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Add WAVG aggregate
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-3
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4 files changed

+145
-3
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‎expected/test.out‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -5,7 +5,7 @@ insert into s values(1.0),(2.0),(null),(3.0),(null),(4.0);
55
select populate(destination:='v'::regclass, source:='s'::regclass);
66
populate
77
----------
8-
8+
6
99
(1 row)
1010

1111
select unnest(v.*) from v where x > 1;

‎vops--1.0.sql‎

Lines changed: 97 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -256,6 +256,7 @@ create function vops_var_pop_final(state internal) returns float8 as 'MODULE_PAT
256256
create function vops_var_samp_final(state internal) returns float8 as 'MODULE_PATHNAME' language C parallel safe strict;
257257
create function vops_stddev_pop_final(state internal) returns float8 as 'MODULE_PATHNAME' language C parallel safe strict;
258258
create function vops_stddev_samp_final(state internal) returns float8 as 'MODULE_PATHNAME' language C parallel safe strict;
259+
create function vops_wavg_final(state internal) returns float8 as 'MODULE_PATHNAME' language C parallel safe;
259260

260261
create function vops_char_var_accumulate(state internal, val vops_char) returns internal as 'MODULE_PATHNAME' language C parallel safe;
261262
CREATE AGGREGATE var_pop(vops_char) (
@@ -324,6 +325,18 @@ CREATE AGGREGATE stddev(vops_char) (
324325
PARALLEL = SAFE
325326
);
326327

328+
create function vops_char_wavg_accumulate(state internal, x vops_char, y vops_char) returns internal as 'MODULE_PATHNAME' language C parallel safe;
329+
CREATE AGGREGATE wavg(vops_char, vops_char) (
330+
SFUNC = vops_char_wavg_accumulate,
331+
STYPE = internal,
332+
SSPACE = 24,
333+
FINALFUNC = vops_wavg_final,
334+
COMBINEFUNC = vops_var_combine,
335+
SERIALFUNC = vops_var_serial,
336+
DESERIALFUNC = vops_var_deserial,
337+
PARALLEL = SAFE
338+
);
339+
327340
create function vops_char_max_accumulate(state char, val vops_char) returns char as 'MODULE_PATHNAME' language C parallel safe;
328341
CREATE AGGREGATE max(vops_char) (
329342
SFUNC = vops_char_max_accumulate,
@@ -584,6 +597,17 @@ CREATE AGGREGATE stddev(vops_int2) (
584597
PARALLEL = SAFE
585598
);
586599

600+
create function vops_int2_wavg_accumulate(state internal, x vops_int2, y vops_int2) returns internal as 'MODULE_PATHNAME' language C parallel safe;
601+
CREATE AGGREGATE wavg(vops_int2, vops_int2) (
602+
SFUNC = vops_int2_wavg_accumulate,
603+
STYPE = internal,
604+
SSPACE = 24,
605+
FINALFUNC = vops_wavg_final,
606+
COMBINEFUNC = vops_var_combine,
607+
SERIALFUNC = vops_var_serial,
608+
DESERIALFUNC = vops_var_deserial,
609+
PARALLEL = SAFE
610+
);
587611

588612
create function vops_int2_avg_accumulate(state internal, val vops_int2) returns internal as 'MODULE_PATHNAME' language C parallel safe;
589613
CREATE AGGREGATE avg(vops_int2) (
@@ -870,6 +894,18 @@ CREATE AGGREGATE stddev(vops_int4) (
870894
PARALLEL = SAFE
871895
);
872896

