timeSeriesLastTwoSamples

Introducido en: v25.6.0

Función de agregación para remuestrear datos de series temporales y calcular irate e idelta al estilo de PromQL.

Función de agregación que toma datos de series temporales como pares de marcas temporales y valores, y almacena como máximo las 2 muestras más recientes. Esta función de agregación está pensada para usarse con una vista materializada y una tabla agregada que almacena datos de series temporales remuestreados para marcas temporales alineadas con la cuadrícula.

La tabla agregada almacena solo los 2 últimos valores para cada marca temporal alineada. Esto permite calcular irate e idelta al estilo de PromQL leyendo muchos menos datos de los que se almacenan en la tabla sin procesar.

Sintaxis

timeSeriesLastTwoSamples(timestamp, value)

Argumentos

timestamp — Marca temporal de la muestra. DateTime o DateTime64 o (U)Int* o Int*
value — Valor de la serie temporal correspondiente a la marca temporal. Float32 o Float64

Valor devuelto

Devuelve un par de arrays de la misma longitud, entre 0 y 2. El primer array contiene las marcas temporales de las series temporales muestreadas; el segundo array contiene los valores correspondientes de las series temporales. Tuple(Array(DateTime), Array(Float64))

Ejemplos

Tabla de ejemplo para datos sin procesar y otra tabla para almacenar datos remuestreados

SET allow_experimental_time_series_aggregate_functions = 1;
-- Table for raw data
DROP TABLE IF EXISTS t_raw_timeseries;

CREATE TABLE t_raw_timeseries
(
    metric_id UInt64,
    timestamp DateTime64(3, 'UTC') CODEC(DoubleDelta, ZSTD),
    value Float64 CODEC(DoubleDelta)
)
ENGINE = MergeTree()
ORDER BY (metric_id, timestamp);

-- Table with data re-sampled to bigger (15 sec) time steps
DROP TABLE IF EXISTS t_resampled_timeseries_15_sec;

CREATE TABLE t_resampled_timeseries_15_sec
(
    metric_id UInt64,
    grid_timestamp DateTime('UTC') CODEC(DoubleDelta, ZSTD), -- Timestamp aligned to 15 sec
    samples AggregateFunction(timeSeriesLastTwoSamples, DateTime64(3, 'UTC'), Float64)
)
ENGINE = AggregatingMergeTree()
ORDER BY (metric_id, grid_timestamp);

-- MV for populating re-sampled table
DROP VIEW IF EXISTS mv_resampled_timeseries;

CREATE MATERIALIZED VIEW mv_resampled_timeseries TO t_resampled_timeseries_15_sec
(
    metric_id UInt64,
    grid_timestamp DateTime('UTC') CODEC(DoubleDelta, ZSTD),
    samples AggregateFunction(timeSeriesLastTwoSamples, DateTime64(3, 'UTC'), Float64)
)
AS SELECT
    metric_id,
    ceil(toUnixTimestamp(timestamp + interval 999 millisecond) / 15, 0) * 15 AS grid_timestamp, -- Round timestamp up to the next grid point
    initializeAggregation('timeSeriesLastTwoSamplesState', timestamp, value) AS samples
FROM t_raw_timeseries
ORDER BY metric_id, grid_timestamp;

-- Insert some data
INSERT INTO t_raw_timeseries(metric_id, timestamp, value) SELECT number%10 AS metric_id, '2024-12-12 12:00:00'::DateTime64(3, 'UTC') + interval ((number/10)%100)*900 millisecond as timestamp, number%3+number%29 AS value FROM numbers(1000);

-- Check raw data
SELECT *
FROM t_raw_timeseries
WHERE metric_id = 3 AND timestamp BETWEEN '2024-12-12 12:00:12' AND '2024-12-12 12:00:31'
ORDER BY metric_id, timestamp;

3	2024-12-12 12:00:12.870	29
3	2024-12-12 12:00:13.770	8
3	2024-12-12 12:00:14.670	19
3	2024-12-12 12:00:15.570	30
3	2024-12-12 12:00:16.470	9
3	2024-12-12 12:00:17.370	20
3	2024-12-12 12:00:18.270	2
3	2024-12-12 12:00:19.170	10
3	2024-12-12 12:00:20.070	21
3	2024-12-12 12:00:20.970	3
3	2024-12-12 12:00:21.870	11
3	2024-12-12 12:00:22.770	22
3	2024-12-12 12:00:23.670	4
3	2024-12-12 12:00:24.570	12
3	2024-12-12 12:00:25.470	23
3	2024-12-12 12:00:26.370	5
3	2024-12-12 12:00:27.270	13
3	2024-12-12 12:00:28.170	24
3	2024-12-12 12:00:29.069	6
3	2024-12-12 12:00:29.969	14
3	2024-12-12 12:00:30.869	25

