提交 5c402c47 编写于 作者: S Shengliang Guan

Merge remote-tracking branch 'origin/3.0' into fix/mnode

/*
* Copyright (c) 2019 TAOS Data, Inc. <jhtao@taosdata.com>
*
* This program is free software: you can use, redistribute, and/or modify
* it under the terms of the GNU Affero General Public License, version 3
* or later ("AGPL"), as published by the Free Software Foundation.
*
* This program is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE.
*
* You should have received a copy of the GNU Affero General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
/*
* include/tdigest.c
*
* Copyright (c) 2016, Usman Masood <usmanm at fastmail dot fm>
*/
#ifndef TDIGEST_H
#define TDIGEST_H
#ifndef M_PI
#define M_PI 3.14159265358979323846264338327950288 /* pi */
#endif
#define DOUBLE_MAX 1.79e+308
#define ADDITION_CENTROID_NUM 2
#define COMPRESSION 300
#define GET_CENTROID(compression) (ceil(compression * M_PI / 2) + 1 + ADDITION_CENTROID_NUM)
#define GET_THRESHOLD(compression) (7.5 + 0.37 * compression - 2e-4 * pow(compression, 2))
#define TDIGEST_SIZE(compression) (sizeof(TDigest) + sizeof(SCentroid)*GET_CENTROID(compression) + sizeof(SPt)*GET_THRESHOLD(compression))
typedef struct SCentroid {
double mean;
int64_t weight;
}SCentroid;
typedef struct SPt {
double value;
int64_t weight;
}SPt;
typedef struct TDigest {
double compression;
int32_t threshold;
int64_t size;
int64_t total_weight;
double min;
double max;
int32_t num_buffered_pts;
SPt *buffered_pts;
int32_t num_centroids;
SCentroid *centroids;
}TDigest;
TDigest *tdigestNewFrom(void* pBuf, int32_t compression);
void tdigestAdd(TDigest *t, double x, int64_t w);
void tdigestMerge(TDigest *t1, TDigest *t2);
double tdigestQuantile(TDigest *t, double q);
void tdigestCompress(TDigest *t);
void tdigestFreeFrom(TDigest *t);
void tdigestAutoFill(TDigest* t, int32_t compression);
#endif /* TDIGEST_H */
......@@ -73,6 +73,11 @@ bool percentileFunctionSetup(SqlFunctionCtx *pCtx, SResultRowEntryInfo* pResultI
int32_t percentileFunction(SqlFunctionCtx *pCtx);
int32_t percentileFinalize(SqlFunctionCtx* pCtx, SSDataBlock* pBlock);
bool getApercentileFuncEnv(struct SFunctionNode* pFunc, SFuncExecEnv* pEnv);
bool apercentileFunctionSetup(SqlFunctionCtx *pCtx, SResultRowEntryInfo* pResultInfo);
int32_t apercentileFunction(SqlFunctionCtx *pCtx);
int32_t apercentileFinalize(SqlFunctionCtx* pCtx, SSDataBlock* pBlock);
bool getDiffFuncEnv(struct SFunctionNode* pFunc, SFuncExecEnv* pEnv);
bool diffFunctionSetup(SqlFunctionCtx *pCtx, SResultRowEntryInfo* pResInfo);
int32_t diffFunction(SqlFunctionCtx *pCtx);
......
......@@ -998,10 +998,10 @@ const SBuiltinFuncDefinition funcMgtBuiltins[] = {
.type = FUNCTION_TYPE_APERCENTILE,
.classification = FUNC_MGT_AGG_FUNC,
.translateFunc = translateApercentile,
.getEnvFunc = getMinmaxFuncEnv,
.initFunc = minmaxFunctionSetup,
.processFunc = maxFunction,
.finalizeFunc = functionFinalize
.getEnvFunc = getApercentileFuncEnv,
.initFunc = apercentileFunctionSetup,
.processFunc = apercentileFunction,
.finalizeFunc = apercentileFinalize
},
{
.name = "top",
......
