app/vmselect/promql: add mad_over_time(m[d]) function

See https://github.com/prometheus/prometheus/issues/5514

app/vmselect/promql/exec_test.go

@@ -3630,6 +3630,17 @@ func TestExecSuccess(t *testing.T) {
 		resultExpected := []netstorage.Result{r}
 		f(q, resultExpected)
 	})
+	t.Run(`mad_over_time()`, func(t *testing.T) {
+		t.Parallel()
+		q := `round(mad_over_time(rand(0)[200s:5s]), 0.001)`
+		r := netstorage.Result{
+			MetricName: metricNameExpected,
+			Values:     []float64{0.243, 0.274, 0.256, 0.185, 0.266, 0.256},
+			Timestamps: timestampsExpected,
+		}
+		resultExpected := []netstorage.Result{r}
+		f(q, resultExpected)
+	})
 	t.Run(`stddev_over_time()`, func(t *testing.T) {
 		t.Parallel()
 		q := `round(stddev_over_time(rand(0)[200s:5s]), 0.001)`

app/vmselect/promql/rollup.go

@@ -56,6 +56,7 @@ var rollupFuncs = map[string]newRollupFunc{
 	"lag":                     newRollupFuncOneArg(rollupLag),
 	"last_over_time":          newRollupFuncOneArg(rollupLast),
 	"lifetime":                newRollupFuncOneArg(rollupLifetime),
+	"mad_over_time":           newRollupFuncOneArg(rollupMAD),
 	"max_over_time":           newRollupFuncOneArg(rollupMax),
 	"min_over_time":           newRollupFuncOneArg(rollupMin),
 	"mode_over_time":          newRollupFuncOneArg(rollupModeOverTime),
@@ -121,6 +122,7 @@ var rollupAggrFuncs = map[string]rollupFunc{
 	"lag":                     rollupLag,
 	"last_over_time":          rollupLast,
 	"lifetime":                rollupLifetime,
+	"mad_over_time":           rollupMAD,
 	"max_over_time":           rollupMax,
 	"min_over_time":           rollupMin,
 	"mode_over_time":          rollupModeOverTime,
@@ -1213,6 +1215,24 @@ func newRollupQuantile(args []interface{}) (rollupFunc, error) {
 	return rf, nil
 }
 
+func rollupMAD(rfa *rollupFuncArg) float64 {
+	// There is no need in handling NaNs here, since they must be cleaned up
+	// before calling rollup funcs.
+
+	// See https://en.wikipedia.org/wiki/Median_absolute_deviation
+	values := rfa.values
+	median := quantile(0.5, values)
+	a := getFloat64s()
+	ds := a.A[:0]
+	for _, v := range values {
+		ds = append(ds, math.Abs(v-median))
+	}
+	mad := quantile(0.5, ds)
+	a.A = ds
+	putFloat64s(a)
+	return mad
+}
+
 func rollupHistogram(rfa *rollupFuncArg) float64 {
 	values := rfa.values
 	tsm := rfa.tsm

app/vmselect/promql/rollup_test.go

@@ -499,6 +499,7 @@ func TestRollupNewRollupFuncSuccess(t *testing.T) {
 	f("resets", 5)
 	f("range_over_time", 111)
 	f("avg_over_time", 47.083333333333336)
+	f("mad_over_time", 10)
 	f("min_over_time", 12)
 	f("max_over_time", 123)
 	f("tmin_over_time", 0.08)

docs/CHANGELOG.md

@@ -21,6 +21,7 @@ The following tip changes can be tested by building VictoriaMetrics components f
 * FEATURE: [vmauth](https://docs.victoriametrics.com/vmauth.html): automatically retry failing `GET` requests on all [the configured backends](https://docs.victoriametrics.com/vmauth.html#load-balancing). Previously the backend error has been immediately returned to the client without retrying the request on the remaining backends.
 * FEATURE: [vmauth](https://docs.victoriametrics.com/vmauth.html): choose the backend with the minimum number of concurrently executed requests [among the configured backends](https://docs.victoriametrics.com/vmauth.html#load-balancing) in a round-robin manner for serving the incoming requests. This allows spreading the load among backends more evenly, while improving the response time.
 * FEATURE: [vmalert enterprise](https://docs.victoriametrics.com/vmalert.html): add ability to read alerting and recording rules from S3, GCS or S3-compatible object storage. See [these docs](https://docs.victoriametrics.com/vmalert.html#reading-rules-from-object-storage).
+* FEATURE: [MetricsQL](https://docs.victoriametrics.com/MetricsQL.html): add `mad_over_time(m[d])` function for calculating the [median absolute deviation](https://en.wikipedia.org/wiki/Median_absolute_deviation) over raw samples on the lookbehind window `d`. See [this feature request](https://github.com/prometheus/prometheus/issues/5514).
 
