Commit graph

160 commits

Author SHA1 Message Date
Aliaksandr Valialkin
74c0fb04f3 app/vmselect/promql: consistency renaming: candlestick -> rollup_candlestick 2019-06-29 03:13:02 +03:00
Aliaksandr Valialkin
796b010139 app/vmselect: add candlestick(m[d]) func for returning open, close, low and high rollups on the given time range d
This function is frequently used in financial apps. See https://en.wikipedia.org/wiki/Candlestick_chart
2019-06-27 18:46:13 +03:00
Aliaksandr Valialkin
4bb738ddd9 app/vmselect/promql: adjust value returned by linearRegression to the end of time range like Prometheus does
Updates https://github.com/VictoriaMetrics/VictoriaMetrics/issues/71
2019-06-24 22:45:58 +03:00
Aliaksandr Valialkin
90e72c2a42 app/vmselect/promql: add sum2 and sum2_over_time, geomean and geomean_over_time funcs.
These functions may be useful for statistic calculations.
2019-06-24 16:44:44 +03:00
Aliaksandr Valialkin
61926bae01 app/vmselect/promql: adjust the provided window only for range functions with dt in denominator
This should fix range function calculations such as `changes(m[d])` where `d` is smaller
than the scrape interval.

Updates https://github.com/VictoriaMetrics/VictoriaMetrics/issues/72
2019-06-23 19:27:31 +03:00
Aliaksandr Valialkin
146c6e1f72 app/vmselect/promql: typo fixes in comments 2019-06-21 23:22:59 +03:00
Aliaksandr Valialkin
d261fa2885 app/vmselect/promql: add deriv_fast function for calculating fast derivative
`deriv_fast` calculates derivative based on the first and the last point on the interval
instead of calculating linear regression based on all the data points on the interval.

Updates https://github.com/VictoriaMetrics/VictoriaMetrics/issues/73
2019-06-21 23:05:39 +03:00
Aliaksandr Valialkin
5b47c00910 app/vmselect/promql: use linear regression in deriv func like Prometheus does
Updates https://github.com/VictoriaMetrics/VictoriaMetrics/issues/73
2019-06-21 22:59:46 +03:00
Aliaksandr Valialkin
9e1119dab8 app/vmselect/promql: ajdust data model to the model used in Prometheus
Do not take into account data points on the range `[timestamp .. timestamp+step)`
when calculating value on the given `timestamp`.
Use only data points from the past when performing these calculations like Prometheus does.

This should reduce discrepancies between results returned by VictoriaMetrics
and results returned by Prometheus.

Updates https://github.com/VictoriaMetrics/VictoriaMetrics/issues/72
Updates https://github.com/VictoriaMetrics/VictoriaMetrics/issues/71
2019-06-21 21:54:48 +03:00
Aliaksandr Valialkin
1836c415e6 all: open-sourcing single-node version 2019-05-23 00:18:06 +03:00