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cudf::rolling_window SUM support for decimal32 and decimal64 #7147

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merged 7 commits into from
Jan 18, 2021
Merged

cudf::rolling_window SUM support for decimal32 and decimal64 #7147

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850deae
Unit test
codereport Jan 13, 2021
0458102
Implementation
codereport Jan 14, 2021
177ff66
Doc fix
codereport Jan 14, 2021
722f184
Add THROW unit tests
codereport Jan 14, 2021
a065842
Use decimal64 as accumulator
codereport Jan 16, 2021
e8d1b15
Clang format
codereport Jan 17, 2021
11be93f
Remove accidentally commited file
codereport Jan 17, 2021
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9 changes: 9 additions & 0 deletions cpp/include/cudf/detail/aggregation/aggregation.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -411,6 +411,15 @@ struct target_type_impl<
using type = int64_t;
};

// Summing fixed_point numbers, always use the decimal64 accumulator
template <typename Source, aggregation::Kind k>
struct target_type_impl<
Source,
k,
std::enable_if_t<cudf::is_fixed_point<Source>() && (k == aggregation::SUM)>> {
using type = numeric::decimal64;
};

// Summing/Multiplying float/doubles, use same type accumulator
template <typename Source, aggregation::Kind k>
struct target_type_impl<
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6 changes: 5 additions & 1 deletion cpp/src/rolling/rolling_detail.hpp
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Expand Up @@ -50,10 +50,14 @@ static constexpr bool is_rolling_supported()

return is_valid_numeric_agg;

} else if (cudf::is_timestamp<ColumnType>() || cudf::is_fixed_point<ColumnType>()) {
} else if (cudf::is_timestamp<ColumnType>()) {
return (op == aggregation::MIN) or (op == aggregation::MAX) or
(op == aggregation::COUNT_VALID) or (op == aggregation::COUNT_ALL) or
(op == aggregation::ROW_NUMBER) or (op == aggregation::LEAD) or (op == aggregation::LAG);
} else if (cudf::is_fixed_point<ColumnType>()) {
return (op == aggregation::SUM) or (op == aggregation::MIN) or (op == aggregation::MAX) or
(op == aggregation::COUNT_VALID) or (op == aggregation::COUNT_ALL) or
(op == aggregation::ROW_NUMBER) or (op == aggregation::LEAD) or (op == aggregation::LAG);
} else if (std::is_same<ColumnType, cudf::string_view>()) {
return (op == aggregation::MIN) or (op == aggregation::MAX) or
(op == aggregation::COUNT_VALID) or (op == aggregation::COUNT_ALL) or
Expand Down
19 changes: 15 additions & 4 deletions cpp/tests/rolling/rolling_test.cpp
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Expand Up @@ -1005,13 +1005,15 @@ TYPED_TEST(FixedPointTests, MinMaxCountLagLeadNulls)
{
using namespace numeric;
using namespace cudf;
using decimalXX = TypeParam;
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;
using fw_wrapper = cudf::test::fixed_width_column_wrapper<size_type>;
using decimalXX = TypeParam;
using RepType = cudf::device_storage_type_t<decimalXX>;
using fp_wrapper = cudf::test::fixed_point_column_wrapper<RepType>;
using fp64_wrapper = cudf::test::fixed_point_column_wrapper<int64_t>;
using fw_wrapper = cudf::test::fixed_width_column_wrapper<size_type>;

auto const scale = scale_type{-1};
auto const input = fp_wrapper{{42, 1729, 55, 343, 1, 2}, {1, 0, 1, 0, 1, 1}, scale};
auto const expected_sum = fp64_wrapper{{42, 97, 55, 56, 3, 3}, {1, 1, 1, 1, 1, 1}, scale};
auto const expected_min = fp_wrapper{{42, 42, 55, 1, 1, 1}, {1, 1, 1, 1, 1, 1}, scale};
auto const expected_max = fp_wrapper{{42, 55, 55, 55, 2, 2}, {1, 1, 1, 1, 1, 1}, scale};
auto const expected_lag = fp_wrapper{{0, 42, 1729, 55, 343, 1}, {0, 1, 0, 1, 0, 1}, scale};
Expand All @@ -1020,6 +1022,7 @@ TYPED_TEST(FixedPointTests, MinMaxCountLagLeadNulls)
auto const expected_count_all = fw_wrapper{{2, 3, 3, 3, 3, 2}, {1, 1, 1, 1, 1, 1}};
auto const expected_rowno = fw_wrapper{{1, 2, 2, 2, 2, 2}, {1, 1, 1, 1, 1, 1}};

auto const sum = rolling_window(input, 2, 1, 1, make_sum_aggregation());
auto const min = rolling_window(input, 2, 1, 1, make_min_aggregation());
auto const max = rolling_window(input, 2, 1, 1, make_max_aggregation());
auto const lag = rolling_window(input, 2, 1, 1, make_lag_aggregation(1));
Expand All @@ -1028,13 +1031,21 @@ TYPED_TEST(FixedPointTests, MinMaxCountLagLeadNulls)
auto const all = rolling_window(input, 2, 1, 1, make_count_aggregation(null_policy::INCLUDE));
auto const rowno = rolling_window(input, 2, 1, 1, make_row_number_aggregation());

CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_sum, sum->view());
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_min, min->view());
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_max, max->view());
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_lag, lag->view());
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_lead, lead->view());
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_count_val, valid->view());
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_count_all, all->view());
CUDF_TEST_EXPECT_COLUMNS_EQUAL(expected_rowno, rowno->view());

EXPECT_THROW(rolling_window(input, 2, 1, 1, make_product_aggregation()), cudf::logic_error);
EXPECT_THROW(rolling_window(input, 2, 1, 1, make_mean_aggregation()), cudf::logic_error);
EXPECT_THROW(rolling_window(input, 2, 1, 1, make_variance_aggregation()), cudf::logic_error);
EXPECT_THROW(rolling_window(input, 2, 1, 1, make_std_aggregation()), cudf::logic_error);
EXPECT_THROW(rolling_window(input, 2, 1, 1, make_sum_of_squares_aggregation()),
cudf::logic_error);
}

CUDF_TEST_PROGRAM_MAIN()