All Downloads are FREE. Search and download functionalities are using the official Maven repository.

net.opentsdb.core.AggregationIterator Maven / Gradle / Ivy

Go to download

OpenTSDB is a distributed, scalable Time Series Database (TSDB) written on top of HBase. OpenTSDB was written to address a common need: store, index and serve metrics collected from computer systems (network gear, operating systems, applications) at a large scale, and make this data easily accessible and graphable.

There is a newer version: 2.4.1
Show newest version
// This file is part of OpenTSDB.
// Copyright (C) 2014  The OpenTSDB Authors.
//
// This program is free software: you can redistribute it and/or modify it
// under the terms of the GNU Lesser General Public License as published by
// the Free Software Foundation, either version 2.1 of the License, or (at your
// option) any later version.  This program is distributed in the hope that it
// will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty
// of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU Lesser
// General Public License for more details.  You should have received a copy
// of the GNU Lesser General Public License along with this program.  If not,
// see .
package net.opentsdb.core;

import java.util.Arrays;
import java.util.List;
import java.util.NoSuchElementException;

import com.google.common.annotations.VisibleForTesting;

import net.opentsdb.core.Aggregators.Interpolation;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;

/**
 * Iterator that aggregates multiple spans or time series data and does linear
 * interpolation (lerp) for missing data points.
 * 

* This where the real business of {@link SpanGroup} is. This iterator * provides a merged, aggregated view of multiple {@link Span}s. The data * points in all the Spans are returned in chronological order. Each time * we return a data point from a span, we aggregate it with the current * value from all the other Spans. If other Spans don't have a value at * that specific timestamp, we do a linear interpolation in order to * estimate what the value of that Span should be at that time. *

* All this merging, linear interpolation and aggregation happens in * {@code O(1)} space and {@code O(N)} time. All we need is to keep an * iterator on each Span, and {@code 4*k} {@code long}s in memory, where * {@code k} is the number of Spans in the group. When computing a rate, * we need an extra {@code 2*k} {@code long}s in memory (see below). *

* In order to do linear interpolation, we need to know two data points: * the current one and the next one. So for each Span in the group, we need * 4 longs: the current value, the current timestamp, the next value and the * next timestamp. We maintain two arrays for timestamps and values. Those * arrays have {@code 2 * iterators.length} elements. The first half * contains the current values and second half the next values. When a Span * gets used, its next data point becomes the current one (so its value and * timestamp are moved from the 2nd half of their respective array to the * first half) and the new-next data point is fetched from the underlying * iterator of that Span. *

* Here is an example when the SpanGroup contains 2 Spans: *

              current    |     next
 *               +-------+-------+-------+-------+
 *   timestamps: |  T1   |  T2   |  T3   |  T4   |
 *               +-------+-------+-------+-------+
 *                    current    |     next
 *               +-------+-------+-------+-------+
 *       values: |  V1   |  V2   |  V3   |  V4   |
 *               +-------+-------+-------+-------+
 *                               |
 *   current: 0
 *   pos: 0
 *   iterators: [ it0, it1 ]
 * 
* Since {@code current == 0}, the current data point has the value V1 * and time T1. Let's note that (V1, T1). Now this group has 2 Spans, * which means we're trying to aggregate 2 different series (same metric ID * but different tags). So The next value that this iterator returns needs * to be a combination of V1 and V2 (assuming that T2 is less than T1). * If our aggregation function is "sum", we sort of want to sum up V1 and * V2. But those two data points may not necessarily be at the same time. * T2 can be less than or equal to T1. If T2 is greater than T1, we ignore * V2 and return just V1, since we haven't reached the time yet where V2 * exist, so it's essentially as if it wasn't there. * Say T2 is less than T1. Summing up V1 and V2 doesn't make sense, since * they represent two measurements made at different times. So instead, * we need to find what the value V2 would have been, had it been measured * at time T1 instead of T2. We do this using linear interpolation between * the data point (V2, T2) and the following one for that series, (V4, T4). * The result is thus the sum of V1 and the interpolated value between V2 * and V4. *

* Now let's move onto the next data point. Assuming that T3 is less than * T4, it means we need to advance to the next point on the 1st series. To * do this we use the iterator it0 to get the next data point for that * series and we end up with the following state: *

              current    |     next
 *               +-------+-------+-------+-------+
 *   timestamps: |  T3   |  T2   |  T5   |  T4   |
 *               +-------+-------+-------+-------+
 *                    current    |     next
 *               +-------+-------+-------+-------+
 *       values: |  V3   |  V2   |  V5   |  V4   |
 *               +-------+-------+-------+-------+
 *                               |
 *   current: 0
 *   pos: 0
 *   iterators: [ it0, it1 ]
 * 
* Then all you need is to "rinse and repeat". *

