Merge pull request #2930 from finos/quartiles

Quartiles

cpp/perspective/src/cpp/aggspec.cpp

@@ -143,6 +143,12 @@ t_aggspec::agg_str() const {
         case AGGTYPE_ANY: {
             return "any";
         } break;
+        case AGGTYPE_Q1: {
+            return "q1";
+        } break;
+        case AGGTYPE_Q3: {
+            return "q3";
+        } break;
         case AGGTYPE_MEDIAN: {
             return "median";
         } break;
@@ -343,6 +349,8 @@ t_aggspec::get_output_specs(const t_schema& schema) const {
         case AGGTYPE_ANY:
         case AGGTYPE_UNIQUE:
         case AGGTYPE_DOMINANT:
+        case AGGTYPE_Q1:
+        case AGGTYPE_Q3:
         case AGGTYPE_MEDIAN:
         case AGGTYPE_FIRST:
         case AGGTYPE_LAST_BY_INDEX:

cpp/perspective/src/cpp/base.cpp

@@ -489,6 +489,12 @@ str_to_aggtype(const std::string& str) {
     if (str == "any") {
         return t_aggtype::AGGTYPE_ANY;
     }
+    if (str == "q1") {
+        return t_aggtype::AGGTYPE_Q1;
+    }
+    if (str == "q3") {
+        return t_aggtype::AGGTYPE_Q3;
+    }
     if (str == "median") {
         return t_aggtype::AGGTYPE_MEDIAN;
     }

cpp/perspective/src/cpp/config.cpp

@@ -213,6 +213,8 @@ t_config::setup(
             case AGGTYPE_MEAN:
             case AGGTYPE_WEIGHTED_MEAN:
             case AGGTYPE_UNIQUE:
+            case AGGTYPE_Q1:
+            case AGGTYPE_Q3:
             case AGGTYPE_MEDIAN:
             case AGGTYPE_JOIN:
             case AGGTYPE_DOMINANT:

cpp/perspective/src/cpp/extract_aggregate.cpp

@@ -59,6 +59,8 @@ extract_aggregate(
         case AGGTYPE_COUNT:
         case AGGTYPE_ANY:
         case AGGTYPE_DOMINANT:
+        case AGGTYPE_Q1:
+        case AGGTYPE_Q3:
         case AGGTYPE_MEDIAN:
         case AGGTYPE_FIRST:
         case AGGTYPE_AND:

cpp/perspective/src/cpp/sparse_tree.cpp

@@ -1323,6 +1323,42 @@ t_stree::update_agg_table(
 
                 dst->set_scalar(dst_ridx, new_value);
             } break;
+            case AGGTYPE_Q1: {
+                old_value.set(dst->get_scalar(dst_ridx));
+                auto pkeys = get_pkeys(nidx);
+                new_value.set(
+                    reduce_from_gstate<
+                        std::function<t_tscalar(std::vector<t_tscalar>&)>>(
+                        gstate,
+                        expression_master_table,
+                        spec.get_dependencies()[0].name(),
+                        pkeys,
+                        [&](std::vector<t_tscalar>& values) {
+                            return get_aggregate_median(values, 0.25);
+                        }
+                    )
+                );
+
+                dst->set_scalar(dst_ridx, new_value);
+            } break;
+            case AGGTYPE_Q3: {
+                old_value.set(dst->get_scalar(dst_ridx));
+                auto pkeys = get_pkeys(nidx);
+                new_value.set(
+                    reduce_from_gstate<
+                        std::function<t_tscalar(std::vector<t_tscalar>&)>>(
+                        gstate,
+                        expression_master_table,
+                        spec.get_dependencies()[0].name(),
+                        pkeys,
+                        [&](std::vector<t_tscalar>& values) {
+                            return get_aggregate_median(values, 0.75);
+                        }
+                    )
+                );
+
+                dst->set_scalar(dst_ridx, new_value);
+            } break;
             case AGGTYPE_MEDIAN: {
                 old_value.set(dst->get_scalar(dst_ridx));
                 auto pkeys = get_pkeys(nidx);
@@ -1335,7 +1371,7 @@ t_stree::update_agg_table(
                         spec.get_dependencies()[0].name(),
                         pkeys,
                         [&](std::vector<t_tscalar>& values) {
-                            return get_aggregate_median(values);
+                            return get_aggregate_median(values, 0.5);
                         }
                     )
                 );
@@ -2326,26 +2362,31 @@ t_stree::get_aggregate(t_index idx, t_index aggnum) const {
 }
 
