// SPDX-License-Identifier: GPL-3.0-or-later #include "daemon/common.h" #include "database/KolmogorovSmirnovDist.h" #define MAX_POINTS 10000 int enable_metric_correlations = CONFIG_BOOLEAN_YES; int metric_correlations_version = 1; WEIGHTS_METHOD default_metric_correlations_method = WEIGHTS_METHOD_MC_KS2; typedef struct weights_stats { NETDATA_DOUBLE max_base_high_ratio; size_t db_points; size_t result_points; size_t db_queries; size_t db_points_per_tier[RRD_STORAGE_TIERS]; size_t binary_searches; } WEIGHTS_STATS; // ---------------------------------------------------------------------------- // parse and render metric correlations methods static struct { const char *name; WEIGHTS_METHOD value; } weights_methods[] = { { "ks2" , WEIGHTS_METHOD_MC_KS2} , { "volume" , WEIGHTS_METHOD_MC_VOLUME} , { "anomaly-rate" , WEIGHTS_METHOD_ANOMALY_RATE} , { NULL , 0 } }; WEIGHTS_METHOD weights_string_to_method(const char *method) { for(int i = 0; weights_methods[i].name ;i++) if(strcmp(method, weights_methods[i].name) == 0) return weights_methods[i].value; return default_metric_correlations_method; } const char *weights_method_to_string(WEIGHTS_METHOD method) { for(int i = 0; weights_methods[i].name ;i++) if(weights_methods[i].value == method) return weights_methods[i].name; return "unknown"; } // ---------------------------------------------------------------------------- // The results per dimension are aggregated into a dictionary typedef enum { RESULT_IS_BASE_HIGH_RATIO = (1 << 0), RESULT_IS_PERCENTAGE_OF_TIME = (1 << 1), } RESULT_FLAGS; struct register_result { RESULT_FLAGS flags; RRDCONTEXT_ACQUIRED *rca; RRDINSTANCE_ACQUIRED *ria; RRDMETRIC_ACQUIRED *rma; NETDATA_DOUBLE value; }; static DICTIONARY *register_result_init() { DICTIONARY *results = dictionary_create(DICT_OPTION_SINGLE_THREADED); return results; } static void register_result_destroy(DICTIONARY *results) { dictionary_destroy(results); } static void register_result(DICTIONARY *results, RRDCONTEXT_ACQUIRED *rca, RRDINSTANCE_ACQUIRED *ria, RRDMETRIC_ACQUIRED *rma, NETDATA_DOUBLE value, RESULT_FLAGS flags, WEIGHTS_STATS *stats, bool register_zero) { if(!netdata_double_isnumber(value)) return; // make it positive NETDATA_DOUBLE v = fabsndd(value); // no need to store zero scored values if(unlikely(fpclassify(v) == FP_ZERO && !register_zero)) return; // keep track of the max of the baseline / highlight ratio if(flags & RESULT_IS_BASE_HIGH_RATIO && v > stats->max_base_high_ratio) stats->max_base_high_ratio = v; struct register_result t = { .flags = flags, .rca = rca, .ria = ria, .rma = rma, .value = v }; // we can use the pointer address or RMA as a unique key for each metric char buf[20 + 1]; ssize_t len = snprintfz(buf, 20, "%p", rma); dictionary_set_advanced(results, buf, len + 1, &t, sizeof(struct register_result), NULL); } // ---------------------------------------------------------------------------- // Generation of JSON output for the results static void results_header_to_json(DICTIONARY *results __maybe_unused, BUFFER *wb, time_t after, time_t before, time_t baseline_after, time_t baseline_before, size_t points, WEIGHTS_METHOD method, RRDR_GROUPING group, RRDR_OPTIONS options, uint32_t shifts, size_t examined_dimensions __maybe_unused, usec_t duration, WEIGHTS_STATS *stats) { buffer_sprintf(wb, "{\n" "\t\"after\": %lld,\n" "\t\"before\": %lld,\n" "\t\"duration\": %lld,\n" "\t\"points\": %zu,\n", (long long)after, (long long)before, (long long)(before - after), points ); if(method == WEIGHTS_METHOD_MC_KS2 || method == WEIGHTS_METHOD_MC_VOLUME) buffer_sprintf(wb, "" "\t\"baseline_after\": %lld,\n" "\t\"baseline_before\": %lld,\n" "\t\"baseline_duration\": %lld,\n" "\t\"baseline_points\": %zu,\n", (long long)baseline_after, (long long)baseline_before, (long long)(baseline_before - baseline_after), points << shifts ); buffer_sprintf(wb, "" "\t\"statistics\": {\n" "\t\t\"query_time_ms\": %f,\n" "\t\t\"db_queries\": %zu,\n" "\t\t\"query_result_points\": %zu,\n" "\t\t\"binary_searches\": %zu,\n" "\t\t\"db_points_read\": %zu,\n" "\t\t\"db_points_per_tier\": [ ", (double)duration / (double)USEC_PER_MS, stats->db_queries, stats->result_points, stats->binary_searches, stats->db_points ); for(size_t tier = 0; tier < storage_tiers ;tier++) buffer_sprintf(wb, "%s%zu", tier?", ":"", stats->db_points_per_tier[tier]); buffer_sprintf(wb, " ]\n" "\t},\n" "\t\"group\": \"%s\",\n" "\t\"method\": \"%s\",\n" "\t\"options\": \"", web_client_api_request_v1_data_group_to_string(group), weights_method_to_string(method) ); web_client_api_request_v1_data_options_to_buffer(wb, options); } static size_t registered_results_to_json_charts(DICTIONARY *results, BUFFER *wb, time_t after, time_t before, time_t baseline_after, time_t baseline_before, size_t points, WEIGHTS_METHOD method, RRDR_GROUPING group, RRDR_OPTIONS options, uint32_t shifts, size_t examined_dimensions, usec_t duration, WEIGHTS_STATS *stats) { results_header_to_json(results, wb, after, before, baseline_after, baseline_before, points, method, group, options, shifts, examined_dimensions, duration, stats); buffer_strcat(wb, "\",\n\t\"correlated_charts\": {\n"); size_t charts = 0, chart_dims = 0, total_dimensions = 0; struct register_result *t; RRDINSTANCE_ACQUIRED *last_ria = NULL; // never access this - we use it only for comparison dfe_start_read(results, t) { if(t->ria != last_ria) { last_ria = t->ria; if(charts) buffer_strcat(wb, "\n\t\t\t}\n\t\t},\n"); buffer_strcat(wb, "\t\t\""); buffer_strcat(wb, rrdinstance_acquired_id(t->ria)); buffer_strcat(wb, "\": {\n"); buffer_strcat(wb, "\t\t\t\"context\": \""); buffer_strcat(wb, rrdcontext_acquired_id(t->rca)); buffer_strcat(wb, "\",\n\t\t\t\"dimensions\": {\n"); charts++; chart_dims = 0; } if (chart_dims) buffer_sprintf(wb, ",\n"); buffer_sprintf(wb, "\t\t\t\t\"%s\": " NETDATA_DOUBLE_FORMAT, rrdmetric_acquired_name(t->rma), t->value); chart_dims++; total_dimensions++; } dfe_done(t); // close dimensions and chart if (total_dimensions) buffer_strcat(wb, "\n\t\t\t}\n\t\t}\n"); // close correlated_charts buffer_sprintf(wb, "\t},\n" "\t\"correlated_dimensions\": %zu,\n" "\t\"total_dimensions_count\": %zu\n" "}\n", total_dimensions, examined_dimensions ); return total_dimensions; } static size_t registered_results_to_json_contexts(DICTIONARY *results, BUFFER *wb, time_t after, time_t before, time_t baseline_after, time_t baseline_before, size_t points, WEIGHTS_METHOD method, RRDR_GROUPING group, RRDR_OPTIONS options, uint32_t shifts, size_t examined_dimensions, usec_t duration, WEIGHTS_STATS *stats) { results_header_to_json(results, wb, after, before, baseline_after, baseline_before, points, method, group, options, shifts, examined_dimensions, duration, stats); buffer_strcat(wb, "\",\n\t\"contexts\": {\n"); size_t contexts = 0, charts = 0, total_dimensions = 0, context_dims = 0, chart_dims = 0; NETDATA_DOUBLE contexts_total_weight = 0.0, charts_total_weight = 0.0; struct register_result *t; RRDCONTEXT_ACQUIRED *last_rca = NULL; RRDINSTANCE_ACQUIRED *last_ria = NULL; dfe_start_read(results, t) { if(t->rca != last_rca) { last_rca = t->rca; if(contexts) buffer_sprintf(wb, "\n" "\t\t\t\t\t},\n" "\t\t\t\t\t\"weight\":" NETDATA_DOUBLE_FORMAT "\n" "\t\t\t\t}\n\t\t\t},\n" "\t\t\t\"weight\":" NETDATA_DOUBLE_FORMAT "\n\t\t},\n" , charts_total_weight / (double)chart_dims , contexts_total_weight / (double)context_dims); buffer_strcat(wb, "\t\t\""); buffer_strcat(wb, rrdcontext_acquired_id(t->rca)); buffer_strcat(wb, "\": {\n\t\t\t\"charts\":{\n"); contexts++; charts = 0; context_dims = 0; contexts_total_weight = 0.0; last_ria = NULL; } if(t->ria != last_ria) { last_ria = t->ria; if(charts) buffer_sprintf(wb, "\n" "\t\t\t\t\t},\n" "\t\t\t\t\t\"weight\":" NETDATA_DOUBLE_FORMAT "\n" "\t\t\t\t},\n" , charts_total_weight / (double)chart_dims); buffer_strcat(wb, "\t\t\t\t\""); buffer_strcat(wb, rrdinstance_acquired_id(t->ria)); buffer_strcat(wb, "\": {\n"); buffer_strcat(wb, "\t\t\t\t\t\"dimensions\": {\n"); charts++; chart_dims = 0; charts_total_weight = 0.0; } if (chart_dims) buffer_sprintf(wb, ",\n"); buffer_sprintf(wb, "\t\t\t\t\t\t\"%s\": " NETDATA_DOUBLE_FORMAT, rrdmetric_acquired_name(t->rma), t->value); charts_total_weight += t->value; contexts_total_weight += t->value; chart_dims++; context_dims++; total_dimensions++; } dfe_done(t); // close dimensions and chart if (total_dimensions) buffer_sprintf(wb, "\n" "\t\t\t\t\t},\n" "\t\t\t\t\t\"weight\":" NETDATA_DOUBLE_FORMAT "\n" "\t\t\t\t}\n" "\t\t\t},\n" "\t\t\t\"weight\":" NETDATA_DOUBLE_FORMAT "\n" "\t\t}\n" , charts_total_weight / (double)chart_dims , contexts_total_weight / (double)context_dims); // close correlated_charts buffer_sprintf(wb, "\t},\n" "\t\"weighted_dimensions\": %zu,\n" "\t\"total_dimensions_count\": %zu\n" "}\n", total_dimensions, examined_dimensions ); return total_dimensions; } // ---------------------------------------------------------------------------- // KS2 algorithm functions typedef long int DIFFS_NUMBERS; #define DOUBLE_TO_INT_MULTIPLIER 100000 static inline int binary_search_bigger_than(const DIFFS_NUMBERS arr[], int left, int size, DIFFS_NUMBERS K) { // binary search to find the index the smallest index // of the first value in the array that is greater than K int right = size; while(left < right) { int middle = (int)(((unsigned int)(left + right)) >> 1); if(arr[middle] > K) right = middle; else left = middle + 1; } return left; } int compare_diffs(const void *left, const void *right) { DIFFS_NUMBERS lt = *(DIFFS_NUMBERS *)left; DIFFS_NUMBERS rt = *(DIFFS_NUMBERS *)right; // https://stackoverflow.com/a/3886497/1114110 return (lt > rt) - (lt < rt); } static size_t calculate_pairs_diff(DIFFS_NUMBERS *diffs, NETDATA_DOUBLE *arr, size_t size) { NETDATA_DOUBLE *last = &arr[size - 1]; size_t added = 0; while(last > arr) { NETDATA_DOUBLE second = *last--; NETDATA_DOUBLE first = *last; *diffs++ = (DIFFS_NUMBERS)((first - second) * (NETDATA_DOUBLE)DOUBLE_TO_INT_MULTIPLIER); added++; } return added; } static double ks_2samp( DIFFS_NUMBERS baseline_diffs[], int base_size, DIFFS_NUMBERS highlight_diffs[], int high_size, uint32_t base_shifts) { qsort(baseline_diffs, base_size, sizeof(DIFFS_NUMBERS), compare_diffs); qsort(highlight_diffs, high_size, sizeof(DIFFS_NUMBERS), compare_diffs); // Now we should be calculating this: // // For each number in the diffs arrays, we should find the index of the // number bigger than them in both arrays and calculate the % of this index // vs the total array size. Once we have the 2 percentages, we should find // the min and max across the delta of all of them. // // It should look like this: // // base_pcent = binary_search_bigger_than(...) / base_size; // high_pcent = binary_search_bigger_than(...) / high_size; // delta = base_pcent - high_pcent; // if(delta < min) min = delta; // if(delta > max) max = delta; // // This would require a lot of multiplications and divisions. // // To speed it up, we do the binary search to find the index of each number // but, then we divide the base index by the power of two number (shifts) it // is bigger than high index. So the 2 indexes are now comparable. // We also keep track of the original indexes with min and max, to properly // calculate their percentages once the loops finish. // initialize min and max using the first number of baseline_diffs DIFFS_NUMBERS K = baseline_diffs[0]; int base_idx = binary_search_bigger_than(baseline_diffs, 1, base_size, K); int high_idx = binary_search_bigger_than(highlight_diffs, 0, high_size, K); int delta = base_idx - (high_idx << base_shifts); int min = delta, max = delta; int base_min_idx = base_idx; int base_max_idx = base_idx; int high_min_idx = high_idx; int high_max_idx = high_idx; // do the baseline_diffs starting from 1 (we did position 0 above) for(int i = 1; i < base_size; i++) { K = baseline_diffs[i]; base_idx = binary_search_bigger_than(baseline_diffs, i + 1, base_size, K); // starting from i, since data1 is sorted high_idx = binary_search_bigger_than(highlight_diffs, 0, high_size, K); delta = base_idx - (high_idx << base_shifts); if(delta < min) { min = delta; base_min_idx = base_idx; high_min_idx = high_idx; } else if(delta > max) { max = delta; base_max_idx = base_idx; high_max_idx = high_idx; } } // do the highlight_diffs starting from 0 for(int i = 0; i < high_size; i++) { K = highlight_diffs[i]; base_idx = binary_search_bigger_than(baseline_diffs, 0, base_size, K); high_idx = binary_search_bigger_than(highlight_diffs, i + 1, high_size, K); // starting from i, since data2 is sorted delta = base_idx - (high_idx << base_shifts); if(delta < min) { min = delta; base_min_idx = base_idx; high_min_idx = high_idx; } else if(delta > max) { max = delta; base_max_idx = base_idx; high_max_idx = high_idx; } } // now we have the min, max and their indexes // properly calculate min and max as dmin and dmax double dbase_size = (double)base_size; double dhigh_size = (double)high_size; double dmin = ((double)base_min_idx / dbase_size) - ((double)high_min_idx / dhigh_size); double dmax = ((double)base_max_idx / dbase_size) - ((double)high_max_idx / dhigh_size); dmin = -dmin; if(islessequal(dmin, 0.0)) dmin = 0.0; else if(isgreaterequal(dmin, 1.0)) dmin = 1.0; double d; if(isgreaterequal(dmin, dmax)) d = dmin; else d = dmax; double en = round(dbase_size * dhigh_size / (dbase_size + dhigh_size)); // under these conditions, KSfbar() crashes if(unlikely(isnan(en) || isinf(en) || en == 0.0 || isnan(d) || isinf(d))) return NAN; return KSfbar((int)en, d); } static double kstwo( NETDATA_DOUBLE baseline[], int baseline_points, NETDATA_DOUBLE highlight[], int highlight_points, uint32_t base_shifts) { // -1 in size, since the calculate_pairs_diffs() returns one less point DIFFS_NUMBERS baseline_diffs[baseline_points - 1]; DIFFS_NUMBERS highlight_diffs[highlight_points - 1]; int base_size = (int)calculate_pairs_diff(baseline_diffs, baseline, baseline_points); int high_size = (int)calculate_pairs_diff(highlight_diffs, highlight, highlight_points); if(unlikely(!base_size || !high_size)) return NAN; if(unlikely(base_size != baseline_points - 1 || high_size != highlight_points - 1)) { error("Metric correlations: internal error - calculate_pairs_diff() returns the wrong number of entries"); return NAN; } return ks_2samp(baseline_diffs, base_size, highlight_diffs, high_size, base_shifts); } NETDATA_DOUBLE *rrd2rrdr_ks2( ONEWAYALLOC *owa, RRDHOST *host, RRDCONTEXT_ACQUIRED *rca, RRDINSTANCE_ACQUIRED *ria, RRDMETRIC_ACQUIRED *rma, time_t after, time_t before, size_t points, RRDR_OPTIONS options, RRDR_GROUPING group_method, const char *group_options, size_t tier, WEIGHTS_STATS *stats, size_t *entries ) { NETDATA_DOUBLE *ret = NULL; QUERY_TARGET_REQUEST qtr = { .host = host, .rca = rca, .ria = ria, .rma = rma, .after = after, .before = before, .points = points, .options = options, .group_method = group_method, .group_options = group_options, .tier = tier, .query_source = QUERY_SOURCE_API_WEIGHTS, }; RRDR *r = rrd2rrdr(owa, query_target_create(&qtr)); if(!r) goto cleanup; stats->db_queries++; stats->result_points += r->internal.result_points_generated; stats->db_points += r->internal.db_points_read; for(size_t tr = 0; tr < storage_tiers ; tr++) stats->db_points_per_tier[tr] += r->internal.tier_points_read[tr]; if(r->d != 1) { error("WEIGHTS: on query '%s' expected 1 dimension in RRDR but got %zu", r->internal.qt->id, r->d); goto cleanup; } if(unlikely(r->od[0] & RRDR_DIMENSION_HIDDEN)) goto cleanup; if(unlikely(!