* More details: Since each value above can be either an integer or a * floating point, we have to keep track of the type of each value. Values * are always stored in a {@code long}. When a value is a floating point * value, the bits of the longs just need to be interpreted to get back the * floating point value. The way we keep track of the type is by using the * most significant bit of the timestamp (to avoid an extra array). This is * fine since our timestamps only really use 32 of the 64 bits of the long * in which they're stored. When there is no "current" value (1st half of * the arrays depicted above), the timestamp will be set to 0. When there * is no "next" value (2nd half of the arrays), the timestamp will be set * to a special, really large value (too large to be a valid timestamp). *

*/ final class AggregationIterator implements SeekableView, DataPoint, Aggregator.Longs, Aggregator.Doubles { private static final Logger LOG = LoggerFactory.getLogger(AggregationIterator.class); /** Extra bit we set on the timestamp of floating point values. */ private static final long FLAG_FLOAT = 0x8000000000000000L; /** Mask to use in order to get rid of the flag above. * This value also conveniently represents the largest timestamp we can * possibly store, provided that the most significant bit is reserved by * FLAG_FLOAT. */ private static final long TIME_MASK = 0x7FFFFFFFFFFFFFFFL; /** Aggregator to use to aggregate data points from different Spans. */ private final Aggregator aggregator; /** Interpolation method to use when aggregating time series */ private final Interpolation method; /** If true, use rate of change instead of actual values. */ private final boolean rate; /** * Where we are in each {@link Span} in the group. * The iterators in this array always points to 2 values ahead of the * current value, as we pre-load the current and the next values into the * {@link #timestamps} and {@link #values} member. * Once we reach the end of a Span, we'll null out its iterator from this * array. */ private final SeekableView[] iterators; /** Start time (UNIX timestamp in seconds or ms) on 32 bits ("unsigned" int). */ private final long start_time; /** End time (UNIX timestamp in seconds or ms) on 32 bits ("unsigned" int). */ private final long end_time; /** * The current and previous timestamps for the data points being used. *

* Are we computing a rate? *

    *
  • No: for {@code iterators[i]} the timestamp of the current data * point is {@code timestamps[i]} and the timestamp of the next data * point is {@code timestamps[iterators.length + i]}.
  • *
*

* Each timestamp can have the {@code FLAG_FLOAT} applied so it's important * to use the {@code TIME_MASK} when getting the actual timestamp value * out of it. * There are two special values for timestamps: *