......@@ -20,6 +20,8 @@
#include "taggfunction.h"
#include "tcompare.h"
#include "tdatablock.h"
#include "tdigest.h"
#include "thistogram.h"
#include "tpercentile.h"
#define HISTOGRAM_MAX_BINS_NUM 1000
......@@ -95,6 +97,19 @@ typedef struct SPercentileInfo {
int64_t numOfElems;
} SPercentileInfo;
typedef struct SAPercentileInfo {
double result;
int8_t algo;
SHistogramInfo *pHisto;
TDigest *pTDigest;
} SAPercentileInfo;
typedef enum {
APERCT_ALGO_UNKNOWN = 0,
APERCT_ALGO_DEFAULT,
APERCT_ALGO_TDIGEST,
} EAPerctAlgoType;
typedef struct SDiffInfo {
bool hasPrev;
bool includeNull;
......@@ -1905,6 +1920,131 @@ int32_t percentileFinalize(SqlFunctionCtx* pCtx, SSDataBlock* pBlock) {
return functionFinalize(pCtx, pBlock);
}
bool getApercentileFuncEnv(SFunctionNode* pFunc, SFuncExecEnv* pEnv) {
int32_t bytesHist = (int32_t)(sizeof(SAPercentileInfo) + sizeof(SHistogramInfo) + sizeof(SHistBin) * (MAX_HISTOGRAM_BIN + 1));
int32_t bytesDigest = (int32_t)(sizeof(SAPercentileInfo) + TDIGEST_SIZE(COMPRESSION));
pEnv->calcMemSize = TMAX(bytesHist, bytesDigest);
return true;
}
static int8_t getApercentileAlgo(char *algoStr) {
int8_t algoType;
if (strcasecmp(algoStr, "default") == 0) {
algoType = APERCT_ALGO_DEFAULT;
} else if (strcasecmp(algoStr, "t-digest") == 0) {
algoType = APERCT_ALGO_TDIGEST;
} else {
algoType = APERCT_ALGO_UNKNOWN;
}
return algoType;
}
static void buildHistogramInfo(SAPercentileInfo* pInfo) {
pInfo->pHisto = (SHistogramInfo*) ((char*) pInfo + sizeof(SAPercentileInfo));
pInfo->pHisto->elems = (SHistBin*) ((char*)pInfo->pHisto + sizeof(SHistogramInfo));
}
bool apercentileFunctionSetup(SqlFunctionCtx* pCtx, SResultRowEntryInfo* pResultInfo) {
if (!functionSetup(pCtx, pResultInfo)) {
return false;
}
SAPercentileInfo* pInfo = GET_ROWCELL_INTERBUF(pResultInfo);
if (pCtx->numOfParams == 2) {
pInfo->algo = APERCT_ALGO_DEFAULT;
} else if (pCtx->numOfParams == 3) {
pInfo->algo = getApercentileAlgo(pCtx->param[2].param.pz);
if (pInfo->algo == APERCT_ALGO_UNKNOWN) {
return false;
}
}
char *tmp = (char *)pInfo + sizeof(SAPercentileInfo);
if (pInfo->algo == APERCT_ALGO_TDIGEST) {
pInfo->pTDigest = tdigestNewFrom(tmp, COMPRESSION);
} else {
buildHistogramInfo(pInfo);
pInfo->pHisto = tHistogramCreateFrom(tmp, MAX_HISTOGRAM_BIN);
}
return true;
}
int32_t apercentileFunction(SqlFunctionCtx* pCtx) {
int32_t notNullElems = 0;
SResultRowEntryInfo* pResInfo = GET_RES_INFO(pCtx);
SInputColumnInfoData* pInput = &pCtx->input;
//SColumnDataAgg* pAgg = pInput->pColumnDataAgg[0];
SColumnInfoData* pCol = pInput->pData[0];
int32_t type = pCol->info.type;
SAPercentileInfo* pInfo = GET_ROWCELL_INTERBUF(pResInfo);
int32_t start = pInput->startRowIndex;
if (pInfo->algo == APERCT_ALGO_TDIGEST) {
for (int32_t i = start; i < pInput->numOfRows + start; ++i) {
if (colDataIsNull_f(pCol->nullbitmap, i)) {
continue;
}
notNullElems += 1;
char* data = colDataGetData(pCol, i);
double v = 0; // value
int64_t w = 1; // weigth
GET_TYPED_DATA(v, double, type, data);
tdigestAdd(pInfo->pTDigest, v, w);
}
} else {
for (int32_t i = start; i < pInput->numOfRows + start; ++i) {
if (colDataIsNull_f(pCol->nullbitmap, i)) {
continue;
}
notNullElems += 1;
char* data = colDataGetData(pCol, i);
double v = 0;
GET_TYPED_DATA(v, double, type, data);
tHistogramAdd(&pInfo->pHisto, v);
}
}
SET_VAL(pResInfo, notNullElems, 1);
return TSDB_CODE_SUCCESS;
}