(r->od[0] & RRDR_DIMENSION_NONZERO))) goto cleanup; if(rrdr_rows(r) < 2) goto cleanup; *entries = rrdr_rows(r); ret = onewayalloc_mallocz(owa, sizeof(NETDATA_DOUBLE) * rrdr_rows(r)); // copy the points of the dimension to a contiguous array // there is no need to check for empty values, since empty values are already zero // https://github.com/netdata/netdata/blob/6e3144683a73a2024d51425b20ecfd569034c858/web/api/queries/average/average.c#L41-L43 memcpy(ret, r->v, rrdr_rows(r) * sizeof(NETDATA_DOUBLE)); cleanup: rrdr_free(owa, r); return ret; } static void rrdset_metric_correlations_ks2( RRDHOST *host, RRDCONTEXT_ACQUIRED *rca, RRDINSTANCE_ACQUIRED *ria, RRDMETRIC_ACQUIRED *rma, DICTIONARY *results, time_t baseline_after, time_t baseline_before, time_t after, time_t before, size_t points, RRDR_OPTIONS options, RRDR_GROUPING group_method, const char *group_options, size_t tier, uint32_t shifts, WEIGHTS_STATS *stats, bool register_zero ) { options |= RRDR_OPTION_NATURAL_POINTS; ONEWAYALLOC *owa = onewayalloc_create(16 * 1024); size_t high_points = 0; NETDATA_DOUBLE *highlight = rrd2rrdr_ks2( owa, host, rca, ria, rma, after, before, points, options, group_method, group_options, tier, stats, &high_points); if(!highlight) goto cleanup; size_t base_points = 0; NETDATA_DOUBLE *baseline = rrd2rrdr_ks2( owa, host, rca, ria, rma, baseline_after, baseline_before, high_points << shifts, options, group_method, group_options, tier, stats, &base_points); if(!baseline) goto cleanup; stats->binary_searches += 2 * (base_points - 1) + 2 * (high_points - 1); double prob = kstwo(baseline, (int)base_points, highlight, (int)high_points, shifts); if(!isnan(prob) && !isinf(prob)) { // these conditions should never happen, but still let's check if(unlikely(prob < 0.0)) { error("Metric correlations: kstwo() returned a negative number: %f", prob); prob = -prob; } if(unlikely(prob > 1.0)) { error("Metric correlations: kstwo() returned a number above 1.0: %f", prob); prob = 1.0; } // to spread the results evenly, 0.0 needs to be the less correlated and 1.0 the most correlated // so, we flip the result of kstwo() register_result(results, rca, ria, rma, 1.0 - prob, RESULT_IS_BASE_HIGH_RATIO, stats, register_zero); } cleanup: onewayalloc_destroy(owa); } // ---------------------------------------------------------------------------- // VOLUME algorithm functions static void merge_query_value_to_stats(QUERY_VALUE *qv, WEIGHTS_STATS *stats) { stats->db_queries++; stats->result_points += qv->result_points; stats->db_points += qv->points_read; for(size_t tier = 0; tier < storage_tiers ; tier++) stats->db_points_per_tier[tier] += qv->storage_points_per_tier[tier]; } static void rrdset_metric_correlations_volume( RRDHOST *host, RRDCONTEXT_ACQUIRED *rca, RRDINSTANCE_ACQUIRED *ria, RRDMETRIC_ACQUIRED *rma, DICTIONARY *results, time_t baseline_after, time_t baseline_before, time_t after, time_t before, RRDR_OPTIONS options, RRDR_GROUPING group_method, const char *group_options, size_t tier, WEIGHTS_STATS *stats, bool register_zero) { options |= RRDR_OPTION_MATCH_IDS | RRDR_OPTION_ABSOLUTE | RRDR_OPTION_NATURAL_POINTS; QUERY_VALUE baseline_average = rrdmetric2value(host, rca, ria, rma, baseline_after, baseline_before, options, group_method, group_options, tier, 0, QUERY_SOURCE_API_WEIGHTS); merge_query_value_to_stats(&baseline_average, stats); if(!netdata_double_isnumber(baseline_average.value)) { // this means no data for the baseline window, but we may have data for the highlighted one - assume zero baseline_average.value = 0.0; } QUERY_VALUE highlight_average = rrdmetric2value(host, rca, ria, rma, after, before, options, group_method, group_options, tier, 0, QUERY_SOURCE_API_WEIGHTS); merge_query_value_to_stats(&highlight_average, stats); if(!netdata_double_isnumber(highlight_average.value)) return; if(baseline_average.value == highlight_average.value) { // they are the same - let's move on return; } char highlight_countif_options[50 + 1]; snprintfz(highlight_countif_options, 50, "%s" NETDATA_DOUBLE_FORMAT, highlight_average.value < baseline_average.value ? "<" : ">", baseline_average.value); QUERY_VALUE highlight_countif = rrdmetric2value(host, rca, ria, rma, after, before, options, RRDR_GROUPING_COUNTIF, highlight_countif_options, tier, 