897+
create function vops_int4_wavg_accumulate(state internal, x vops_int4, y vops_int4) returns internal as 'MODULE_PATHNAME' language C parallel safe;
898+
CREATE AGGREGATE wavg(vops_int4, vops_int4) (
899+
SFUNC = vops_int4_wavg_accumulate,
900+
STYPE = internal,
901+
SSPACE = 24,
902+
FINALFUNC = vops_wavg_final,
903+
COMBINEFUNC = vops_var_combine,
904+
SERIALFUNC = vops_var_serial,
905+
DESERIALFUNC = vops_var_deserial,
906+
PARALLEL = SAFE
907+
);
908+
873909
create function vops_int4_avg_accumulate(state internal, val vops_int4) returns internal as 'MODULE_PATHNAME' language C parallel safe;
874910
CREATE AGGREGATE avg(vops_int4) (
875911
SFUNC = vops_int4_avg_accumulate,
@@ -1152,6 +1188,18 @@ CREATE AGGREGATE stddev(vops_date) (
11521188
PARALLEL = SAFE
11531189
);
11541190

1191+
create function vops_date_wavg_accumulate(state internal, x vops_date, y vops_date) returns internal as 'MODULE_PATHNAME','vops_int4_wavg_accumulate' language C parallel safe;
1192+
CREATE AGGREGATE wavg(vops_date, vops_date) (
1193+
SFUNC = vops_date_wavg_accumulate,
1194+
STYPE = internal,
1195+
SSPACE = 24,
1196+
FINALFUNC = vops_wavg_final,
1197+
COMBINEFUNC = vops_var_combine,
1198+
SERIALFUNC = vops_var_serial,
1199+
DESERIALFUNC = vops_var_deserial,
1200+
PARALLEL = SAFE
1201+
);
1202+
11551203
create function vops_date_avg_accumulate(state internal, val vops_date) returns internal as 'MODULE_PATHNAME','vops_int4_avg_accumulate' language C parallel safe;
11561204
CREATE AGGREGATE avg(vops_date) (
11571205
SFUNC = vops_date_avg_accumulate,
@@ -1436,6 +1484,18 @@ CREATE AGGREGATE stddev(vops_timestamp) (
14361484
PARALLEL = SAFE
14371485
);
14381486

1487+
create function vops_timestamp_wavg_accumulate(state internal, x vops_timestamp, y vops_timestamp) returns internal as 'MODULE_PATHNAME','vops_int8_wavg_accumulate' language C parallel safe;
1488+
CREATE AGGREGATE wavg(vops_timestamp, vops_timestamp) (
1489+
SFUNC = vops_timestamp_wavg_accumulate,
1490+
STYPE = internal,
1491+
SSPACE = 24,
1492+
FINALFUNC = vops_wavg_final,
1493+
COMBINEFUNC = vops_var_combine,
1494+
SERIALFUNC = vops_var_serial,
1495+
DESERIALFUNC = vops_var_deserial,
1496+
PARALLEL = SAFE
1497+
);
1498+
14391499
create function vops_timestamp_avg_accumulate(state internal, val vops_timestamp) returns internal as 'MODULE_PATHNAME','vops_int8_avg_accumulate' language C parallel safe;
14401500
CREATE AGGREGATE avg(vops_timestamp) (
14411501
SFUNC = vops_timestamp_avg_accumulate,
@@ -1721,6 +1781,18 @@ CREATE AGGREGATE stddev(vops_int8) (
17211781
PARALLEL = SAFE
17221782
);
17231783

1784+
create function vops_int8_wavg_accumulate(state internal, x vops_int8, y vops_int8) returns internal as 'MODULE_PATHNAME' language C parallel safe;
1785+
CREATE AGGREGATE wavg(vops_int8, vops_int8) (
1786+
SFUNC = vops_int8_wavg_accumulate,
1787+
STYPE = internal,
1788+
SSPACE = 24,
1789+
FINALFUNC = vops_wavg_final,
1790+
COMBINEFUNC = vops_var_combine,
1791+
SERIALFUNC = vops_var_serial,
1792+
DESERIALFUNC = vops_var_deserial,
1793+
PARALLEL = SAFE
1794+
);
1795+
17241796
create function vops_int8_avg_accumulate(state internal, val vops_int8) returns internal as 'MODULE_PATHNAME' language C parallel safe;
17251797
CREATE AGGREGATE avg(vops_int8) (
17261798
SFUNC = vops_int8_avg_accumulate,
@@ -1995,6 +2067,18 @@ CREATE AGGREGATE stddev(vops_float4) (
19952067
PARALLEL = SAFE
19962068
);
19972069

