#include #include #include #include #include "lib/mlrutil.h" #include "lib/mlr_globals.h" #include "containers/sllv.h" #include "containers/slls.h" #include "lib/string_array.h" #include "containers/lhmslv.h" #include "containers/lhmsv.h" #include "containers/mixutil.h" #include "lib/mvfuncs.h" #include "mapping/mappers.h" #include "cli/argparse.h" #define DEFAULT_STRING_ALPHA "0.5" // ---------------------------------------------------------------- struct _step_t; // forward reference for method declarations typedef void step_dprocess_func_t(void* pvstate, double fltv, lrec_t* prec); typedef void step_nprocess_func_t(void* pvstate, mv_t* pval, lrec_t* prec); typedef void step_sprocess_func_t(void* pvstate, char* strv, lrec_t* prec); typedef void step_zprocess_func_t(void* pvstate, lrec_t* prec); typedef void step_free_func_t(struct _step_t* pstep); typedef struct _step_t { void* pvstate; step_dprocess_func_t* pdprocess_func; step_nprocess_func_t* pnprocess_func; step_sprocess_func_t* psprocess_func; step_zprocess_func_t* pzprocess_func; step_free_func_t* pfree_func; } step_t; typedef step_t* step_alloc_func_t(char* input_field_name, int allow_int_float, slls_t* pstring_alphas, slls_t* pewma_suffixes); typedef struct _mapper_step_state_t { ap_state_t* pargp; slls_t* pstepper_names; string_array_t* pvalue_field_names; // parameter string_array_t* pvalue_field_values; // scratch space used per-record slls_t* pgroup_by_field_names; // parameter lhmslv_t* groups; int allow_int_float; slls_t* pstring_alphas; slls_t* pewma_suffixes; } mapper_step_state_t; // Multilevel hashmap structure: // { // ["s","t"] : { <--- group-by field names // ["x","y"] : { <--- value field names // "corr" : C stats2_corr_t object, // "cov" : C stats2_cov_t object // } // }, // ["u","v"] : { // ["x","y"] : { // "corr" : C stats2_corr_t object, // "cov" : C stats2_cov_t object // } // }, // ["u","w"] : { // ["x","y"] : { // "corr" : C stats2_corr_t object, // "cov" : C stats2_cov_t object // } // }, // } // ---------------------------------------------------------------- static void mapper_step_usage(FILE* o, char* argv0, char* verb); static mapper_t* mapper_step_parse_cli(int* pargi, int argc, char** argv, cli_reader_opts_t* _, cli_writer_opts_t* __); static mapper_t* mapper_step_alloc(ap_state_t* pargp, slls_t* pstepper_names, string_array_t* pvalue_field_names, slls_t* pgroup_by_field_names, int allow_int_float, slls_t* pstring_alphas, slls_t* pewma_suffixes); static void mapper_step_free(mapper_t* pmapper, context_t* _); static sllv_t* mapper_step_process(lrec_t* pinrec, context_t* pctx, void* pvstate); static step_t* step_delta_alloc (char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2); static step_t* step_shift_alloc (char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2); static step_t* step_from_first_alloc (char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2); static step_t* step_ratio_alloc (char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2); static step_t* step_rsum_alloc (char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2); static step_t* step_counter_alloc (char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2); static step_t* step_ewma_alloc (char* input_field_name, int unused, slls_t* pstring_alphas, slls_t* pewma_suffixes); static step_t* make_step(char* step_name, char* input_field_name, int allow_int_float, slls_t* pstring_alphas, slls_t* pewma_suffixes); typedef struct _step_lookup_t { char* name; step_alloc_func_t* palloc_func; char* desc; } step_lookup_t; static