diff --git a/go.mod b/go.mod index 65ec5a709..bf9d43d8f 100644 --- a/go.mod +++ b/go.mod @@ -9,6 +9,7 @@ require ( github.com/prometheus/common v0.18.0 github.com/prometheus/procfs v0.6.0 golang.org/x/sys v0.0.0-20210309074719-68d13333faf2 + google.golang.org/protobuf v1.23.0 // indirect ) go 1.13 diff --git a/go.sum b/go.sum index 853e0d58b..9194b016c 100644 --- a/go.sum +++ b/go.sum @@ -1,76 +1,128 @@ cloud.google.com/go v0.26.0/go.mod h1:aQUYkXzVsufM+DwF1aE+0xfcU+56JwCaLick0ClmMTw= +cloud.google.com/go v0.34.0 h1:eOI3/cP2VTU6uZLDYAoic+eyzzB9YyGmJ7eIjl8rOPg= cloud.google.com/go v0.34.0/go.mod h1:aQUYkXzVsufM+DwF1aE+0xfcU+56JwCaLick0ClmMTw= +github.com/BurntSushi/toml v0.3.1 h1:WXkYYl6Yr3qBf1K79EBnL4mak0OimBfB0XUf9Vl28OQ= github.com/BurntSushi/toml v0.3.1/go.mod h1:xHWCNGjB5oqiDr8zfno3MHue2Ht5sIBksp03qcyfWMU= +github.com/Knetic/govaluate v3.0.1-0.20171022003610-9aa49832a739+incompatible h1:1G1pk05UrOh0NlF1oeaaix1x8XzrfjIDK47TY0Zehcw= github.com/Knetic/govaluate 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golang.org/x/net v0.0.0-20200625001655-4c5254603344 h1:vGXIOMxbNfDTk/aXCmfdLgkrSV+Z2tcbze+pEc3v5W4= golang.org/x/net v0.0.0-20200625001655-4c5254603344/go.mod h1:/O7V0waA8r7cgGh81Ro3o1hOxt32SMVPicZroKQ2sZA= golang.org/x/oauth2 v0.0.0-20180821212333-d2e6202438be/go.mod h1:N/0e6XlmueqKjAGxoOufVs8QHGRruUQn6yWY3a++T0U= +golang.org/x/oauth2 v0.0.0-20190226205417-e64efc72b421 h1:Wo7BWFiOk0QRFMLYMqJGFMd9CgUAcGx7V+qEg/h5IBI= golang.org/x/oauth2 v0.0.0-20190226205417-e64efc72b421/go.mod h1:gOpvHmFTYa4IltrdGE7lF6nIHvwfUNPOp7c8zoXwtLw= golang.org/x/sync v0.0.0-20180314180146-1d60e4601c6f/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM= golang.org/x/sync v0.0.0-20181108010431-42b317875d0f/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM= @@ -318,6 +483,7 @@ golang.org/x/sync v0.0.0-20181221193216-37e7f081c4d4/go.mod h1:RxMgew5VJxzue5/jJ golang.org/x/sync v0.0.0-20190227155943-e225da77a7e6/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM= golang.org/x/sync v0.0.0-20190423024810-112230192c58/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM= golang.org/x/sync v0.0.0-20190911185100-cd5d95a43a6e/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM= +golang.org/x/sync v0.0.0-20201207232520-09787c993a3a h1:DcqTD9SDLc+1P/r1EmRBwnVsrOwW+kk2vWf9n+1sGhs= golang.org/x/sync v0.0.0-20201207232520-09787c993a3a/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM= golang.org/x/sys v0.0.0-20180823144017-11551d06cbcc/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY= golang.org/x/sys v0.0.0-20180830151530-49385e6e1522/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY= @@ -345,6 +511,7 @@ golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ= golang.org/x/text v0.3.2 h1:tW2bmiBqwgJj/UpqtC8EpXEZVYOwU0yG4iWbprSVAcs= golang.org/x/text v0.3.2/go.mod h1:bEr9sfX3Q8Zfm5fL9x+3itogRgK3+ptLWKqgva+5dAk= golang.org/x/time v0.0.0-20180412165947-fbb02b2291d2/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ= +golang.org/x/time v0.0.0-20191024005414-555d28b269f0 h1:/5xXl8Y5W96D+TtHSlonuFqGHIWVuyCkGJLwGh9JJFs= golang.org/x/time v0.0.0-20191024005414-555d28b269f0/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ= golang.org/x/tools v0.0.0-20180221164845-07fd8470d635/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ= golang.org/x/tools v0.0.0-20180828015842-6cd1fcedba52/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ= @@ -358,19 +525,23 @@ golang.org/x/tools v0.0.0-20190524140312-2c0ae7006135/go.mod h1:RgjU9mgBXZiqYHBn golang.org/x/tools v0.0.0-20190621195816-6e04913cbbac/go.mod h1:/rFqwRUd4F7ZHNgwSSTFct+R/Kf4OFW1sUzUTQQTgfc= golang.org/x/tools v0.0.0-20191029041327-9cc4af7d6b2c/go.mod h1:b+2E5dAYhXwXZwtnZ6UAqBI28+e2cm9otk0dWdXHAEo= golang.org/x/tools v0.0.0-20191029190741-b9c20aec41a5/go.mod h1:b+2E5dAYhXwXZwtnZ6UAqBI28+e2cm9otk0dWdXHAEo= +golang.org/x/tools v0.0.0-20200103221440-774c71fcf114 h1:DnSr2mCsxyCE6ZgIkmcWUQY2R5cH/6wL7eIxEmQOMSE= golang.org/x/tools v0.0.0-20200103221440-774c71fcf114/go.mod h1:TB2adYChydJhpapKDTa4BR/hXlZSLoq2Wpct/0txZ28= golang.org/x/xerrors