 t_tscalar
-t_stree::get_aggregate_median(std::vector<t_tscalar>& values) const {
-    int size = values.size();
-    bool is_even_size = size % 2 == 0;
-
+t_stree::get_aggregate_median(std::vector<t_tscalar>& values, float n) const {
+    const auto size = values.size();
+    const float raw_size = static_cast<float>(size) * n;
+    bool is_even_size = fabsf(roundf(raw_size) - raw_size) <= 0.00001;
     if (size == 0) {
         return {};
     }
+
     if (size == 1) {
         return values[0];
     }
+
+    const auto split = static_cast<long>(raw_size);
     if (is_even_size && values[0].is_floating_point()) {
         t_tscalar median_average;
-        auto middle = values.begin() + (size / 2);
+        auto middle = values.begin() + split;
         nth_element(values.begin(), middle, values.end());
         median_average.set(
             (*middle + *(middle - 1)) / static_cast<t_tscalar>(2)
         );
+
         return median_average;
     }
-    auto middle = values.begin() + (size / 2);
+
+    auto middle = values.begin() + split;
     std::nth_element(values.begin(), middle, values.end());
     return *middle;
 }

cpp/perspective/src/include/perspective/base.h

@@ -259,6 +259,8 @@ enum t_aggtype {
     AGGTYPE_WEIGHTED_MEAN,
     AGGTYPE_UNIQUE,
     AGGTYPE_ANY,
+    AGGTYPE_Q1,
+    AGGTYPE_Q3,
     AGGTYPE_MEDIAN,
     AGGTYPE_JOIN,
     AGGTYPE_SCALED_DIV,

cpp/perspective/src/include/perspective/sparse_tree.h

@@ -312,7 +312,8 @@ class PERSPECTIVE_EXPORT t_stree {
 
     t_tscalar get_aggregate(t_index idx, t_index aggnum) const;
 
-    t_tscalar get_aggregate_median(std::vector<t_tscalar>& values) const;
+    t_tscalar
+    get_aggregate_median(std::vector<t_tscalar>& values, float n) const;
 
     void get_child_indices(t_index idx, std::vector<t_index>& out_data) const;
 

rust/perspective-client/src/rust/config/aggregates.rs

@@ -49,6 +49,12 @@ pub enum SingleAggregate {
     #[serde(rename = "dominant")]
     Dominant,
 
+    #[serde(rename = "q1")]
+    Q1,
+
+    #[serde(rename = "q3")]
+    Q3,
+
     #[serde(rename = "median")]
     Median,
 
@@ -117,6 +123,8 @@ impl Display for SingleAggregate {
             Self::Unique => "unique",
             Self::Dominant => "dominant",
             Self::Median => "median",
+            Self::Q1 => "q1",
+            Self::Q3 => "q3",
             Self::First => "first",
             Self::FirstByIndex => "first by index",
             Self::LastByIndex => "last by index",
@@ -155,6 +163,8 @@ impl FromStr for SingleAggregate {
             "unique" => Ok(Self::Unique),
             "dominant" => Ok(Self::Dominant),
             "median" => Ok(Self::Median),
+            "q1" => Ok(Self::Q1),
+            "q3" => Ok(Self::Q3),
             "first by index" => Ok(Self::FirstByIndex),
             "first" => Ok(Self::First),
             "last by index" => Ok(Self::LastByIndex),
@@ -241,6 +251,8 @@ const STRING_AGGREGATES: &[SingleAggregate] = &[
     SingleAggregate::Last,
     SingleAggregate::LastByIndex,
     SingleAggregate::Median,
+    SingleAggregate::Q1,
+    SingleAggregate::Q3,
     SingleAggregate::Unique,
 ];
 
