Обсуждение: Aggregates (last/first) not behaving

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Aggregates (last/first) not behaving

От
Wes Devauld
Дата:
I have PostgreSQL 8.3.9 [PostgreSQL 8.3.9 on i386-apple-darwin10.3.0, compiled by GCC i686-apple-darwin10-gcc-4.2.1 (GCC) 4.2.1 (Apple Inc. build 5646) (dot 1)]

and the custom first and last aggregates from:
 

I have a simple table, of two columns.  The first is a timestamp and is the primary key, the second is an integer.  I've loaded the table up with values, one for every minute, for a whole year.  Some SQL to recreate the table and the aggregates can be retrieved from:

http://blog.devauld.ca/aggregate_test.zip (File is approximately 180KB)

Now when I try to make use of the first and last aggregates, I get:

# select first(t), last(t) from test group by extract(day from t);
        first        |        last         
---------------------+---------------------
 2009-01-01 00:00:00 | 2009-01-01 17:02:00
 2009-01-02 10:07:00 | 2009-01-02 10:06:00
 2009-01-03 20:15:00 | 2009-01-03 20:14:00
 2009-01-04 00:00:00 | 2009-01-04 23:59:00
 2009-01-05 00:00:00 | 2009-01-05 23:59:00
 2009-01-06 16:31:00 | 2009-01-06 16:30:00
 2009-01-07 00:00:00 | 2009-01-07 23:49:00
 2009-01-08 11:09:00 | 2009-01-08 11:42:00
 2009-01-09 11:08:00 | 2009-01-09 00:51:00
 2009-01-10 11:33:00 | 2009-01-10 23:37:00
 2009-01-11 13:05:00 | 2009-01-11 23:59:00
 2009-01-12 23:55:00 | 2009-01-12 23:47:00
 2009-01-13 01:50:00 | 2009-01-13 23:36:00
 2009-01-14 23:55:00 | 2009-01-14 23:41:00
 2009-01-15 00:47:00 | 2009-01-15 23:40:00
 2009-01-16 00:29:00 | 2009-01-16 23:38:00
 2009-01-17 00:09:00 | 2009-01-17 23:37:00
 2009-01-18 23:48:00 | 2009-01-18 23:37:00
 2009-01-19 23:56:00 | 2009-01-19 23:39:00
 2009-01-20 07:14:00 | 2009-01-20 23:36:00
 2009-01-21 23:40:00 | 2009-01-21 23:41:00
 2009-01-22 02:57:00 | 2009-01-22 23:40:00
 2009-01-23 23:56:00 | 2009-01-23 23:38:00
 2009-01-24 09:34:00 | 2009-01-24 23:37:00
 2009-01-25 23:50:00 | 2009-01-25 23:37:00
 2009-01-26 23:48:00 | 2009-01-26 23:39:00
 2009-01-27 06:36:00 | 2009-01-27 23:37:00
 2009-01-28 23:59:00 | 2009-01-28 23:41:00
 2009-01-29 16:12:00 | 2009-01-29 23:40:00
 2009-01-30 21:11:00 | 2009-01-30 23:39:00
 2009-01-31 20:12:00 | 2009-01-31 16:20:00
(31 rows)

For some reason the aggregates are not falling into the proper group.  I can't blame timezones as the results are all over the map, and first/last relationship is broken as in some cases 'last' is chronologically before 'first'

If I explicitly retrieve the values for midnight each day:

# select t, v from test where extract(hour from t) = 0 and extract(minute from t) = 0;
          t          |   v   
---------------------+-------
 2009-01-01 00:00:00 |     0
 2009-01-02 00:00:00 |  1440
 2009-01-03 00:00:00 |  2880
 2009-01-04 00:00:00 |  4320
 2009-01-05 00:00:00 |  5760
 2009-01-06 00:00:00 |  7200
 2009-01-07 00:00:00 |  8640
 2009-01-08 00:00:00 | 10080
 2009-01-09 00:00:00 | 11520
 2009-01-10 00:00:00 | 12960
 2009-01-11 00:00:00 | 14400
 2009-01-12 00:00:00 | 15840
 2009-01-13 00:00:00 | 17280
 2009-01-14 00:00:00 | 18720
 2009-01-15 00:00:00 | 20160
 2009-01-16 00:00:00 | 21600
 2009-01-17 00:00:00 | 23040
 2009-01-18 00:00:00 | 24480
 2009-01-19 00:00:00 | 25920
 2009-01-20 00:00:00 | 27360
 2009-01-21 00:00:00 | 28800
 2009-01-22 00:00:00 | 30240
 2009-01-23 00:00:00 | 31680
 2009-01-24 00:00:00 | 33120
 2009-01-25 00:00:00 | 34560
 2009-01-26 00:00:00 | 36000
 2009-01-27 00:00:00 | 37440
 2009-01-28 00:00:00 | 38880
 2009-01-29 00:00:00 | 40320
 2009-01-30 00:00:00 | 41760
 2009-01-31 00:00:00 | 43200
(31 rows)