Consultar las 2 últimas muestras para las marcas temporales '2024-12-12 12:00:15' y '2024-12-12 12:00:30'

SET allow_experimental_time_series_aggregate_functions = 1;
-- Table for raw data
DROP TABLE IF EXISTS t_raw_timeseries;

CREATE TABLE t_raw_timeseries
(
    metric_id UInt64,
    timestamp DateTime64(3, 'UTC') CODEC(DoubleDelta, ZSTD),
    value Float64 CODEC(DoubleDelta)
)
ENGINE = MergeTree()
ORDER BY (metric_id, timestamp);

-- Table with data re-sampled to bigger (15 sec) time steps
DROP TABLE IF EXISTS t_resampled_timeseries_15_sec;

CREATE TABLE t_resampled_timeseries_15_sec
(
    metric_id UInt64,
    grid_timestamp DateTime('UTC') CODEC(DoubleDelta, ZSTD), -- Timestamp aligned to 15 sec
    samples AggregateFunction(timeSeriesLastTwoSamples, DateTime64(3, 'UTC'), Float64)
)
ENGINE = AggregatingMergeTree()
ORDER BY (metric_id, grid_timestamp);

-- MV for populating re-sampled table
DROP VIEW IF EXISTS mv_resampled_timeseries;

CREATE MATERIALIZED VIEW mv_resampled_timeseries TO t_resampled_timeseries_15_sec
(
    metric_id UInt64,
    grid_timestamp DateTime('UTC') CODEC(DoubleDelta, ZSTD),
    samples AggregateFunction(timeSeriesLastTwoSamples, DateTime64(3, 'UTC'), Float64)
)
AS SELECT
    metric_id,
    ceil(toUnixTimestamp(timestamp + interval 999 millisecond) / 15, 0) * 15 AS grid_timestamp, -- Round timestamp up to the next grid point
    initializeAggregation('timeSeriesLastTwoSamplesState', timestamp, value) AS samples
FROM t_raw_timeseries
ORDER BY metric_id, grid_timestamp;

-- Insert some data
INSERT INTO t_raw_timeseries(metric_id, timestamp, value) SELECT number%10 AS metric_id, '2024-12-12 12:00:00'::DateTime64(3, 'UTC') + interval ((number/10)%100)*900 millisecond as timestamp, number%3+number%29 AS value FROM numbers(1000);

-- Check re-sampled data
SELECT metric_id, grid_timestamp, (finalizeAggregation(samples).1 as timestamp, finalizeAggregation(samples).2 as value)
FROM t_resampled_timeseries_15_sec
WHERE metric_id = 3 AND grid_timestamp BETWEEN '2024-12-12 12:00:15' AND '2024-12-12 12:00:30'
ORDER BY metric_id, grid_timestamp;

3	2024-12-12 12:00:15	(['2024-12-12 12:00:14.670','2024-12-12 12:00:13.770'],[19,8])
3	2024-12-12 12:00:30	(['2024-12-12 12:00:29.969','2024-12-12 12:00:29.069'],[14,6])

Calcular idelta e irate a partir de datos sin procesar

SET allow_experimental_time_series_aggregate_functions = 1;
-- Table for raw data
DROP TABLE IF EXISTS t_raw_timeseries;

CREATE TABLE t_raw_timeseries
(
    metric_id UInt64,
    timestamp DateTime64(3, 'UTC') CODEC(DoubleDelta, ZSTD),
    value Float64 CODEC(DoubleDelta)
)
ENGINE = MergeTree()
ORDER BY (metric_id, timestamp);

-- Insert some data
INSERT INTO t_raw_timeseries(metric_id, timestamp, value) SELECT number%10 AS metric_id, '2024-12-12 12:00:00'::DateTime64(3, 'UTC') + interval ((number/10)%100)*900 millisecond as timestamp, number%3+number%29 AS value FROM numbers(1000);

-- The aggregated table stores only last 2 values for each 15-second aligned timestamp.
-- This allows to calculate PromQL-like irate and idelta by reading much less data then is stored in the raw table.

