1 files changed, 110 insertions, 8 deletions
diff --git a/web/api/queries/stddev/stddev.h b/web/api/queries/stddev/stddev.h
index 4b8ffcd5..f7a1a06c 100644
--- a/web/api/queries/stddev/stddev.h
+++ b/web/api/queries/stddev/stddev.h
@@ -6,13 +6,115 @@
 #include "../query.h"
 #include "../rrdr.h"
 
-void grouping_create_stddev(RRDR *r, const char *options __maybe_unused);
-void grouping_reset_stddev(RRDR *r);
-void grouping_free_stddev(RRDR *r);
-void grouping_add_stddev(RRDR *r, NETDATA_DOUBLE value);
-NETDATA_DOUBLE grouping_flush_stddev(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr);
-NETDATA_DOUBLE grouping_flush_coefficient_of_variation(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr);
-// NETDATA_DOUBLE grouping_flush_mean(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr);
-// NETDATA_DOUBLE grouping_flush_variance(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr);
+// this implementation comes from:
+// https://www.johndcook.com/blog/standard_deviation/
+
+struct tg_stddev {
+    long count;
+    NETDATA_DOUBLE m_oldM, m_newM, m_oldS, m_newS;
+};
+
+static inline void tg_stddev_create(RRDR *r, const char *options __maybe_unused) {
+    r->time_grouping.data = onewayalloc_callocz(r->internal.owa, 1, sizeof(struct tg_stddev));
+}
+
+// resets when switches dimensions
+// so, clear everything to restart
+static inline void tg_stddev_reset(RRDR *r) {
+    struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data;
+    g->count = 0;
+}
+
+static inline void tg_stddev_free(RRDR *r) {
+    onewayalloc_freez(r->internal.owa, r->time_grouping.data);
+    r->time_grouping.data = NULL;
+}
+
+static inline void tg_stddev_add(RRDR *r, NETDATA_DOUBLE value) {
+    struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data;
+
+    g->count++;
+
+    // See Knuth TAOCP vol 2, 3rd edition, page 232
+    if (g->count == 1) {
+        g->m_oldM = g->m_newM = value;
+        g->m_oldS = 0.0;
+    }
+    else {
+        g->m_newM = g->m_oldM + (value - g->m_oldM) / g->count;
+        g->m_newS = g->m_oldS + (value - g->m_oldM) * (value - g->m_newM);
+
+        // set up for next iteration
+        g->m_oldM = g->m_newM;
+        g->m_oldS = g->m_newS;
+    }
+}
+
+static inline NETDATA_DOUBLE tg_stddev_mean(struct tg_stddev *g) {
+    return (g->count > 0) ? g->m_newM : 0.0;
+}
+
+static inline NETDATA_DOUBLE tg_stddev_variance(struct tg_stddev *g) {
+    return ( (g->count > 1) ? g->m_newS/(NETDATA_DOUBLE)(g->count - 1) : 0.0 );
+}
+static inline NETDATA_DOUBLE tg_stddev_stddev(struct tg_stddev *g) {
+    return sqrtndd(tg_stddev_variance(g));
+}
+
+static inline NETDATA_DOUBLE tg_stddev_flush(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) {
+    struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data;
+
+    NETDATA_DOUBLE value;
+
+    if(likely(g->count > 1)) {
+        value = tg_stddev_stddev(g);
+
+        if(!netdata_double_isnumber(value)) {
+            value = 0.0;
+            *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
+        }
+    }
+    else if(g->count == 1) {
+        value = 0.0;
+    }
+    else {
+        value = 0.0;
+        *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
+    }
+
+    tg_stddev_reset(r);
+
+    return  value;
+}
+
+// https://en.wikipedia.org/wiki/Coefficient_of_variation
+static inline NETDATA_DOUBLE tg_stddev_coefficient_of_variation_flush(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) {
+    struct tg_stddev *g = (struct tg_stddev *)r->time_grouping.data;
+
+    NETDATA_DOUBLE value;
+
+    if(likely(g->count > 1)) {
+        NETDATA_DOUBLE m = tg_stddev_mean(g);
+        value = 100.0 * tg_stddev_stddev(g) / ((m < 0)? -m : m);
+
+        if(unlikely(!netdata_double_isnumber(value))) {
+            value = 0.0;
+            *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
+        }
+    }
+    else if(g->count == 1) {
+        // one value collected
+        value = 0.0;
+    }
+    else {
+        // no values collected
+        value = 0.0;
+        *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
+    }
+
+    tg_stddev_reset(r);
+
+    return  value;
+}
 
 #endif //NETDATA_API_QUERIES_STDDEV_H