mirror of
https://github.com/VictoriaMetrics/VictoriaMetrics.git
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app/vmselect/promql: add histogram_quantiles("phiLabel", phi1, ..., phiN, buckets) function
This function calculates multiple quantiles over the given buckets at once Updates https://github.com/VictoriaMetrics/VictoriaMetrics/issues/1573
This commit is contained in:
Aliaksandr Valialkin
parent
8c504d6efa
commit
2951dd0a57
8 changed files with 198 additions and 113 deletions
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@ -3428,6 +3428,46 @@ func TestExecSuccess(t *testing.T) {
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resultExpected := []netstorage.Result{r}
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f(q, resultExpected)
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})
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t.Run(`histogram_quantiles()`, func(t *testing.T) {
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t.Parallel()
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q := `sort_by_label(histogram_quantiles("phi", 0.2, 0.3,
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label_set(0, "foo", "bar", "le", "10")
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or label_set(100, "foo", "bar", "le", "30")
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or label_set(300, "foo", "bar", "le", "+Inf")
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), "phi")`
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r1 := netstorage.Result{
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MetricName: metricNameExpected,
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Values: []float64{22, 22, 22, 22, 22, 22},
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Timestamps: timestampsExpected,
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}
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r1.MetricName.Tags = []storage.Tag{
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{
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Key: []byte("foo"),
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Value: []byte("bar"),
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},
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{
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Key: []byte("phi"),
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Value: []byte("0.2"),
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},
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}
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r2 := netstorage.Result{
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MetricName: metricNameExpected,
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Values: []float64{28, 28, 28, 28, 28, 28},
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Timestamps: timestampsExpected,
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}
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r2.MetricName.Tags = []storage.Tag{
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{
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Key: []byte("foo"),
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Value: []byte("bar"),
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},
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{
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Key: []byte("phi"),
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Value: []byte("0.3"),
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},
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}
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resultExpected := []netstorage.Result{r1, r2}
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f(q, resultExpected)
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})
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t.Run(`histogram_share(normal-bucket-count)`, func(t *testing.T) {
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t.Parallel()
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q := `histogram_share(35,
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@ -6980,6 +7020,7 @@ func TestExecError(t *testing.T) {
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f(`timestamp()`)
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f(`vector()`)
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f(`histogram_quantile()`)
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f(`histogram_quantiles()`)
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f(`sum()`)
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f(`count_values()`)
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f(`quantile()`)
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@ -74,59 +74,60 @@ var transformFuncs = map[string]transformFunc{
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"year": newTransformFuncDateTime(transformYear),
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// New funcs
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"label_set": transformLabelSet,
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"label_map": transformLabelMap,
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"label_uppercase": transformLabelUppercase,
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"label_lowercase": transformLabelLowercase,
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"label_del": transformLabelDel,
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"label_keep": transformLabelKeep,
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"label_copy": transformLabelCopy,
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"label_move": transformLabelMove,
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"label_transform": transformLabelTransform,
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"label_value": transformLabelValue,
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"label_match": transformLabelMatch,
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"label_mismatch": transformLabelMismatch,
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"union": transformUnion,
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"": transformUnion, // empty func is a synonym to union
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"keep_last_value": transformKeepLastValue,
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"keep_next_value": transformKeepNextValue,
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"interpolate": transformInterpolate,
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"start": newTransformFuncZeroArgs(transformStart),
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"end": newTransformFuncZeroArgs(transformEnd),
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"step": newTransformFuncZeroArgs(transformStep),
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"running_sum": newTransformFuncRunning(runningSum),
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"running_max": newTransformFuncRunning(runningMax),
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"running_min": newTransformFuncRunning(runningMin),
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"running_avg": newTransformFuncRunning(runningAvg),
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"range_sum": newTransformFuncRange(runningSum),
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"range_max": newTransformFuncRange(runningMax),
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"range_min": newTransformFuncRange(runningMin),
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"range_avg": newTransformFuncRange(runningAvg),
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"range_first": transformRangeFirst,
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"range_last": transformRangeLast,
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"range_quantile": transformRangeQuantile,
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"smooth_exponential": transformSmoothExponential,
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"remove_resets": transformRemoveResets,
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"rand": newTransformRand(newRandFloat64),
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"rand_normal": newTransformRand(newRandNormFloat64),
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"rand_exponential": newTransformRand(newRandExpFloat64),