v0.0.0-20190717185122-a985d3407aa7/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0= golang.org/x/xerrors v0.0.0-20191011141410-1b5146add898/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0= golang.org/x/xerrors v0.0.0-20191204190536-9bdfabe68543 h1:E7g+9GITq07hpfrRu66IVDexMakfv52eLZ2CXBWiKr4= golang.org/x/xerrors v0.0.0-20191204190536-9bdfabe68543/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0= +google.golang.org/api v0.3.1 h1:oJra/lMfmtm13/rgY/8i3MzjFWYXvQIAKjQ3HqofMk8= google.golang.org/api v0.3.1/go.mod h1:6wY9I6uQWHQ8EM57III9mq/AjF+i8G65rmVagqKMtkk= google.golang.org/appengine v1.1.0/go.mod h1:EbEs0AVv82hx2wNQdGPgUI5lhzA/G0D9YwlJXL52JkM= google.golang.org/appengine v1.2.0/go.mod h1:xpcJRLb0r/rnEns0DIKYYv+WjYCduHsrkT7/EB5XEv4= +google.golang.org/appengine v1.4.0 h1:/wp5JvzpHIxhs/dumFmF7BXTf3Z+dd4uXta4kVyO508= google.golang.org/appengine v1.4.0/go.mod h1:xpcJRLb0r/rnEns0DIKYYv+WjYCduHsrkT7/EB5XEv4= google.golang.org/genproto v0.0.0-20180817151627-c66870c02cf8/go.mod h1:JiN7NxoALGmiZfu7CAH4rXhgtRTLTxftemlI0sWmxmc= google.golang.org/genproto v0.0.0-20190307195333-5fe7a883aa19/go.mod h1:VzzqZJRnGkLBvHegQrXjBqPurQTc5/KpmUdxsrq26oE= google.golang.org/genproto v0.0.0-20190425155659-357c62f0e4bb/go.mod h1:VzzqZJRnGkLBvHegQrXjBqPurQTc5/KpmUdxsrq26oE= google.golang.org/genproto v0.0.0-20190530194941-fb225487d101/go.mod h1:z3L6/3dTEVtUr6QSP8miRzeRqwQOioJ9I66odjN4I7s= +google.golang.org/genproto v0.0.0-20190819201941-24fa4b261c55 h1:gSJIx1SDwno+2ElGhA4+qG2zF97qiUzTM+rQ0klBOcE= google.golang.org/genproto v0.0.0-20190819201941-24fa4b261c55/go.mod h1:DMBHOl98Agz4BDEuKkezgsaosCRResVns1a3J2ZsMNc= google.golang.org/grpc v1.17.0/go.mod h1:6QZJwpn2B+Zp71q/5VxRsJ6NXXVCE5NRUHRo+f3cWCs= google.golang.org/grpc v1.19.0/go.mod h1:mqu4LbDTu4XGKhr4mRzUsmM4RtVoemTSY81AxZiDr8c= @@ -380,6 +551,7 @@ google.golang.org/grpc v1.21.0/go.mod h1:oYelfM1adQP15Ek0mdvEgi9Df8B9CZIaU1084ij google.golang.org/grpc v1.22.1/go.mod h1:Y5yQAOtifL1yxbo5wqy6BxZv8vAUGQwXBOALyacEbxg= google.golang.org/grpc v1.23.0/go.mod h1:Y5yQAOtifL1yxbo5wqy6BxZv8vAUGQwXBOALyacEbxg= google.golang.org/grpc v1.23.1/go.mod h1:Y5yQAOtifL1yxbo5wqy6BxZv8vAUGQwXBOALyacEbxg= +google.golang.org/grpc v1.26.0 h1:2dTRdpdFEEhJYQD8EMLB61nnrzSCTbG38PhqdhvOltg= google.golang.org/grpc v1.26.0/go.mod h1:qbnxyOmOxrQa7FizSgH+ReBfzJrCY1pSN7KXBS8abTk= google.golang.org/protobuf v0.0.0-20200109180630-ec00e32a8dfd/go.mod h1:DFci5gLYBciE7Vtevhsrf46CRTquxDuWsQurQQe4oz8= google.golang.org/protobuf v0.0.0-20200221191635-4d8936d0db64/go.mod h1:kwYJMbMJ01Woi6D6+Kah6886xMZcty6N08ah7+eCXa0= @@ -388,17 +560,25 @@ google.golang.org/protobuf v1.20.1-0.20200309200217-e05f789c0967/go.mod h1:A+miE google.golang.org/protobuf v1.21.0/go.mod h1:47Nbq4nVaFHyn7ilMalzfO3qCViNmqZ2kzikPIcrTAo= google.golang.org/protobuf v1.23.0 h1:4MY060fB1DLGMB/7MBTLnwQUY6+F09GEiz6SsrNqyzM= google.golang.org/protobuf v1.23.0/go.mod h1:EGpADcykh3NcUnDUJcl1+ZksZNG86OlYog2l/sGQquU= +gopkg.in/alecthomas/kingpin.v2 v2.2.6 h1:jMFz6MfLP0/4fUyZle81rXUoxOBFi19VUFKVDOQfozc= gopkg.in/alecthomas/kingpin.v2 v2.2.6/go.mod h1:FMv+mEhP44yOT+4EoQTLFTRgOQ1FBLkstjWtayDeSgw= gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15 h1:YR8cESwS4TdDjEe65xsg0ogRM/Nc3DYOhEAlW+xobZo= gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= +gopkg.in/cheggaaa/pb.v1 v1.0.25 h1:Ev7yu1/f6+d+b3pi5vPdRPc6nNtP1umSfcWiEfRqv6I= gopkg.in/cheggaaa/pb.v1 v1.0.25/go.mod h1:V/YB90LKu/1FcN3WVnfiiE5oMCibMjukxqG/qStrOgw= +gopkg.in/errgo.v2 v2.1.0 h1:0vLT13EuvQ0hNvakwLuFZ/jYrLp5F3kcWHXdRggjCE8= gopkg.in/errgo.v2 v2.1.0/go.mod h1:hNsd1EY+bozCKY1Ytp96fpM3vjJbqLJn88ws8XvfDNI= +gopkg.in/fsnotify.v1 v1.4.7 h1:xOHLXZwVvI9hhs+cLKq5+I5onOuwQLhQwiu63xxlHs4= gopkg.in/fsnotify.v1 v1.4.7/go.mod h1:Tz8NjZHkW78fSQdbUxIjBTcgA1z1m8ZHf0WmKUhAMys= +gopkg.in/gcfg.v1 v1.2.3 h1:m8OOJ4ccYHnx2f4gQwpno8nAX5OGOh7RLaaz0pj3Ogs= gopkg.in/gcfg.v1 v1.2.3/go.mod h1:yesOnuUOFQAhST5vPY4nbZsb/huCgGGXlipJsBn0b3o= +gopkg.in/resty.v1 v1.12.0 h1:CuXP0Pjfw9rOuY6EP+UvtNvt5DSqHpIxILZKT/quCZI= gopkg.in/resty.v1 