dennis zhuang 4607c8f5bd feat(promql): evaluate float range functions over range windows (#9674)
I hereby agree to the terms of the [GreptimeDB
CLA](https://github.com/GreptimeTeam/.github/blob/main/CLA.md).

## Refer to a related PR or issue link (optional)

Targets `narthex`. Stacked on #9673; review the commits after #9673's
head. This PR also carries the `*_over_time` functions from the closed
#9675.

## What's changed and what's your intention?

### Problem

`RangeEvaluator` from #9673 needs window kernels for the float range
functions PromQL defines.

### Change

`range_eval::RangeFunction` lists the supported functions;
`RangeEvaluator::try_new` takes one, and `FloatWindow`, `WindowKernel`
and `with_kernel` are `pub(crate)`:

- Rate family: `Rate`, `Increase`, `Delta`, `Irate`, `Idelta`.
- Over time: `AvgOverTime`, `MinOverTime`, `MaxOverTime`, `SumOverTime`,
`CountOverTime`, `LastOverTime`, `PresentOverTime`, `StddevOverTime`,
`StdvarOverTime`, `QuantileOverTime(f64)`.
- Change: `Resets`, `Changes`, `Deriv`, `PredictLinear(f64)`,
`DoubleExponentialSmoothing { smoothing, trend }`.

Parameters are constants. Each kernel follows the Prometheus function of
the same name (`promql/functions.go`, v3.15.0), including the order of
floating point operations. Arithmetic where GreptimeDB's range UDFs
already agree with Prometheus is shared with them: `add_counter_resets`,
`instant_delta`, `extremum` (moved out of `scan_extremum`) and
`count_edges` (now taking a slice). Those UDFs keep their results.

`double_exponential_smoothing` factors outside `(0, 1)` fail with
`Execution` at the first window that holds a sample, where Prometheus
checks them; input with no sample in any window evaluates to nothing.
`predict_linear` regresses around `eval_ts + offset`, Prometheus'
evaluation time on the shifted timeline, and `try_new` rejects a grid
where that overflows `i64`.

Review focus:

- `range_eval/function.rs`: each kernel against its Prometheus
counterpart, in particular `kahan_inc` (`kahansum.Inc`, which resets the
compensation on infinity), `avg`, `variance`, `quantile`,
`extrapolated_rate` and `linear_regression`.
- `functions/aggr_over_time.rs`, `edge_count.rs`: the moved code keeps
the same expression sequence.
- Results drop `__name__`, `__type__` and `__unit__` (Prometheus
`DropReserved(schema.IsMetadataLabel)`), except for `last_over_time`;
the metric was passed through unchanged before.

### Non-goals

- Histogram and mixed samples, `absent_over_time`, non-constant function
parameters, planner or executor wiring.
- A reset index for heavily overlapping `rate` windows.

### Constraints

Where the ordinary range UDFs differ from Prometheus, the kernels follow
Prometheus:

- `rate`/`increase`/`delta` extrapolate in seconds as Prometheus does;
the UDF computes the ratio in milliseconds. The two differ in the last
bits.
- `sum_over_time` and `avg_over_time` use Kahan summation (and the
incremental mean on overflow for `avg`); the UDFs use Arrow's lane-wise
sum.
- `stdvar_over_time` uses the compensated variance `stddev_over_time`
uses; the UDF uses an uncompensated one.
- `quantile_over_time` sorts NaN first; the UDF sorts by `total_cmp`,
which puts positive NaN last.
- `deriv`/`predict_linear` return NaN for a constant infinite window,
which the UDFs drop. `predict_linear` takes a fractional horizon, which
the planner truncates to `Int64`.
- `double_exponential_smoothing` computes two-sample windows, returns
nothing for one sample or an empty window, and rejects factors outside
`(0, 1)`. The UDF returns NaN in the first three cases and maps
out-of-range factors to ±Inf.
- Every kernel reads only each field's valid samples, so the UDFs'
dependence on where null slots sit (`deriv`'s intercept, smoothing over
null payloads, lane-wise sums) does not carry over.