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"pi": transformPi,
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"sin": newTransformFuncOneArg(transformSin),
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"cos": newTransformFuncOneArg(transformCos),
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"asin": newTransformFuncOneArg(transformAsin),
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"acos": newTransformFuncOneArg(transformAcos),
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"prometheus_buckets": transformPrometheusBuckets,
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"buckets_limit": transformBucketsLimit,
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"histogram_share": transformHistogramShare,
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"histogram_avg": transformHistogramAvg,
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"histogram_stdvar": transformHistogramStdvar,
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"histogram_stddev": transformHistogramStddev,
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"sort_by_label": newTransformFuncSortByLabel(false),
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"sort_by_label_desc": newTransformFuncSortByLabel(true),
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"timezone_offset": transformTimezoneOffset,
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"bitmap_and": newTransformBitmap(bitmapAnd),
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"bitmap_or": newTransformBitmap(bitmapOr),
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"bitmap_xor": newTransformBitmap(bitmapXor),
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"label_set": transformLabelSet,
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"label_map": transformLabelMap,
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"label_uppercase": transformLabelUppercase,
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"label_lowercase": transformLabelLowercase,
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"label_del": transformLabelDel,
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"label_keep": transformLabelKeep,
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"label_copy": transformLabelCopy,
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"label_move": transformLabelMove,
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"label_transform": transformLabelTransform,
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"label_value": transformLabelValue,
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"label_match": transformLabelMatch,
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"label_mismatch": transformLabelMismatch,
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"union": transformUnion,
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"": transformUnion, // empty func is a synonym to union
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"keep_last_value": transformKeepLastValue,
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"keep_next_value": transformKeepNextValue,
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"interpolate": transformInterpolate,
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"start": newTransformFuncZeroArgs(transformStart),
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"end": newTransformFuncZeroArgs(transformEnd),
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"step": newTransformFuncZeroArgs(transformStep),
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"running_sum": newTransformFuncRunning(runningSum),
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"running_max": newTransformFuncRunning(runningMax),
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"running_min": newTransformFuncRunning(runningMin),
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"running_avg": newTransformFuncRunning(runningAvg),
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"range_sum": newTransformFuncRange(runningSum),
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"range_max": newTransformFuncRange(runningMax),
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"range_min": newTransformFuncRange(runningMin),
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"range_avg": newTransformFuncRange(runningAvg),
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"range_first": transformRangeFirst,
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"range_last": transformRangeLast,
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"range_quantile": transformRangeQuantile,
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"smooth_exponential": transformSmoothExponential,
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"remove_resets": transformRemoveResets,
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"rand": newTransformRand(newRandFloat64),
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"rand_normal": newTransformRand(newRandNormFloat64),
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"rand_exponential": newTransformRand(newRandExpFloat64),
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"pi": transformPi,
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"sin": newTransformFuncOneArg(transformSin),
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"cos": newTransformFuncOneArg(transformCos),
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"asin": newTransformFuncOneArg(transformAsin),
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"acos": newTransformFuncOneArg(transformAcos),
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"prometheus_buckets": transformPrometheusBuckets,
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"buckets_limit": transformBucketsLimit,
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"histogram_share": transformHistogramShare,
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"histogram_avg": transformHistogramAvg,
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"histogram_stdvar": transformHistogramStdvar,
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"histogram_stddev": transformHistogramStddev,
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"sort_by_label": newTransformFuncSortByLabel(false),
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"sort_by_label_desc": newTransformFuncSortByLabel(true),
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"timezone_offset": transformTimezoneOffset,
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"bitmap_and": newTransformBitmap(bitmapAnd),
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"bitmap_or": newTransformBitmap(bitmapOr),
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"bitmap_xor": newTransformBitmap(bitmapXor),
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"histogram_quantiles": transformHistogramQuantiles,
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}
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func getTransformFunc(s string) transformFunc {
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@ -789,6 +790,43 @@ func stdvarForLeTimeseries(i int, xss []leTimeseries) float64 {
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return stdvar
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}
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func transformHistogramQuantiles(tfa *transformFuncArg) ([]*timeseries, error) {
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args := tfa.args
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if len(args) < 3 {
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return nil, fmt.Errorf("unexpected number of args: %d; expecting at least 3 args", len(args))
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}
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dstLabel, err := getString(args[0], 0)
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if err != nil {
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return nil, fmt.Errorf("cannot obtain dstLabel: %w", err)
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}
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phiArgs := args[1 : len(args)-1]
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tssOrig := args[len(args)-1]
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// Calculate quantile individually per each phi.
