feat: Quantile function in SQL (#18047)

crates/polars-sql/src/functions.rs

@@ -2,7 +2,9 @@ use std::ops::Sub;
 
 use polars_core::chunked_array::ops::{SortMultipleOptions, SortOptions};
 use polars_core::export::regex;
-use polars_core::prelude::{polars_bail, polars_err, DataType, PolarsResult, Schema, TimeUnit};
+use polars_core::prelude::{
+    polars_bail, polars_err, DataType, PolarsResult, QuantileInterpolOptions, Schema, TimeUnit,
+};
 use polars_lazy::dsl::Expr;
 #[cfg(feature = "list_eval")]
 use polars_lazy::dsl::ListNameSpaceExtension;
@@ -504,6 +506,13 @@ pub(crate) enum PolarsSQLFunctions {
     /// SELECT MEDIAN(column_1) FROM df;
     /// ```
     Median,
+    /// SQL 'quantile_cont' function
+    /// Returns the continuous quantile element from the grouping
+    /// (interpolated value between two closest values).
+    /// ```sql
+    /// SELECT QUANTILE_CONT(column_1) FROM df;
+    /// ```
+    QuantileCont,
     /// SQL 'min' function
     /// Returns the smallest (minimum) of all the elements in the grouping.
     /// ```sql
@@ -686,6 +695,7 @@ impl PolarsSQLFunctions {
             "pi",
             "pow",
             "power",
+            "quantile_cont",
             "radians",
             "regexp_like",
             "replace",
@@ -818,6 +828,7 @@ impl PolarsSQLFunctions {
             "last" => Self::Last,
             "max" => Self::Max,
             "median" => Self::Median,
+            "quantile_cont" => Self::QuantileCont,
             "min" => Self::Min,
             "stdev" | "stddev" | "stdev_samp" | "stddev_samp" => Self::StdDev,
             "sum" => Self::Sum,
@@ -1243,6 +1254,32 @@ impl SQLFunctionVisitor<'_> {
             Last => self.visit_unary(Expr::last),
             Max => self.visit_unary_with_opt_cumulative(Expr::max, Expr::cum_max),
             Median => self.visit_unary(Expr::median),
+            QuantileCont => {
+                let args = extract_args(function)?;
+                match args.len() {
+                    2 => self.try_visit_binary(|e, q| {
+                        let value = match q {
+                            Expr::Literal(LiteralValue::Float(f)) => {
+                                if (0.0..=1.0).contains(&f) {
+                                    Expr::from(f)
+                                } else {
+                                    polars_bail!(SQLSyntax: "QUANTILE_CONT value must be between 0 and 1 ({})", args[1])
+                                }
+                            },
+                            Expr::Literal(LiteralValue::Int(n)) => {
+                                if (0..=1).contains(&n) {
+                                    Expr::from(n as f64)
+                                } else {
+                                    polars_bail!(SQLSyntax: "QUANTILE_CONT value must be between 0 and 1 ({})", args[1])
+                                }
+                            },
+                            _ => polars_bail!(SQLSyntax: "invalid value for QUANTILE_CONT ({})", args[1])
+                        };
+                        Ok(e.quantile(value, QuantileInterpolOptions::Linear))
+                    }),
+                    _ => polars_bail!(SQLSyntax: "QUANTILE_CONT expects 2 arguments (found {})", args.len()),
+                }
+            },
             Min => self.visit_unary_with_opt_cumulative(Expr::min, Expr::cum_min),
             StdDev => self.visit_unary(|e| e.std(1)),
             Sum => self.visit_unary_with_opt_cumulative(Expr::sum, Expr::cum_sum),

crates/polars-sql/tests/functions_aggregate.rs

@@ -0,0 +1,65 @@
+use polars_core::prelude::*;
+use polars_lazy::prelude::*;
+use polars_plan::dsl::Expr;
+use polars_sql::*;
+
+fn create_df() -> LazyFrame {
+    df! {
+      "Year" => [2018, 2018, 2019, 2019, 2020, 2020],
+      "Country" => ["US", "UK", "US", "UK", "US", "UK"],
+      "Sales" => [1000, 2000, 3000, 4000, 5000, 6000]
+    }
+    .unwrap()
+    .lazy()
+}
+
+fn create_expected(expr: Expr, sql: &str) -> (DataFrame, DataFrame) {
+    let df = create_df();
+    let alias = "TEST";
+
+    let query = format!(
+        r#"
+      SELECT
+          {sql} as {alias}
+      FROM
+          df
+      "#
+    );
+
+    let expected = df
+        .clone()
+        .select(&[expr.alias(alias)])
+        .sort([alias], Default::default())
+        .collect()
+        .unwrap();
+    let mut ctx = SQLContext::new();
+    ctx.register("df", df);
+
+    let actual = ctx.execute(&query).unwrap().collect().unwrap();
+    (expected, actual)
+}
+
+#[test]
+fn test_median() {
+    let expr = col("Sales").median();
+
+    let sql_expr = "MEDIAN(Sales)";
+    let (expected, actual) = create_expected(expr, sql_expr);
+
+    assert!(expected.equals(&actual))
+}
+
+#[test]
+fn test_quantile_cont() {
+    for &q in &[0.25, 0.5, 0.75] {
+        let expr = col("Sales").quantile(lit(q), QuantileInterpolOptions::Linear);
+
+        let sql_expr = format!("QUANTILE_CONT(Sales, {})", q);
+        let (expected, actual) = create_expected(expr, &sql_expr);
+
+        assert!(
+            expected.equals(&actual),
+            "q: {q}: expected {expected:?}, got {actual:?}"
+        )
+    }
+}