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feat(cubestore): Add XIRR aggregate function to Cube Store #9520

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Merged
merged 1 commit into from
May 6, 2025
Merged

feat(cubestore): Add XIRR aggregate function to Cube Store #9520

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3 changes: 3 additions & 0 deletions rust/cubesql/cubesql/src/compile/engine/udf/extension/xirr.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -14,6 +14,9 @@ use datafusion::{
scalar::ScalarValue,
};

// Note: A copy/pasted and minimally(?) modified version of this is in Cubestore in udf_xirr.rs, and you might
// want to update both.

pub const XIRR_UDAF_NAME: &str = "xirr";

/// Creates a XIRR Aggregate UDF.
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117 changes: 117 additions & 0 deletions rust/cubestore/cubestore-sql-tests/src/tests.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -134,6 +134,7 @@ pub fn sql_tests() -> 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,
Expand Down Expand Up @@ -2802,6 +2803,122 @@ 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("Arrow error: External error: 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("Arrow error: External error: 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("Arrow error: External error: 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
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2 changes: 2 additions & 0 deletions rust/cubestore/cubestore/src/queryplanner/mod.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -23,6 +23,7 @@ pub mod now;
pub mod providers;
#[cfg(test)]
mod test_utils;
pub mod udf_xirr;
pub mod udfs;

use crate::cachestore::CacheStore;
Expand Down Expand Up @@ -429,6 +430,7 @@ impl ContextProvider for MetaStoreSchemaProvider {
// TODO: case-insensitive names.
let kind = match name {
"merge" | "MERGE" => CubeAggregateUDFKind::MergeHll,
"xirr" | "XIRR" => CubeAggregateUDFKind::Xirr,
_ => return None,
};
return Some(Arc::new(aggregate_udf_by_kind(kind).descriptor()));
Expand Down
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