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var rvs []*timeseries
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for _, phiArg := range phiArgs {
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phiStr := fmt.Sprintf("%g", phiArg[0].Values[0])
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tss := copyTimeseries(tssOrig)
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tfaTmp := &transformFuncArg{
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ec: tfa.ec,
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fe: tfa.fe,
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args: [][]*timeseries{
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phiArg,
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tss,
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},
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}
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tssTmp, err := transformHistogramQuantile(tfaTmp)
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if err != nil {
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return nil, fmt.Errorf("cannot calculate quantile %s: %w", phiStr, err)
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}
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for _, ts := range tssTmp {
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ts.MetricName.RemoveTag(dstLabel)
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ts.MetricName.AddTag(dstLabel, phiStr)
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}
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rvs = append(rvs, tssTmp...)
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}
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return rvs, nil
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}
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func transformHistogramQuantile(tfa *transformFuncArg) ([]*timeseries, error) {
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args := tfa.args
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if len(args) < 2 || len(args) > 3 {
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@ -26,6 +26,7 @@ sort: 15
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* FEATURE: vminsert: automatically add missing port to `-storageNode` hostnames. For example, `-storageNode=vmstorage1,vmstorage2` is automatically translated to `-storageNode=vmstorage1:8400,vmstorage2:8400`. This simplifies [manual setup of VictoriaMetrics cluster](https://docs.victoriametrics.com/Cluster-VictoriaMetrics.html#cluster-setup).
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* FEATURE: add [mad(q)](https://docs.victoriametrics.com/MetricsQL.html#mad) function to [MetricsQL](https://docs.victoriametrics.com/MetricsQL.html). It calculates [Median absolute deviation](https://en.wikipedia.org/wiki/Median_absolute_deviation) for groups of points with identical timestamps across multiple time series.
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* FEATURE: add [outliers_mad(tolerance, q)](https://docs.victoriametrics.com/MetricsQL.html#outliers_mad) function to [MetricsQL](https://docs.victoriametrics.com/MetricsQL.html). It returns time series with peaks outside the [Median absolute deviation](https://en.wikipedia.org/wiki/Median_absolute_deviation) multiplied by `tolerance`.
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* FEATURE: add `histogram_quantiles("phiLabel", phi1, ..., phiN, buckets)` function to [MetricsQL](https://docs.victoriametrics.com/MetricsQL.html). It calculates the given `phi*`-quantiles over the given `buckets` and returns time series per each quantile with the corresponding `{phiLabel="phi*"}` label.
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* FEATURE: [enterprise](https://victoriametrics.com/enterprise.html): do not ask for `-eula` flag if `-version` flag is passed to enteprise app. See [this issue](https://github.com/VictoriaMetrics/VictoriaMetrics/issues/1621).
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* BUGFIX: properly handle queries with multiple filters matching empty labels such as `metric{label1=~"foo|",label2="bar|"}`. This filter must match the following series: `metric`, `metric{label1="foo"}`, `metric{label2="bar"}` and `metric{label1="foo",label2="bar"}`. Previously it was matching only `metric{label1="foo",label2="bar"}`. See [this issue](https://github.com/VictoriaMetrics/VictoriaMetrics/issues/1601).