0, QUERY_SOURCE_API_WEIGHTS); merge_query_value_to_stats(&highlight_countif, stats); if(!netdata_double_isnumber(highlight_countif.value)) { info("WEIGHTS: highlighted countif query failed, but highlighted average worked - strange..."); return; } // this represents the percentage of time // the highlighted window was above/below the baseline window // (above or below depending on their averages) highlight_countif.value = highlight_countif.value / 100.0; // countif returns 0 - 100.0 RESULT_FLAGS flags; NETDATA_DOUBLE pcent = NAN; if(isgreater(baseline_average.value, 0.0) || isless(baseline_average.value, 0.0)) { flags = RESULT_IS_BASE_HIGH_RATIO; pcent = (highlight_average.value - baseline_average.value) / baseline_average.value * highlight_countif.value; } else { flags = RESULT_IS_PERCENTAGE_OF_TIME; pcent = highlight_countif.value; } register_result(results, rca, ria, rma, pcent, flags, stats, register_zero); } // ---------------------------------------------------------------------------- // ANOMALY RATE algorithm functions static void rrdset_weights_anomaly_rate( RRDHOST *host, RRDCONTEXT_ACQUIRED *rca, RRDINSTANCE_ACQUIRED *ria, RRDMETRIC_ACQUIRED *rma, DICTIONARY *results, time_t after, time_t before, RRDR_OPTIONS options, RRDR_GROUPING group_method, const char *group_options, size_t tier, WEIGHTS_STATS *stats, bool register_zero) { options |= RRDR_OPTION_MATCH_IDS | RRDR_OPTION_ANOMALY_BIT | RRDR_OPTION_NATURAL_POINTS; QUERY_VALUE qv = rrdmetric2value(host, rca, ria, rma, after, before, options, group_method, group_options, tier, 0, QUERY_SOURCE_API_WEIGHTS); merge_query_value_to_stats(&qv, stats); if(netdata_double_isnumber(qv.value)) register_result(results, rca, ria, rma, qv.value, 0, stats, register_zero); } // ---------------------------------------------------------------------------- int compare_netdata_doubles(const void *left, const void *right) { NETDATA_DOUBLE lt = *(NETDATA_DOUBLE *)left; NETDATA_DOUBLE rt = *(NETDATA_DOUBLE *)right; // https://stackoverflow.com/a/3886497/1114110 return (lt > rt) - (lt < rt); } static inline int binary_search_bigger_than_netdata_double(const NETDATA_DOUBLE arr[], int left, int size, NETDATA_DOUBLE K) { // binary search to find the index the smallest index // of the first value in the array that is greater than K int right = size; while(left < right) { int middle = (int)(((unsigned int)(left + right)) >> 1); if(arr[middle] > K) right = middle; else left = middle + 1; } return left; } // ---------------------------------------------------------------------------- // spread the results evenly according to their value static size_t spread_results_evenly(DICTIONARY *results, WEIGHTS_STATS *stats) { struct register_result *t; // count the dimensions size_t dimensions = dictionary_entries(results); if(!dimensions) return 0; if(stats->max_base_high_ratio == 0.0) stats->max_base_high_ratio = 1.0; // create an array of the right size and copy all the values in it NETDATA_DOUBLE slots[dimensions]; dimensions = 0; dfe_start_read(results, t) { if(t->flags & (RESULT_IS_PERCENTAGE_OF_TIME)) t->value = t->value * stats->max_base_high_ratio; slots[dimensions++] = t->value; } dfe_done(t); // sort the array with the values of all dimensions qsort(slots, dimensions, sizeof(NETDATA_DOUBLE), compare_netdata_doubles); // skip the duplicates in the sorted array NETDATA_DOUBLE last_value = NAN; size_t unique_values = 0; for(size_t i = 0; i < dimensions ;i++) { if(likely(slots[i] != last_value)) slots[unique_values++] = last_value = slots[i]; } // this cannot happen, but coverity thinks otherwise... if(!unique_values) unique_values = dimensions; // calculate the weight of each slot, using the number of unique values NETDATA_DOUBLE slot_weight = 1.0 / (NETDATA_DOUBLE)unique_values; dfe_start_read(results, t) { int slot = binary_search_bigger_than_netdata_double(slots, 