### Verification

- `cargo nextest run -p promql`: 314 passed, including the existing
tests of every UDF touched.
- `cargo clippy -p promql --all-targets --all-features -- -D warnings`,
`cargo fmt --check`, `hawkeye check`: clean.
- `range_functions_match_prometheus`: 400 cases (20 per function, 1,183
result points) from the Prometheus v3.15.0 engine built for amd64, over
random single series with counters, gauges with special values,
constants, large magnitudes, wide spreads, NaN-heavy windows and stale
markers, random ranges and offsets. Values compare by bits, NaN by being
NaN. The fixture is `range_eval/prometheus_cases.txt`.
- `functions_match_range_udfs`: the nine functions whose UDF agrees with
Prometheus, 300 random seeds each against the UDFs on brute-force
windows, by bits.
- `cargo sqlness bare` over the 34 case names that use these functions:
78 cases passed across standalone and distributed (run before the UDF
code was narrowed back to the four shared helpers).
- Mutation check: Kahan without the infinity reset, `avg` as a plain
mean, uncompensated variance, NaN sorted last, millisecond
extrapolation, dropping NaN slopes, truncating the `predict_linear`
horizon and requiring three samples for smoothing each fail
`range_functions_match_prometheus`; faults in the rate, `irate`,
extremum and edge counting kernels fail the UDF comparison.
- `range_functions_drop_metadata_labels`: `rate` drops the metadata
labels and `last_over_time` keeps them.
- `quantile_keeps_the_window_order_of_signed_zeros`:
`quantile_over_time` sorts as Go does, +0 and -0 equal and in window
order, so `1 / quantile_over_time(1, m[3s])` over +0, -0, -0 is -Inf.

## PR Checklist
Please convert it to a draft if some of the following conditions are not
met.

- [x] I have written the necessary rustdoc comments.
- [x] I have added the necessary unit tests and integration tests.
- [ ] This PR requires documentation updates.
- [x] API changes are backward compatible.
- [x] Schema or data changes are backward compatible.
- [ ] This PR needs to be backported to release branches, and I have
added the `backport-<target>` labels (e.g. `backport-v1.3` targets
`release/v1.3`).
2026-10-18 00:54:44 +08:00
2023-08-10 08:08:37 +00:00
2023-06-25 11:05:46 +08:00
2023-11-09 10:38:12 +00:00

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Introduction

GreptimeDB is an open-source observability database. Metrics, logs, and traces run on one columnar engine over object storage and share one table model: tags, timestamp, and fields. When signals carry common identifiers such as service, host, or trace ID, you can correlate them in SQL without moving data between databases.

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SELECT
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    l.severity_text,
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FROM opentelemetry_traces t
JOIN opentelemetry_logs l ON l.trace_id = t.trace_id
WHERE t.timestamp > now() - INTERVAL '1' HOUR
  AND t.span_status_code = 'STATUS_CODE_ERROR'
ORDER BY t.duration_nano DESC
LIMIT 20;

Metrics join the same way, on any tag the tables share, such as service, host, or pod.

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Learn more in Why GreptimeDB.

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Built in Retention policies, downsampling, continuous aggregation, explicit table partitioning, and inverted / skipping / fulltext indexes

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Compatible Not compatible
Prometheus Remote Write ingestion; PromQL queries Gaps are listed in PromQL compatibility
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Read replicas, workload isolation, and automated repartitioning are GreptimeDB Enterprise features, along with enterprise security and governance. The Enterprise overview has the current list, and pricing has the edition comparison.

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GreptimeDB can run in two modes:

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Read https://docs.greptime.com/SKILL.md and follow the instructions
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docker run -p 127.0.0.1:4000-4003:4000-4003 \
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Read more in the full Install Guide.

Troubleshooting:

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Getting Started

Build From Source

Prerequisites:

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Build and run:

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See the Contribution Guidelines for the full developer workflow.

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Acknowledgement

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