    *
  • {@code 0} when in the first half of the array: this iterator has * run out of data points and must not be used anymore.
  • *
  • {@code TIME_MASK} when in the second half of the array: this * iterator has reached its last data point and must not be used for * linear interpolation anymore.
  • *
*/ private final long[] timestamps; // 32 bit unsigned + flag /** * The current and next values for the data points being used. * This array works exactly in the same fashion as the 'timestamps' array. * This array is also used to store floating point values, in which case * their binary representation just happens to be stored in a {@code long}. */ private final long[] values; /** The index in {@link #iterators} of the current Span being used. */ private int current; /** The index in {@link #values} of the current value being aggregated. */ private int pos; /** * Creates a new iterator for a {@link SpanGroup}. * @param spans Spans in a group. * @param start_time Any data point strictly before this timestamp will be * ignored. * @param end_time Any data point strictly after this timestamp will be * ignored. * @param aggregator The aggregation function to use. * @param method Interpolation method to use when aggregating time series * @param downsampler Aggregation function to use to group data points * within an interval. * @param sample_interval_ms Number of milliseconds wanted between each data * point. * @param rate If {@code true}, the rate of the series will be used instead * of the actual values. * @param rate_options Specifies the optional additional rate calculation * options. * @return An {@link AggregationIterator} object. */ public static AggregationIterator create(final List spans, final long start_time, final long end_time, final Aggregator aggregator, final Interpolation method, final Aggregator downsampler, final long sample_interval_ms, final boolean rate, final RateOptions rate_options) { return create(spans, start_time, end_time, aggregator, method, downsampler, sample_interval_ms, rate, rate_options, null); } /** * Creates a new iterator for a {@link SpanGroup}. * @param spans Spans in a group. * @param start_time Any data point strictly before this timestamp will be * ignored. * @param end_time Any data point strictly after this timestamp will be * ignored. * @param aggregator The aggregation function to use. * @param method Interpolation method to use when aggregating time series * @param downsampler Aggregation function to use to group data points * within an interval. * @param sample_interval_ms Number of milliseconds wanted between each data * point. * @param rate If {@code true}, the rate of the series will be used instead * of the actual values. * @param rate_options Specifies the optional additional rate calculation * options. * @param fill_policy Policy specifying whether to interpolate or to fill * missing intervals with special values. * @return An {@link AggregationIterator} object. * @since 2.2 */ public static AggregationIterator create(final List spans, final long start_time, final long end_time, final Aggregator aggregator, final Interpolation method, final Aggregator downsampler, final long sample_interval_ms, final boolean rate, final RateOptions rate_options, final FillPolicy fill_policy) { final int size = spans.size(); final SeekableView[] iterators = new SeekableView[size]; for (int i = 0; i < size; i++) { SeekableView it; if (downsampler == null) { it = spans.get(i).spanIterator(); } else { it = spans.get(i).downsampler(start_time, end_time, sample_interval_ms, downsampler, fill_policy); } if (rate) { it = new RateSpan(it, rate_options); } iterators[i] = it; } return new AggregationIterator(iterators, start_time, end_time, aggregator, method, rate); } /** * Creates an aggregation iterator for a group of data point iterators. * @param iterators An array of Seekable views of spans in a group. Ignored * if {@code null}. We modify the array while processing data points. * @param start_time Any data point strictly before this timestamp will be * ignored. * @param end_time Any data point strictly after this timestamp will be * ignored. * @param aggregator The aggregation function to use. * @param method Interpolation method to use when aggregating time series * @param rate If {@code true}, the rate of the series will be used instead * of the actual values. */ private AggregationIterator(final SeekableView[] iterators, final long start_time, final long end_time, final Aggregator aggregator, final Interpolation method, final boolean rate) { LOG.debug("Aggregating {} iterators", iterators.length); this.iterators = iterators; this.start_time = start_time; this.end_time = end_time; this.aggregator = aggregator; this.method = method; this.rate = rate; final int size = iterators.length; timestamps = new long[size * 2]; values = new long[size * 2]; // Initialize every Iterator, fetch their first values that fall // within our time range. int num_empty_spans = 0; for (int i = 0; i < size; i++) { SeekableView it = iterators[i]; it.seek(start_time); final DataPoint dp; if (!it.hasNext()) { ++num_empty_spans; endReached(i); continue; } dp = it.next(); //LOG.debug("Creating iterator #" + i); if (dp.timestamp() >= start_time) { //LOG.debug("First DP in range for #" + i + ": " // + dp.timestamp() + " >= " + start_time); putDataPoint(size + i, dp); } else { if (LOG.isDebugEnabled()) { LOG.debug(String.format("No DP in range for #%d: %d < %d", i, dp.timestamp(), start_time)); } endReached(i); continue; } if (rate) { // The first rate against the time zero should be populated // for the backward compatibility that uses the previous rate // instead of interpolating for aggregation when a data point is // missing for the current timestamp. // TODO: Use the next rate that contains the current timestamp. if (it.hasNext()) { moveToNext(i); } else { endReached(i); } } } if (num_empty_spans > 0) { LOG.debug(String.format("%d out of %d spans are empty!", num_empty_spans, size)); } } /** * Indicates that an iterator in {@link #iterators} has reached the end. * @param i The index in {@link #iterators} of the iterator. */ private void endReached(final int i) { //LOG.debug("No more DP for #" + i); timestamps[iterators.length + i] = TIME_MASK; iterators[i] = null; // We won't use it anymore, so free() it. } /** * Puts the next data point of an iterator in the internal buffer. * @param i The index in {@link #iterators} of the iterator. * @param dp The last data point returned by that iterator. */ private void putDataPoint(final int i, final DataPoint dp) { timestamps[i] = dp.timestamp(); if (dp.isInteger()) { //LOG.debug("Putting #" + i + " (long) " + dp.longValue() // + " @ time " + dp.timestamp()); values[i] = dp.longValue(); } else { //LOG.debug("Putting #" + i + " (double) " + dp.doubleValue() // + " @ time " + dp.timestamp()); values[i] = Double.doubleToRawLongBits(dp.doubleValue()); timestamps[i] |= FLAG_FLOAT; } } // ------------------ // // Iterator interface // // ------------------ // public boolean hasNext() { final int size = iterators.length; for (int i = 0; i < size; i++) { // As long as any of the iterators has a data point with a timestamp // that falls within our interval, we know we have at least one next. if ((timestamps[size + i] & TIME_MASK) <= end_time) { //LOG.debug("hasNext #" + (size + i)); return true; } } //LOG.debug("No hasNext (return false)"); return false; } public DataPoint next() { final int size = iterators.length; long min_ts = Long.MAX_VALUE; // In case we reached the end of one or more Spans, we need to make sure // we mark them as such by zeroing their current timestamp. There may // be multiple Spans that reached their end at once, so check them all. for (int i = current; i < size; i++) { if (timestamps[i + size] == TIME_MASK) { //LOG.debug("Expiring last DP for #" + current); timestamps[i] = 0; } } // Now we need to find which Span we'll consume next. We'll pick the // one that has the data point with the smallest timestamp since we want to // return them in chronological order. current = -1; // If there's more than one Span with the same smallest timestamp, we'll // set this to true so we can fetch the next data point in all of them at // the same time. boolean multiple = false; for (int i = 0; i < size; i++) { final long timestamp = timestamps[size + i] & TIME_MASK; if (timestamp <= end_time) { if (timestamp < min_ts) { min_ts = timestamp; current = i; // We just found a new minimum so right now we can't possibly have // multiple Spans with the same minimum. multiple = false; } else if (timestamp == min_ts) { multiple = true; } } } if (current < 0) { throw new NoSuchElementException("no more elements"); } moveToNext(current); if (multiple) { //LOG.debug("Moving multiple DPs at time " + min_ts); // We know we saw at least one other data point with the same minimum // timestamp after `current', so let's move those ones too. for (int i = current + 1; i < size; i++) { final long timestamp = timestamps[size + i] & TIME_MASK; if (timestamp == min_ts) { moveToNext(i); } } } return this; } /** * Makes iterator number {@code i} move forward to the next data point. * @param i The index in {@link #iterators} of the iterator. */ private void moveToNext(final int i) { final int next = iterators.length + i; timestamps[i] = timestamps[next]; values[i] = values[next]; //LOG.debug("Moving #" + next + " -> #" + i // + ((timestamps[i] & FLAG_FLOAT) == FLAG_FLOAT // ? " float " + Double.longBitsToDouble(values[i]) // : " long " + values[i]) // + " @ time " + (timestamps[i] & TIME_MASK)); final SeekableView it = iterators[i]; if (it.hasNext()) { putDataPoint(next, it.next()); } else { endReached(i); } } public void remove() { throw new UnsupportedOperationException(); } // ---------------------- // // SeekableView interface // // ---------------------- // public void seek(final long timestamp) { for (final SeekableView it : iterators) { it.seek(timestamp); } } // ------------------- // // DataPoint interface // // ------------------- // public long timestamp() { return timestamps[current] & TIME_MASK; } public boolean isInteger() { if (rate) { // An rate can never be precisely represented without floating point. return false; } // If at least one of the values we're going to aggregate or interpolate // with is a float, we have to convert everything to a float. for (int i = timestamps.length - 1; i >= 0; i--) { if ((timestamps[i] & FLAG_FLOAT) == FLAG_FLOAT) { return false; } } return true; } public long longValue() { if (isInteger()) { pos = -1; return aggregator.runLong(this); } throw new ClassCastException("current value is a double: " + this); } public double doubleValue() { if (!isInteger()) { pos = -1; final double