I get back the values for which I am seeking.  The pain is in finding the last record in the day before.  I would have thought that grouping by date_trunc on month would have yeilded similar results to above:

# select first(t), first(v) from test group by date_trunc('day', t);
        first        | first 
---------------------+-------
 2009-01-01 00:00:00 |     0
 2009-01-02 10:07:00 |  2047
 2009-01-03 20:15:00 |  4095
 2009-01-04 00:00:00 |  4320
 2009-01-05 00:00:00 |  5760
 2009-01-06 17:33:00 |  8253
 2009-01-07 16:56:00 |  9656
 2009-01-08 17:28:00 | 11128
 2009-01-09 21:14:00 | 12794
 2009-01-10 05:47:00 | 13307
 2009-01-11 16:42:00 | 15402
 2009-01-12 16:30:00 | 16830
 2009-01-13 20:14:00 | 18494
 2009-01-14 23:59:00 | 20159
 2009-01-15 22:17:00 | 21497
 2009-01-16 23:57:00 | 23037
 2009-01-17 18:32:00 | 24152
 2009-01-18 20:15:00 | 25695
 2009-01-19 07:58:00 | 26398
 2009-01-20 22:16:00 | 28696
 2009-01-21 17:31:00 | 29851
 2009-01-22 16:37:00 | 31237
 2009-01-23 23:59:00 | 33119
 2009-01-24 21:13:00 | 34393
 2009-01-25 22:17:00 | 35897
 2009-01-26 16:42:00 | 37002
 2009-01-27 16:30:00 | 38430
 2009-01-28 16:52:00 | 39892
 2009-01-29 23:59:00 | 41759
 2009-01-30 10:19:00 | 42379
 2009-01-31 14:58:00 | 44098
(31 rows)

Looking at the plan:

# explain select first(t), first(v) from test group by date_trunc('day', t);
                              QUERY PLAN                               
-----------------------------------------------------------------------
 GroupAggregate  (cost=5010.56..6238.16 rows=44640 width=12)
   ->  Sort  (cost=5010.56..5122.16 rows=44640 width=12)
         Sort Key: (date_trunc('day'::text, t))
         ->  Seq Scan on test  (cost=0.00..800.00 rows=44640 width=12)
(4 rows)

Now, if I have a much smaller data set:

# delete from test where t > '2009-01-03'; vacuum analyze;
# select first(t), first(v) from test group by date_trunc('day', t);
        first        | first 
---------------------+-------
 2009-01-01 00:00:00 |     0
 2009-01-03 00:00:00 |  2880
 2009-01-02 00:00:00 |  1440
(3 rows)

# explain select first(t), first(v) from test group by date_trunc('day', t);
                          QUERY PLAN                           
---------------------------------------------------------------
 HashAggregate  (cost=73.62..124.04 rows=2881 width=12)
   ->  Seq Scan on test  (cost=0.00..52.01 rows=2881 width=12)
(2 rows)

So, is there a way I can set up my query to deterministically return the same results each time?  Is there another way to get 'first of the month' or 'last for the day' aggregates that work reliably on varying data set sizes?  Can I force the optimizer to not use a GroupAggregate?

Any help would be appreciated,
-W

Re: Aggregates (last/first) not behaving

От
Richard Huxton
Дата:
On 22/07/10 07:37, Wes Devauld wrote:
> I have PostgreSQL 8.3.9 [PostgreSQL 8.3.9 on i386-apple-darwin10.3.0,
> compiled by GCC i686-apple-darwin10-gcc-4.2.1 (GCC) 4.2.1 (Apple Inc.
> build 5646) (dot 1)]
>
> and the custom first and last aggregates from:
> http://wiki.postgresql.org/wiki/First_(aggregate)
> http://wiki.postgresql.org/wiki/Last_(aggregate)
>
> I have a simple table, of two columns.  The first is a timestamp and is
> the primary key, the second is an integer.  I've loaded the table up
> with values, one for every minute, for a whole year.  Some SQL to
> recreate the table and the aggregates can be retrieved from:
>
> http://blog.devauld.ca/aggregate_test.zip (File is approximately 180KB)
>
> Now when I try to make use of the first and last aggregates, I get:
>
> # select first(t), last(t) from test group by extract(day from t);
>          first        |        last
> ---------------------+---------------------
>   2009-01-01 00:00:00 | 2009-01-01 17:02:00
>   2009-01-02 10:07:00 | 2009-01-02 10:06:00
>   2009-01-03 20:15:00 | 2009-01-03 20:14:00
[snip]
> For some reason the aggregates are not falling into the proper group.  I
> can't blame timezones as the results are all over the map, and
> first/last relationship is broken as in some cases 'last' is
> chronologically before 'first'

They all seem grouped properly (by day) to me. Unless I've missed something.