@@ -262,6 +274,8 @@ const NUMBER_AGGREGATES: &[SingleAggregate] = &[
     SingleAggregate::Last,
     SingleAggregate::Mean,
     SingleAggregate::Median,
+    SingleAggregate::Q1,
+    SingleAggregate::Q3,
     SingleAggregate::PctSumParent,
     SingleAggregate::PctSumGrandTotal,
     SingleAggregate::StdDev,
@@ -286,6 +300,8 @@ const DATETIME_AGGREGATES: &[SingleAggregate] = &[
     SingleAggregate::LastByIndex,
     SingleAggregate::Last,
     SingleAggregate::Median,
+    SingleAggregate::Q1,
+    SingleAggregate::Q3,
     SingleAggregate::Unique,
 ];
 

rust/perspective-js/src/rust/client.rs

@@ -20,11 +20,6 @@ use wasm_bindgen::prelude::*;
 pub use crate::table::*;
 use crate::utils::{inherit_docs, ApiError, ApiResult, JsValueSerdeExt, LocalPollLoop};
 
-#[wasm_bindgen(typescript_custom_section)]
-const TS_APPEND_CONTENT: &'static str = r#"
-import type {TableInitOptions} from "@finos/perspective";
-"#;
-
 #[wasm_bindgen]
 extern "C" {
     #[derive(Clone)]

rust/perspective-js/src/rust/lib.rs

@@ -39,12 +39,12 @@ export type * from "../../src/ts/ts-rs/ViewOnUpdateResp.d.ts";
 export type * from "../../src/ts/ts-rs/OnUpdateOptions.d.ts";
 export type * from "../../src/ts/ts-rs/UpdateOptions.d.ts";
 
-import type * as view_window from "../../src/ts/ts-rs/ViewWindow.d.ts";
-import type * as table_init_options from "../../src/ts/ts-rs/TableInitOptions.d.ts";
-import type * as view_config_update from "../../src/ts/ts-rs/ViewConfigUpdate.d.ts";
+import type {ViewWindow} from "../../src/ts/ts-rs/ViewWindow.d.ts";
+import type {TableInitOptions} from "../../src/ts/ts-rs/TableInitOptions.d.ts";
+import type {ViewConfigUpdate} from "../../src/ts/ts-rs/ViewConfigUpdate.d.ts";
 import type * as on_update_args from "../../src/ts/ts-rs/ViewOnUpdateResp.d.ts";
-import type * as on_update_options from "../../src/ts/ts-rs/OnUpdateOptions.d.ts";
-import type * as update_options from "../../src/ts/ts-rs/UpdateOptions.d.ts";
+import type {OnUpdateOptions} from "../../src/ts/ts-rs/OnUpdateOptions.d.ts";
+import type {UpdateOptions} from "../../src/ts/ts-rs/UpdateOptions.d.ts";
 "#;
 
 #[cfg(feature = "export-init")]

rust/perspective-js/src/rust/table.rs

@@ -184,11 +184,6 @@ impl Table {
     }
 }
 
-#[wasm_bindgen(typescript_custom_section)]
-const TS_APPEND_CONTENT: &'static str = r#"
-import type {UpdateOptions, ViewConfigUpdate} from "@finos/perspective";
-"#;
-
 #[wasm_bindgen]
 extern "C" {
     // TODO Fix me

rust/perspective-js/src/rust/view.rs

@@ -20,11 +20,6 @@ use wasm_bindgen_futures::spawn_local;
 use crate::table::Table;
 use crate::utils::{inherit_docs, ApiFuture, ApiResult, JsValueSerdeExt, LocalPollLoop};
 
-#[wasm_bindgen(typescript_custom_section)]
-const TS_APPEND_CONTENT: &'static str = r#"
-import type {OnUpdateOptions, ViewWindow} from "@finos/perspective";
-"#;
-
 #[wasm_bindgen]
 extern "C" {
     #[wasm_bindgen(typescript_type = "ViewWindow")]