int32_t apercentileFinalize(SqlFunctionCtx* pCtx, SSDataBlock* pBlock) {
SVariant* pVal = &pCtx->param[1].param;
double percent = (pVal->nType == TSDB_DATA_TYPE_BIGINT) ? pVal->i : pVal->d;
SResultRowEntryInfo* pResInfo = GET_RES_INFO(pCtx);
SAPercentileInfo* pInfo = (SAPercentileInfo*)GET_ROWCELL_INTERBUF(pResInfo);
if (pInfo->algo == APERCT_ALGO_TDIGEST) {
if (pInfo->pTDigest->size > 0) {
pInfo->result = tdigestQuantile(pInfo->pTDigest, percent/100);
} else { // no need to free
//setNull(pCtx->pOutput, pCtx->outputType, pCtx->outputBytes);
return TSDB_CODE_SUCCESS;
}
} else {
if (pInfo->pHisto->numOfElems > 0) {
double ratio[] = {percent};
double *res = tHistogramUniform(pInfo->pHisto, ratio, 1);
pInfo->result = *res;
//memcpy(pCtx->pOutput, res, sizeof(double));
taosMemoryFree(res);
} else { // no need to free
//setNull(pCtx->pOutput, pCtx->outputType, pCtx->outputBytes);
return TSDB_CODE_SUCCESS;
}
}
return functionFinalize(pCtx, pBlock);
}
bool getFirstLastFuncEnv(SFunctionNode* pFunc, SFuncExecEnv* pEnv) {
SColumnNode* pNode = nodesListGetNode(pFunc->pParameterList, 0);
pEnv->calcMemSize = pNode->node.resType.bytes + sizeof(int64_t);
......@@ -1917,8 +2057,6 @@ bool getSelectivityFuncEnv(SFunctionNode* pFunc, SFuncExecEnv* pEnv) {
return true;
}
static FORCE_INLINE TSKEY getRowPTs(SColumnInfoData* pTsColInfo, int32_t rowIndex) {
if (pTsColInfo == NULL) {
return 0;
......
/*
* Copyright (c) 2019 TAOS Data, Inc. <jhtao@taosdata.com>
*
* This program is free software: you can use, redistribute, and/or modify
* it under the terms of the GNU Affero General Public License, version 3
* or later ("AGPL"), as published by the Free Software Foundation.
*
* This program is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE.
*
* You should have received a copy of the GNU Affero General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
/*
* src/tdigest.c
*
* Implementation of the t-digest data structure used to compute accurate percentiles.
*
* It is based on the MergingDigest implementation found at:
* https://github.com/tdunning/t-digest/blob/master/src/main/java/com/tdunning/math/stats/MergingDigest.java
*
* Copyright (c) 2016, Usman Masood <usmanm at fastmail dot fm>
*/
#include "os.h"
#include "osMath.h"
#include "tdigest.h"
#define INTERPOLATE(x, x0, x1) (((x) - (x0)) / ((x1) - (x0)))
//#define INTEGRATED_LOCATION(compression, q) ((compression) * (asin(2 * (q) - 1) + M_PI / 2) / M_PI)
#define INTEGRATED_LOCATION(compression, q) ((compression) * (asin(2 * (double)(q) - 1)/M_PI + (double)1/2))
#define FLOAT_EQ(f1, f2) (fabs((f1) - (f2)) <= FLT_EPSILON)
typedef struct SMergeArgs {
TDigest *t;
SCentroid *centroids;
int32_t idx;
double weight_so_far;
double k1;
double min;
double max;
}SMergeArgs;
void tdigestAutoFill(TDigest* t, int32_t compression) {
t->centroids = (SCentroid*)((char*)t + sizeof(TDigest));
t->buffered_pts = (SPt*) ((char*)t + sizeof(TDigest) + sizeof(SCentroid) * (int32_t)GET_CENTROID(compression));
}
TDigest *tdigestNewFrom(void* pBuf, int32_t compression) {
memset(pBuf, 0, (size_t)TDIGEST_SIZE(compression));
TDigest* t = (TDigest*)pBuf;
tdigestAutoFill(t, compression);
t->compression = compression;
t->size = (int64_t)GET_CENTROID(compression);
t->threshold = (int32_t)GET_THRESHOLD(compression);
t->min = DOUBLE_MAX;
t->max = -DOUBLE_MAX;
return t;
}
static int32_t cmpCentroid(const void *a, const void *b) {
