в порядке по возрастанию.
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template <typename ResultType>
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void getMany(const double * levels, const size_t * indices, size_t size, ResultType * result) const
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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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|
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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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}
|
||
|
||
void getManyFloat(const double * levels, const size_t * levels_permutation, size_t size, float * result) const
|
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{
|
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if (count)
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getMany(levels, levels_permutation, 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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};
|
||
}
|
||
|
||
|
||
/** sizeof - 64 байта.
|
||
* Если их не хватает - выделяет дополнительно около 20 КБ памяти.
|
||
*/
|
||
class QuantileTiming : private boost::noncopyable
|
||
{
|
||
private:
|
||
union
|
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{
|
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detail::QuantileTimingTiny tiny;
|
||
detail::QuantileTimingMedium medium;
|
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detail::QuantileTimingLarge * large;
|
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};
|
||
|
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enum class Kind : UInt8
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{
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Tiny = 1,
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Medium = 2,
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Large = 3
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};
|
||
|
||
Kind which() const
|
||
{
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if (tiny.count <= TINY_MAX_ELEMS)
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return Kind::Tiny;
|
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if (tiny.count == TINY_MAX_ELEMS + 1)
|
||
return Kind::Medium;
|
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return Kind::Large;
|
||
}
|
||
|
||
void tinyToMedium()
|
||
{
|
||
detail::QuantileTimingTiny tiny_copy = tiny;
|
||
new (&medium) detail::QuantileTimingMedium(tiny_copy.elems, tiny_copy.elems + tiny_copy.count);
|
||
tiny.count = TINY_MAX_ELEMS + 1;
|
||
}
|
||
|
||
void mediumToLarge()
|
||
{
|
||
if (current_memory_tracker)
|
||
current_memory_tracker->alloc(sizeof(detail::QuantileTimingLarge));
|
||
|
||
/// На время копирования данных из medium, устанавливать значение large ещё нельзя (иначе оно перезатрёт часть данных).
|
||
detail::QuantileTimingLarge * tmp_large = new detail::QuantileTimingLarge;
|
||
|
||
for (const auto & elem : medium.elems)
|
||
tmp_large->insert(elem);
|
||
|
||
large = tmp_large;
|
||
tiny.count = TINY_MAX_ELEMS + 2;
|
||
}
|
||
|
||
void tinyToLarge()
|
||
{
|
||
if (current_memory_tracker)
|
||
current_memory_tracker->alloc(sizeof(detail::QuantileTimingLarge));
|
||
|
||
/// На время копирования данных из medium, устанавливать значение large ещё нельзя (иначе оно перезатрёт часть данных).
|
||
detail::QuantileTimingLarge * tmp_large = new detail::QuantileTimingLarge;
|
||
|
||
for (size_t i = 0; i < tiny.count; ++i)
|
||
tmp_large->insert(tiny.elems[i]);
|
||
|
||
large = tmp_large;
|
||
tiny.count = TINY_MAX_ELEMS + 2;
|
||
}
|
||
|
||
public:
|
||
QuantileTiming()
|
||
{
|
||
tiny.count = 0;
|
||
}
|
||
|
||
~QuantileTiming()
|
||
{
|
||
Kind kind = which();
|
||
|
||
if (kind == Kind::Medium)
|
||
{
|
||
medium.~QuantileTimingMedium();
|
||
}
|
||
else if (kind == Kind::Large)
|
||
{
|
||
delete large;
|
||
|
||
if (current_memory_tracker)
|
||
current_memory_tracker->free(sizeof(detail::QuantileTimingLarge));
|
||
}
|
||
}
|
||
|
||
void insert(UInt64 x)
|
||
{
|
||
if (tiny.count < TINY_MAX_ELEMS)
|
||
{
|
||
tiny.insert(x);
|
||
}
|
||
else
|
||
{
|
||
if (unlikely(tiny.count == TINY_MAX_ELEMS))
|
||
tinyToMedium();
|
||
|
||
if (which() == Kind::Medium)
|
||
{
|
||
if (unlikely(medium.elems.size() >= sizeof(detail::QuantileTimingLarge) / sizeof(medium.elems[0]) / 2))
|
||
{
|
||
mediumToLarge();
|
||
large->insert(x);
|
||
}
|
||
else
|
||
medium.insert(x);
|
||
}
|
||
else
|
||
large->insert(x);
|
||
}
|
||
}
|
||
|
||
void insertWeighted(UInt64 x, size_t weight)
|
||
{
|
||
/// NOTE: Первое условие - для того, чтобы избежать переполнения.