value = aggregator.runDouble(this); //LOG.debug("aggregator returned " + value); if (Double.isInfinite(value)) { throw new IllegalStateException("Got Infinity: " + value + " in this " + this); } return value; } throw new ClassCastException("current value is a long: " + this); } public double toDouble() { return isInteger() ? longValue() : doubleValue(); } // -------------------------- // // Aggregator.Longs interface // // -------------------------- // public boolean hasNextValue() { return hasNextValue(false); } /** * Returns whether or not there are more values to aggregate. * @param update_pos Whether or not to also move the internal pointer * {@link #pos} to the index of the next value to aggregate. * @return true if there are more values to aggregate, false otherwise. */ private boolean hasNextValue(boolean update_pos) { final int size = iterators.length; for (int i = pos + 1; i < size; i++) { if (timestamps[i] != 0) { //LOG.debug("hasNextValue -> true #" + i); if (update_pos) { pos = i; } return true; } } //LOG.debug("hasNextValue -> false (ran out)"); return false; } public long nextLongValue() { if (hasNextValue(true)) { final long y0 = values[pos]; if (rate) { throw new AssertionError("Should not be here, impossible! " + this); } if (current == pos) { return y0; } final long x = timestamps[current] & TIME_MASK; final long x0 = timestamps[pos] & TIME_MASK; if (x == x0) { return y0; } final long y1 = values[pos + iterators.length]; final long x1 = timestamps[pos + iterators.length] & TIME_MASK; if (x == x1) { return y1; } if ((x1 & Const.MILLISECOND_MASK) != 0) { throw new AssertionError("x1=" + x1 + " in " + this); } final long r; switch (method) { case LERP: r = y0 + (x - x0) * (y1 - y0) / (x1 - x0); //LOG.debug("Lerping to time " + x + ": " + y0 + " @ " + x0 // + " -> " + y1 + " @ " + x1 + " => " + r); break; case ZIM: r = 0; break; case MAX: r = Long.MAX_VALUE; break; case MIN: r = Long.MIN_VALUE; break; default: throw new IllegalDataException("Invalid interpolation somehow??"); } return r; } throw new NoSuchElementException("no more longs in " + this); } // ---------------------------- // // Aggregator.Doubles interface // // ---------------------------- // public double nextDoubleValue() { if (hasNextValue(true)) { final double y0 = ((timestamps[pos] & FLAG_FLOAT) == FLAG_FLOAT ? Double.longBitsToDouble(values[pos]) : values[pos]); if (current == pos) { //LOG.debug("Exact match, no lerp needed"); return y0; } if (rate) { // No LERP for the rate. Just uses the rate of any previous timestamp. // If x0 is smaller than the current time stamp 'x', we just use // y0 as a current rate of the 'pos' span. If x0 is bigger than the // current timestamp 'x', we don't go back further and just use y0 // instead. It happens only at the beginning of iteration. // TODO: Use the next rate the time range of which includes the current // timestamp 'x'. return y0; } final long x = timestamps[current] & TIME_MASK; final long x0 = timestamps[pos] & TIME_MASK; if (x == x0) { //LOG.debug("No lerp needed x == x0 (" + x + " == "+x0+") => " + y0); return y0; } final int next = pos + iterators.length; final double y1 = ((timestamps[next] & FLAG_FLOAT) == FLAG_FLOAT ? Double.longBitsToDouble(values[next]) : values[next]); final long x1 = timestamps[next] & TIME_MASK; if (x == x1) { //LOG.debug("No lerp needed x == x1 (" + x + " == "+x1+") => " + y1); return y1; } if ((x1 & Const.MILLISECOND_MASK) != 0) { throw new AssertionError("x1=" + x1 + " in " + this); } final double r; switch (method) { case LERP: r = y0 + (x - x0) * (y1 - y0) / (x1 - x0); //LOG.debug("Lerping to time " + x + ": " + y0 + " @ " + x0 // + " -> " + y1 + " @ " + x1 + " => " + r); break; case ZIM: r = 0; break; case MAX: r = Double.MAX_VALUE; break; case MIN: r = Double.MIN_VALUE; break; default: throw new IllegalDataException("Invalid interploation somehow??"); } return r; } throw new NoSuchElementException("no more doubles in " + this); } public String toString() { return "SpanGroup.Iterator(timestamps=" + Arrays.toString(timestamps) + ", values=" + Arrays.toString(values) + ", current=" + current + ", pos=" + pos + ", (SpanGroup: " + toStringSharedAttributes() + "), iterators=" + Arrays.toString(iterators) + ')'; } private String toStringSharedAttributes() { return "start_time=" + start_time + ", end_time=" + end_time + ", rate=" + rate + ", aggregator=" + aggregator + ')'; } /** * Creates an aggregation iterator for unit tests. * @param iterators An array of Seekable views of spans in a group. Ignored * if {@code null}. We modify the array while processing data points. * @param start_time Any data point strictly before this timestamp will be * ignored. * @param end_time Any data point strictly after this timestamp will be * ignored. * @param aggregator The aggregation function to use. * @param method Interpolation method to use when aggregating time series * @param rate If {@code true}, the rate of the series will be used instead * of the actual values. */ @VisibleForTesting static AggregationIterator createForTesting(final SeekableView[] iterators, final long start_time, final long end_time, final Aggregator aggregator, final Interpolation method, final boolean rate) { return new AggregationIterator(iterators, start_time, end_time, aggregator, method, rate); } }




© 2015 - 2024 Weber Informatics LLC | Privacy Policy