timeSeriesLastTwoSamples

集約関数は、時系列データをタイムスタンプと値のペアとして受け取り、最新のサンプルを最大2つのみ保存します。

引数:

• timestamp - サンプルのタイムスタンプ
• value - timestamp に対応する時系列の値 複数のタイムスタンプと値のサンプルを等しいサイズの配列として渡すことも可能です。

戻り値: Tuple(Array(DateTime), Array(Float64)) - 長さが0から2の等しい2つの配列のペア。最初の配列にはサンプリングした時系列のタイムスタンプが含まれ、2番目の配列には対応する時系列の値が含まれます。

例: この集約関数は、グリッドに整列したタイムスタンプのために再サンプリングされた時系列データを保存するMaterialized ViewとAggregated tableとともに使用されることを意図しています。 以下の例では、原データのためのテーブルと、再サンプリングされたデータを保存するためのテーブルを考慮します。

-- Table for raw data
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
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
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;

いくつかのテストデータを挿入し、'2024-12-12 12:00:12' と '2024-12-12 12:00:30' の間のデータを読みます。

-- 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

'2024-12-12 12:00:15' と '2024-12-12 12:00:30' のタイムスタンプの最後の2つのサンプルをクエリします:

-- 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])

集約テーブルは、各15秒ごとに整列されたタイムスタンプに対して最後の2つの値のみを保存します。これにより、原テーブルに保存されているデータよりもはるかに少ないデータを読み取ることで、PromQLのような irate や idelta を計算することが可能になります。

-- Calculate idelta and irate from the raw data
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]

-- Calculate idelta and irate from the re-sampled data
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]

注記

この関数は実験的です。allow_experimental_ts_to_grid_aggregate_function=true を設定することで有効にしてください。