SCentroid *c1 = (SCentroid *) a;
SCentroid *c2 = (SCentroid *) b;
if (c1->mean < c2->mean)
return -1;
if (c1->mean > c2->mean)
return 1;
return 0;
}
static void mergeCentroid(SMergeArgs *args, SCentroid *merge) {
double k2;
SCentroid *c = &args->centroids[args->idx];
args->weight_so_far += merge->weight;
k2 = INTEGRATED_LOCATION(args->t->size,
args->weight_so_far / args->t->total_weight);
//idx++
if(k2 - args->k1 > 1 && c->weight > 0) {
if(args->idx + 1 < args->t->size
&& merge->mean != args->centroids[args->idx].mean) {
args->idx++;
}
args->k1 = k2;
}
c = &args->centroids[args->idx];
if(c->mean == merge->mean) {
c->weight += merge->weight;
} else {
c->weight += merge->weight;
c->mean += (merge->mean - c->mean) * merge->weight / c->weight;
if (merge->weight > 0) {
args->min = TMIN(merge->mean, args->min);
args->max = TMAX(merge->mean, args->max);
}
}
}
void tdigestCompress(TDigest *t) {
SCentroid *unmerged_centroids;
int64_t unmerged_weight = 0;
int32_t num_unmerged = t->num_buffered_pts;
int32_t i, j;
SMergeArgs args;
if (t->num_buffered_pts <= 0)
return;
unmerged_centroids = (SCentroid*)taosMemoryMalloc(sizeof(SCentroid) * t->num_buffered_pts);
for (i = 0; i < num_unmerged; i++) {
SPt *p = t->buffered_pts + i;
SCentroid *c = &unmerged_centroids[i];
c->mean = p->value;
c->weight = p->weight;
unmerged_weight += c->weight;
}
t->num_buffered_pts = 0;
t->total_weight += unmerged_weight;
qsort(unmerged_centroids, num_unmerged, sizeof(SCentroid), cmpCentroid);
memset(&args, 0, sizeof(SMergeArgs));
args.centroids = (SCentroid*)taosMemoryMalloc((size_t)(sizeof(SCentroid) * t->size));
memset(args.centroids, 0, (size_t)(sizeof(SCentroid) * t->size));
args.t = t;
args.min = DOUBLE_MAX;
args.max = -DOUBLE_MAX;
i = 0;
j = 0;
while (i < num_unmerged && j < t->num_centroids) {
SCentroid *a = &unmerged_centroids[i];
SCentroid *b = &t->centroids[j];
if (a->mean <= b->mean) {
mergeCentroid(&args, a);
assert(args.idx < t->size);
i++;
} else {
mergeCentroid(&args, b);
assert(args.idx < t->size);
j++;
}
}
while (i < num_unmerged) {
mergeCentroid(&args, &unmerged_centroids[i++]);
assert(args.idx < t->size);
}
taosMemoryFree((void*)unmerged_centroids);
while (j < t->num_centroids) {
mergeCentroid(&args, &t->centroids[j++]);
assert(args.idx < t->size);
}
if (t->total_weight > 0) {
t->min = TMIN(t->min, args.min);
if (args.centroids[args.idx].weight <= 0) {
args.idx--;
}
t->num_centroids = args.idx + 1;
t->max = TMAX(t->max, args.max);
}
memcpy(t->centroids, args.centroids, sizeof(SCentroid) * t->num_centroids);
taosMemoryFree((void*)args.centroids);
}
void tdigestAdd(TDigest* t, double x, int64_t w) {
if (w == 0)
return;
int32_t i = t->num_buffered_pts;
if(i > 0 && t->buffered_pts[i-1].value == x ) {
t->buffered_pts[i].weight = w;
} else {
t->buffered_pts[i].value = x;
t->buffered_pts[i].weight = w;
t->num_buffered_pts++;
}
if (t->num_buffered_pts >= t->threshold)
tdigestCompress(t);
}
double tdigestCDF(TDigest *t, double x) {
if (t == NULL)
return 0;
int32_t i;
double left, right;
int64_t weight_so_far;
SCentroid *a, *b, tmp;
tdigestCompress(t);
if (t->num_centroids == 0)
return NAN;
if (x < t->min)
return 0;
if (x > t->max)
return 1;
if (t->num_centroids == 1) {
if (FLOAT_EQ(t->max, t->min))
return 0.5;
return INTERPOLATE(x, t->min, t->max);
}
weight_so_far = 0;
a = b = &tmp;
b->mean = t->min;
b->weight = 0;
right = 0;
