| 1 | #pragma once |
| 2 | |
| 3 | #include <AggregateFunctions/FactoryHelpers.h> |
| 4 | |
| 5 | /// These must be exposed in header for the purpose of dynamic compilation. |
| 6 | #include <AggregateFunctions/QuantileReservoirSampler.h> |
| 7 | #include <AggregateFunctions/QuantileReservoirSamplerDeterministic.h> |
| 8 | #include <AggregateFunctions/QuantileExact.h> |
| 9 | #include <AggregateFunctions/QuantileExactWeighted.h> |
| 10 | #include <AggregateFunctions/QuantileTiming.h> |
| 11 | #include <AggregateFunctions/QuantileTDigest.h> |
| 12 | |
| 13 | #include <AggregateFunctions/IAggregateFunction.h> |
| 14 | #include <AggregateFunctions/QuantilesCommon.h> |
| 15 | #include <Columns/ColumnArray.h> |
| 16 | #include <Columns/ColumnDecimal.h> |
| 17 | #include <Columns/ColumnsNumber.h> |
| 18 | #include <DataTypes/DataTypeArray.h> |
| 19 | #include <DataTypes/DataTypeDate.h> |
| 20 | #include <DataTypes/DataTypeDateTime.h> |
| 21 | #include <DataTypes/DataTypesNumber.h> |
| 22 | #include <IO/ReadHelpers.h> |
| 23 | #include <IO/WriteHelpers.h> |
| 24 | #include <Common/assert_cast.h> |
| 25 | |
| 26 | #include <type_traits> |
| 27 | |
| 28 | |
| 29 | namespace DB |
| 30 | { |
| 31 | |
| 32 | namespace ErrorCodes |
| 33 | { |
| 34 | extern const int NUMBER_OF_ARGUMENTS_DOESNT_MATCH; |
| 35 | } |
| 36 | |
| 37 | template <typename> class QuantileTiming; |
| 38 | |
| 39 | |
| 40 | /** Generic aggregate function for calculation of quantiles. |
| 41 | * It depends on quantile calculation data structure. Look at Quantile*.h for various implementations. |
| 42 | */ |
| 43 | |
| 44 | template < |
| 45 | /// Type of first argument. |
| 46 | typename Value, |
| 47 | /// Data structure and implementation of calculation. Look at QuantileExact.h for example. |
| 48 | typename Data, |
| 49 | /// Structure with static member "name", containing the name of the aggregate function. |
| 50 | typename Name, |
| 51 | /// If true, the function accepts the second argument |
| 52 | /// (in can be "weight" to calculate quantiles or "determinator" that is used instead of PRNG). |
| 53 | /// Second argument is always obtained through 'getUInt' method. |
| 54 | bool has_second_arg, |
| 55 | /// If non-void, the function will return float of specified type with possibly interpolated results and NaN if there was no values. |
| 56 | /// Otherwise it will return Value type and default value if there was no values. |
| 57 | /// As an example, the function cannot return floats, if the SQL type of argument is Date or DateTime. |
| 58 | typename FloatReturnType, |
| 59 | /// If true, the function will accept multiple parameters with quantile levels |
| 60 | /// and return an Array filled with many values of that quantiles. |
| 61 | bool returns_many |
| 62 | > |
| 63 | class AggregateFunctionQuantile final : public IAggregateFunctionDataHelper<Data, |
| 64 | AggregateFunctionQuantile<Value, Data, Name, has_second_arg, FloatReturnType, returns_many>> |
| 65 | { |
| 66 | private: |
| 67 | using ColVecType = std::conditional_t<IsDecimalNumber<Value>, ColumnDecimal<Value>, ColumnVector<Value>>; |
| 68 | |
| 69 | static constexpr bool returns_float = !(std::is_same_v<FloatReturnType, void>); |
| 70 | static_assert(!IsDecimalNumber<Value> || !returns_float); |
| 71 | |
| 72 | QuantileLevels<Float64> levels; |
| 73 | |
| 74 | /// Used when there are single level to get. |