The first/last aggregates aren't ordered in any way. They are "first 
value I happened to find" and "last value I happened to find".

If you want the earliest/latest timestamp from each day, use min() and 
max().

--   Richard Huxton  Archonet Ltd


Re: Aggregates (last/first) not behaving

От
Wes Devauld
Дата:
I believe I lost the flavour of what I'm doing when I constructed this example.  I'm not interested in the timepoint as much as the value that is attached to it.  I need to be able to find the last chronological record for a given day.  

I can get the value for which I am looking in two steps:

select max(t) as t into table last_of_day from test group by extract(day from t);
select last_of_day.t, test.v from last_of_day, test where last_of_day.t = test.t;

I was fairly happy when first() and last() were discovered, as these two steps could be merged, until the table grows too large and the query planner decides to sort the results before they are aggregated.

I was searching for a way to keep using last() and keeping the extraction to a single step, although the more I fight with it, the less I think that it is worth it.  If you have any further suggestions, I would appreciate hearing them.

-W

On Thu, Jul 22, 2010 at 2:44 AM, Richard Huxton <dev@archonet.com> wrote:

They all seem grouped properly (by day) to me. Unless I've missed something.

The first/last aggregates aren't ordered in any way. They are "first value I happened to find" and "last value I happened to find".

If you want the earliest/latest timestamp from each day, use min() and max().

--
 Richard Huxton
 Archonet Ltd

Re: Aggregates (last/first) not behaving

От
Tim Landscheidt
Дата:
Wes Devauld <wes@devauld.ca> wrote:

> I believe I lost the flavour of what I'm doing when I constructed this
> example.  I'm not interested in the timepoint as much as the value that is
> attached to it.  I need to be able to find the last chronological record for
> a given day.

> I can get the value for which I am looking in two steps:

> select max(t) as t into table last_of_day from test group by extract(day
> from t);
> select last_of_day.t, test.v from last_of_day, test where last_of_day.t =
> test.t;

> I was fairly happy when first() and last() were discovered, as these two
> steps could be merged, until the table grows too large and the query planner
> decides to sort the results before they are aggregated.

> I was searching for a way to keep using last() and keeping the extraction to
> a single step, although the more I fight with it, the less I think that it
> is worth it.  If you have any further suggestions, I would appreciate
> hearing them.
> [...]

Perhaps you could /concisely/ rephrase your problem. Finding
the first/last value per group with/without window functions
is a common problem, and there are lots of solutions to it.
But few people will wade through lots of text to find out
what's bothering you.
 For example, you can query the "last" values per day along
the lines of (untested):

| SELECT EXTRACT(day FROM t), v
|   FROM test
|   WHERE t IN (SELECT MAX(t) FROM test
|                 GROUP BY EXTRACT(day FROM t));

Obviously, this doesn't "keep using last()", so I don't know
whether it's good or bad for you.

Tim



Re: Aggregates (last/first) not behaving

От
Richard Huxton
Дата:
On 22/07/10 16:50, Wes Devauld wrote:
>
> I was searching for a way to keep using last() and keeping the extraction to
> a single step, although the more I fight with it, the less I think that it
> is worth it.  If you have any further suggestions, I would appreciate
> hearing them.

You can certainly do it in a single query. I've commented out the 
event_date_idx below because it's far from guaranteed it'll be useful to 
you.

BEGIN;

DROP TABLE IF EXISTS events;

CREATE TABLE events (    e_id   SERIAL,    e_ts   timestamp(0) without time zone,    PRIMARY KEY (e_id)
);

INSERT INTO events (e_ts)
SELECT '2010-01-01 01:01:01'::timestamp without time zone
+ i * '1 minute'::interval
FROM generate_series(0,999999) i;

-- CREATE INDEX event_date_idx ON events ((e_ts::date),e_ts);
CREATE INDEX events_ts_idx ON events (e_ts);

-- EXPLAIN ANALYSE
SELECT    e.e_id,    e.e_ts,    minmax.tgt_day
FROM (    SELECT        (e_ts::date) AS tgt_day,         min(e_ts) as first_ts,         max(e_ts) as last_ts    FROM
   events    GROUP BY 1
 
) AS minmax
JOIN events e
ON (e.e_ts = minmax.first_ts) OR (e.e_ts = minmax.last_ts)
ORDER BY e_ts
;

COMMIT;

Using the real, windowing versions of first/last in 8.4+ will still 
require sorting the whole table (AFAICT) so isn't likely to be much 
improvement over a self-join here.

--   Richard Huxton  Archonet Ltd