v1.12.0/go.mod h1:mDo4pnntr5jdWRML875a/NmxYqAlA73dVijT2AXvQQo= +gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7 h1:uRGJdciOHaEIrze2W8Q3AKkepLTh2hOroT7a+7czfdQ= gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7/go.mod h1:dt/ZhP58zS4L8KSrWDmTeBkI65Dw0HsyUHuEVlX15mw= +gopkg.in/warnings.v0 v0.1.2 h1:wFXVbFY8DY5/xOe1ECiWdKCzZlxgshcYVNkBHstARME= gopkg.in/warnings.v0 v0.1.2/go.mod h1:jksf8JmL6Qr/oQM2OXTHunEvvTAsrWBLb6OOjuVWRNI= gopkg.in/yaml.v2 v2.0.0-20170812160011-eb3733d160e7/go.mod h1:JAlM8MvJe8wmxCU4Bli9HhUf9+ttbYbLASfIpnQbh74= gopkg.in/yaml.v2 v2.2.1/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= @@ -410,6 +590,9 @@ gopkg.in/yaml.v2 v2.3.0/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= honnef.co/go/tools v0.0.0-20180728063816-88497007e858/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4= honnef.co/go/tools v0.0.0-20190102054323-c2f93a96b099/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4= honnef.co/go/tools v0.0.0-20190523083050-ea95bdfd59fc/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4= +honnef.co/go/tools v0.0.1-2019.2.3 h1:3JgtbtFHMiCmsznwGVTUWbgGov+pVqnlf1dEJTNAXeM= honnef.co/go/tools v0.0.1-2019.2.3/go.mod h1:a3bituU0lyd329TUQxRnasdCoJDkEUEAqEt0JzvZhAg= +sigs.k8s.io/yaml v1.1.0 h1:4A07+ZFc2wgJwo8YNlQpr1rVlgUDlxXHhPJciaPY5gs= sigs.k8s.io/yaml v1.1.0/go.mod h1:UJmg0vDUVViEyp3mgSv9WPwZCDxu4rQW1olrI1uml+o= +sourcegraph.com/sourcegraph/appdash v0.0.0-20190731080439-ebfcffb1b5c0 h1:ucqkfpjg9WzSUubAO62csmucvxl4/JeW3F4I4909XkM= sourcegraph.com/sourcegraph/appdash v0.0.0-20190731080439-ebfcffb1b5c0/go.mod h1:hI742Nqp5OhwiqlzhgfbWU4mW4yO10fP+LoT9WOswdU= diff --git a/prometheus/approx_summary.go b/prometheus/approx_summary.go new file mode 100644 index 000000000..902cac889 --- /dev/null +++ b/prometheus/approx_summary.go @@ -0,0 +1,347 @@ +// Copyright 2014 The Prometheus Authors +// Licensed under the Apache License, Version 2.0 (the "License"); +// you may not use this file except in compliance with the License. +// You may obtain a copy of the License at +// +// http://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, software +// distributed under the License is distributed on an "AS IS" BASIS, +// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +// See the License for the specific language governing permissions and +// limitations under the License. + +package prometheus + +import ( + "fmt" + "sort" + "sync" + + "google.golang.org/protobuf/proto" + + dto "github.com/prometheus/client_model/go" +) + +// ApproxSummaryOpts bundles the options for creating a Summary metric. It is +// mandatory to set Name and Help to a non-empty string. All other fields are +// optional and can safely be left at their zero value. +type ApproxSummaryOpts struct { + // Namespace, Subsystem, and Name are components of the fully-qualified + // name of the Summary (created by joining these components with + // "_"). Only Name is mandatory, the others merely help structuring the + // name. Note that the fully-qualified name of the Summary must be a + // valid Prometheus metric name. + Namespace string + Subsystem string + Name string + + // Help provides information about this Summary. Mandatory! + // + // Metrics with the same fully-qualified name must have the same Help + // string. + Help string + + // ConstLabels are used to attach fixed labels to this + // Summary. Summaries with the same fully-qualified name must have the + // same label names in their ConstLabels. + // + // Note that in most cases, labels have a value that varies during the + // lifetime of a process. Those labels are usually managed with a + // ApproxSummaryVec. ConstLabels serve only special purposes. One is for the + // special case where the value of a label does not change during the + // lifetime of a process, e.g. if the revision of the running binary is + // put into a label. Another, more advanced purpose is if more than one + // Collector needs to collect Summaries with the same fully-qualified + // name. In that case, those Summaries must