|
||
if (weight < TINY_MAX_ELEMS && tiny.count + weight <= TINY_MAX_ELEMS)
|
||
{
|
||
for (size_t i = 0; i < weight; ++i)
|
||
tiny.insert(x);
|
||
}
|
||
else
|
||
{
|
||
if (unlikely(tiny.count <= TINY_MAX_ELEMS))
|
||
tinyToLarge(); /// Для weighted варианта medium не используем - предположительно, нецелесообразно.
|
||
|
||
large->insertWeighted(x, weight);
|
||
}
|
||
}
|
||
|
||
/// TODO Слишком сложный код.
|
||
void merge(const QuantileTiming & rhs)
|
||
{
|
||
if (tiny.count + rhs.tiny.count <= TINY_MAX_ELEMS)
|
||
{
|
||
tiny.merge(rhs.tiny);
|
||
}
|
||
else
|
||
{
|
||
auto kind = which();
|
||
auto rhs_kind = rhs.which();
|
||
|
||
if (kind == Kind::Tiny && rhs_kind == Kind::Medium)
|
||
tinyToMedium();
|
||
else if (kind == Kind::Tiny && rhs_kind == Kind::Large)
|
||
tinyToLarge();
|
||
else if (kind == Kind::Medium && rhs_kind == Kind::Large)
|
||
mediumToLarge();
|
||
|
||
if (kind == Kind::Medium && rhs_kind == Kind::Medium)
|
||
{
|
||
medium.merge(rhs.medium);
|
||
}
|
||
else if (kind == Kind::Large && rhs_kind == Kind::Large)
|
||
{
|
||
large->merge(*rhs.large);
|
||
}
|
||
else if (kind == Kind::Medium && rhs_kind == Kind::Tiny)
|
||
{
|
||
medium.elems.insert(rhs.tiny.elems, rhs.tiny.elems + rhs.tiny.count);
|
||
}
|
||
else if (kind == Kind::Large && rhs_kind == Kind::Tiny)
|
||
{
|
||
for (size_t i = 0; i < rhs.tiny.count; ++i)
|
||
large->insert(rhs.tiny.elems[i]);
|
||
}
|
||
else if (kind == Kind::Large && rhs_kind == Kind::Medium)
|
||
{
|
||
for (const auto & elem : rhs.medium.elems)
|
||
large->insert(elem);
|
||
}
|
||
}
|
||
}
|
||
|
||
void serialize(WriteBuffer & buf) const
|
||
{
|
||
auto kind = which();
|
||
DB::writePODBinary(kind, buf);
|
||
|
||
if (kind == Kind::Tiny)
|
||
tiny.serialize(buf);
|
||
else if (kind == Kind::Medium)
|
||
medium.serialize(buf);
|
||
else
|
||
large->serialize(buf);
|
||
}
|
||
|
||
/// Вызывается для пустого объекта.
|
||
void deserialize(ReadBuffer & buf)
|
||
{
|
||
Kind kind;
|
||
DB::readPODBinary(kind, buf);
|
||
|
||
if (kind == Kind::Tiny)
|
||
{
|
||
tiny.deserialize(buf);
|
||
}
|
||
else if (kind == Kind::Medium)
|
||
{
|
||
tinyToMedium();
|
||
medium.deserialize(buf);
|
||
}
|
||
else if (kind == Kind::Large)
|
||
{
|
||
tinyToLarge();
|
||
large->deserialize(buf);
|
||
}
|
||
}
|
||
|
||
void deserializeMerge(ReadBuffer & buf)
|
||
{
|
||
QuantileTiming rhs;
|
||
rhs.deserialize(buf);
|
||
merge(rhs);
|
||
}
|
||
|
||
|
||
/// Получить значение квантиля уровня level. Уровень должен быть от 0 до 1.