step_lookup_t step_lookup_table[] = { {"delta", step_delta_alloc, "Compute differences in field(s) between successive records"}, {"shift", step_shift_alloc, "Include value(s) in field(s) from previous record, if any"}, {"from-first", step_from_first_alloc, "Compute differences in field(s) from first record"}, {"ratio", step_ratio_alloc, "Compute ratios in field(s) between successive records"}, {"rsum", step_rsum_alloc, "Compute running sums of field(s) between successive records"}, {"counter", step_counter_alloc, "Count instances of field(s) between successive records"}, {"ewma", step_ewma_alloc, "Exponentially weighted moving average over successive records"}, }; static int step_lookup_table_length = sizeof(step_lookup_table) / sizeof(step_lookup_table[0]); // ---------------------------------------------------------------- mapper_setup_t mapper_step_setup = { .verb = "step", .pusage_func = mapper_step_usage, .pparse_func = mapper_step_parse_cli, .ignores_input = FALSE, }; // ---------------------------------------------------------------- static void mapper_step_usage(FILE* o, char* argv0, char* verb) { fprintf(o, "Usage: %s %s [options]\n", argv0, verb); fprintf(o, "Computes values dependent on the previous record, optionally grouped\n"); fprintf(o, "by category.\n"); fprintf(o, "\n"); fprintf(o, "Options:\n"); fprintf(o, "-a {delta,rsum,...} Names of steppers: comma-separated, one or more of:\n"); for (int i = 0; i < step_lookup_table_length; i++) { fprintf(o, " %-8s %s\n", step_lookup_table[i].name, step_lookup_table[i].desc); } fprintf(o, "-f {a,b,c} Value-field names on which to compute statistics\n"); fprintf(o, "-g {d,e,f} Optional group-by-field names\n"); fprintf(o, "-F Computes integerable things (e.g. counter) in floating point.\n"); fprintf(o, "-d {x,y,z} Weights for ewma. 1 means current sample gets all weight (no\n"); fprintf(o, " smoothing), near under under 1 is light smoothing, near over 0 is\n"); fprintf(o, " heavy smoothing. Multiple weights may be specified, e.g.\n"); fprintf(o, " \"%s %s -a ewma -f sys_load -d 0.01,0.1,0.9\". Default if omitted\n", argv0, verb); fprintf(o, " is \"-d %s\".\n", DEFAULT_STRING_ALPHA); fprintf(o, "-o {a,b,c} Custom suffixes for EWMA output fields. If omitted, these default to\n"); fprintf(o, " the -d values. If supplied, the number of -o values must be the same\n"); fprintf(o, " as the number of -d values.\n"); fprintf(o, "\n"); fprintf(o, "Examples:\n"); fprintf(o, " %s %s -a rsum -f request_size\n", argv0, verb); fprintf(o, " %s %s -a delta -f request_size -g hostname\n", argv0, verb); fprintf(o, " %s %s -a ewma -d 0.1,0.9 -f x,y\n", argv0, verb); fprintf(o, " %s %s -a ewma -d 0.1,0.9 -o smooth,rough -f x,y\n", argv0, verb); fprintf(o, " %s %s -a ewma -d 0.1,0.9 -o smooth,rough -f x,y -g group_name\n", argv0, verb); fprintf(o, "\n"); fprintf(o, "Please see https://miller.readthedocs.io/en/latest/reference-verbs.html#filter or\n"); fprintf(o, "https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average\n"); fprintf(o, "for more information on EWMA.