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@ -50,7 +51,7 @@ sort: 15
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* FEATURE: update Go builder from v1.16.7 to v1.17.0. This improves data ingestion and query performance by up to 5% according to benchmarks. See [the release post for Go1.17](https://go.dev/blog/go1.17).
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* FEATURE: vmagent: expose `promscrape_discovery_http_errors_total` metric, which can be used for monitoring the number of failed discovery attempts per each `http_sd` config.
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* FEATURE: do not reset response cache when a sample with old timestamp is ingested into VictoriaMetrics if `-search.disableAutoCacheReset` command-line option is set. See [this feature request](https://github.com/VictoriaMetrics/VictoriaMetrics/issues/1570).
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* FEATURE: add `quantiles("quantileLabel", phi1, ..., phiN, q)` aggregate function to [MetricsQL](https://docs.victoriametrics.com/MetricsQL.html), which calculates the given `phi*` quantiles over time series returned by `q`. See [this feature request](https://github.com/VictoriaMetrics/VictoriaMetrics/issues/1573).
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* FEATURE: add `quantiles("phiLabel", phi1, ..., phiN, q)` aggregate function to [MetricsQL](https://docs.victoriametrics.com/MetricsQL.html), which calculates the given `phi*` quantiles over time series returned by `q`. See [this feature request](https://github.com/VictoriaMetrics/VictoriaMetrics/issues/1573).
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* BUGFIX: rename `sign` function to `sgn` in order to be consistent with PromQL. See [this pull request from Prometheus](https://github.com/prometheus/prometheus/pull/8457).
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* BUGFIX: vmagent: add `role: endpointslice` in [kubernetes_sd_config](https://prometheus.io/docs/prometheus/latest/configuration/configuration/#kubernetes_sd_config) in order to be consistent with Prometheus. Previously this role was supported with incorrect name: `role: endpointslices`. Now both `endpointslice` and `endpointslices` are supported. See [the corresponding code in Prometheus](https://github.com/prometheus/prometheus/blob/2ec6c7dbb82b72834021e01f1773eb90a67a371f/discovery/kubernetes/kubernetes.go#L99).
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@ -413,7 +413,11 @@ See also [implicit query conversions](#implicit-query-conversions).
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#### histogram_quantile
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`histogram_quantile(phi, buckets)` calculates `phi`-quantile over the given [histogram buckets](https://valyala.medium.com/improving-histogram-usability-for-prometheus-and-grafana-bc7e5df0e350). For example, `histogram_quantile(0.5, sum(rate(http_request_duration_seconds_bucket[5m]) by (le))` would return median request duration for all the requests during the last 5 minutes. It accepts optional third arg - `boundsLabel`. In this case it returns `lower` and `upper` bounds for the estimated percentile. See [this issue for details](https://github.com/prometheus/prometheus/issues/5706). This function is supported by PromQL (except of the `boundLabel` arg). See also [histogram_share](#histogram_share).
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`histogram_quantile(phi, buckets)` calculates `phi`-quantile over the given [histogram buckets](https://valyala.medium.com/improving-histogram-usability-for-prometheus-and-grafana-bc7e5df0e350). For example, `histogram_quantile(0.5, sum(rate(http_request_duration_seconds_bucket[5m]) by (le))` would return median request duration for all the requests during the last 5 minutes. It accepts optional third arg - `boundsLabel`. In this case it returns `lower` and `upper` bounds for the estimated percentile. See [this issue for details](https://github.com/prometheus/prometheus/issues/5706). This function is supported by PromQL (except of the `boundLabel` arg). See also [histogram_quantiles](#histogram_quantiles) and [histogram_share](#histogram_share).
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#### histogram_quantiles
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`histogram_quantiles("phiLabel", phi1, ..., phiN, buckets)` calculates the given `phi*`-quantiles over the given [histogram buckets](https://valyala.medium.com/improving-histogram-usability-for-prometheus-and-grafana-bc7e5df0e350). Each calculated quantile is returned in a separate time series with the corresponding `{phiLabel="phi*"}` label. See also [histogram_quantile](#histogram_quantile).
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#### histogram_share
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@ -782,7 +786,7 @@ See also [implicit query conversions](#implicit-query-conversions).