0, (int)unique_values, t->value); NETDATA_DOUBLE v = slot * slot_weight; if(unlikely(v > 1.0)) v = 1.0; v = 1.0 - v; t->value = v; } dfe_done(t); return dimensions; } // ---------------------------------------------------------------------------- // The main function int web_api_v1_weights( RRDHOST *host, BUFFER *wb, WEIGHTS_METHOD method, WEIGHTS_FORMAT format, RRDR_GROUPING group, const char *group_options, time_t baseline_after, time_t baseline_before, time_t after, time_t before, size_t points, RRDR_OPTIONS options, SIMPLE_PATTERN *contexts, size_t tier, size_t timeout) { WEIGHTS_STATS stats = {}; DICTIONARY *results = register_result_init(); DICTIONARY *metrics = NULL; char *error = NULL; int resp = HTTP_RESP_OK; // if the user didn't give a timeout // assume 60 seconds if(!timeout) timeout = 60 * MSEC_PER_SEC; // if the timeout is less than 1 second // make it at least 1 second if(timeout < (long)(1 * MSEC_PER_SEC)) timeout = 1 * MSEC_PER_SEC; usec_t timeout_usec = timeout * USEC_PER_MS; usec_t started_usec = now_realtime_usec(); if(!rrdr_relative_window_to_absolute(&after, &before)) buffer_no_cacheable(wb); if (before <= after) { resp = HTTP_RESP_BAD_REQUEST; error = "Invalid selected time-range."; goto cleanup; } uint32_t shifts = 0; if(method == WEIGHTS_METHOD_MC_KS2 || method == WEIGHTS_METHOD_MC_VOLUME) { if(!points) points = 500; if(baseline_before <= API_RELATIVE_TIME_MAX) baseline_before += after; rrdr_relative_window_to_absolute(&baseline_after, &baseline_before); if (baseline_before <= baseline_after) { resp = HTTP_RESP_BAD_REQUEST; error = "Invalid baseline time-range."; goto cleanup; } // baseline should be a power of two multiple of highlight long long base_delta = baseline_before - baseline_after; long long high_delta = before - after; uint32_t multiplier = (uint32_t)round((double)base_delta / (double)high_delta); // check if the multiplier is a power of two // https://stackoverflow.com/a/600306/1114110 if((multiplier & (multiplier - 1)) != 0) { // it is not power of two // let's find the closest power of two // https://stackoverflow.com/a/466242/1114110 multiplier--; multiplier |= multiplier >> 1; multiplier |= multiplier >> 2; multiplier |= multiplier >> 4; multiplier |= multiplier >> 8; multiplier |= multiplier >> 16; multiplier++; } // convert the multiplier to the number of shifts // we need to do, to divide baseline numbers to match // the highlight ones while(multiplier > 1) { shifts++; multiplier = multiplier >> 1; } // if the baseline size will not comply to MAX_POINTS // lower the window of the baseline while(shifts && (points << shifts) > MAX_POINTS) shifts--; // if the baseline size still does not comply to MAX_POINTS // lower the resolution of the highlight and the baseline while((points << shifts) > MAX_POINTS) points = points >> 1; if(points < 15) { resp = HTTP_RESP_BAD_REQUEST; error = "Too few points available, at least 15 are needed."; goto cleanup; } // adjust the baseline to be multiplier times bigger than the highlight baseline_after = baseline_before - (high_delta << shifts); } size_t examined_dimensions = 0; bool register_zero = true; if(options & RRDR_OPTION_NONZERO) { register_zero = false; options &= ~RRDR_OPTION_NONZERO; } metrics = rrdcontext_all_metrics_to_dict(host, contexts); struct metric_entry *me; // for every metric_entry in the dictionary dfe_start_read(metrics, me) { usec_t now_usec = now_realtime_usec(); if(now_usec - started_usec > timeout_usec) { error = "timed out"; resp = HTTP_RESP_GATEWAY_TIMEOUT; goto cleanup; } examined_dimensions++; switch(method) { case WEIGHTS_METHOD_ANOMALY_RATE: options |= RRDR_OPTION_ANOMALY_BIT; rrdset_weights_anomaly_rate( host, me->rca, me->ria, me->rma, results, after, before, options, group, group_options, tier, &stats, register_zero ); break; case WEIGHTS_METHOD_MC_VOLUME: rrdset_metric_correlations_volume( host, me->rca, me->ria, me->rma, results, baseline_after, baseline_before, after, before, options, group, group_options, tier, &stats, register_zero ); break; default: case WEIGHTS_METHOD_MC_KS2: rrdset_metric_correlations_ks2( host, me->rca, me->ria, me->rma, results, baseline_after, baseline_before, after, before, points, options, group, group_options, tier, shifts, &stats, register_zero ); break; } } dfe_done(me); if(!register_zero) options |= RRDR_OPTION_NONZERO; if(!