DO $$ DECLARE v_version numeric; BEGIN SELECT substring(setting from '\d+')::numeric INTO v_version FROM pg_settings WHERE name = 'server_version'; -- GUCs common for all versions PERFORM set_config('extra_float_digits', '0', false); PERFORM set_config('parallel_setup_cost', '0', false); PERFORM set_config('parallel_tuple_cost', '0', false); PERFORM set_config('max_parallel_workers_per_gather', '2', false); -- 9.6 used somewhat different GUC name for relation size IF v_version < 10 THEN PERFORM set_config('min_parallel_relation_size', '1kB', false); ELSE PERFORM set_config('min_parallel_table_scan_size', '1kB', false); END IF; -- in 14 disable Memoize nodes, to make explain more consistent IF v_version >= 14 THEN PERFORM set_config('enable_memoize', 'off', false); END IF; END; $$ LANGUAGE plpgsql; -- check trimmed mean (from raw data) -- we compare the result to a range, to deal with the randomness WITH data AS (SELECT random() AS r FROM generate_series(1,10000) AS x) SELECT tdigest_avg(data.r, 50, 0.1, 0.9) between 0.45 and 0.55 AS mean_10_90, tdigest_avg(data.r, 50, 0.25, 0.75) between 0.45 and 0.55 AS mean_25_75, tdigest_avg(data.r, 50, 0.0, 0.5) between 0.2 and 0.3 AS mean_0_50, tdigest_avg(data.r, 50, 0.5, 1.0) between 0.7 and 0.8 AS mean_50_100 FROM data; WITH data AS (SELECT random() AS r, (1 + (3 * random())::int) AS c FROM generate_series(1,10000) AS x) SELECT tdigest_avg(data.r, data.c, 100, 0.1, 0.9) between 0.45 and 0.55 AS mean_10_90, tdigest_avg(data.r, data.c, 100, 0.25, 0.75) between 0.45 and 0.55 AS mean_25_75, tdigest_avg(data.r, data.c, 100, 0.0, 0.5) between 0.2 and 0.3 AS mean_0_50, tdigest_avg(data.r, data.c, 100, 0.5, 1.0) between 0.7 and 0.8 AS mean_50_100 FROM data; -- check trimmed mean (from pracalculated tdigest) -- we compare the result to a range, to deal with the randomness WITH data AS (SELECT tdigest(random(), 50) AS d FROM generate_series(1,10000) AS x) SELECT tdigest_avg(data.d, 0.1, 0.9) between 0.45 and 0.55 AS mean_10_90, tdigest_avg(data.d, 0.25, 0.75) between 0.45 and 0.55 AS mean_25_75, tdigest_avg(data.d, 0.0, 0.5) between 0.2 and 0.3 AS mean_0_50, tdigest_avg(data.d, 0.5, 1.0) between 0.7 and 0.8 AS mean_50_100 FROM data; -- check trimmed sum (from raw data) -- we compare the result to a range, to deal with the randomness WITH data AS (SELECT random() AS r FROM generate_series(1,10000) AS x) SELECT tdigest_sum(data.r, 50, 0.1, 0.9) between 8000 * 0.45 and 8000 * 0.55 AS sum_10_90, tdigest_sum(data.r, 50, 0.25, 0.75) between 5000 * 0.45 and 5000 * 0.55 AS sum_25_75, tdigest_sum(data.r, 50, 0.0, 0.5) between 5000 * 0.2 and 5000 * 0.3 AS sum_0_50, tdigest_sum(data.r, 50, 0.5, 1.0) between 5000 * 0.7 and 5000 * 0.8 AS sum_50_100 FROM data; WITH data AS (SELECT random() AS r, (1 + (3 * random())::int) AS c FROM generate_series(1,10000) AS x) SELECT tdigest_sum(data.r, data.c, 100, 0.1, 0.9) between 20000 * 0.45 and 20000 * 0.55 AS sum_10_90, tdigest_sum(data.r, data.c, 100, 0.25, 0.75) between 12500 * 0.45 and 12500 * 0.55 AS sum_25_75, tdigest_sum(data.r, data.c, 