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#### quantiles
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`quantiles("quantileLabel", phi1, ..., phiN, q)` calculates `phi*`-quantiles for all the time series returned by `q` and return them in time series with `{quantileLabel="phi*"}` label. The aggregate is calculated individually per each group of points with the same timestamp. See also [quantile](#quantile).
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`quantiles("phiLabel", phi1, ..., phiN, q)` calculates `phi*`-quantiles for all the time series returned by `q` and return them in time series with `{phiLabel="phi*"}` label. The aggregate is calculated individually per each group of points with the same timestamp. See also [quantile](#quantile).
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#### stddev
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2
go.mod
2
go.mod
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@ -9,7 +9,7 @@ require (
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// like https://github.com/valyala/fasthttp/commit/996610f021ff45fdc98c2ce7884d5fa4e7f9199b
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github.com/VictoriaMetrics/fasthttp v1.1.0
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github.com/VictoriaMetrics/metrics v1.18.0
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github.com/VictoriaMetrics/metricsql v0.22.0
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github.com/VictoriaMetrics/metricsql v0.23.0
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github.com/VividCortex/ewma v1.2.0 // indirect
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github.com/aws/aws-sdk-go v1.40.43
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github.com/cespare/xxhash/v2 v2.1.2
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4
go.sum
4
go.sum
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@ -109,8 +109,8 @@ github.com/VictoriaMetrics/fasthttp v1.1.0/go.mod h1:/7DMcogqd+aaD3G3Hg5kFgoFwlR
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github.com/VictoriaMetrics/metrics v1.12.2/go.mod h1:Z1tSfPfngDn12bTfZSCqArT3OPY3u88J12hSoOhuiRE=
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github.com/VictoriaMetrics/metrics v1.18.0 h1:vov5NxDHRSXFbdiH4dYLYEjKLoAXXSQ7hcnG8TSD9JQ=
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github.com/VictoriaMetrics/metrics v1.18.0/go.mod h1:ArjwVz7WpgpegX/JpB0zpNF2h2232kErkEnzH1sxMmA=
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github.com/VictoriaMetrics/metricsql v0.22.0 h1:QWXvNfaFGeEQvh7Cjjpfp/7Un1N+W+ODQOiM+numyN0=
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github.com/VictoriaMetrics/metricsql v0.22.0/go.mod h1:ylO7YITho/Iw6P71oEaGyHbO94bGoGtzWfLGqFhMIg8=
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github.com/VictoriaMetrics/metricsql v0.23.0 h1:NWqoCrL2kz864OlaDBEU7c2fA7AjKfFq/nXM6di4xz8=
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github.com/VictoriaMetrics/metricsql v0.23.0/go.mod h1:ylO7YITho/Iw6P71oEaGyHbO94bGoGtzWfLGqFhMIg8=
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github.com/VividCortex/ewma v1.1.1/go.mod h1:2Tkkvm3sRDVXaiyucHiACn4cqf7DpdyLvmxzcbUokwA=
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github.com/VividCortex/ewma v1.2.0 h1:f58SaIzcDXrSy3kWaHNvuJgJ3Nmz59Zji6XoJR/q1ow=
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github.com/VividCortex/ewma v1.2.0/go.mod h1:nz4BbCtbLyFDeC9SUHbtcT5644juEuWfUAUnGx7j5l4=
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107
vendor/github.com/VictoriaMetrics/metricsql/transform.go
generated
vendored
107
vendor/github.com/VictoriaMetrics/metricsql/transform.go
generated
vendored
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@ -39,59 +39,60 @@ var transformFuncs = map[string]bool{
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"year": true,
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// New funcs from MetricsQL
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"label_set": true,
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"label_map": true,
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"label_uppercase": true,
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"label_lowercase": true,
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"label_del": true,
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"label_keep": true,
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"label_copy": true,
