Merge pull request #26 from RedisBloom/add.overflow

double-precision overflow detection on h->unmerged_weight

src/tdigest.c

@@ -506,10 +506,15 @@ double td_trimmed_mean(td_histogram_t *h, double leftmost_cut, double rightmost_
     return td_internal_trimmed_mean(h, leftmost_weight, rightmost_weight);
 }
 
-void td_add(td_histogram_t *h, double mean, double weight) {
+int td_add(td_histogram_t *h, double mean, double weight) {
     if (should_td_compress(h)) {
         td_compress(h);
     }
+    const double new_unmerged_weight = h->unmerged_weight + weight;
+    // double-precision overflow detected on h->unmerged_weight
+    if (new_unmerged_weight == INFINITY) {
+        return EDOM;
+    }
     if (mean < h->min) {
         h->min = mean;
     }
@@ -520,7 +525,8 @@ void td_add(td_histogram_t *h, double mean, double weight) {
     h->nodes_mean[pos] = mean;
     h->nodes_weight[pos] = weight;
     h->unmerged_nodes++;
-    h->unmerged_weight += weight;
+    h->unmerged_weight = new_unmerged_weight;
+    return 0;
 }
 
 void td_compress(td_histogram_t *h) {

src/tdigest.h

@@ -102,8 +102,11 @@ void td_reset(td_histogram_t *h);
  *
  * @param val The value to add.
  * @param weight The weight of this point.
+ * @return 0 on success, EDOM if overflow was detected as a consequence of adding the provided
+ * weight.
+ *
  */
-void td_add(td_histogram_t *h, double val, double weight);
+int td_add(td_histogram_t *h, double val, double weight);
 
 /**
  * Re-examines a t-digest to determine whether some centroids are redundant.  If your data are

tests/unit/td_test.c

@@ -95,6 +95,16 @@ MU_TEST(test_basic) {
     td_free(t);
 }
 
+MU_TEST(test_overflow) {
+    td_histogram_t *t = td_new(10);
+    mu_assert(t != NULL, "created_histogram");
+    mu_assert_double_eq(0, t->unmerged_weight);
+    mu_assert_double_eq(0, t->merged_weight);
+    mu_assert(td_add(t, 5.0, 1e308) == 0, "First insertion of 1e308");
+    mu_assert(td_add(t, 5.0, 1e308) == EDOM, "Second insertion of 1e308 should overflow");
+    td_free(t);
+}
+
 MU_TEST(test_quantile_interpolations) {
     td_histogram_t *t = td_new(10);
     mu_assert(t != NULL, "created_histogram");
@@ -535,6 +545,7 @@ MU_TEST_SUITE(test_suite) {
     MU_RUN_TEST(test_quantiles_multiple);
     MU_RUN_TEST(test_trimmed_mean_simple);
     MU_RUN_TEST(test_trimmed_mean_complex);
+    MU_RUN_TEST(test_overflow);
 }
 
 int main(int argc, char *argv[]) {