WITH
    '2024-12-12 12:00:15'::DateTime64(3,'UTC') AS start_ts,       -- start of timestamp grid
    start_ts + INTERVAL 60 SECOND AS end_ts,   -- end of timestamp grid
    15 AS step_seconds,   -- step of timestamp grid
    45 AS window_seconds  -- "staleness" window
SELECT
    metric_id,
    timeSeriesInstantDeltaToGrid(start_ts, end_ts, step_seconds, window_seconds)(timestamp, value),
    timeSeriesInstantRateToGrid(start_ts, end_ts, step_seconds, window_seconds)(timestamp, value)
FROM t_raw_timeseries
WHERE metric_id = 3 AND timestamp BETWEEN start_ts - interval window_seconds seconds AND end_ts
GROUP BY metric_id;

3	[11,8,-18,8,11]	[12.222222222222221,8.88888888888889,1.1111111111111112,8.88888888888889,12.222222222222221]

Calcular idelta e irate a partir de datos remuestreados

SET allow_experimental_time_series_aggregate_functions = 1;
-- Table for raw data
DROP TABLE IF EXISTS t_raw_timeseries;

CREATE TABLE t_raw_timeseries
(
    metric_id UInt64,
    timestamp DateTime64(3, 'UTC') CODEC(DoubleDelta, ZSTD),
    value Float64 CODEC(DoubleDelta)
)
ENGINE = MergeTree()
ORDER BY (metric_id, timestamp);

-- Table with data re-sampled to bigger (15 sec) time steps
DROP TABLE IF EXISTS t_resampled_timeseries_15_sec;

CREATE TABLE t_resampled_timeseries_15_sec
(
    metric_id UInt64,
    grid_timestamp DateTime('UTC') CODEC(DoubleDelta, ZSTD), -- Timestamp aligned to 15 sec
    samples AggregateFunction(timeSeriesLastTwoSamples, DateTime64(3, 'UTC'), Float64)
)
ENGINE = AggregatingMergeTree()
ORDER BY (metric_id, grid_timestamp);

-- MV for populating re-sampled table
DROP VIEW IF EXISTS mv_resampled_timeseries;

CREATE MATERIALIZED VIEW mv_resampled_timeseries TO t_resampled_timeseries_15_sec
(
    metric_id UInt64,
    grid_timestamp DateTime('UTC') CODEC(DoubleDelta, ZSTD),
    samples AggregateFunction(timeSeriesLastTwoSamples, DateTime64(3, 'UTC'), Float64)
)
AS SELECT
    metric_id,
    ceil(toUnixTimestamp(timestamp + interval 999 millisecond) / 15, 0) * 15 AS grid_timestamp, -- Round timestamp up to the next grid point
    initializeAggregation('timeSeriesLastTwoSamplesState', timestamp, value) AS samples
FROM t_raw_timeseries
ORDER BY metric_id, grid_timestamp;

-- Insert some data
INSERT INTO t_raw_timeseries(metric_id, timestamp, value) SELECT number%10 AS metric_id, '2024-12-12 12:00:00'::DateTime64(3, 'UTC') + interval ((number/10)%100)*900 millisecond as timestamp, number%3+number%29 AS value FROM numbers(1000);

WITH
    '2024-12-12 12:00:15'::DateTime64(3,'UTC') AS start_ts,       -- start of timestamp grid
    start_ts + INTERVAL 60 SECOND AS end_ts,   -- end of timestamp grid
    15 AS step_seconds,   -- step of timestamp grid
    45 AS window_seconds  -- "staleness" window
SELECT
    metric_id,
    timeSeriesInstantDeltaToGrid(start_ts, end_ts, step_seconds, window_seconds)(timestamps, values),
    timeSeriesInstantRateToGrid(start_ts, end_ts, step_seconds, window_seconds)(timestamps, values)
FROM (
    SELECT
        metric_id,
        finalizeAggregation(samples).1 AS timestamps,
        finalizeAggregation(samples).2 AS values
    FROM t_resampled_timeseries_15_sec
    WHERE metric_id = 3 AND grid_timestamp BETWEEN start_ts - interval window_seconds seconds AND end_ts
)
GROUP BY metric_id;

3	[11,8,-18,8,11]	[12.222222222222221,8.88888888888889,1.1111111111111112,8.88888888888889,12.222222222222221]