These functions, when used on non-float types in subqueries, would
return incorrect results as the type system thought they would return a
different type than the actual implementation would return.
When `top()` or `bottom()` were used and selected auxiliary values, they
would return the wrong values that would be equal to the last point
selected. This is because the aggregators saved the memory address of
the auxiliary fields instead of copying them over. Since the same
auxiliary fields memory location is used for every value returned by the
storage engine, this resulted in the values being incorrect because they
were overwritten with incorrect values.
This fixes that so the auxiliary fields are copied out when they are
saved rather than only the memory location.
This adds numerous technical analysis algorithms:
* exponential_moving_average
* double_exponential_moving_average
* triple_exponential_moving_average
* relative_strength_index
* triple_exponential_average
* kaufmans_efficiency_ratio (commonly referred to as just "Efficiency Ratio")
* kaufmans_adaptive_moving_average
* chande_momentum_oscillator (both the common 'smoothed' version, and the ta-lib version)
This change makes it so that we simplify the math engine so it doesn't
use a complicated set of nested iterators. That way, we have to change
math in one fewer place.
It also greatly simplifies the query engine as now we can create the
necessary iterators, join them by time, name, and tags, and then use the
cursor interface to read them and use eval to compute the result. It
makes it so the auxiliary iterators and all of their complexity can be
removed.
This also makes use of the new eval functionality that was recently
added to the influxql package.
No math functions have been added, but the scaffolding has been included
so things like trigonometry functions are just a single commit away.
This also introduces a small breaking change. Because of the call
optimization, it is now possible to use the same selector multiple times
as a selector. So if you do this:
SELECT max(value) * 2, max(value) / 2 FROM cpu
This will now return the timestamp of the max value rather than zero
since this query is considered to have only a single selector rather
than multiple separate selectors. If any aspect of the selector is
different, such as different selector functions or different arguments,
it will consider the selectors to be aggregates like the old behavior.
This change provides a clear separation between the query engine
mechanics and the query language so that the language can be parsed and
dealt with separate from the query engine itself.
Jonathan A. Sternberg
Patrick Hemmer
Stuart Carnie
Jonathan A. Sternberg