differ in the values of + // their ConstLabels. See the Collector examples. + // + // If the value of a label never changes (not even between binaries), + // that label most likely should not be a label at all (but part of the + // metric name). + ConstLabels Labels + + // Objectives defines the quantile rank estimates with their respective + // absolute error. If Objectives[q] = e, then the value reported + // for q will be the φ-quantile value for some φ between q-e and q+e. + // The default value is an empty map, resulting in a summary without + // quantiles. + Objectives map[float64]float64 + + // Lam is the position convergence rate parameter, which must be in + // [0-1], although practical values are less than 0.1 or thereabouts. + Lam float64 + // Gam is the shape convergence rate parameter, which must be in + // [0-1], although practical values are less than 0.1 or thereabouts. + Gam float64 + // Rho is the majorisation parameter, which must be in [0-1], although + // practical values are less than 1e-3. Should be significantly smaller + // than either of the other two parameters, although this is not + // checked. + Rho float64 +} + +// NewApproxSummary creates a new Summary based on the provided SummaryOpts. +func NewApproxSummary(opts ApproxSummaryOpts) Summary { + return newApproxSummary( + NewDesc( + BuildFQName(opts.Namespace, opts.Subsystem, opts.Name), + opts.Help, + nil, + opts.ConstLabels, + ), + opts, + ) +} + +func newApproxSummary(desc *Desc, opts ApproxSummaryOpts, labelValues ...string) Summary { + if len(desc.variableLabels) != len(labelValues) { + panic(errInconsistentCardinality) + } + + for _, n := range desc.variableLabels { + if n == quantileLabel { + panic(errQuantileLabelNotAllowed) + } + } + for _, lp := range desc.constLabelPairs { + if lp.GetName() == quantileLabel { + panic(errQuantileLabelNotAllowed) + } + } + + if opts.Lam < 0 || opts.Lam > 1 { + panic(fmt.Errorf("illegal Lambda=%v", opts.Lam)) + } + + if opts.Gam < 0 || opts.Gam > 1 { + panic(fmt.Errorf("illegal Gamma=%v", opts.Gam)) + } + + if opts.Rho < 0 || opts.Rho > 1 { + panic(fmt.Errorf("illegal Rho=%v", opts.Rho)) + } + + s := &approxSummary{ + desc: desc, + + objectives: opts.Objectives, + sortedObjectives: make([]float64, 0, len(opts.Objectives)), + + labelPairs: MakeLabelPairs(desc, labelValues), + } + + for qu := range s.objectives { + s.sortedObjectives = append(s.sortedObjectives, qu) + } + sort.Float64s(s.sortedObjectives) + + s.tracker = NewMMSPITracker( + s.sortedObjectives, + opts.Lam, + opts.Gam, + opts.Rho) + + s.init(s) // Init self-collection. + return s +} + +type approxSummary struct { + selfCollector + + mtx sync.Mutex + + desc *Desc + + objectives map[float64]float64 + sortedObjectives []float64 + + labelPairs []*dto.LabelPair + + sum float64 + cnt uint64 + + tracker *MQTracker +} + +func (s *approxSummary) Desc() *Desc { + return s.desc +} + +func (s *approxSummary) Observe(v float64) { + s.mtx.Lock() + defer s.mtx.Unlock() + + s.tracker.Observe(v) + s.sum += v + s.cnt++ +} + +func (s *approxSummary) Write(out *dto.Metric) error { + sum := &dto.Summary{} + qs := make([]*dto.Quantile, 0, len(s.objectives)) + + s.mtx.Lock() + + sum.SampleCount = proto.Uint64(s.cnt) + sum.SampleSum = proto.Float64(s.sum) + + est := s.tracker.Estimate() + for i, rank := range s.sortedObjectives { + qs = append(qs, &dto.Quantile{ + Quantile: proto.Float64(rank), + Value: proto.Float64(est[i]), + }) + } + + s.mtx.Unlock() + + if len(qs) > 0 { + sort.Sort(quantSort(qs)) + } + sum.Quantile = qs + + out.Summary = sum + out.Label = s.labelPairs + return nil +} + +// ApproxSummaryVec is a Collector that bundles a set of Summaries that all share the +// same Desc, but have different values for their variable labels. This is used +// if you want to count the same thing partitioned by various dimensions +// (e.g. HTTP request latencies, partitioned by status code and method). Create +// instances with NewApproxSummaryVec. +type ApproxSummaryVec struct { + *MetricVec +} + +// NewApproxSummaryVec creates a new ApproxSummaryVec based on the provided ApproxSummaryOpts and +// partitioned by the given label names. +// +// Due to the way a ApproxSummary is represented in the Prometheus text format and how +// it is handled by the Prometheus server internally, “quantile” is an illegal +// label name. NewApproxSummaryVec will panic if this label name is used. +func NewApproxSummaryVec(opts ApproxSummaryOpts, labelNames []string) *ApproxSummaryVec { + for _, ln := range labelNames { + if ln == quantileLabel { + panic(errQuantileLabelNotAllowed) + } + } + desc := NewDesc( + BuildFQName(opts.Namespace, opts.Subsystem, opts.Name), + opts.Help, + labelNames, + opts.ConstLabels, + ) + return &ApproxSummaryVec{ + MetricVec: NewMetricVec(desc, func(lvs ...string) Metric { + return newApproxSummary(desc, opts, lvs...) + }), + } +} + +// GetMetricWithLabelValues returns the ApproxSummary for the given slice of label +// values (same order as the VariableLabels in Desc). If that combination of +// label values is accessed for the first time, a new ApproxSummary is created. +// +// It is possible to call this method without using the returned ApproxSummary to only +// create the new ApproxSummary but leave it at its starting value, a ApproxSummary without +// any observations. +// +// Keeping the ApproxSummary for later use is possible (and should be considered if +// performance is critical), but keep in mind that Reset, DeleteLabelValues and +// Delete can be used to delete the ApproxSummary from the ApproxSummaryVec. In that case, +// the ApproxSummary will still exist, but it will not be exported anymore, even if a +// ApproxSummary with the same label values is created later. See also the CounterVec +// example. +// +// An error is returned if the number of label values is not the same as the +// number of VariableLabels in Desc (minus any curried labels). +// +// Note that for more than one label value, this method is prone to mistakes +// caused by an incorrect order of arguments. Consider GetMetricWith(Labels) as +// an alternative to avoid that type of mistake. For higher label numbers, the +// latter has a much more readable (albeit more verbose) syntax, but it comes +// with a performance overhead (for creating and processing the Labels map). +// See also the GaugeVec example. +func (v *ApproxSummaryVec) GetMetricWithLabelValues(lvs ...string) (Observer, error) { + metric, err := v.MetricVec.GetMetricWithLabelValues(lvs...) + if metric != nil { + return metric.(Observer), err + } + return nil, err +} + +// GetMetricWith returns the ApproxSummary for the given Labels map (the label names +// must match those of the VariableLabels in Desc). If that label map is +// accessed for the first time, a new ApproxSummary is created. Implications of +// creating a ApproxSummary without using it and keeping the ApproxSummary for later use are +// the same as for GetMetricWithLabelValues. +// +// An error is returned if the number and names of the Labels are inconsistent +// with those of the VariableLabels in Desc (minus any curried labels). +// +// This method is used for the same purpose as +// GetMetricWithLabelValues(...string). See there for pros and cons of the two +// methods. +func (v *ApproxSummaryVec) GetMetricWith(labels Labels) (Observer, error) { + metric, err := v.MetricVec.GetMetricWith(labels) + if metric != nil { + return metric.(Observer), err + } + return nil, err +} + +// WithLabelValues works as GetMetricWithLabelValues, but panics where +// GetMetricWithLabelValues would have returned an error. Not returning an +// error allows shortcuts like +// myVec.WithLabelValues("404", "GET").Observe(42.21) +func (v *ApproxSummaryVec) WithLabelValues(lvs ...string) Observer { + s, err := v.GetMetricWithLabelValues(lvs...) + if err != nil { + panic(err) + } + return s +} + +// With works as GetMetricWith, but panics where GetMetricWithLabels would have +// returned an error. Not returning an error allows shortcuts like +// myVec.With(prometheus.Labels{"code": "404", "method": "GET"}).Observe(42.21) +func (v *ApproxSummaryVec) With(labels Labels) Observer { + s, err := v.GetMetricWith(labels) + if err != nil { + panic(err) + } + return s +} + +// CurryWith returns a vector curried with the provided labels, i.e. the +// returned vector has those labels pre-set for all labeled operations performed +// on it. The cardinality of the curried vector is reduced accordingly. The +// order of the remaining labels stays the same (just with the curried labels +// taken out of the sequence – which is relevant for the +// (GetMetric)WithLabelValues methods). It is possible to curry a curried +// vector, but only with labels not yet used for currying before. +// +// The metrics contained in the ApproxSummaryVec are shared between the curried and +// uncurried vectors. They are just accessed differently. Curried and uncurried +// vectors behave identically in terms of collection. Only one must be +// registered with a given registry (usually the uncurried version). The Reset +// method deletes all metrics, even if called on a curried vector. +func (v *ApproxSummaryVec) CurryWith(labels Labels) (ObserverVec, error) { + vec, err := v.MetricVec.CurryWith(labels) + if vec != nil { + return &ApproxSummaryVec{vec}, err + } + return nil, err +} + +// MustCurryWith works as CurryWith but panics where CurryWith would have +// returned an error. +func (v *ApproxSummaryVec) MustCurryWith(labels Labels) ObserverVec { + vec, err := v.CurryWith(labels) + if err != nil { + panic(err) + } + return vec +} diff --git a/prometheus/approx_summary_test.go b/prometheus/approx_summary_test.go new file mode 100644 index 000000000..8c3497d69 --- /dev/null +++ b/prometheus/approx_summary_test.go @@ -0,0 +1,308 @@ +// Copyright 2014 The Prometheus Authors +// Licensed under the Apache License, Version 2.0 (the "License"); +// you may not use this file except in compliance with the License. +// You may obtain a copy of the License at +// +// http://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, software +// distributed under the License is distributed on an "AS IS" BASIS, +// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +// See the License for the specific language governing permissions and +// limitations under the License. + +package prometheus + +import ( + "fmt" + "math" + "math/rand" + "sort" + "sync" + "testing" + "testing/quick" + + dto "github.com/prometheus/client_model/go" +) + +func benchmarkApproxSummaryObserve(w int, b *testing.B) { + b.StopTimer() + + wg := new(sync.WaitGroup) + wg.Add(w) + + g := new(sync.WaitGroup) + g.Add(1) + + objMap := map[float64]float64{0.5: 0.05, 0.9: 0.01, 0.99: 0.001} + s := NewApproxSummary(ApproxSummaryOpts{ + Name: "test_summary", + Help: "helpless", + Objectives: objMap, + }) + + for i := 0; i < w; i++ { + go func() { + g.Wait() + + for i := 0; i < b.N; i++ { + s.Observe(float64(i)) + } + + wg.Done() + }() + } + + b.StartTimer() + g.Done() + wg.Wait() +} + +func BenchmarkApproxSummaryObserve1(b *testing.B) { + benchmarkApproxSummaryObserve(1, b) +} + +func BenchmarkApproxSummaryObserve2(b *testing.B) { + benchmarkApproxSummaryObserve(2, b) +} + +func BenchmarkApproxSummaryObserve4(b *testing.B) { + benchmarkApproxSummaryObserve(4, b) +} + +func BenchmarkApproxSummaryObserve8(b *testing.B) { + benchmarkApproxSummaryObserve(8, b) +} + +func benchmarkApproxSummaryWrite(w int, b *testing.B) { + b.StopTimer() + + wg := new(sync.WaitGroup) + wg.Add(w) + + g := new(sync.WaitGroup) + g.Add(1) + + objMap := map[float64]float64{0.5: 0.05, 0.9: 0.01, 0.99: 0.001} + s := NewApproxSummary(ApproxSummaryOpts{ + Name: "test_summary", + Help: "helpless", + Objectives: objMap, + }) + + for i := 0; i < 1000000; i++ { + s.Observe(float64(i)) + } + + for j := 0; j < w; j++ { + outs := make([]dto.Metric, b.N) + + go func(o []dto.Metric) { + g.Wait() + + for i := 0; i < b.N; i++ { + s.Write(&o[i]) + } + + wg.Done() + }(outs) + } + + b.StartTimer() + g.Done() + wg.Wait() +} + +func