| 75 | Float64 level = 0.5; |
| 76 | |
| 77 | DataTypePtr & argument_type; |
| 78 | |
| 79 | public: |
| 80 | AggregateFunctionQuantile(const DataTypePtr & argument_type_, const Array & params) |
| 81 | : IAggregateFunctionDataHelper<Data, AggregateFunctionQuantile<Value, Data, Name, has_second_arg, FloatReturnType, returns_many>>({argument_type_}, params) |
| 82 | , levels(params, returns_many), level(levels.levels[0]), argument_type(this->argument_types[0]) |
| 83 | { |
| 84 | if (!returns_many && levels.size() > 1) |
| 85 | throw Exception("Aggregate function " + getName() + " require one parameter or less" , ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH); |
| 86 | } |
| 87 | |
| 88 | String getName() const override { return Name::name; } |
| 89 | |
| 90 | DataTypePtr getReturnType() const override |
| 91 | { |
| 92 | DataTypePtr res; |
| 93 | |
| 94 | if constexpr (returns_float) |
| 95 | res = std::make_shared<DataTypeNumber<FloatReturnType>>(); |
| 96 | else |
| 97 | res = argument_type; |
| 98 | |
| 99 | if constexpr (returns_many) |
| 100 | return std::make_shared<DataTypeArray>(res); |
| 101 | else |
| 102 | return res; |
| 103 | } |
| 104 | |
| 105 | void add(AggregateDataPtr place, const IColumn ** columns, size_t row_num, Arena *) const override |
| 106 | { |
| 107 | auto value = static_cast<const ColVecType &>(*columns[0]).getData()[row_num]; |
| 108 | |
| 109 | if constexpr (std::is_same_v<Data, QuantileTiming<Value>>) |
| 110 | { |
| 111 | /// QuantileTiming only supports integers. |
| 112 | if (isNaN(value) || value > std::numeric_limits<Value>::max() || value < std::numeric_limits<Value>::min()) |
| 113 | return; |
| 114 | } |
| 115 | |
| 116 | if constexpr (has_second_arg) |
| 117 | this->data(place).add( |
| 118 | value, |
| 119 | columns[1]->getUInt(row_num)); |
| 120 | else |
| 121 | this->data(place).add(value); |
| 122 | } |
| 123 | |
| 124 | void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs, Arena *) const override |
| 125 | { |
| 126 | this->data(place).merge(this->data(rhs)); |
| 127 | } |
| 128 | |
| 129 | void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const override |
| 130 | { |
| 131 | /// const_cast is required because some data structures apply finalizaton (like compactization) before serializing. |
| 132 | this->data(const_cast<AggregateDataPtr>(place)).serialize(buf); |
| 133 | } |
| 134 | |
| 135 | void deserialize(AggregateDataPtr place, ReadBuffer & buf, Arena *) const override |
| 136 | { |
| 137 | this->data(place).deserialize(buf); |
| 138 | } |
| 139 | |
| 140 | void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const override |
| 141 | { |
| 142 | /// const_cast is required because some data structures apply finalizaton (like sorting) for obtain a result. |
| 143 | auto & data = this->data(const_cast<AggregateDataPtr>(place)); |
| 144 | |
| 145 | if constexpr (returns_many) |
| 146 | { |
| 147 | ColumnArray & arr_to = assert_cast<ColumnArray &>(to); |
| 148 | ColumnArray::Offsets & offsets_to = arr_to.getOffsets(); |
| 149 | |
| 150 | size_t size = levels.size(); |
| 151 | offsets_to.push_back(offsets_to.back() + size); |
| 152 | |
| 153 | if (!size) |
| 154 | return; |
| 155 | |
| 156 | if constexpr (returns_float) |
| 157 | { |
| 158 | auto & data_to = assert_cast<ColumnVector<FloatReturnType> &>(arr_to.getData()).getData(); |
| 159 | size_t old_size = data_to.size(); |