100, 0.0, 0.5) between 12500 * 0.2 and 12500 * 0.3 AS sum_0_50, tdigest_sum(data.r, data.c, 100, 0.5, 1.0) between 12500 * 0.7 and 12500 * 0.8 AS sum_50_100 FROM data; -- check trimmed sum (from pracalculated tdigest) -- we compare the result to a range, to deal with the randomness WITH data AS (SELECT tdigest(random(), 50) AS d FROM generate_series(1,10000) AS x) SELECT tdigest_sum(data.d, 0.1, 0.9) between 8000 * 0.45 and 8000 * 0.55 AS sum_10_90, tdigest_sum(data.d, 0.25, 0.75) between 5000 * 0.45 and 5000 * 0.55 AS sum_25_75, tdigest_sum(data.d, 0.0, 0.5) between 5000 * 0.2 and 5000 * 0.3 AS sum_0_50, tdigest_sum(data.d, 0.5, 1.0) between 5000 * 0.7 and 5000 * 0.8 AS sum_50_100 FROM data; WITH data AS (SELECT tdigest(random(), 50) AS d FROM generate_series(1,10000) AS x) SELECT tdigest_digest_sum(data.d, 0.05, 0.95) between 9000 * 0.45 and 9000 * 0.55 AS sum_05_95, tdigest_digest_avg(data.d, 0.05, 0.95) between 0.45 and 0.55 AS mean_05_95 FROM data; -- results should not depend on ordering of input data (with compression -- large enough to not compact anything) SELECT tdigest_sum(i, 10000, 0.0, 0.5) FROM generate_series(1, 10000) s(i); SELECT tdigest_sum(i, 10000, 0.0, 0.5) from generate_series(10000, 1, -1) s(i); SELECT tdigest_sum(i, 10000, 0.0, 0.25) FROM generate_series(1, 10000) s(i); SELECT tdigest_sum(i, 10000, 0.0, 0.25) from generate_series(10000, 1, -1) s(i); SELECT tdigest_sum(i, 10000, 0.1, 0.2) FROM generate_series(1, 10000) s(i); SELECT tdigest_sum(i, 10000, 0.1, 0.2) from generate_series(10000, 1, -1) s(i); SELECT tdigest_sum(i, 10000, 0.5, 1.0) FROM generate_series(1, 10000) s(i); SELECT tdigest_sum(i, 10000, 0.5, 1.0) from generate_series(10000, 1, -1) s(i); SELECT tdigest_sum(i, 10000, 0.75, 1.0) FROM generate_series(1, 10000) s(i); SELECT tdigest_sum(i, 10000, 0.75, 1.0) from generate_series(10000, 1, -1) s(i); SELECT tdigest_sum(i, 10000, 0.75, 0.9) FROM generate_series(1, 10000) s(i); SELECT tdigest_sum(i, 10000, 0.75, 0.9) from generate_series(10000, 1, -1) s(i); -- the same thing with calculating a t-digest first (but make sure all -- centroids have count 1, to make it exactly the same) WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1, 1500) s(i)) SELECT tdigest_sum(d, 0.0, 0.5) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1500, 1, -1) s(i)) SELECT tdigest_sum(d, 0.0, 0.5) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1, 1500) s(i)) SELECT tdigest_sum(d, 0.0, 0.25) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1500, 1, -1) s(i)) SELECT tdigest_sum(d, 0.0, 0.25) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1, 1500) s(i)) SELECT tdigest_sum(d, 0.1, 0.2) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1500, 1, -1) s(i)) SELECT tdigest_sum(d, 0.1, 0.2) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1, 1500) s(i)) SELECT tdigest_sum(d, 0.5, 1.0) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1500, 1, -1) s(i)) SELECT tdigest_sum(d, 0.5, 1.0) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1, 1500) s(i)) SELECT tdigest_sum(d, 