BenchmarkApproxSummaryWrite1(b *testing.B) { + benchmarkApproxSummaryWrite(1, b) +} + +func BenchmarkApproxSummaryWrite2(b *testing.B) { + benchmarkApproxSummaryWrite(2, b) +} + +func BenchmarkApproxSummaryWrite4(b *testing.B) { + benchmarkApproxSummaryWrite(4, b) +} + +func BenchmarkApproxSummaryWrite8(b *testing.B) { + benchmarkApproxSummaryWrite(8, b) +} + +func TestApproxApproxSummaryConcurrency(t *testing.T) { + if testing.Short() { + t.Skip("Skipping test in short mode.") + } + + rand.Seed(42) + objMap := map[float64]float64{0.5: 0.05, 0.9: 0.1, 0.99: 0.1} + + it := func(n uint32) bool { + mutations := int(n%1e4 + 1e4) + concLevel := int(n%5 + 1) + total := mutations * concLevel + + var start, end sync.WaitGroup + start.Add(1) + end.Add(concLevel) + + sum := NewApproxSummary(ApproxSummaryOpts{ + Name: "test_summary", + Help: "helpless", + Objectives: objMap, + Lam: 0.001, + Gam: 0.001, + Rho: 1e-5, + }) + + allVars := make([]float64, total) + var sampleSum float64 + for i := 0; i < concLevel; i++ { + vals := make([]float64, mutations) + for j := 0; j < mutations; j++ { + v := rand.NormFloat64() + vals[j] = v + allVars[i*mutations+j] = v + sampleSum += v + } + + go func(vals []float64) { + start.Wait() + for _, v := range vals { + sum.Observe(v) + } + end.Done() + }(vals) + } + sort.Float64s(allVars) + start.Done() + end.Wait() + + m := &dto.Metric{} + sum.Write(m) + if got, want := int(*m.Summary.SampleCount), total; got != want { + t.Errorf("got sample count %d, want %d", got, want) + } + if got, want := *m.Summary.SampleSum, sampleSum; math.Abs((got-want)/want) > 0.001 { + t.Errorf("got sample sum %f, want %f", got, want) + } + + objSlice := make([]float64, 0, len(objMap)) + for qu := range objMap { + objSlice = append(objSlice, qu) + } + sort.Float64s(objSlice) + + for i, wantQ := range objSlice { + ε := objMap[wantQ] + gotQ := *m.Summary.Quantile[i].Quantile + gotV := *m.Summary.Quantile[i].Value + min, max := getBounds(allVars, wantQ, ε) + if gotQ != wantQ { + t.Errorf("got quantile %f, want %f", gotQ, wantQ) + } + if gotV < min || gotV > max { + t.Errorf("got %f for quantile %f, want [%f,%f]", gotV, gotQ, min, max) + } + } + return true + } + + if err := quick.Check(it, nil); err != nil { + t.Error(err) + } +} + +func TestApproxSummaryVecConcurrency(t *testing.T) { + if testing.Short() { + t.Skip("Skipping test in short mode.") + } + + rand.Seed(42) + objMap := map[float64]float64{0.5: 0.05, 0.9: 0.1, 0.99: 0.1} + + objSlice := make([]float64, 0, len(objMap)) + for qu := range objMap { + objSlice = append(objSlice, qu) + } + sort.Float64s(objSlice) + + it := func(n uint32) bool { + mutations := int(n%1e4 + 1e4) + concLevel := int(n%7 + 1) + vecLength := int(n%3 + 1) + + var start, end sync.WaitGroup + start.Add(1) + end.Add(concLevel) + + sum := NewApproxSummaryVec( + ApproxSummaryOpts{ + Name: "test_summary", + Help: "helpless", + Objectives: objMap, + Lam: 0.001, + Gam: 0.001, + Rho: 1e-5, + }, + []string{"label"}, + ) + + allVars := make([][]float64, vecLength) + sampleSums := make([]float64, vecLength) + for i := 0; i < concLevel; i++ { + vals := make([]float64, mutations) + picks := make([]int, mutations) + for j := 0; j < mutations; j++ { + v := rand.NormFloat64() + vals[j] = v + pick := rand.Intn(vecLength) + picks[j] = pick + allVars[pick] = append(allVars[pick], v) + sampleSums[pick] += v + } + + go func(vals []float64) { + start.Wait() + for i, v := range vals { + sum.WithLabelValues(fmt.Sprintf("%d", picks[i])).Observe(v) + } + end.Done() + }(vals) + } + for _, vars := range allVars { + sort.Float64s(vars) + } + start.Done() + end.Wait() + + for i := 0; i < vecLength; i++ { + m := &dto.Metric{} + s := sum.WithLabelValues(fmt.Sprintf("%d", i)) + s.