Merge pull request #110 from prometheus/julius-query-interpolation

Implement sample interpolation in query layer.

rules/ast/persistence_adapter.go

@@ -28,32 +28,71 @@ var queryStorage metric.Storage = nil
 
 type viewAdapter struct {
 	view            metric.View
-	// TODO: use this.
 	stalenessPolicy *metric.StalenessPolicy
 }
 
-func (v *viewAdapter) chooseClosestSample(samples []model.SamplePair, timestamp *time.Time) (sample *model.SamplePair) {
-	var minDelta time.Duration
-	for _, candidate := range samples {
-		// Ignore samples outside of staleness policy window.
-		delta := candidate.Timestamp.Sub(*timestamp)
-		if delta < 0 {
-			delta = -delta
+// interpolateSamples interpolates a value at a target time between two
+// provided sample pairs.
+func interpolateSamples(first, second *model.SamplePair, timestamp time.Time) *model.SamplePair {
+	dv := second.Value - first.Value
+	dt := second.Timestamp.Sub(first.Timestamp)
+
+	dDt := dv / model.SampleValue(dt)
+	offset := model.SampleValue(timestamp.Sub(first.Timestamp))
+
+	return &model.SamplePair{
+		Value:     first.Value + (offset * dDt),
+		Timestamp: timestamp,
 	}
+}
+
+// chooseClosestSample chooses the closest sample of a list of samples
+// surrounding a given target time. If samples are found both before and after
+// the target time, the sample value is interpolated between these. Otherwise,
+// the single closest sample is returned verbatim.
+func (v *viewAdapter) chooseClosestSample(samples []model.SamplePair, timestamp *time.Time) (sample *model.SamplePair) {
+	var closestBefore *model.SamplePair
+	var closestAfter *model.SamplePair
+	for _, candidate := range samples {
+		delta := candidate.Timestamp.Sub(*timestamp)
+		// Samples before target time.
+		if delta < 0 {
+			// Ignore samples outside of staleness policy window.
+			if -delta > v.stalenessPolicy.DeltaAllowance {
+				continue
+			}
+			// Ignore samples that are farther away than what we've seen before.
+			if closestBefore != nil && candidate.Timestamp.Before(closestBefore.Timestamp) {
+				continue
+			}
+			sample := candidate
+			closestBefore = &sample
+		}
+
+		// Samples after target time.
+		if delta >= 0 {
+			// Ignore samples outside of staleness policy window.
 			if delta > v.stalenessPolicy.DeltaAllowance {
 				continue
 			}
-
-		// Skip sample if we've seen a closer one before this.
-		if sample != nil {
-			if delta > minDelta {
+			// Ignore samples that are farther away than samples we've seen before.
+			if closestAfter != nil && candidate.Timestamp.After(closestAfter.Timestamp) {
 				continue
 			}
+			sample := candidate
+			closestAfter = &sample
+		}
 	}
 
-		sample = &candidate
-		minDelta = delta
+	switch {
+	case closestBefore != nil && closestAfter != nil:
+		sample = interpolateSamples(closestBefore, closestAfter, *timestamp)
+	case closestBefore != nil:
+		sample = closestBefore
+	default:
+		sample = closestAfter
 	}
+
 	return
 }