VictoriaMetrics/app/vmselect/promql/rollup_test.go
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

650 lines
20 KiB
Go

package promql
import (
"math"
"testing"
)
var (
testValues = []float64{123, 34, 44, 21, 54, 34, 99, 12, 44, 32, 34, 34}
testTimestamps = []int64{5, 15, 24, 36, 49, 60, 78, 80, 97, 115, 120, 130}
)
func TestRemoveCounterResets(t *testing.T) {
removeCounterResets(nil)
values := append([]float64{}, testValues...)
removeCounterResets(values)
valuesExpected := []float64{123, 157, 167, 188, 221, 255, 320, 332, 364, 396, 398, 398}
testRowsEqual(t, values, testTimestamps, valuesExpected, testTimestamps)
// removeCounterResets doesn't expect negative values, so it doesn't work properly with them.
values = []float64{-100, -200, -300, -400}
removeCounterResets(values)
valuesExpected = []float64{-100, -300, -600, -1000}
timestampsExpected := []int64{0, 1, 2, 3}
testRowsEqual(t, values, timestampsExpected, valuesExpected, timestampsExpected)
// verify how jitter from `Prometheus HA pairs` is handled
values = []float64{100, 95, 120, 140, 137, 50}
removeCounterResets(values)
valuesExpected = []float64{100, 100, 120, 140, 140, 190}
timestampsExpected = []int64{0, 1, 2, 3, 4, 5}
testRowsEqual(t, values, timestampsExpected, valuesExpected, timestampsExpected)
}
func TestDeltaValues(t *testing.T) {
deltaValues(nil)
values := []float64{123}
deltaValues(values)
valuesExpected := []float64{nan}
testRowsEqual(t, values, testTimestamps[:1], valuesExpected, testTimestamps[:1])
values = append([]float64{}, testValues...)
deltaValues(values)
valuesExpected = []float64{-89, 10, -23, 33, -20, 65, -87, 32, -12, 2, 0, nan}
testRowsEqual(t, values, testTimestamps, valuesExpected, testTimestamps)
// remove counter resets
values = append([]float64{}, testValues...)
removeCounterResets(values)
deltaValues(values)
valuesExpected = []float64{34, 10, 21, 33, 34, 65, 12, 32, 32, 2, 0, nan}
testRowsEqual(t, values, testTimestamps, valuesExpected, testTimestamps)
}
func TestDerivValues(t *testing.T) {
derivValues(nil, nil)
values := []float64{123}
derivValues(values, testTimestamps[:1])
valuesExpected := []float64{nan}
testRowsEqual(t, values, testTimestamps[:1], valuesExpected, testTimestamps[:1])
values = append([]float64{}, testValues...)
derivValues(values, testTimestamps)
valuesExpected = []float64{-8900, 1111.111111111111, -1916.6666666666665, 2538.461538461538, -1818.1818181818182, 3611.111111111111,
-43500, 1882.3529411764705, -666.6666666666666, 400, 0, nan}
testRowsEqual(t, values, testTimestamps, valuesExpected, testTimestamps)
// remove counter resets
values = append([]float64{}, testValues...)
removeCounterResets(values)
derivValues(values, testTimestamps)
valuesExpected = []float64{3400, 1111.111111111111, 1750, 2538.461538461538, 3090.909090909091, 3611.111111111111,
6000, 1882.3529411764705, 1777.7777777777776, 400, 0, nan}
testRowsEqual(t, values, testTimestamps, valuesExpected, testTimestamps)
}
func testRollupFunc(t *testing.T, funcName string, args []interface{}, meExpected *metricExpr, vExpected float64) {
t.Helper()
nrf := getRollupFunc(funcName)
if nrf == nil {
t.Fatalf("cannot obtain %q", funcName)
}
rf, err := nrf(args)
if err != nil {
t.Fatalf("unexpected error: %s", err)
}
var rfa rollupFuncArg
rfa.prevValue = nan
rfa.prevTimestamp = 0
rfa.values = append(rfa.values, testValues...)
