Adding upstream version 1.46.3.

Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>

3 files changed, 223 insertions, 0 deletions

diff --git a/src/web/api/queries/des/README.md b/src/web/api/queries/des/README.md
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+<!--
+title: "double exponential smoothing"
+sidebar_label: "double exponential smoothing"
+custom_edit_url: https://github.com/netdata/netdata/edit/master/src/web/api/queries/des/README.md
+learn_status: "Published"
+learn_topic_type: "References"
+learn_rel_path: "Developers/Web/Api/Queries"
+-->
+
+# double exponential smoothing
+
+Exponential smoothing is one of many window functions commonly applied to smooth data in signal
+processing, acting as low-pass filters to remove high frequency noise.
+
+Simple exponential smoothing does not do well when there is a trend in the data.
+In such situations, several methods were devised under the name "double exponential smoothing"
+or "second-order exponential smoothing.", which is the recursive application of an exponential
+filter twice, thus being termed "double exponential smoothing".
+
+In simple terms, this is like an average value, but more recent values are given more weight
+and the trend of the values influences significantly the result.
+
+> **IMPORTANT**
+>
+> It is common for `des` to provide "average" values that far beyond the minimum or the maximum
+> values found in the time-series.
+> `des` estimates these values because of it takes into account the trend.
+
+This module implements the "Holt-Winters double exponential smoothing".
+
+Netdata automatically adjusts the weight (`alpha`) and the trend (`beta`) based on the number
+of values processed, using the formula:
+
+```
+window = max(number of values, 15)
+alpha  = 2 / (window + 1)
+beta   = 2 / (window + 1)
+```
+
+You can change the fixed value `15` by setting in `netdata.conf`:
+
+```
+[web]
+   des max window = 15
+```
+
+## how to use
+
+Use it in alerts like this:
+
+```
+ alarm: my_alert
+    on: my_chart
+lookup: des -1m unaligned of my_dimension
+  warn: $this > 1000
+```
+
+`des` does not change the units. For example, if the chart units is `requests/sec`, the result
+will be again expressed in the same units. 
+
+It can also be used in APIs and badges as `&group=des` in the URL.
+
+## Examples
+
+Examining last 1 minute `successful` web server responses:
+
+-   ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&options=unaligned&dimensions=success&group=min&after=-60&label=min)
+-   ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&options=unaligned&dimensions=success&group=average&after=-60&label=average&value_color=yellow)
+-   ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&options=unaligned&dimensions=success&group=ses&after=-60&label=single+exponential+smoothing&value_color=yellow)
+-   ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&options=unaligned&dimensions=success&group=des&after=-60&label=double+exponential+smoothing&value_color=orange)
+-   ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&options=unaligned&dimensions=success&group=max&after=-60&label=max)
+
+## References
+
+-   <https://en.wikipedia.org/wiki/Exponential_smoothing>.
+
+
diff --git a/src/web/api/queries/des/des.c b/src/web/api/queries/des/des.c
new file mode 100644
index 000000000..d0e234e23
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+++ b/src/web/api/queries/des/des.c
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+// SPDX-License-Identifier: GPL-3.0-or-later
+
+#include <web/api/queries/rrdr.h>
+#include "des.h"
+
+
+// ----------------------------------------------------------------------------
+// single exponential smoothing
diff --git a/src/web/api/queries/des/des.h b/src/web/api/queries/des/des.h
new file mode 100644
index 000000000..3153d497c
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+++ b/src/web/api/queries/des/des.h
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+// SPDX-License-Identifier: GPL-3.0-or-later
+
+#ifndef NETDATA_API_QUERIES_DES_H
+#define NETDATA_API_QUERIES_DES_H
+
+#include "../query.h"
+#include "../rrdr.h"
+
+struct tg_des {