|
||
UInt16 get(double level) const
|
||
{
|
||
Kind kind = which();
|
||
|
||
if (kind == Kind::Tiny)
|
||
{
|
||
tiny.prepare();
|
||
return tiny.get(level);
|
||
}
|
||
else if (kind == Kind::Medium)
|
||
{
|
||
return medium.get(level);
|
||
}
|
||
else
|
||
{
|
||
return large->get(level);
|
||
}
|
||
}
|
||
|
||
/// Получить значения size квантилей уровней levels. Записать size результатов начиная с адреса result.
|
||
template <typename ResultType>
|
||
void getMany(const double * levels, const size_t * levels_permutation, size_t size, ResultType * result) const
|
||
{
|
||
Kind kind = which();
|
||
|
||
if (kind == Kind::Tiny)
|
||
{
|
||
tiny.prepare();
|
||
tiny.getMany(levels, size, result);
|
||
}
|
||
else if (kind == Kind::Medium)
|
||
{
|
||
medium.getMany(levels, levels_permutation, size, result);
|
||
}
|
||
else if (kind == Kind::Large)
|
||
{
|
||
large->getMany(levels, levels_permutation, size, result);
|
||
}
|
||
}
|
||
|
||
/// То же самое, но в случае пустого состояния возвращается NaN.
|
||
float getFloat(double level) const
|
||
{
|
||
return tiny.count
|
||
? get(level)
|
||
: std::numeric_limits<float>::quiet_NaN();
|
||
}
|
||
|
||
void getManyFloat(const double * levels, const size_t * levels_permutation, size_t size, float * result) const
|
||
{
|
||
if (tiny.count)
|
||
getMany(levels, levels_permutation, size, result);
|
||
else
|
||
for (size_t i = 0; i < size; ++i)
|
||
result[i] = std::numeric_limits<float>::quiet_NaN();
|
||
}
|
||
};
|
||
|
||
#undef SMALL_THRESHOLD
|
||
#undef BIG_THRESHOLD
|
||
#undef BIG_SIZE
|
||
#undef BIG_PRECISION
|
||
#undef TINY_MAX_ELEMS
|
||
|
||
|
||
template <typename ArgumentFieldType>
|
||
class AggregateFunctionQuantileTiming final : public IUnaryAggregateFunction<QuantileTiming, AggregateFunctionQuantileTiming<ArgumentFieldType> >
|
||
{
|
||
private:
|
||
double level;
|
||
|
||
public:
|
||
AggregateFunctionQuantileTiming(double level_ = 0.5) : level(level_) {}
|
||
|
||
String getName() const override { return "quantileTiming"; }
|
||
|
||
DataTypePtr getReturnType() const override
|
||
{
|
||
return new DataTypeFloat32;
|
||
}
|
||
|
||
void setArgument(const DataTypePtr & argument)
|
||
{
|
||
}
|
||
|
||
void setParameters(const Array & params) override
|
||
{
|
||
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 addImpl(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 override
|
||
{
|
||
this->data(place).merge(this->data(rhs));
|
||
}
|
||
|
||
void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const override
|
||
{
|
||
this->data(place).serialize(buf);
|
||
}
|
||
|
||
void deserializeMerge(AggregateDataPtr place, ReadBuffer & buf) const override
|
||
{
|
||
this->data(place).deserializeMerge(buf);
|
||
}
|
||
|
||
void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const override
|
||
{
|
||
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 IBinaryAggregateFunction<QuantileTiming, AggregateFunctionQuantileTimingWeighted<ArgumentFieldType, WeightFieldType>>
|
||
{
|
||
private:
|
||
double level;
|
||
|
||
public:
|
||
AggregateFunctionQuantileTimingWeighted(double level_ = 0.5) : level(level_) {}
|
||
|
||
String getName() const override { return "quantileTimingWeighted"; }
|
||
|
||
DataTypePtr getReturnType() const override
|
||
{
|
||
return new DataTypeFloat32;
|
||
}
|
||
|
||
void setArgumentsImpl(const DataTypes & arguments)
|
||
{
|
||
}
|
||
|
||
void setParameters(const Array & params) override
|
||
{
|
||
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 addImpl(AggregateDataPtr place, const IColumn & column_value, const IColumn & column_weight, size_t row_num) const
