ClickHouse/src/AggregateFunctions/AggregateFunctionQuantile.h
2021-02-01 20:12:12 +03:00

230 lines
9.3 KiB
C++

#pragma once
#include <AggregateFunctions/FactoryHelpers.h>
/// These must be exposed in header for the purpose of dynamic compilation.
#include <AggregateFunctions/QuantileReservoirSampler.h>
#include <AggregateFunctions/QuantileReservoirSamplerDeterministic.h>
#include <AggregateFunctions/QuantileExact.h>
#include <AggregateFunctions/QuantileExactWeighted.h>
#include <AggregateFunctions/QuantileTiming.h>
#include <AggregateFunctions/QuantileTDigest.h>
#include <AggregateFunctions/IAggregateFunction.h>
#include <AggregateFunctions/QuantilesCommon.h>
#include <Columns/ColumnArray.h>
#include <Columns/ColumnDecimal.h>
#include <Columns/ColumnsNumber.h>
#include <DataTypes/DataTypeArray.h>
#include <DataTypes/DataTypeDate.h>
#include <DataTypes/DataTypeDateTime.h>
#include <DataTypes/DataTypesNumber.h>
#include <IO/ReadHelpers.h>
#include <IO/WriteHelpers.h>
#include <Common/assert_cast.h>
#include <type_traits>
namespace DB
{
namespace ErrorCodes
{
extern const int ILLEGAL_TYPE_OF_ARGUMENT;
extern const int NUMBER_OF_ARGUMENTS_DOESNT_MATCH;
}
template <typename> class QuantileTiming;
/** Generic aggregate function for calculation of quantiles.
* It depends on quantile calculation data structure. Look at Quantile*.h for various implementations.
*/
template <
/// Type of first argument.
typename Value,
/// Data structure and implementation of calculation. Look at QuantileExact.h for example.
typename Data,
/// Structure with static member "name", containing the name of the aggregate function.
typename Name,
/// If true, the function accepts the second argument
/// (in can be "weight" to calculate quantiles or "determinator" that is used instead of PRNG).
/// Second argument is always obtained through 'getUInt' method.
bool has_second_arg,
/// If non-void, the function will return float of specified type with possibly interpolated results and NaN if there was no values.
/// Otherwise it will return Value type and default value if there was no values.
/// As an example, the function cannot return floats, if the SQL type of argument is Date or DateTime.
typename FloatReturnType,
/// If true, the function will accept multiple parameters with quantile levels
/// and return an Array filled with many values of that quantiles.
bool returns_many
>
class AggregateFunctionQuantile final : public IAggregateFunctionDataHelper<Data,
AggregateFunctionQuantile<Value, Data, Name, has_second_arg, FloatReturnType, returns_many>>
{
private:
using ColVecType = std::conditional_t<IsDecimalNumber<Value>, ColumnDecimal<Value>, ColumnVector<Value>>;
static constexpr bool returns_float = !(std::is_same_v<FloatReturnType, void>);
static_assert(!IsDecimalNumber<Value> || !returns_float);
QuantileLevels<Float64> levels;
/// Used when there are single level to get.
Float64 level = 0.5;
DataTypePtr & argument_type;
public:
AggregateFunctionQuantile(const DataTypes & argument_types_, const Array & params)
: IAggregateFunctionDataHelper<Data, AggregateFunctionQuantile<Value, Data, Name, has_second_arg, FloatReturnType, returns_many>>(argument_types_, params)
, levels(params, returns_many), level(levels.levels[0]), argument_type(this->argument_types[0])
{
if (!returns_many && levels.size() > 1)
throw Exception("Aggregate function " + getName() + " require one parameter or less", ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
}
String getName() const override { return Name::name; }
DataTypePtr getReturnType() const override
{
DataTypePtr res;
if constexpr (returns_float)
res = std::make_shared<DataTypeNumber<FloatReturnType>>();
else
res = argument_type;
if constexpr (returns_many)
return std::make_shared<DataTypeArray>(res);
else
return res;
}
void add(AggregateDataPtr __restrict place, const IColumn ** columns, size_t row_num, Arena *) const override
{
auto value = static_cast<const ColVecType &>(*columns[0]).getData()[row_num];
if constexpr (std::is_same_v<Data, QuantileTiming<Value>>)
{
/// QuantileTiming only supports integers.