(options & RRDR_OPTION_RETURN_RAW)) spread_results_evenly(results, &stats); usec_t ended_usec = now_realtime_usec(); // generate the json output we need buffer_flush(wb); size_t added_dimensions = 0; switch(format) { case WEIGHTS_FORMAT_CHARTS: added_dimensions = registered_results_to_json_charts( results, wb, after, before, baseline_after, baseline_before, points, method, group, options, shifts, examined_dimensions, ended_usec - started_usec, &stats); break; default: case WEIGHTS_FORMAT_CONTEXTS: added_dimensions = registered_results_to_json_contexts( results, wb, after, before, baseline_after, baseline_before, points, method, group, options, shifts, examined_dimensions, ended_usec - started_usec, &stats); break; } if(!added_dimensions) { error = "no results produced."; resp = HTTP_RESP_NOT_FOUND; } cleanup: if(metrics) dictionary_destroy(metrics); if(results) register_result_destroy(results); if(error) { buffer_flush(wb); buffer_sprintf(wb, "{\"error\": \"%s\" }", error); } return resp; } // ---------------------------------------------------------------------------- // unittest /* Unit tests against the output of this: https://github.com/scipy/scipy/blob/4cf21e753cf937d1c6c2d2a0e372fbc1dbbeea81/scipy/stats/_stats_py.py#L7275-L7449 import matplotlib.pyplot as plt import pandas as pd import numpy as np import scipy as sp from scipy import stats data1 = np.array([ 1111, -2222, 33, 100, 100, 15555, -1, 19999, 888, 755, -1, -730 ]) data2 = np.array([365, -123, 0]) data1 = np.sort(data1) data2 = np.sort(data2) n1 = data1.shape[0] n2 = data2.shape[0] data_all = np.concatenate([data1, data2]) cdf1 = np.searchsorted(data1, data_all, side='right') / n1 cdf2 = np.searchsorted(data2, data_all, side='right') / n2 print(data_all) print("\ndata1", data1, cdf1) print("\ndata2", data2, cdf2) cddiffs = cdf1 - cdf2 print("\ncddiffs", cddiffs) minS = np.clip(-np.min(cddiffs), 0, 1) maxS = np.max(cddiffs) print("\nmin", minS) print("max", maxS) m, n = sorted([float(n1), float(n2)], reverse=True) en = m * n / (m + n) d = max(minS, maxS) prob = stats.distributions.kstwo.sf(d, np.round(en)) print("\nprob", prob) */ static int double_expect(double v, const char *str, const char *descr) { char buf[100 + 1]; snprintfz(buf, 100, "%0.6f", v); int ret = strcmp(buf, str) ? 1 : 0; fprintf(stderr, "%s %s, expected %s, got %s\n", ret?"FAILED":"OK", descr, str, buf); return ret; } static int mc_unittest1(void) { int bs = 3, hs = 3; DIFFS_NUMBERS base[3] = { 1, 2, 3 }; DIFFS_NUMBERS high[3] = { 3, 4, 6 }; double prob = ks_2samp(base, bs, high, hs, 0); return double_expect(prob, "0.222222", "3x3"); } static int mc_unittest2(void) { int bs = 6, hs = 3; DIFFS_NUMBERS base[6] = { 1, 2, 3, 10, 10, 15 }; DIFFS_NUMBERS high[3] = { 3, 4, 6 }; double prob = ks_2samp(base, bs, high, hs, 1); return double_expect(prob, "0.500000", "6x3"); } static int mc_unittest3(void) { int bs = 12, hs = 3; DIFFS_NUMBERS base[12] = { 1, 2, 3, 10, 10, 15, 111, 19999, 8, 55, -1, -73 }; DIFFS_NUMBERS high[3] = { 3, 4, 6 }; double prob = ks_2samp(base, bs, high, hs, 2); return double_expect(prob, "0.347222", "12x3"); } static int mc_unittest4(void) { int bs = 12, hs = 3; DIFFS_NUMBERS base[12] = { 1111, -2222, 33, 100, 100, 15555, -1, 19999, 888, 755, -1, -730 }; DIFFS_NUMBERS high[3] = { 365, -123, 0 }; double prob = ks_2samp(base, bs, high, hs, 2); return double_expect(prob, "0.777778", "12x3"); } int mc_unittest(void) { int errors = 0; errors += mc_unittest1(); errors += mc_unittest2(); errors += mc_unittest3(); errors += mc_unittest4(); return errors; }