\n"); } static mapper_t* mapper_step_parse_cli(int* pargi, int argc, char** argv, cli_reader_opts_t* _, cli_writer_opts_t* __) { slls_t* pstepper_names = NULL; string_array_t* pvalue_field_names = NULL; slls_t* pgroup_by_field_names = slls_alloc(); slls_t* pstring_alphas = slls_single_no_free(DEFAULT_STRING_ALPHA); slls_t* pewma_suffixes = NULL; int allow_int_float = TRUE; char* verb = argv[(*pargi)++]; ap_state_t* pstate = ap_alloc(); ap_define_string_list_flag(pstate, "-a", &pstepper_names); ap_define_string_array_flag(pstate, "-f", &pvalue_field_names); ap_define_string_list_flag(pstate, "-g", &pgroup_by_field_names); ap_define_string_list_flag(pstate, "-d", &pstring_alphas); ap_define_string_list_flag(pstate, "-o", &pewma_suffixes); ap_define_false_flag(pstate, "-F", &allow_int_float); if (!ap_parse(pstate, verb, pargi, argc, argv)) { mapper_step_usage(stderr, argv[0], verb); return NULL; } if (pstepper_names == NULL || pvalue_field_names == NULL) { mapper_step_usage(stderr, argv[0], verb); return NULL; } if (pstring_alphas != NULL && pewma_suffixes != NULL) { if (pewma_suffixes->length != pstring_alphas->length) { mapper_step_usage(stderr, argv[0], verb); return NULL; } } return mapper_step_alloc(pstate, pstepper_names, pvalue_field_names, pgroup_by_field_names, allow_int_float, pstring_alphas, pewma_suffixes); } // ---------------------------------------------------------------- static mapper_t* mapper_step_alloc(ap_state_t* pargp, slls_t* pstepper_names, string_array_t* pvalue_field_names, slls_t* pgroup_by_field_names, int allow_int_float, slls_t* pstring_alphas, slls_t* pewma_suffixes) { mapper_t* pmapper = mlr_malloc_or_die(sizeof(mapper_t)); mapper_step_state_t* pstate = mlr_malloc_or_die(sizeof(mapper_step_state_t)); pstate->pargp = pargp; pstate->pstepper_names = pstepper_names; pstate->pvalue_field_names = pvalue_field_names; pstate->pvalue_field_values = string_array_alloc(pvalue_field_names->length); pstate->pgroup_by_field_names = pgroup_by_field_names; pstate->groups = lhmslv_alloc(); pstate->allow_int_float = allow_int_float; pstate->pstring_alphas = pstring_alphas; pstate->pewma_suffixes = pewma_suffixes; pmapper->pvstate = pstate; pmapper->pprocess_func = mapper_step_process; pmapper->pfree_func = mapper_step_free; return pmapper; } static void mapper_step_free(mapper_t* pmapper, context_t* _) { mapper_step_state_t* pstate = pmapper->pvstate; slls_free(pstate->pstepper_names); string_array_free(pstate->pvalue_field_names); string_array_free(pstate->pvalue_field_values); slls_free(pstate->pgroup_by_field_names); slls_free(pstate->pstring_alphas); slls_free(pstate->pewma_suffixes); // lhmslv_free and lhmsv_free will free the hashmap keys; we need to free // the void-star hashmap values. for (lhmslve_t* pa = pstate->groups->phead; pa != NULL; pa = pa->pnext) { lhmsv_t* pgroup_to_acc_field = pa->pvvalue; for (lhmsve_t* pb = pgroup_to_acc_field->phead; pb != NULL; pb = pb->pnext) { lhmsv_t* pacc_field_to_acc_state = pb->pvvalue; for (lhmsve_t* pc = pacc_field_to_acc_state->phead; pc != NULL; pc = pc->pnext) { step_t* pstep = pc->pvvalue; pstep->pfree_func(pstep); } lhmsv_free(pacc_field_to_acc_state); } lhmsv_free(pgroup_to_acc_field); } lhmslv_free(pstate->groups); ap_free(pstate->pargp); free(pstate); free(pmapper); } // ---------------------------------------------------------------- static sllv_t* mapper_step_process(lrec_t* pinrec, context_t* pctx, void* pvstate) { mapper_step_state_t* pstate = pvstate; if (pinrec == NULL) return sllv_single(NULL); // ["s", "t"] mlr_reference_values_from_record_into_string_array(pinrec, pstate->pvalue_field_names, pstate->pvalue_field_values); slls_t* pgroup_by_field_values = mlr_reference_selected_values_from_record(pinrec, pstate->pgroup_by_field_names); if (pgroup_by_field_values == NULL) { slls_free(pgroup_by_field_values); return sllv_single(pinrec); } lhmsv_t* pgroup_to_acc_field = lhmslv_get(pstate->groups, pgroup_by_field_values); if (pgroup_to_acc_field == NULL) { pgroup_to_acc_field = lhmsv_alloc(); lhmslv_put(pstate->groups, slls_copy(pgroup_by_field_values), pgroup_to_acc_field, FREE_ENTRY_KEY); } slls_free(pgroup_by_field_values); // for x=1 and y=2 int n = pstate->pvalue_field_names->length; for (int i = 0; i < n; i++) { char* value_field_name = pstate->pvalue_field_names->strings[i]; char* value_field_sval = pstate->pvalue_field_values->strings[i]; if (value_field_sval == NULL) // Key not present continue; int have_dval = FALSE; int have_nval = FALSE; double value_field_dval = -999.0; mv_t value_field_nval = mv_absent(); lhmsv_t* pacc_field_to_acc_state = lhmsv_get(pgroup_to_acc_field, value_field_name); if (pacc_field_to_acc_state == NULL) { pacc_field_to_acc_state = lhmsv_alloc(); lhmsv_put(pgroup_to_acc_field, value_field_name, pacc_field_to_acc_state, NO_FREE); } // for "delta", "rsum" sllse_t* pc = pstate->pstepper_names->phead; for ( ; pc != NULL; pc = pc->pnext) { char* step_name = pc->value; step_t* pstep = lhmsv_get(pacc_field_to_acc_state, step_name); if (pstep == NULL) { pstep = make_step(step_name, value_field_name, pstate->allow_int_float, pstate->pstring_alphas, pstate->pewma_suffixes); if (pstep == NULL) { fprintf(stderr, "mlr step: stepper \"%s\" not found.\n", step_name); exit(1); } lhmsv_put(pacc_field_to_acc_state, step_name, pstep, NO_FREE); } if (*value_field_sval == 0) { // Key present with null value if (pstep->pzprocess_func != NULL) { pstep->pzprocess_func(pstep->pvstate, pinrec); } } else { if (pstep->pdprocess_func != NULL) { if (!have_dval) { value_field_dval = mlr_double_from_string_or_die(value_field_sval); have_dval = TRUE; } pstep->pdprocess_func(pstep->pvstate, value_field_dval, pinrec); } if (pstep->pnprocess_func != NULL) { if (!have_nval) { value_field_nval = pstate->allow_int_float ? mv_scan_number_or_die(value_field_sval) : mv_from_float(mlr_double_from_string_or_die(value_field_sval)); have_nval = TRUE; } pstep->pnprocess_func(pstep->pvstate, &value_field_nval, pinrec); } if (pstep->psprocess_func != NULL) { pstep->psprocess_func(pstep->pvstate, value_field_sval, pinrec); } } } } return sllv_single(pinrec); } static step_t* make_step(char* step_name, char* input_field_name, int allow_int_float, slls_t* pstring_alphas, slls_t* pewma_suffixes) { for (int i = 0; i < step_lookup_table_length; i++) if (streq(step_name, step_lookup_table[i].name)) return step_lookup_table[i].palloc_func(input_field_name, allow_int_float, pstring_alphas, pewma_suffixes); return NULL; } // ---------------------------------------------------------------- typedef struct _step_delta_state_t { mv_t prev; char* output_field_name; int allow_int_float; } step_delta_state_t; static void step_delta_nprocess(void* pvstate, mv_t* pnumv, lrec_t* prec) { step_delta_state_t* pstate = pvstate; mv_t delta; if (mv_is_null(&pstate->prev)) { delta = pstate->allow_int_float ? mv_from_int(0LL) : mv_from_float(0.0); } else { delta = x_xx_minus_func(pnumv, &pstate->prev); } lrec_put(prec, pstate->output_field_name, mv_alloc_format_val(&delta), FREE_ENTRY_VALUE); pstate->prev = *pnumv; } static void step_delta_zprocess(void* pvstate, lrec_t* prec) { step_delta_state_t* pstate = pvstate; lrec_put(prec, pstate->output_field_name, "", NO_FREE); } static void step_delta_free(step_t* pstep) { step_delta_state_t* pstate = pstep->pvstate; free(pstate->output_field_name); free(pstate); free(pstep); } static step_t* step_delta_alloc(char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2) { step_t* pstep = mlr_malloc_or_die(sizeof(step_t)); step_delta_state_t* pstate = mlr_malloc_or_die(sizeof(step_delta_state_t)); pstate->prev = mv_absent(); pstate->allow_int_float = allow_int_float; pstate->output_field_name = mlr_paste_2_strings(input_field_name, "_delta"); pstep->pvstate = (void*)pstate; pstep->pdprocess_func = NULL; pstep->pnprocess_func = step_delta_nprocess; pstep->psprocess_func = NULL; pstep->pzprocess_func = step_delta_zprocess; pstep->pfree_func = step_delta_free; return pstep; } // ---------------------------------------------------------------- typedef struct _step_shift_state_t { char* prev; char* output_field_name; int allow_int_float; } step_shift_state_t; static void step_shift_sprocess(void* pvstate, char* strv, lrec_t* prec) { step_shift_state_t* pstate = pvstate; lrec_put(prec, pstate->output_field_name, pstate->prev, FREE_ENTRY_VALUE); pstate->prev = mlr_strdup_or_die(strv); } static void step_shift_zprocess(void* pvstate, lrec_t* prec) { step_shift_state_t* pstate = pvstate; lrec_put(prec, pstate->output_field_name, "", NO_FREE); } static void step_shift_free(step_t* pstep) { step_shift_state_t* pstate = pstep->pvstate; free(pstate->prev); free(pstate->output_field_name); free(pstate); free(pstep); } static step_t* step_shift_alloc(char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2) { step_t* pstep = mlr_malloc_or_die(sizeof(step_t)); step_shift_state_t* pstate = mlr_malloc_or_die(sizeof(step_shift_state_t)); pstate->prev = mlr_strdup_or_die(""); pstate->allow_int_float = allow_int_float; pstate->output_field_name = mlr_paste_2_strings(input_field_name, "_shift"); pstep->pvstate = (void*)pstate; pstep->pdprocess_func = NULL; pstep->pnprocess_func = NULL; pstep->psprocess_func = step_shift_sprocess; pstep->pzprocess_func = step_shift_zprocess; pstep->pfree_func = step_shift_free; return pstep; } // ---------------------------------------------------------------- typedef struct _step_from_first_state_t { mv_t first; char* output_field_name; int allow_int_float; } step_from_first_state_t; static void step_from_first_nprocess(void* pvstate, mv_t* pnumv, lrec_t* prec) { step_from_first_state_t* pstate = pvstate; mv_t from_first; if (mv_is_null(&pstate->first)) { from_first = pstate->allow_int_float ? mv_from_int(0LL) : mv_from_float(0.0); pstate->first = *pnumv; } else { from_first = x_xx_minus_func(pnumv, &pstate->first); } lrec_put(prec, pstate->output_field_name, mv_alloc_format_val(&from_first), FREE_ENTRY_VALUE); } static void step_from_first_zprocess(void* pvstate, lrec_t* prec) { step_from_first_state_t* pstate = pvstate; lrec_put(prec, pstate->output_field_name, "", NO_FREE); } static void step_from_first_free(step_t* pstep) { step_from_first_state_t* pstate = pstep->pvstate; free(pstate->output_field_name); free(pstate); free(pstep); } static step_t* step_from_first_alloc(char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2) { step_t* pstep = mlr_malloc_or_die(sizeof(step_t)); step_from_first_state_t* pstate = mlr_malloc_or_die(sizeof(step_from_first_state_t)); pstate->first = mv_absent(); pstate->allow_int_float = allow_int_float; pstate->output_field_name = mlr_paste_2_strings(input_field_name, "_from_first"); pstep->pvstate = (void*)pstate; pstep->pdprocess_func = NULL; pstep->pnprocess_func = step_from_first_nprocess; pstep->psprocess_func = NULL; pstep->pzprocess_func = step_from_first_zprocess; pstep->pfree_func = step_from_first_free; return pstep; } // ---------------------------------------------------------------- typedef