if (isNaN(value) || value > std::numeric_limits<Value>::max() || value < std::numeric_limits<Value>::min())
return;
}
if constexpr (has_second_arg)
this->data(place).add(
value,
columns[1]->getUInt(row_num));
else
this->data(place).add(value);
}
void merge(AggregateDataPtr __restrict place, ConstAggregateDataPtr rhs, Arena *) const override
{
this->data(place).merge(this->data(rhs));
}
void serialize(ConstAggregateDataPtr __restrict place, WriteBuffer & buf) const override
{
/// const_cast is required because some data structures apply finalizaton (like compactization) before serializing.
this->data(const_cast<AggregateDataPtr>(place)).serialize(buf);
}
void deserialize(AggregateDataPtr __restrict place, ReadBuffer & buf, Arena *) const override
{
this->data(place).deserialize(buf);
}
void insertResultInto(AggregateDataPtr __restrict place, IColumn & to, Arena *) const override
{
/// const_cast is required because some data structures apply finalizaton (like sorting) for obtain a result.
auto & data = this->data(place);
if constexpr (returns_many)
{
ColumnArray & arr_to = assert_cast<ColumnArray &>(to);
ColumnArray::Offsets & offsets_to = arr_to.getOffsets();
size_t size = levels.size();
offsets_to.push_back(offsets_to.back() + size);
if (!size)
return;
if constexpr (returns_float)
{
auto & data_to = assert_cast<ColumnVector<FloatReturnType> &>(arr_to.getData()).getData();
size_t old_size = data_to.size();
data_to.resize(data_to.size() + size);
data.getManyFloat(levels.levels.data(), levels.permutation.data(), size, data_to.data() + old_size);
}
else
{
auto & data_to = static_cast<ColVecType &>(arr_to.getData()).getData();
size_t old_size = data_to.size();
data_to.resize(data_to.size() + size);
data.getMany(levels.levels.data(), levels.permutation.data(), size, data_to.data() + old_size);
}
}
else
{
if constexpr (returns_float)
assert_cast<ColumnVector<FloatReturnType> &>(to).getData().push_back(data.getFloat(level));
else
static_cast<ColVecType &>(to).getData().push_back(data.get(level));
}
}
static void assertSecondArg(const DataTypes & types)
{
if constexpr (has_second_arg)
{
assertBinary(Name::name, types);
if (!isUnsignedInteger(types[1]))
throw Exception("Second argument (weight) for function " + std::string(Name::name) + " must be unsigned integer, but it has type " + types[1]->getName(), ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
}
else
assertUnary(Name::name, types);
}
};
struct NameQuantile { static constexpr auto name = "quantile"; };
struct NameQuantiles { static constexpr auto name = "quantiles"; };
struct NameQuantileDeterministic { static constexpr auto name = "quantileDeterministic"; };
struct NameQuantilesDeterministic { static constexpr auto name = "quantilesDeterministic"; };
struct NameQuantileExact { static constexpr auto name = "quantileExact"; };
struct NameQuantilesExact { static constexpr auto name = "quantilesExact"; };
struct NameQuantileExactLow { static constexpr auto name = "quantileExactLow"; };
struct NameQuantilesExactLow { static constexpr auto name = "quantilesExactLow"; };
struct NameQuantileExactHigh { static constexpr auto name = "quantileExactHigh"; };
struct NameQuantilesExactHigh { static constexpr auto name = "quantilesExactHigh"; };
struct NameQuantileExactExclusive { static constexpr auto name = "quantileExactExclusive"; };
struct NameQuantilesExactExclusive { static constexpr auto name = "quantilesExactExclusive"; };
struct NameQuantileExactInclusive { static constexpr auto name = "quantileExactInclusive"; };
struct NameQuantilesExactInclusive { static constexpr auto name = "quantilesExactInclusive"; };
struct NameQuantileExactWeighted { static constexpr auto name = "quantileExactWeighted"; };
struct NameQuantilesExactWeighted { static constexpr auto name = "quantilesExactWeighted"; };
struct NameQuantileTiming { static constexpr auto name = "quantileTiming"; };
struct NameQuantileTimingWeighted { static constexpr auto name = "quantileTimingWeighted"; };
struct NameQuantilesTiming { static constexpr auto name = "quantilesTiming"; };
struct NameQuantilesTimingWeighted { static constexpr auto name = "quantilesTimingWeighted"; };
struct NameQuantileTDigest { static constexpr auto name = "quantileTDigest"; };
struct NameQuantileTDigestWeighted { static constexpr auto name = "quantileTDigestWeighted"; };
struct NameQuantilesTDigest { static constexpr auto name = "quantilesTDigest"; };
struct NameQuantilesTDigestWeighted { static constexpr auto name = "quantilesTDigestWeighted"; };
}