+    NETDATA_DOUBLE alpha;
+    NETDATA_DOUBLE alpha_other;
+    NETDATA_DOUBLE beta;
+    NETDATA_DOUBLE beta_other;
+
+    NETDATA_DOUBLE level;
+    NETDATA_DOUBLE trend;
+
+    size_t count;
+};
+
+static size_t tg_des_max_window_size = 15;
+
+static inline void tg_des_init(void) {
+    long long ret = config_get_number(CONFIG_SECTION_WEB, "des max tg_des_window", (long long)tg_des_max_window_size);
+    if(ret <= 1) {
+        config_set_number(CONFIG_SECTION_WEB, "des max tg_des_window", (long long)tg_des_max_window_size);
+    }
+    else {
+        tg_des_max_window_size = (size_t) ret;
+    }
+}
+
+static inline NETDATA_DOUBLE tg_des_window(RRDR *r, struct tg_des *g) {
+    (void)g;
+
+    NETDATA_DOUBLE points;
+    if(r->view.group == 1) {
+        // provide a running DES
+        points = (NETDATA_DOUBLE)r->time_grouping.points_wanted;
+    }
+    else {
+        // provide a SES with flush points
+        points = (NETDATA_DOUBLE)r->view.group;
+    }
+
+    // https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
+    // A commonly used value for alpha is 2 / (N + 1)
+    return (points > (NETDATA_DOUBLE)tg_des_max_window_size) ? (NETDATA_DOUBLE)tg_des_max_window_size : points;
+}
+
+static inline void tg_des_set_alpha(RRDR *r, struct tg_des *g) {
+    // https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
+    // A commonly used value for alpha is 2 / (N + 1)
+
+    g->alpha = 2.0 / (tg_des_window(r, g) + 1.0);
+    g->alpha_other = 1.0 - g->alpha;
+
+    //info("alpha for chart '%s' is " CALCULATED_NUMBER_FORMAT, r->st->name, g->alpha);
+}
+
+static inline void tg_des_set_beta(RRDR *r, struct tg_des *g) {
+    // https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
+    // A commonly used value for alpha is 2 / (N + 1)
+
+    g->beta = 2.0 / (tg_des_window(r, g) + 1.0);
+    g->beta_other = 1.0 - g->beta;
+
+    //info("beta for chart '%s' is " CALCULATED_NUMBER_FORMAT, r->st->name, g->beta);
+}
+
+static inline void tg_des_create(RRDR *r, const char *options __maybe_unused) {
+    struct tg_des *g = (struct tg_des *)onewayalloc_mallocz(r->internal.owa, sizeof(struct tg_des));
+    tg_des_set_alpha(r, g);
+    tg_des_set_beta(r, g);
+    g->level = 0.0;
+    g->trend = 0.0;
+    g->count = 0;
+    r->time_grouping.data = g;
+}
+
+// resets when switches dimensions
+// so, clear everything to restart
+static inline void tg_des_reset(RRDR *r) {
+    struct tg_des *g = (struct tg_des *)r->time_grouping.data;
+    g->level = 0.0;
+    g->trend = 0.0;
+    g->count = 0;
+
+    // fprintf(stderr, "\nDES: ");
+
+}
+
+static inline void tg_des_free(RRDR *r) {
+    onewayalloc_freez(r->internal.owa, r->time_grouping.data);
+    r->time_grouping.data = NULL;
+}
+
+static inline void tg_des_add(RRDR *r, NETDATA_DOUBLE value) {
+    struct tg_des *g = (struct tg_des *)r->time_grouping.data;
+
+    if(likely(g->count > 0)) {
+        // we have at least a number so far
+
+        if(unlikely(g->count == 1)) {
+            // the second value we got
+            g->trend = value - g->trend;
+            g->level = value;
+        }
+
+        // for the values, except the first
+        NETDATA_DOUBLE last_level = g->level;
+        g->level = (g->alpha * value) + (g->alpha_other * (g->level + g->trend));
+        g->trend = (g->beta * (g->level - last_level)) + (g->beta_other * g->trend);
+    }
+    else {
+        // the first value we got
+        g->level = g->trend = value;
+    }
+
+    g->count++;
+
+    //fprintf(stderr, "value: " CALCULATED_NUMBER_FORMAT ", level: " CALCULATED_NUMBER_FORMAT ", trend: " CALCULATED_NUMBER_FORMAT "\n", value, g->level, g->trend);
+}
+
+static inline NETDATA_DOUBLE tg_des_flush(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) {
+    struct tg_des *g = (struct tg_des *)r->time_grouping.data;
+
+    if(unlikely(!g->count || !netdata_double_isnumber(g->level))) {
+        *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
+        return 0.0;
+    }
+
+    //fprintf(stderr, " RESULT for %zu values = " CALCULATED_NUMBER_FORMAT " \n", g->count, g->level);
+
+    return g->level;
+}
+
+#endif //NETDATA_API_QUERIES_DES_H