 ## [v1.87.1](https://github.com/VictoriaMetrics/VictoriaMetrics/releases/tag/v1.87.1)
 

docs/MetricsQL.md

@@ -503,6 +503,13 @@ Metric names are stripped from the resulting rollups. Add [keep_metric_names](#k
 
 See also [duration_over_time](#duration_over_time) and [lag](#lag).
 
+#### mad_over_time
+
+`mad_over_time(series_selector[d])` is a [rollup function](#rollup-functions), which calculates [median absolute deviation](https://en.wikipedia.org/wiki/Median_absolute_deviation)
+over raw samples on the given lookbehind window `d` per each time series returned from the given [series_selector](https://docs.victoriametrics.com/keyConcepts.html#filtering).
+
+See also [mad](#mad).
+
 #### max_over_time
 
 `max_over_time(series_selector[d])` is a [rollup function](#rollup-functions), which calculates the maximum value over raw samples

go.mod

@@ -12,7 +12,7 @@ require (
 	// like https://github.com/valyala/fasthttp/commit/996610f021ff45fdc98c2ce7884d5fa4e7f9199b
 	github.com/VictoriaMetrics/fasthttp v1.1.0
 	github.com/VictoriaMetrics/metrics v1.23.1
-	github.com/VictoriaMetrics/metricsql v0.51.2
+	github.com/VictoriaMetrics/metricsql v0.53.0
 	github.com/aws/aws-sdk-go-v2 v1.17.4
 	github.com/aws/aws-sdk-go-v2/config v1.18.12
 	github.com/aws/aws-sdk-go-v2/feature/s3/manager v1.11.51

go.sum

@@ -69,8 +69,8 @@ github.com/VictoriaMetrics/fasthttp v1.1.0/go.mod h1:/7DMcogqd+aaD3G3Hg5kFgoFwlR
 github.com/VictoriaMetrics/metrics v1.18.1/go.mod h1:ArjwVz7WpgpegX/JpB0zpNF2h2232kErkEnzH1sxMmA=
 github.com/VictoriaMetrics/metrics v1.23.1 h1:/j8DzeJBxSpL2qSIdqnRFLvQQhbJyJbbEi22yMm7oL0=
 github.com/VictoriaMetrics/metrics v1.23.1/go.mod h1:rAr/llLpEnAdTehiNlUxKgnjcOuROSzpw0GvjpEbvFc=
-github.com/VictoriaMetrics/metricsql v0.51.2 h1:GCbxti0I46x3Ld/WhcUyawvLr6J0x90IaMftkjosHJI=
-github.com/VictoriaMetrics/metricsql v0.51.2/go.mod h1:6pP1ZeLVJHqJrHlF6Ij3gmpQIznSsgktEcZgsAWYel0=
+github.com/VictoriaMetrics/metricsql v0.53.0 h1:R//oEGo+G0DtmNxF111ClM2e2pjC4sG14geyZzXfbjU=
+github.com/VictoriaMetrics/metricsql v0.53.0/go.mod h1:6pP1ZeLVJHqJrHlF6Ij3gmpQIznSsgktEcZgsAWYel0=
 github.com/VividCortex/ewma v1.1.1/go.mod h1:2Tkkvm3sRDVXaiyucHiACn4cqf7DpdyLvmxzcbUokwA=
 github.com/VividCortex/ewma v1.2.0 h1:f58SaIzcDXrSy3kWaHNvuJgJ3Nmz59Zji6XoJR/q1ow=
 github.com/VividCortex/ewma v1.2.0/go.mod h1:nz4BbCtbLyFDeC9SUHbtcT5644juEuWfUAUnGx7j5l4=

vendor/github.com/VictoriaMetrics/metricsql/rollup.go

@@ -42,6 +42,7 @@ var rollupFuncs = map[string]bool{
 	"lag":                     true,
 	"last_over_time":          true,
 	"lifetime":                true,
+	"mad_over_time":           true,
 	"max_over_time":           true,
 	"min_over_time":           true,
 	"mode_over_time":          true,

vendor/modules.txt

@@ -71,7 +71,7 @@ github.com/VictoriaMetrics/fasthttp/stackless
 # github.com/VictoriaMetrics/metrics v1.23.1
 ## explicit; go 1.15
 github.com/VictoriaMetrics/metrics
-# github.com/VictoriaMetrics/metricsql v0.51.2
+# github.com/VictoriaMetrics/metricsql v0.53.0
 ## explicit; go 1.13
 github.com/VictoriaMetrics/metricsql
 github.com/VictoriaMetrics/metricsql/binaryop