rfa.timestamps = append(rfa.timestamps, testTimestamps...)
if rollupFuncsRemoveCounterResets[funcName] {
removeCounterResets(rfa.values)
}
for i := 0; i < 5; i++ {
v := rf(&rfa)
if math.IsNaN(vExpected) {
if !math.IsNaN(v) {
t.Fatalf("unexpected value; got %v; want %v", v, vExpected)
}
} else {
if v != vExpected {
t.Fatalf("unexpected value; got %v; want %v", v, vExpected)
}
}
}
}
func TestRollupQuantileOverTime(t *testing.T) {
f := func(phi, vExpected float64) {
t.Helper()
phis := []*timeseries{{
Values: []float64{phi},
Timestamps: []int64{123},
}}
var me metricExpr
args := []interface{}{phis, &rollupExpr{Expr: &me}}
testRollupFunc(t, "quantile_over_time", args, &me, vExpected)
}
f(-123, 12)
f(-0.5, 12)
f(0, 12)
f(0.1, 21)
f(0.5, 34)
f(0.9, 99)
f(1, 123)
f(234, 123)
}
func TestRollupPredictLinear(t *testing.T) {
f := func(sec, vExpected float64) {
t.Helper()
secs := []*timeseries{{
Values: []float64{sec},
Timestamps: []int64{123},
}}
var me metricExpr
args := []interface{}{&rollupExpr{Expr: &me}, secs}
testRollupFunc(t, "predict_linear", args, &me, vExpected)
}
f(0e-3, 63.739757761102624)
f(50e-3, 50.39682764539959)
f(100e-3, 37.053897529696556)
f(200e-3, 10.368037298290488)
}
func TestRollupHoltWinters(t *testing.T) {
f := func(sf, tf, vExpected float64) {
t.Helper()
sfs := []*timeseries{{
Values: []float64{sf},
Timestamps: []int64{123},
}}
tfs := []*timeseries{{
Values: []float64{tf},
Timestamps: []int64{123},
}}
var me metricExpr
args := []interface{}{&rollupExpr{Expr: &me}, sfs, tfs}
testRollupFunc(t, "holt_winters", args, &me, vExpected)
}
f(-1, 0.5, nan)
f(0, 0.5, nan)
f(1, 0.5, nan)
f(2, 0.5, nan)
f(0.5, -1, nan)
f(0.5, 0, nan)
f(0.5, 1, nan)
f(0.5, 2, nan)
f(0.5, 0.5, 34.97794532775879)
f(0.1, 0.5, -131.30529492371622)
f(0.1, 0.1, -397.3307790780296)
f(0.5, 0.1, -5.791530520284198)
f(0.5, 0.9, 25.498906408926757)
f(0.9, 0.9, 33.99637566941818)
}
func TestRollupNewRollupFuncSuccess(t *testing.T) {
f := func(funcName string, vExpected float64) {
t.Helper()
var me metricExpr
args := []interface{}{&rollupExpr{Expr: &me}}
testRollupFunc(t, funcName, args, &me, vExpected)
}
f("default_rollup", 34)
f("changes", 10)
f("delta", -89)
f("deriv", -266.85860231406065)
f("deriv_fast", -712)
f("idelta", 0)
f("increase", 275)
f("irate", 0)
f("rate", 2200)
f("resets", 5)
f("avg_over_time", 47.083333333333336)
f("min_over_time", 12)
f("max_over_time", 123)
f("sum_over_time", 565)
f("count_over_time", 12)
f("stddev_over_time", 30.752935722554287)
f("stdvar_over_time", 945.7430555555555)
f("first_over_time", 123)
f("last_over_time", 34)
f("integrate", 61.0275)
}
func TestRollupNewRollupFuncError(t *testing.T) {
if nrf := getRollupFunc("non-existing-func"); nrf != nil {
t.Fatalf("expecting nil func; got %p", nrf)
}
f := func(funcName string, args []interface{}) {
t.Helper()
nrf := getRollupFunc(funcName)
rf, err := nrf(args)
if err == nil {
t.Fatalf("expecting non-nil error")
}
if rf != nil {
t.Fatalf("expecting nil rf; got %p", rf)
}
}
// Invalid number of args
f("default_rollup", nil)
f("holt_winters", nil)
f("predict_linear", nil)
f("quantile_over_time", nil)
// Invalid arg type
scalarTs := []*timeseries{{
Values: []float64{321},
Timestamps: []int64{123},
}}
me := &metricExpr{}
f("holt_winters", []interface{}{123, 123, 321})
f("holt_winters", []interface{}{me, 123, 321})
f("holt_winters", []interface{}{me, scalarTs, 321})
f("predict_linear", []interface{}{123, 123})
f("predict_linear", []interface{}{me, 123})
f("quantile_over_time", []interface{}{123, 123})
}
func TestRollupNoWindowNoPoints(t *testing.T) {
t.Run("beforeStart", func(t *testing.T) {
rc := rollupConfig{
Func: rollupFirst,
Start: 0,
End: 4,
Step: 1,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, nan, nan, nan, nan}