struct _step_ratio_state_t { double prev; int have_prev; char* output_field_name; } step_ratio_state_t; static void step_ratio_dprocess(void* pvstate, double fltv, lrec_t* prec) { step_ratio_state_t* pstate = pvstate; double ratio = 1.0; if (pstate->have_prev) { ratio = fltv / pstate->prev; } else { pstate->have_prev = TRUE; } lrec_put(prec, pstate->output_field_name, mlr_alloc_string_from_double(ratio, MLR_GLOBALS.ofmt), FREE_ENTRY_VALUE); pstate->prev = fltv; } static void step_ratio_zprocess(void* pvstate, lrec_t* prec) { step_ratio_state_t* pstate = pvstate; lrec_put(prec, pstate->output_field_name, "", NO_FREE); } static void step_ratio_free(step_t* pstep) { step_ratio_state_t* pstate = pstep->pvstate; free(pstate->output_field_name); free(pstate); free(pstep); } static step_t* step_ratio_alloc(char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2) { step_t* pstep = mlr_malloc_or_die(sizeof(step_t)); step_ratio_state_t* pstate = mlr_malloc_or_die(sizeof(step_ratio_state_t)); pstate->prev = -999.0; pstate->have_prev = FALSE; pstate->output_field_name = mlr_paste_2_strings(input_field_name, "_ratio"); pstep->pvstate = (void*)pstate; pstep->pdprocess_func = step_ratio_dprocess; pstep->pnprocess_func = NULL; pstep->psprocess_func = NULL; pstep->pzprocess_func = step_ratio_zprocess; pstep->pfree_func = step_ratio_free; return pstep; } // ---------------------------------------------------------------- typedef struct _step_rsum_state_t { mv_t rsum; char* output_field_name; int allow_int_float; } step_rsum_state_t; static void step_rsum_nprocess(void* pvstate, mv_t* pnumv, lrec_t* prec) { step_rsum_state_t* pstate = pvstate; pstate->rsum = x_xx_plus_func(&pstate->rsum, pnumv); lrec_put(prec, pstate->output_field_name, mv_alloc_format_val(&pstate->rsum), FREE_ENTRY_VALUE); } static void step_rsum_zprocess(void* pvstate, lrec_t* prec) { step_rsum_state_t* pstate = pvstate; lrec_put(prec, pstate->output_field_name, "", NO_FREE); } static void step_rsum_free(step_t* pstep) { step_rsum_state_t* pstate = pstep->pvstate; free(pstate->output_field_name); free(pstate); free(pstep); } static step_t* step_rsum_alloc(char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2) { step_t* pstep = mlr_malloc_or_die(sizeof(step_t)); step_rsum_state_t* pstate = mlr_malloc_or_die(sizeof(step_rsum_state_t)); pstate->allow_int_float = allow_int_float; pstate->rsum = pstate->allow_int_float ? mv_from_int(0LL) : mv_from_float(0.0); pstate->output_field_name = mlr_paste_2_strings(input_field_name, "_rsum"); pstep->pvstate = (void*)pstate; pstep->pdprocess_func = NULL; pstep->pnprocess_func = step_rsum_nprocess; pstep->psprocess_func = NULL; pstep->pzprocess_func = step_rsum_zprocess; pstep->pfree_func = step_rsum_free; return pstep; } // ---------------------------------------------------------------- typedef struct _step_counter_state_t { mv_t counter; mv_t one; char* output_field_name; } step_counter_state_t; static void step_counter_sprocess(void* pvstate, char* strv, lrec_t* prec) { step_counter_state_t* pstate = pvstate; pstate->counter = x_xx_plus_func(&pstate->counter, &pstate->one); lrec_put(prec, pstate->output_field_name, mv_alloc_format_val(&pstate->counter), FREE_ENTRY_VALUE); } static void step_counter_zprocess(void* pvstate, lrec_t* prec) { step_counter_state_t* pstate = pvstate; lrec_put(prec, pstate->output_field_name, "", NO_FREE); } static void step_counter_free(step_t* pstep) { step_counter_state_t* pstate = pstep->pvstate; free(pstate->output_field_name); free(pstate); free(pstep); } static