|
||
{
|
||
this->data(place).insertWeighted(
|
||
static_cast<const ColumnVector<ArgumentFieldType> &>(column_value).getData()[row_num],
|
||
static_cast<const ColumnVector<WeightFieldType> &>(column_weight).getData()[row_num]);
|
||
}
|
||
|
||
void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs) const override
|
||
{
|
||
this->data(place).merge(this->data(rhs));
|
||
}
|
||
|
||
void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const override
|
||
{
|
||
this->data(place).serialize(buf);
|
||
}
|
||
|
||
void deserializeMerge(AggregateDataPtr place, ReadBuffer & buf) const override
|
||
{
|
||
this->data(place).deserializeMerge(buf);
|
||
}
|
||
|
||
void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const override
|
||
{
|
||
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:
|
||
QuantileLevels<double> levels;
|
||
|
||
public:
|
||
String getName() const override { return "quantilesTiming"; }
|
||
|
||
DataTypePtr getReturnType() const override
|
||
{
|
||
return new DataTypeArray(new DataTypeFloat32);
|
||
}
|
||
|
||
void setArgument(const DataTypePtr & argument)
|
||
{
|
||
}
|
||
|
||
void setParameters(const Array & params) override
|
||
{
|
||
levels.set(params);
|
||
}
|
||
|
||
|
||
void addImpl(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 override
|
||
{
|
||
this->data(place).merge(this->data(rhs));
|
||
}
|
||
|
||
void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const override
|
||
{
|
||
this->data(place).serialize(buf);
|
||
}
|
||
|
||
void deserializeMerge(AggregateDataPtr place, ReadBuffer & buf) const override
|
||
{
|
||
this->data(place).deserializeMerge(buf);
|
||
}
|
||
|
||
void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const override
|
||
{
|
||
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.levels[0], &levels.permutation[0], size, &data_to[old_size]);
|
||
}
|
||
};
|
||
|
||
|
||
template <typename ArgumentFieldType, typename WeightFieldType>
|
||
class AggregateFunctionQuantilesTimingWeighted final
|
||
: public IBinaryAggregateFunction<QuantileTiming, AggregateFunctionQuantilesTimingWeighted<ArgumentFieldType, WeightFieldType>>
|
||
{
|
||
private:
|
||
QuantileLevels<double> levels;
|
||
|
||
public:
|
||
String getName() const override { return "quantilesTimingWeighted"; }
|
||
|
||
DataTypePtr getReturnType() const override
|
||
{
|
||
return new DataTypeArray(new DataTypeFloat32);
|
||
}
|
||
|
||
void setArgumentsImpl(const DataTypes & arguments)
|
||
{
|
||
}
|
||
|
||
void setParameters(const Array & params) override
|
||
{
|
||
levels.set(params);
|
||
}
|
||
|
||
void addImpl(AggregateDataPtr place, const IColumn & column_value, const IColumn & column_weight, size_t row_num) const
|
||
{
|
||
this->data(place).insertWeighted(
|
||
static_cast<const ColumnVector<ArgumentFieldType> &>(column_value).getData()[row_num],
|
||
static_cast<const ColumnVector<WeightFieldType> &>(column_weight).getData()[row_num]);
|
||
}
|
||
|
||
void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs) const override
|
||
{
|
||
this->data(place).merge(this->data(rhs));
|
||
}
|
||
|
||
void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const override
|
||
{
|
||
this->data(place).serialize(buf);
|
||
}
|
||
|
||
void deserializeMerge(AggregateDataPtr place, ReadBuffer & buf) const override
|
||
{
|
||
this->data(place).deserializeMerge(buf);
|
||
}
|
||
|
||
void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const override
|
||
{
|
||
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.levels[0], &levels.permutation[0], size, &data_to[old_size]);
|
||
}
|
||
};
|
||
|
||
|
||
}
|