timestampsExpected := []int64{0, 1, 2, 3, 4}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("afterEnd", func(t *testing.T) {
rc := rollupConfig{
Func: rollupDelta,
Start: 120,
End: 144,
Step: 4,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{2, 2, 2, 0, 0, 0, nan}
timestampsExpected := []int64{120, 124, 128, 132, 136, 140, 144}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
}
func TestRollupWindowNoPoints(t *testing.T) {
t.Run("beforeStart", func(t *testing.T) {
rc := rollupConfig{
Func: rollupFirst,
Start: 0,
End: 4,
Step: 1,
Window: 3,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, nan, nan, nan, nan}
timestampsExpected := []int64{0, 1, 2, 3, 4}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("afterEnd", func(t *testing.T) {
rc := rollupConfig{
Func: rollupFirst,
Start: 141,
End: 171,
Step: 10,
Window: 3,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{34, 34, nan, nan}
timestampsExpected := []int64{141, 151, 161, 171}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
}
func TestRollupNoWindowPartialPoints(t *testing.T) {
t.Run("beforeStart", func(t *testing.T) {
rc := rollupConfig{
Func: rollupFirst,
Start: 0,
End: 20,
Step: 5,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 123, 123, 123, 123}
timestampsExpected := []int64{0, 5, 10, 15, 20}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("afterEnd", func(t *testing.T) {
rc := rollupConfig{
Func: rollupFirst,
Start: 100,
End: 160,
Step: 20,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{12, 44, 34, 34}
timestampsExpected := []int64{100, 120, 140, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("middle", func(t *testing.T) {
rc := rollupConfig{
Func: rollupFirst,
Start: -50,
End: 150,
Step: 50,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, nan, 123, 54, 44}
timestampsExpected := []int64{-50, 0, 50, 100, 150}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
}
func TestRollupWindowPartialPoints(t *testing.T) {
t.Run("beforeStart", func(t *testing.T) {
rc := rollupConfig{
Func: rollupLast,
Start: 0,
End: 20,
Step: 5,
Window: 8,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 123, 123, 34, 34}
timestampsExpected := []int64{0, 5, 10, 15, 20}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("afterEnd", func(t *testing.T) {
rc := rollupConfig{
Func: rollupLast,
Start: 100,
End: 160,
Step: 20,
Window: 18,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{44, 34, 34, nan}
timestampsExpected := []int64{100, 120, 140, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("middle", func(t *testing.T) {
rc := rollupConfig{
Func: rollupLast,
Start: 0,
End: 150,
Step: 50,
Window: 19,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 54, 44, nan}
timestampsExpected := []int64{0, 50, 100, 150}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
}
func TestRollupFuncsNoWindow(t *testing.T) {
t.Run("first", func(t *testing.T) {
rc := rollupConfig{
Func: rollupFirst,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 123, 21, 12, 34}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("count", func(t *testing.T) {
rc := rollupConfig{
Func: rollupCount,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 4, 4, 3, 1}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("min", func(t *testing.T) {
rc := rollupConfig{
Func: rollupMin,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 21, 12, 32, 34}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("max", func(t *testing.T) {
rc := rollupConfig{
Func: rollupMax,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 123, 99, 44, 34}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("sum", func(t *testing.T) {
rc := rollupConfig{