step_t* step_counter_alloc(char* input_field_name, int allow_int_float, slls_t* unused1, slls_t* unused2) { step_t* pstep = mlr_malloc_or_die(sizeof(step_t)); step_counter_state_t* pstate = mlr_malloc_or_die(sizeof(step_counter_state_t)); pstate->counter = allow_int_float ? mv_from_int(0LL) : mv_from_float(0.0); pstate->one = allow_int_float ? mv_from_int(1LL) : mv_from_float(1.0); pstate->output_field_name = mlr_paste_2_strings(input_field_name, "_counter"); pstep->pvstate = (void*)pstate; pstep->pdprocess_func = NULL; pstep->pnprocess_func = NULL; pstep->psprocess_func = step_counter_sprocess; pstep->pzprocess_func = step_counter_zprocess; pstep->pfree_func = step_counter_free; return pstep; } // ---------------------------------------------------------------- // https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average typedef struct _step_ewma_state_t { int num_alphas; double* alphas; double* alphacompls; double* prevs; int have_prevs; char** output_field_names; } step_ewma_state_t; static void step_ewma_dprocess(void* pvstate, double fltv, lrec_t* prec) { step_ewma_state_t* pstate = pvstate; if (!pstate->have_prevs) { for (int i = 0; i < pstate->num_alphas; i++) { lrec_put(prec, pstate->output_field_names[i], mlr_alloc_string_from_double(fltv, MLR_GLOBALS.ofmt), FREE_ENTRY_VALUE); pstate->prevs[i] = fltv; } pstate->have_prevs = TRUE; } else { for (int i = 0; i < pstate->num_alphas; i++) { double curr = fltv; curr = pstate->alphas[i] * curr + pstate->alphacompls[i] * pstate->prevs[i]; lrec_put(prec, pstate->output_field_names[i], mlr_alloc_string_from_double(curr, MLR_GLOBALS.ofmt), FREE_ENTRY_VALUE); pstate->prevs[i] = curr; } } } static void step_ewma_zprocess(void* pvstate, lrec_t* prec) { step_ewma_state_t* pstate = pvstate; for (int i = 0; i < pstate->num_alphas; i++) lrec_put(prec, pstate->output_field_names[i], "", NO_FREE); } static void step_ewma_free(step_t* pstep) { step_ewma_state_t* pstate = pstep->pvstate; for (int i = 0; i < pstate->num_alphas; i++) { free(pstate->output_field_names[i]); } free(pstate->alphas); free(pstate->alphacompls); free(pstate->prevs); free(pstate->output_field_names); free(pstate); free(pstep); } static step_t* step_ewma_alloc(char* input_field_name, int unused, slls_t* pstring_alphas, slls_t* pewma_suffixes) { step_t* pstep = mlr_malloc_or_die(sizeof(step_t)); step_ewma_state_t* pstate = mlr_malloc_or_die(sizeof(step_ewma_state_t)); int n = pstring_alphas->length; pstate->num_alphas = n; pstate->alphas = mlr_malloc_or_die(n * sizeof(double)); pstate->alphacompls = mlr_malloc_or_die(n * sizeof(double)); pstate->prevs = mlr_malloc_or_die(n * sizeof(double)); pstate->have_prevs = FALSE; pstate->output_field_names = mlr_malloc_or_die(n * sizeof(char*)); slls_t* psuffixes = (pewma_suffixes == NULL) ? pstring_alphas : pewma_suffixes; sllse_t* pe = pstring_alphas->phead; sllse_t* pf = psuffixes->phead; for (int i = 0; i < n; i++, pe = pe->pnext, pf = pf->pnext) { char* string_alpha = pe->value; char* suffix = pf->value; pstate->alphas[i] = mlr_double_from_string_or_die(string_alpha); pstate->alphacompls[i] = 1.0 - pstate->alphas[i]; pstate->prevs[i] = 0.0; pstate->output_field_names[i] = mlr_paste_3_strings(input_field_name, "_ewma_", suffix); } pstate->have_prevs = FALSE; pstep->pvstate = (void*)pstate; pstep->pdprocess_func = step_ewma_dprocess; pstep->pnprocess_func = NULL; pstep->psprocess_func = NULL; pstep->pzprocess_func = step_ewma_zprocess; pstep->pfree_func = step_ewma_free; return pstep; }