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"label_move": true,
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"label_transform": true,
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"label_value": true,
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"label_match": true,
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"label_mismatch": true,
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"union": true,
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"": true, // empty func is a synonym to union
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"keep_last_value": true,
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"keep_next_value": true,
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"interpolate": true,
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"start": true,
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"end": true,
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"step": true,
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"running_sum": true,
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"running_max": true,
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"running_min": true,
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"running_avg": true,
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"range_sum": true,
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"range_max": true,
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"range_min": true,
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||||
"range_avg": true,
|
||||
"range_first": true,
|
||||
"range_last": true,
|
||||
"range_quantile": true,
|
||||
"smooth_exponential": true,
|
||||
"remove_resets": true,
|
||||
"rand": true,
|
||||
"rand_normal": true,
|
||||
"rand_exponential": true,
|
||||
"pi": true,
|
||||
"sin": true,
|
||||
"cos": true,
|
||||
"asin": true,
|
||||
"acos": true,
|
||||
"prometheus_buckets": true,
|
||||
"buckets_limit": true,
|
||||
"histogram_share": true,
|
||||
"histogram_avg": true,
|
||||
"histogram_stdvar": true,
|
||||
"histogram_stddev": true,
|
||||
"sort_by_label": true,
|
||||
"sort_by_label_desc": true,
|
||||
"timezone_offset": true,
|
||||
"bitmap_and": true,
|
||||
"bitmap_or": true,
|
||||
"bitmap_xor": true,
|
||||
"label_set": true,
|
||||
"label_map": true,
|
||||
"label_uppercase": true,
|
||||
"label_lowercase": true,
|
||||
"label_del": true,
|
||||
"label_keep": true,
|
||||
"label_copy": true,
|
||||
"label_move": true,
|
||||
"label_transform": true,
|
||||
"label_value": true,
|
||||
"label_match": true,
|
||||
"label_mismatch": true,
|
||||
"union": true,
|
||||
"": true, // empty func is a synonym to union
|
||||
"keep_last_value": true,
|
||||
"keep_next_value": true,
|
||||
"interpolate": true,
|
||||
"start": true,
|
||||
"end": true,
|
||||
"step": true,
|
||||
"running_sum": true,
|
||||
"running_max": true,
|
||||
"running_min": true,
|
||||
"running_avg": true,
|
||||
"range_sum": true,
|
||||
"range_max": true,
|
||||
"range_min": true,
|
||||
"range_avg": true,
|
||||
"range_first": true,
|
||||
"range_last": true,
|
||||
"range_quantile": true,
|
||||
"smooth_exponential": true,
|
||||
"remove_resets": true,
|
||||
"rand": true,
|
||||
"rand_normal": true,
|
||||
"rand_exponential": true,
|
||||
"pi": true,
|
||||
"sin": true,
|
||||
"cos": true,
|
||||
"asin": true,
|
||||
"acos": true,
|
||||
"prometheus_buckets": true,
|
||||
"buckets_limit": true,
|
||||
"histogram_share": true,
|
||||
"histogram_avg": true,
|
||||
"histogram_stdvar": true,
|
||||
"histogram_stddev": true,
|
||||
"sort_by_label": true,
|
||||
"sort_by_label_desc": true,
|
||||
"timezone_offset": true,
|
||||
"bitmap_and": true,
|
||||
"bitmap_or": true,
|
||||
"bitmap_xor": true,
|
||||
"histogram_quantiles": true,
|
||||
}
|
||||
|
||||
// IsTransformFunc returns whether funcName is known transform function.
|
||||
|
|
|
|||
2
vendor/modules.txt
vendored
2
vendor/modules.txt
vendored
|
|
@ -22,7 +22,7 @@ github.com/VictoriaMetrics/fasthttp/stackless
|
|||
# github.com/VictoriaMetrics/metrics v1.18.0
|
||||
## explicit
|
||||
github.com/VictoriaMetrics/metrics
|
||||
# github.com/VictoriaMetrics/metricsql v0.22.0
|
||||
# github.com/VictoriaMetrics/metricsql v0.23.0
|
||||
## explicit
|
||||
github.com/VictoriaMetrics/metricsql
|
||||
github.com/VictoriaMetrics/metricsql/binaryop
|
||||
|
|
|
|||
Loading…
Reference in a new issue