Interpolate series to make stacking work properly in case of different intervals, #1211

pkg/timeseries/align.go

@@ -81,6 +81,84 @@ func (ts TimeSeries) DetectInterval() time.Duration {
 	return time.Duration(deltas[midIndex]) * time.Millisecond
 }
 
+// PrepareForStack performs series interpolation to make series consist of the points with same time stamps
+func PrepareForStack(series []*TimeSeriesData) []*TimeSeriesData {
+	if len(series) == 0 {
+		return series
+	}
+
+	// Build unique set of time stamps from all series
+	interpolatedTimeStampsMap := make(map[time.Time]time.Time)
+	for _, s := range series {
+		for _, p := range s.TS {
+			interpolatedTimeStampsMap[p.Time] = p.Time
+		}
+	}
+
+	// Convert to slice and sort
+	interpolatedTimeStamps := make([]time.Time, 0)
+	for _, ts := range interpolatedTimeStampsMap {
+		interpolatedTimeStamps = append(interpolatedTimeStamps, ts)
+	}
+	sort.Slice(interpolatedTimeStamps, func(i, j int) bool {
+		return interpolatedTimeStamps[i].Before(interpolatedTimeStamps[j])
+	})
+
+	for _, s := range series {
+		if s.Len() < 2 {
+			continue
+		}
+
+		p := s.TS[0]
+		pNext := s.TS[1]
+		interpolatedSeries := make([]TimePoint, 0)
+		interpolatedTS := interpolatedTimeStamps[0]
+		interpolatedTSIdx := 0
+
+		// Insert nulls before the first point
+		for i := 0; i < len(interpolatedTimeStamps); i++ {
+			interpolatedTS = interpolatedTimeStamps[i]
+			if interpolatedTS.Before(p.Time) {
+				interpolatedSeries = append(interpolatedSeries, TimePoint{Time: interpolatedTS, Value: nil})
+			} else {
+				interpolatedTSIdx = i
+				break
+			}
+		}
+
+		for i := 0; i < s.Len()-1; i++ {
+			p = s.TS[i]
+			pNext = s.TS[i+1]
+
+			interpolatedSeries = append(interpolatedSeries, p)
+
+			// Insert interpolated points between existing
+			for interpolatedTimeStamps[interpolatedTSIdx].Before(pNext.Time) && interpolatedTSIdx < len(interpolatedTimeStamps) {
+				if interpolatedTimeStamps[interpolatedTSIdx].Equal(p.Time) {
+					interpolatedTSIdx++
+					continue
+				}
+
+				frameTs := interpolatedTimeStamps[interpolatedTSIdx]
+				if p.Value != nil && pNext.Value != nil {
+					pointValue := linearInterpolation(frameTs, p, pNext)
+					interpolatedSeries = append(interpolatedSeries, TimePoint{Time: frameTs, Value: &pointValue})
+				} else {
+					// Next or current point is null means we're currently in a gap between 2 points,
+					// so put nulls instead of interpolating values.
+					interpolatedSeries = append(interpolatedSeries, TimePoint{Time: frameTs, Value: nil})
+				}
+				interpolatedTSIdx++
+			}
+		}
+
+		interpolatedSeries = append(interpolatedSeries, pNext)
+		s.TS = interpolatedSeries
+	}
+
+	return series
+}
+
 // AlignSeriesIntervals aligns series to the same time interval
 func AlignSeriesIntervals(series []*TimeSeriesData) []*TimeSeriesData {
 	if len(series) == 0 {