for (i = 0; i < t->num_centroids; i++) {
SCentroid *c = &t->centroids[i];
left = b->mean - (a->mean + right);
a = b;
b = c;
right = (b->mean - a->mean) * a->weight / (a->weight + b->weight);
if (x < a->mean + right) {
double cdf = (weight_so_far
+ a->weight
* INTERPOLATE(x, a->mean - left, a->mean + right))
/ t->total_weight;
return TMAX(cdf, 0.0);
}
weight_so_far += a->weight;
}
left = b->mean - (a->mean + right);
a = b;
right = t->max - a->mean;
if (x < a->mean + right) {
return (weight_so_far + a->weight * INTERPOLATE(x, a->mean - left, a->mean + right))
/ t->total_weight;
}
return 1;
}
double tdigestQuantile(TDigest *t, double q) {
if (t == NULL)
return 0;
int32_t i;
double left, right, idx;
int64_t weight_so_far;
SCentroid *a, *b, tmp;
tdigestCompress(t);
if (t->num_centroids == 0)
return NAN;
if (t->num_centroids == 1)
return t->centroids[0].mean;
if (FLOAT_EQ(q, 0.0))
return t->min;
if (FLOAT_EQ(q, 1.0))
return t->max;
idx = q * t->total_weight;
weight_so_far = 0;
b = &tmp;
b->mean = t->min;
b->weight = 0;
right = t->min;
for (i = 0; i < t->num_centroids; i++) {
SCentroid *c = &t->centroids[i];
a = b;
left = right;
b = c;
right = (b->weight * a->mean + a->weight * b->mean)/ (a->weight + b->weight);
if (idx < weight_so_far + a->weight) {
double p = (idx - weight_so_far) / a->weight;
return left * (1 - p) + right * p;
}
weight_so_far += a->weight;
}
left = right;
a = b;
right = t->max;
if (idx < weight_so_far + a->weight && a->weight != 0) {
double p = (idx - weight_so_far) / a->weight;
return left * (1 - p) + right * p;
}
return t->max;
}
void tdigestMerge(TDigest *t1, TDigest *t2) {
// SPoints
int32_t num_pts = t2->num_buffered_pts;
for(int32_t i = num_pts - 1; i >= 0; i--) {
SPt* p = t2->buffered_pts + i;
tdigestAdd(t1, p->value, p->weight);
t2->num_buffered_pts --;
}
// centroids
for (int32_t i = 0; i < t2->num_centroids; i++) {
tdigestAdd(t1, t2->centroids[i].mean, t2->centroids[i].weight);
}
}
......@@ -23,10 +23,10 @@ python3 ./test.py -f 2-query/length.py
python3 ./test.py -f 2-query/char_length.py
python3 ./test.py -f 2-query/upper.py
python3 ./test.py -f 2-query/lower.py
python3 ./test.py -f 2-query/join.py
#python3 ./test.py -f 2-query/join.py
python3 ./test.py -f 2-query/cast.py
python3 ./test.py -f 2-query/concat.py
python3 ./test.py -f 2-query/concat_ws.py
#python3 ./test.py -f 2-query/concat.py
#python3 ./test.py -f 2-query/concat_ws.py
python3 ./test.py -f 2-query/check_tsdb.py
# python3 ./test.py -f 2-query/union.py
# python3 ./test.py -f 2-query/union2.py
......@@ -45,8 +45,6 @@ python3 ./test.py -f 2-query/To_unixtimestamp.py
python3 ./test.py -f 2-query/timetruncate.py
# python3 ./test.py -f 2-query/diff.py
python3 ./test.py -f 2-query/Timediff.py
#python3 ./test.py -f 2-query/cast.py
python3 ./test.py -f 2-query/abs.py
python3 ./test.py -f 2-query/ceil.py
......@@ -62,8 +60,7 @@ python3 ./test.py -f 2-query/arcsin.py
python3 ./test.py -f 2-query/arccos.py
python3 ./test.py -f 2-query/arctan.py
python3 ./test.py -f 2-query/query_cols_tags_and_or.py
python3 ./test.py -f 2-query/nestedQuery.py
#python3 ./test.py -f 2-query/nestedQuery.py
python3 ./test.py -f 7-tmq/basic5.py
python3 ./test.py -f 7-tmq/subscribeDb.py
......
Subproject commit a8bb88c9056735919fc50bf9b12d9562f17e844f
Subproject commit 4d83d8c62973506f760bcaa3a33f4665ed9046d0
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