0.75, 1.0) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1500, 1, -1) s(i)) SELECT tdigest_sum(d, 0.75, 1.0) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1, 1500) s(i)) SELECT tdigest_sum(d, 0.75, 0.9) from tmp; WITH tmp AS (SELECT tdigest(i, 10000) AS d FROM generate_series(1500, 1, -1) s(i)) SELECT tdigest_sum(d, 0.75, 0.9) from tmp; -- simple sanity checks of high/low thresholds -- correct low/high ranges SELECT tdigest_sum(1.0, 100, 0.0, 1.0); SELECT tdigest_avg(1.0, 100, 0.0, 1.0); SELECT tdigest_sum(1.0, 100, 0.25, 0.75); SELECT tdigest_avg(1.0, 100, 0.25, 0.75); SELECT tdigest_sum(1.0, 100, 0.5, 0.5); SELECT tdigest_avg(1.0, 100, 0.5, 0.5); -- inverted range SELECT tdigest_sum(1.0, 100, 0.75, 0.25); SELECT tdigest_avg(1.0, 100, 0.75, 0.25); -- negative low threshold SELECT tdigest_sum(1.0, 100, -1.0, 1.0); SELECT tdigest_avg(1.0, 100, -1.0, 1.0); -- bogus high threshold SELECT tdigest_sum(1.0, 100, -1.0, 1.0); SELECT tdigest_avg(1.0, 100, -1.0, 1.0); -- infinity in low threshold SELECT tdigest_sum(1.0, 100, '-infinity'::double precision, 1.0); SELECT tdigest_avg(1.0, 100, '-infinity'::double precision, 1.0); SELECT tdigest_sum(1.0, 100, 'infinity'::double precision, 1.0); SELECT tdigest_avg(1.0, 100, 'infinity'::double precision, 1.0); -- infinity in high threshold SELECT tdigest_sum(1.0, 100, 0.0, '-infinity'::double precision); SELECT tdigest_avg(1.0, 100, 0.0, '-infinity'::double precision); SELECT tdigest_sum(1.0, 100, 0.0, 'infinity'::double precision); SELECT tdigest_avg(1.0, 100, 0.0, 'infinity'::double precision); -- infinity in both thresholds SELECT tdigest_sum(1.0, 100, '-infinity'::double precision, '-infinity'::double precision); SELECT tdigest_avg(1.0, 100, '-infinity'::double precision, '-infinity'::double precision); SELECT tdigest_sum(1.0, 100, '-infinity'::double precision, 'infinity'::double precision); SELECT tdigest_avg(1.0, 100, '-infinity'::double precision, 'infinity'::double precision); SELECT tdigest_sum(1.0, 100, 'infinity'::double precision, '-infinity'::double precision); SELECT tdigest_avg(1.0, 100, 'infinity'::double precision, '-infinity'::double precision); SELECT tdigest_sum(1.0, 100, 'infinity'::double precision, 'infinity'::double precision); SELECT tdigest_avg(1.0, 100, 'infinity'::double precision, 'infinity'::double precision); -- NaN in thresholds SELECT tdigest_sum(1.0, 100, 'NaN'::double precision, 1.0); SELECT tdigest_avg(1.0, 100, 'NaN'::double precision, 1.0); SELECT tdigest_sum(1.0, 100, 0.0, 'NaN'::double precision); SELECT tdigest_avg(1.0, 100, 0.0, 'NaN'::double precision); SELECT tdigest_sum(1.0, 100, 'NaN'::double precision, 'NaN'::double precision); SELECT tdigest_avg(1.0, 100, 'NaN'::double precision, 'NaN'::double precision); -- check tdigest_trimmed_agg() calculates and aggregates the right range -- of centroids to process, especially when [count_low, count_high) falls -- into a single centroid -- -- A digest holding a single centroid, i.e. 100 items that all have the value -- 10. The trimmed sum then has to be exactly (10 * number of items in the -- range) for every range, which makes the expected values easy to derive -- -- count_low = floor(100 * lo) and count_high = ceil(100 * hi). SELECT lo, hi, tdigest_digest_sum(d, lo, hi) AS trimmed_sum, 10 * (ceil(100::double precision * hi) - floor(100::double precision * lo)) AS expected_sum, tdigest_digest_avg(d, lo, hi) AS trimmed_avg FROM (SELECT 'flags 1 count 100 compression 10 centroids 1 (10, 100)'::tdigest) t(d), (VALUES (0.0::double precision, 1.0::double precision), (0.0::double precision, 0.5::double precision), (0.5::double precision, 1.0::double precision), (0.4::double precision, 0.5::double precision), (0.1::double precision, 0.2::double precision), (0.25::double precision, 0.75::double precision)) v(lo, hi) ORDER BY lo, hi; -- The same through the aggregates, to cover tdigest_trimmed_sum() and -- tdigest_trimmed_avg() too. All the input values are the same, so the digest -- is a single centroid no matter how the compaction merges the centroids. SELECT tdigest(10.0::double precision, 10) AS digest FROM generate_series(1, 100); SELECT tdigest_sum(10.0::double precision, 10, 0.4, 0.5) AS agg_sum, tdigest_avg(10.0::double precision, 10, 0.4, 0.5) AS agg_avg FROM generate_series(1, 100); -- Now the same thing, but with more than one centroid, covering a range -- inside the middle centroid, a range straddling a centroid boundary, a -- range inside the last centroid, and the untrimmed case. SELECT lo, hi, tdigest_digest_sum(d, lo, hi) AS trimmed_sum, tdigest_digest_avg(d, lo, hi) AS trimmed_avg FROM (SELECT 'flags 1 count 30 compression 10 centroids 3 (10, 10) (20, 5) (30, 15)'::tdigest) t(d), (VALUES (0.4::float8, 0.5::float8), (0.35::float8, 0.45::float8), (0.45::float8, 0.55::float8), (0.3::float8, 0.6::float8), (0.6::float8, 0.9::float8), (0.0::float8, 1.0::float8)) v(lo, hi) ORDER BY lo, hi; -- Exhaustive cross-check of every trimmed range against a brute-force -- expansion of the same digest into individual items. Expected to return no -- rows; any row is a range where the trimmed sum disagrees with the sum of -- the items the range is supposed to cover. WITH digest(d) AS ( SELECT 'flags 1 count 30 compression 10 centroids 3 (10, 10) (20, 5) (30, 15)'::tdigest ), -- the individual items of the digest, with their 0-based index items(idx, val) AS ( SELECT c.first_idx + g - 1, c.mean FROM (VALUES (0, 10.0::float8, 10), (10, 20.0::float8, 5), (15, 30.0::float8, 15)) c(first_idx, mean, cnt), generate_series(1, c.cnt) g ), ranges(lo, hi) AS ( SELECT (a / 20.0)::float8, (b / 20.0)::float8 FROM generate_series(0, 20) a, generate_series(0, 20) b WHERE a < b ) SELECT r.lo, r.hi, tdigest_digest_sum(digest.d, r.lo, r.hi) AS trimmed_sum, (SELECT sum(i.val) FROM items i WHERE i.idx >= floor(30::float8 * r.lo) AND i.idx < ceil(30::float8 * r.hi)) AS expected_sum FROM ranges r, digest WHERE tdigest_digest_sum(digest.d, r.lo, r.hi) IS DISTINCT FROM (SELECT sum(i.val) FROM items i WHERE i.idx >= floor(30::float8 * r.lo) AND i.idx < ceil(30::float8 * r.hi)) ORDER BY r.lo, r.hi;