feat(cubestore): Add XIRR aggregate function to Cube Store

Author: srh

rust/cubestore/cubestore-sql-tests/src/tests.rs

@@ -135,6 +135,7 @@ pub fn sql_tests(prefix: &str) -> Vec<(&'static str, TestFn)> {
         t("hyperloglog_postgres", hyperloglog_postgres),
         t("hyperloglog_snowflake", hyperloglog_snowflake),
         t("hyperloglog_databricks", hyperloglog_databricks),
+        t("xirr", xirr),
         t(
             "aggregate_index_hll_databricks",
             aggregate_index_hll_databricks,
@@ -2809,6 +2810,122 @@ async fn hyperloglog_databricks(service: Box<dyn SqlClient>) {
     assert_eq!(to_rows(&r), rows(&[(1, 4), (2, 4), (3, 20)]));
 }
 
+async fn xirr(service: Box<dyn SqlClient>) {
+    // XIRR result may differ between platforms, so we truncate the results with LEFT(_, 10).
+    let r = service
+        .exec_query(
+            r#"
+        SELECT LEFT(XIRR(payment, date)::varchar, 10) AS xirr
+        FROM (
+            SELECT '2014-01-01'::date AS date, -10000.0 AS payment
+            UNION ALL
+            SELECT '2014-03-01'::date AS date, 2750.0 AS payment
+            UNION ALL
+            SELECT '2014-10-30'::date AS date, 4250.0 AS payment
+            UNION ALL
+            SELECT '2015-02-15'::date AS date, 3250.0 AS payment
+            UNION ALL
+            SELECT '2015-04-01'::date AS date, 2750.0 AS payment
+        ) AS "t"
+        "#,
+        )
+        .await
+        .unwrap();
+
+    assert_eq!(to_rows(&r), rows(&["0.37485859"]));
+
+    let r = service
+        .exec_query(
+            r#"
+        SELECT LEFT(XIRR(payment, date)::varchar, 10) AS xirr
+        FROM (
+            SELECT '2014-01-01'::date AS date, -10000.0 AS payment
+        ) AS "t"
+        WHERE 0 = 1
+        "#,
+        )
+        .await
+        .unwrap_err();
+    assert_eq!(r.elide_backtrace(), CubeError::internal("Execution error: A result for XIRR couldn't be determined because the arguments are empty".to_owned()));
+
+    let r = service
+        .exec_query(
+            r#"
+        SELECT LEFT(XIRR(payment, date)::varchar, 10) AS xirr
+        FROM (
+            SELECT '2014-01-01'::date AS date, 10000.0 AS payment
+        ) AS "t"
+        "#,
+        )
+        .await
+        .unwrap_err();
+    assert_eq!(r.elide_backtrace(), CubeError::internal("Execution error: The XIRR function couldn't find a solution".to_owned()));
+
+    // --- on_error testing ---
+
+    let r = service
+        .exec_query(
+            r#"
+        SELECT LEFT(XIRR(payment, date, 0, NULL::double)::varchar, 10) AS xirr
+        FROM (
+            SELECT '2014-01-01'::date AS date, -10000.0 AS payment
+            UNION ALL
+            SELECT '2014-03-01'::date AS date, 2750.0 AS payment
+            UNION ALL
+            SELECT '2014-10-30'::date AS date, 4250.0 AS payment
+            UNION ALL
+            SELECT '2015-02-15'::date AS date, 3250.0 AS payment
+            UNION ALL
+            SELECT '2015-04-01'::date AS date, 2750.0 AS payment
+        ) AS "t"
+        "#,
+        )
+        .await
+        .unwrap();
+
+    assert_eq!(to_rows(&r), rows(&["0.37485859"]));
+
+    let r = service
+        .exec_query(
+            r#"
+        SELECT LEFT(XIRR(payment, date, 0, NULL::double)::varchar, 10) AS xirr
+        FROM (
+            SELECT '2014-01-01'::date AS date, -10000.0 AS payment
+        ) AS "t"
+        WHERE 0 = 1
+        "#,
+        )
+        .await
+        .unwrap_err();
+    assert_eq!(r.elide_backtrace(), CubeError::internal("Execution error: A result for XIRR couldn't be determined because the arguments are empty".to_owned()));
+
+    let r = service
+        .exec_query(
+            r#"
+        SELECT LEFT(XIRR(payment, date, 0, NULL::double)::varchar, 10) AS xirr
+        FROM (
+            SELECT '2014-01-01'::date AS date, 10000.0 AS payment
+        ) AS "t"
+        "#,
+        )
+        .await
+        .unwrap();
+    assert_eq!(to_rows(&r), rows(&[()]));
+
+    let r = service
+        .exec_query(
+            r#"
+        SELECT LEFT(XIRR(payment, date, 0, 12345)::varchar, 10) AS xirr
+        FROM (
+            SELECT '2014-01-01'::date AS date, 10000.0 AS payment
+        ) AS "t"
+        "#,
+        )
+        .await
+        .unwrap();
+    assert_eq!(to_rows(&r), rows(&["12345.0"]));
+}
+
 async fn aggregate_index_hll_databricks(service: Box<dyn SqlClient>) {
     service.exec_query("CREATE SCHEMA s").await.unwrap();
     service

rust/cubestore/cubestore/src/queryplanner/mod.rs

@@ -19,6 +19,7 @@ pub mod trace_data_loaded;
 use rewrite_inlist_literals::RewriteInListLiterals;
 use serialized_plan::PreSerializedPlan;
 pub use topk::MIN_TOPK_STREAM_ROWS;
+use udf_xirr::XIRR_UDAF_NAME;
 use udfs::{registerable_aggregate_udfs, registerable_scalar_udfs};
 mod filter_by_key_range;
 mod flatten_union;
@@ -30,6 +31,7 @@ mod rewrite_inlist_literals;
 mod rolling;
 #[cfg(test)]
 mod test_utils;
+pub mod udf_xirr;
 pub mod udfs;
 
 use crate::cachestore::CacheStore;
@@ -557,8 +559,8 @@ impl ContextProvider for MetaStoreSchemaProvider {
     }
 
     fn udaf_names(&self) -> Vec<String> {
-        // TODO upgrade DF: We shouldn't need "merge" here because we registered it (see get_aggregate_meta).
-        let mut res = vec!["merge".to_string()];
+        // TODO upgrade DF: We shouldn't need "merge" or "xirr" here because we registered it (see get_aggregate_meta).
+        let mut res = vec!["merge".to_string(), XIRR_UDAF_NAME.to_string()];
         res.extend(self.session_state.aggregate_functions().keys().cloned());
         res
     }