| 160 | data_to.resize(data_to.size() + size); |
| 161 | |
| 162 | data.getManyFloat(levels.levels.data(), levels.permutation.data(), size, data_to.data() + old_size); |
| 163 | } |
| 164 | else |
| 165 | { |
| 166 | auto & data_to = static_cast<ColVecType &>(arr_to.getData()).getData(); |
| 167 | size_t old_size = data_to.size(); |
| 168 | data_to.resize(data_to.size() + size); |
| 169 | |
| 170 | data.getMany(levels.levels.data(), levels.permutation.data(), size, data_to.data() + old_size); |
| 171 | } |
| 172 | } |
| 173 | else |
| 174 | { |
| 175 | if constexpr (returns_float) |
| 176 | assert_cast<ColumnVector<FloatReturnType> &>(to).getData().push_back(data.getFloat(level)); |
| 177 | else |
| 178 | static_cast<ColVecType &>(to).getData().push_back(data.get(level)); |
| 179 | } |
| 180 | } |
| 181 | |
| 182 | static void assertSecondArg(const DataTypes & types) |
| 183 | { |
| 184 | if constexpr (has_second_arg) |
| 185 | { |
| 186 | assertBinary(Name::name, types); |
| 187 | if (!isUnsignedInteger(types[1])) |
| 188 | throw Exception("Second argument (weight) for function " + std::string(Name::name) + " must be unsigned integer, but it has type " + types[1]->getName(), ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT); |
| 189 | } |
| 190 | else |
| 191 | assertUnary(Name::name, types); |
| 192 | } |
| 193 | }; |
| 194 | |
| 195 | struct NameQuantile { static constexpr auto name = "quantile" ; }; |
| 196 | struct NameQuantiles { static constexpr auto name = "quantiles" ; }; |
| 197 | struct NameQuantileDeterministic { static constexpr auto name = "quantileDeterministic" ; }; |
| 198 | struct NameQuantilesDeterministic { static constexpr auto name = "quantilesDeterministic" ; }; |
| 199 | |
| 200 | struct NameQuantileExact { static constexpr auto name = "quantileExact" ; }; |
| 201 | struct NameQuantilesExact { static constexpr auto name = "quantilesExact" ; }; |
| 202 | |
| 203 | struct NameQuantileExactExclusive { static constexpr auto name = "quantileExactExclusive" ; }; |
| 204 | struct NameQuantilesExactExclusive { static constexpr auto name = "quantilesExactExclusive" ; }; |
| 205 | |
| 206 | struct NameQuantileExactInclusive { static constexpr auto name = "quantileExactInclusive" ; }; |
| 207 | struct NameQuantilesExactInclusive { static constexpr auto name = "quantilesExactInclusive" ; }; |
| 208 | |
| 209 | struct NameQuantileExactWeighted { static constexpr auto name = "quantileExactWeighted" ; }; |
| 210 | struct NameQuantilesExactWeighted { static constexpr auto name = "quantilesExactWeighted" ; }; |
| 211 | |
| 212 | struct NameQuantileTiming { static constexpr auto name = "quantileTiming" ; }; |
| 213 | struct NameQuantileTimingWeighted { static constexpr auto name = "quantileTimingWeighted" ; }; |
| 214 | struct NameQuantilesTiming { static constexpr auto name = "quantilesTiming" ; }; |
| 215 | struct NameQuantilesTimingWeighted { static constexpr auto name = "quantilesTimingWeighted" ; }; |
| 216 | |
| 217 | struct NameQuantileTDigest { static constexpr auto name = "quantileTDigest" ; }; |
| 218 | struct NameQuantileTDigestWeighted { static constexpr auto name = "quantileTDigestWeighted" ; }; |
| 219 | struct NameQuantilesTDigest { static constexpr auto name = "quantilesTDigest" ; }; |
| 220 | struct NameQuantilesTDigestWeighted { static constexpr auto name = "quantilesTDigestWeighted" ; }; |
| 221 | |
| 222 | } |
| 223 | |