Merge pull request #641 from prometheus/stddev

Add stddev and stdvar aggregation functions.

rules/ast/ast.go

@@ -68,6 +68,7 @@ type Matrix []SampleStream
 type groupedAggregation struct {
 	labels           clientmodel.COWMetric
 	value            clientmodel.SampleValue
+	valuesSquaredSum clientmodel.SampleValue
 	groupCount       int
 }
 
@@ -128,6 +129,8 @@ const (
 	Min
 	Max
 	Count
+	Stdvar
+	Stddev
 )
 
 // ----------------------------------------------------------------------------
@@ -468,6 +471,12 @@ func (node *VectorAggregation) groupedAggregationsToVector(aggregations map[uint
 			aggregation.value = aggregation.value / clientmodel.SampleValue(aggregation.groupCount)
 		case Count:
 			aggregation.value = clientmodel.SampleValue(aggregation.groupCount)
+		case Stdvar:
+			avg := float64(aggregation.value) / float64(aggregation.groupCount)
+			aggregation.value = clientmodel.SampleValue(float64(aggregation.valuesSquaredSum)/float64(aggregation.groupCount) - avg*avg)
+		case Stddev:
+			avg := float64(aggregation.value) / float64(aggregation.groupCount)
+			aggregation.value = clientmodel.SampleValue(math.Sqrt(float64(aggregation.valuesSquaredSum)/float64(aggregation.groupCount) - avg*avg))
 		default:
 			// For other aggregations, we already have the right value.
 		}
@@ -509,6 +518,10 @@ func (node *VectorAggregation) Eval(timestamp clientmodel.Timestamp) Vector {
 				}
 			case Count:
 				groupedResult.groupCount++
+			case Stdvar, Stddev:
+				groupedResult.value += sample.Value
+				groupedResult.valuesSquaredSum += sample.Value * sample.Value
+				groupedResult.groupCount++
 			default:
 				panic("Unknown aggregation type")
 			}
@@ -531,6 +544,7 @@ func (node *VectorAggregation) Eval(timestamp clientmodel.Timestamp) Vector {
 			result[groupingKey] = &groupedAggregation{
 				labels:           m,
 				value:            sample.Value,
+				valuesSquaredSum: sample.Value * sample.Value,
 				groupCount:       1,
 			}
 		}

rules/ast/printer.go

@@ -65,6 +65,8 @@ func (aggrType AggrType) String() string {
 		Min:    "MIN",
 		Max:    "MAX",
 		Count:  "COUNT",
+		Stdvar: "STDVAR",
+		Stddev: "STDDEV",
 	}
 	return aggrTypeMap[aggrType]
 }

rules/helpers.go

@@ -83,6 +83,8 @@ func NewVectorAggregation(aggrTypeStr string, vector ast.Node, groupBy clientmod
 		"MIN":    ast.Min,
 		"AVG":    ast.Avg,
 		"COUNT":  ast.Count,
+		"STDVAR": ast.Stdvar,
+		"STDDEV": ast.Stddev,
 	}
 	aggrType, ok := aggrTypes[aggrTypeStr]
 	if !ok {

rules/lexer.l

@@ -89,8 +89,8 @@ GROUP_LEFT|GROUP_RIGHT   lval.str = lexer.token(); return MATCH_MOD
 group_left|group_right   lval.str = strings.ToUpper(lexer.token()); return MATCH_MOD
 KEEPING_EXTRA|keeping_extra return KEEPING_EXTRA
 OFFSET|offset            return OFFSET
-AVG|SUM|MAX|MIN|COUNT    lval.str = lexer.token(); return AGGR_OP
+AVG|SUM|MAX|MIN|COUNT|STDVAR|STDDEV    lval.str = lexer.token(); return AGGR_OP
-avg|sum|max|min|count    lval.str = strings.ToUpper(lexer.token()); return AGGR_OP
+avg|sum|max|min|count|stdvar|stddev    lval.str = strings.ToUpper(lexer.token()); return AGGR_OP
 \<|>|AND|OR|and|or       lval.str = strings.ToUpper(lexer.token()); return CMP_OP
 ==|!=|>=|<=|=~|!~        lval.str = lexer.token(); return CMP_OP
 [+\-]                    lval.str = lexer.token(); return ADDITIVE_OP

rules/rules_test.go

@@ -1295,6 +1295,32 @@ func TestExpressions(t *testing.T) {
 				`{l="y"} => -Inf @[%v]`,
 			},
 		},
+		{
+			expr: `stddev(http_requests)`,
+			output: []string{
+				`{} => 229.12878474779 @[%v]`,
+			},
+		},
+		{
+			expr: `stddev by (instance)(http_requests)`,
+			output: []string{
+				`{instance="0"} => 223.60679774998 @[%v]`,
+				`{instance="1"} => 223.60679774998 @[%v]`,
+			},
+		},
+		{
+			expr: `stdvar(http_requests)`,
+			output: []string{
+				`{} => 52500 @[%v]`,
+			},
+		},
+		{
+			expr: `stdvar by (instance)(http_requests)`,
+			output: []string{
+				`{instance="0"} => 50000 @[%v]`,
+				`{instance="1"} => 50000 @[%v]`,
+			},
+		},
 	}
 
 	storage, closer := newTestStorage(t)

templates/templates.go

@@ -219,7 +219,7 @@ func NewTemplateExpander(text string, name string, data interface{}, timestamp c
 				return fmt.Sprintf("%.4g%ss", v, prefix)
 			},
 			"pathPrefix": func() string {
-				return pathPrefix;
+				return pathPrefix
 			},
 		},
 	}