/
ewma.go
executable file
·93 lines (72 loc) · 1.6 KB
/
ewma.go
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package metrics
import (
"math"
"sync"
"sync/atomic"
)
type EWMA interface {
Rate() float64
Snapshot() EWMA
Tick()
Update(int64)
}
func NewEWMA(alpha float64) EWMA {
if !Enabled {
return NilEWMA{}
}
return &StandardEWMA{alpha: alpha}
}
func NewEWMA1() EWMA {
return NewEWMA(1 - math.Exp(-5.0/60.0/1))
}
func NewEWMA5() EWMA {
return NewEWMA(1 - math.Exp(-5.0/60.0/5))
}
func NewEWMA15() EWMA {
return NewEWMA(1 - math.Exp(-5.0/60.0/15))
}
type EWMASnapshot float64
func (a EWMASnapshot) Rate() float64 { return float64(a) }
func (a EWMASnapshot) Snapshot() EWMA { return a }
func (EWMASnapshot) Tick() {
panic("Tick called on an EWMASnapshot")
}
func (EWMASnapshot) Update(int64) {
panic("Update called on an EWMASnapshot")
}
type NilEWMA struct{}
func (NilEWMA) Rate() float64 { return 0.0 }
func (NilEWMA) Snapshot() EWMA { return NilEWMA{} }
func (NilEWMA) Tick() {}
func (NilEWMA) Update(n int64) {}
type StandardEWMA struct {
uncounted int64
alpha float64
rate float64
init bool
mutex sync.Mutex
}
func (a *StandardEWMA) Rate() float64 {
a.mutex.Lock()
defer a.mutex.Unlock()
return a.rate * float64(1e9)
}
func (a *StandardEWMA) Snapshot() EWMA {
return EWMASnapshot(a.Rate())
}
func (a *StandardEWMA) Tick() {
count := atomic.LoadInt64(&a.uncounted)
atomic.AddInt64(&a.uncounted, -count)
instantRate := float64(count) / float64(5e9)
a.mutex.Lock()
defer a.mutex.Unlock()
if a.init {
a.rate += a.alpha * (instantRate - a.rate)
} else {
a.init = true
a.rate = instantRate
}
}
func (a *StandardEWMA) Update(n int64) {
atomic.AddInt64(&a.uncounted, n)
}