2070+
create function vops_float4_wavg_accumulate(state internal, x vops_float4, y vops_float4) returns internal as 'MODULE_PATHNAME' language C parallel safe;
2071+
CREATE AGGREGATE wavg(vops_float4,vops_float4) (
2072+
SFUNC = vops_float4_wavg_accumulate,
2073+
STYPE = internal,
2074+
SSPACE = 24,
2075+
FINALFUNC = vops_wavg_final,
2076+
COMBINEFUNC = vops_var_combine,
2077+
SERIALFUNC = vops_var_serial,
2078+
DESERIALFUNC = vops_var_deserial,
2079+
PARALLEL = SAFE
2080+
);
2081+
19982082
create function vops_float4_avg_accumulate(state internal, val vops_float4) returns internal as 'MODULE_PATHNAME' language C parallel safe;
19992083
CREATE AGGREGATE avg(vops_float4) (
20002084
SFUNC = vops_float4_avg_accumulate,
@@ -2269,6 +2353,19 @@ CREATE AGGREGATE stddev(vops_float8) (
22692353
PARALLEL = SAFE
22702354
);
22712355

2356+
create function vops_float8_wavg_accumulate(state internal, x vops_float8, y vops_float8) returns internal as 'MODULE_PATHNAME' language C parallel safe;
2357+
CREATE AGGREGATE wavg(vops_float8, vops_float8) (
2358+
SFUNC = vops_float8_wavg_accumulate,
2359+
STYPE = internal,
2360+
SSPACE = 24,
2361+
FINALFUNC = vops_wavg_final,
2362+
COMBINEFUNC = vops_var_combine,
2363+
SERIALFUNC = vops_var_serial,
2364+
DESERIALFUNC = vops_var_deserial,
2365+
PARALLEL = SAFE
2366+
);
2367+
2368+
22722369
create function vops_float8_avg_accumulate(state internal, val vops_float8) returns internal as 'MODULE_PATHNAME' language C parallel safe;
22732370
CREATE AGGREGATE avg(vops_float8) (
22742371
SFUNC = vops_float8_avg_accumulate,

‎vops.c‎

Lines changed: 38 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -710,6 +710,36 @@ static bool is_vops_type(Oid typeid)
710710
} \
711711
} \
712712

713+
#define WAVG_AGG(TYPE) \
714+
PG_FUNCTION_INFO_V1(vops_##TYPE##_wavg_accumulate); \
715+
Datum vops_##TYPE##_wavg_accumulate(PG_FUNCTION_ARGS) \
716+
{ \
717+
int i; \
718+
vops_var_state* state = PG_ARGISNULL(0) ? NULL : (vops_var_state*)PG_GETARG_POINTER(0); \
719+
vops_##TYPE* price = (vops_##TYPE*)PG_GETARG_POINTER(1); \
720+
vops_##TYPE* volume = (vops_##TYPE*)PG_GETARG_POINTER(2); \
721+
for (i = 0; i < TILE_SIZE; i++) { \
722+
if ((filter_mask & ~price->nullmask & ~volume->nullmask) & ((uint64)1 << i)) { \
723+
if (state == NULL) { \
724+
MemoryContext agg_context; \
725+
MemoryContext old_context; \
726+
if (!AggCheckCallContext(fcinfo, &agg_context)) \
727+
elog(ERROR, "aggregate function called in non-aggregate context"); \
728+
old_context = MemoryContextSwitchTo(agg_context); \
729+
state = (vops_var_state*)palloc0(sizeof(vops_var_state)); \
730+
MemoryContextSwitchTo(old_context); \
731+
} \
732+
state->sum += (double)price->payload[i]*volume->payload[i]; \
733+
state->sum2 += volume->payload[i]; \
734+
} \
735+
} \
736+
if (state == NULL) { \
737+
PG_RETURN_NULL(); \
738+
} else { \
739+
PG_RETURN_POINTER(state); \
740+
} \
741+
} \
742+
713743
#define VAR_AGG(TYPE) \
714744
PG_FUNCTION_INFO_V1(vops_##TYPE##_var_accumulate); \
715745
Datum vops_##TYPE##_var_accumulate(PG_FUNCTION_ARGS) \
@@ -1108,7 +1138,6 @@ static void end_batch_insert()
11081138
FreeExecutorState(estate);
11091139
}
11101140