Func: rollupSum,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 222, 199, 110, 34}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("delta", func(t *testing.T) {
rc := rollupConfig{
Func: rollupDelta,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, -102, -9, 22, 0}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("idelta", func(t *testing.T) {
rc := rollupConfig{
Func: rollupIdelta,
Start: 10,
End: 130,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 33, -87, 0}
timestampsExpected := []int64{10, 50, 90, 130}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("changes", func(t *testing.T) {
rc := rollupConfig{
Func: rollupChanges,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 3, 4, 3, 0}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("resets", func(t *testing.T) {
rc := rollupConfig{
Func: rollupResets,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 2, 2, 1, 0}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("avg", func(t *testing.T) {
rc := rollupConfig{
Func: rollupAvg,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 55.5, 49.75, 36.666666666666664, 34}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("deriv", func(t *testing.T) {
rc := rollupConfig{
Func: rollupDerivSlow,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, -2879.310344827587, 558.0608793686592, 422.84569138276544, 0}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("ideriv", func(t *testing.T) {
rc := rollupConfig{
Func: rollupIderiv,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, -1916.6666666666665, -43500, 400, 0}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("stddev", func(t *testing.T) {
rc := rollupConfig{
Func: rollupStddev,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 39.81519810323691, 32.080952292598795, 5.2493385826745405, 0}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("integrate", func(t *testing.T) {
rc := rollupConfig{
Func: rollupIntegrate,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 4.6035, 4.3934999999999995, 2.166, 0.34}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
t.Run("distinct", func(t *testing.T) {
rc := rollupConfig{
Func: rollupDistinct,
Start: 0,
End: 160,
Step: 40,
Window: 0,
}
rc.Timestamps = getTimestamps(rc.Start, rc.End, rc.Step)
values := rc.Do(nil, testValues, testTimestamps)
valuesExpected := []float64{nan, 4, 4, 3, 1}
timestampsExpected := []int64{0, 40, 80, 120, 160}
testRowsEqual(t, values, rc.Timestamps, valuesExpected, timestampsExpected)
})
}
func testRowsEqual(t *testing.T, values []float64, timestamps []int64, valuesExpected []float64, timestampsExpected []int64) {
t.Helper()
if len(values) != len(valuesExpected) {
t.Fatalf("unexpected len(values); got %d; want %d\nvalues=\n%v\nvaluesExpected=\n%v",
len(values), len(valuesExpected), values, valuesExpected)
}
if len(timestamps) != len(timestampsExpected) {
t.Fatalf("unexpected len(timestamps); got %d; want %d\ntimestamps=\n%v\ntimestampsExpected=\n%v",
len(timestamps), len(timestampsExpected), timestamps, timestampsExpected)
}
if len(values) != len(timestamps) {
t.Fatalf("len(values) doesn't match len(timestamps); got %d vs %d", len(values), len(timestamps))
}
for i, v := range values {
ts := timestamps[i]
tsExpected := timestampsExpected[i]
if ts != tsExpected {
t.Fatalf("unexpected timestamp at timestamps[%d]; got %d; want %d\ntimestamps=\n%v\ntimestampsExpected=\n%v",
i, ts, tsExpected, timestamps, timestampsExpected)
}
vExpected := valuesExpected[i]
if math.IsNaN(v) {
if !math.IsNaN(vExpected) {
t.Fatalf("unexpected nan value at values[%d]; want %f\nvalues=\n%v\nvaluesExpected=\n%v",
i, vExpected, values, valuesExpected)
}
continue
}
if v != vExpected {
t.Fatalf("unexpected value at values[%d]; got %f; want %f\nvalues=\n%v\nvaluesExpected=\n%v",
i, v, vExpected, values, valuesExpected)
}
}
}