1111-
11121141
PG_FUNCTION_INFO_V1(vops_avg_final);
11131142
Datum vops_avg_final(PG_FUNCTION_ARGS)
11141143
{
@@ -1173,6 +1202,13 @@ Datum vops_avg_deserial(PG_FUNCTION_ARGS)
11731202
PG_RETURN_POINTER(state);
11741203
}
11751204

1205+
PG_FUNCTION_INFO_V1(vops_wavg_final);
1206+
Datum vops_wavg_final(PG_FUNCTION_ARGS)
1207+
{
1208+
vops_var_state* state = (vops_var_state*)PG_GETARG_POINTER(0);
1209+
PG_RETURN_FLOAT8(state->sum / state->sum2);
1210+
}
1211+
11761212
PG_FUNCTION_INFO_V1(vops_var_samp_final);
11771213
Datum vops_var_samp_final(PG_FUNCTION_ARGS)
11781214
{
@@ -1385,6 +1421,7 @@ Datum vops_agg_deserial(PG_FUNCTION_ARGS)
13851421
LAG_WIN(TYPE,CTYPE) \
13861422
AVG_AGG(TYPE) \
13871423
VAR_AGG(TYPE) \
1424+
WAVG_AGG(TYPE) \
13881425
MINMAX_AGG(TYPE,CTYPE,GCTYPE,min,<) \
13891426
MINMAX_AGG(TYPE,CTYPE,GCTYPE,max,>) \
13901427
MINMAX_WIN(TYPE,CTYPE,min,<) \

‎vops.html‎

Lines changed: 9 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -267,7 +267,7 @@ <h3><a name="aggregates">Vector aggregates</a></h3>
267267
<p>
268268
OLAP queries usually perform some kind of aggregation of large volumes of data. These includes <code>grand</code> aggregates which are calculated for the whole
269269
table or aggregates with <code>group by</code> which are calculated for each group.
270-
VOPS implements all standard SQL aggregates: <code>count, min, max, sum, avg</code>. Them can be used exactly in the same way as in normal SQL queries:
270+
VOPS implements all standard SQL aggregates: <code>count, min, max, sum, avg, var_pop, var_sampl, variance, stddev_pop, stddev_samp, stddev</code>. Them can be used exactly in the same way as in normal SQL queries:
271271
</p>
272272
<pre>
273273
select sum(l_extendedprice*l_discount) as revenue
@@ -277,6 +277,14 @@ <h3><a name="aggregates">Vector aggregates</a></h3>
277277
& (l_quantity &lt; 24));
278278
</pre>
279279

280+
<p>
281+
Also VOPS provides weighted average aggregate VWAP which can be used to calculate volume-weighted average price:
282+
</p>
283+
284+
<pre>
285+
select wavg(l_extendedprice,l_quantity) from vops_lineitem;
286+
</pre>
287+
280288
<p>
281289
Using aggregation with group by is more complex. VOPS provides two functions for it: <code>map</code> and <code>reduce</code>.
282290
The work is actually done by <b>map</b>(<i>group_by_expression</i>, <i>aggregate_list</i>, <i>expr</i> {, <i>expr</i> })

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