(Summary).Write(m) + if got, want := int(*m.Summary.SampleCount), len(allVars[i]); got != want { + t.Errorf("got sample count %d for label %c, want %d", got, i, want) + } + if got, want := *m.Summary.SampleSum, sampleSums[i]; math.Abs((got-want)/want) > 0.001 { + t.Errorf("got sample sum %f for label %c, want %f", got, i, want) + } + for j, wantQ := range objSlice { + ε := objMap[wantQ] + gotQ := *m.Summary.Quantile[j].Quantile + gotV := *m.Summary.Quantile[j].Value + min, max := getBounds(allVars[i], wantQ, ε) + if gotQ != wantQ { + t.Errorf("got quantile %f for label %c, want %f", gotQ, i, wantQ) + } + if gotV < min || gotV > max { + t.Errorf("got %f for quantile %f for label %c, want [%f,%f]", gotV, gotQ, i, min, max) + } + } + } + return true + } + + if err := quick.Check(it, nil); err != nil { + t.Error(err) + } +} diff --git a/prometheus/quantile_tracker.go b/prometheus/quantile_tracker.go new file mode 100644 index 000000000..b07b53863 --- /dev/null +++ b/prometheus/quantile_tracker.go @@ -0,0 +1,233 @@ +// Copyright 2014 The Prometheus Authors +// Licensed under the Apache License, Version 2.0 (the "License"); +// you may not use this file except in compliance with the License. +// You may obtain a copy of the License at +// +// http://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, software +// distributed under the License is distributed on an "AS IS" BASIS, +// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +// See the License for the specific language governing permissions and +// limitations under the License. + +package prometheus + +import ( + "math" +) + +// Tracker is the interface for single quantile trackers. +// Observe(v) to add new point v. +// Estimate() to return the current estimate. +type Tracker interface { + Observe(v float64) + Estimate() float64 +} + +// TrackerMaker is the interface for a tracker contstructor. +// Note, this is not particularly general, but three float64 parameters works +// for both kinds of tracker to be used here. +type TrackerMaker func(q, lam, rho, est float64) Tracker + +// MTracker is the interface for a multiple quantile tracker. +// This only exists to allow constructing the same multiple quantile tracker +// with different inner trackers for evaluation. +// Observe to insert new data. +// Estimate to return a vector of the current estimates. +type MTracker interface { + Observe(v float64) + Estimate() []float64 +} + +// MSPITracker implementation inspired by OnlineStats.jl +type MSPITracker struct { + est float64 // Current estimate + q float64 // Target quantile + lam float64 // Estimate convergence rate parameter + rho float64 // Small value for majorisation (epsilon in Julia version) +} + +// Estimate returns the current estimate from a tracker. +func (t *MSPITracker) Estimate() float64 { + return t.est +} + +// Observe inserts new data. +func (t *MSPITracker) Observe(v float64) { + vt := 1.0 / (math.Abs(v-t.est) + t.rho) + t.est = (t.est + t.lam*(t.q-0.5+vt*v/2.0)) / (1.0 + t.lam*vt/2.0) +} + +// NewMSPITracker constructs an MSPITracker. +func NewMSPITracker(q, lam, rho, est float64) Tracker { + if (q < 0.0) || (q > 1.0) { + return nil + } + r := MSPITracker{ + est: est, + q: q, + lam: lam, + rho: rho, + } + return &r +} + +// QEMATracker is an Implementation of: +// Quantile Tracking in Dynamically Varying Data Streams Using a Generalized +// Exponentially Weighted Average of Observations +// Hammer, Yazidi, and Rue +// https://arxiv.org/pdf/1901.04681.pdf +type QEMATracker struct { + est float64 // Current estimate + q float64 // Target quantile + lam float64 // Estimate convergence rate parameter + rho float64 // Conditional expectation convergence rate parameter + ul float64 // Low-side conditional expectation + uh float64 // High-side conditional expectation +} + +// NewQEMATracker constructs a new tracker, using QEMATracker for the inner trackers.. +func NewQEMATracker(q, lam, rho, est float64) Tracker { + if (q < 0.0) || (q > 1.0) { + return nil + } + r := QEMATracker{ + ul: (est - 1) / 2, + uh: (est + 1) / 2, + est: est, + q: q, + lam: lam, + rho: rho, + } + return &r +} + +// Estimate returns the current estimate from a tracker. +func (t *QEMATracker) Estimate() float64 { + return t.est +} + +// Observe inserts new data. +func (t *QEMATracker) Observe(v float64) { + if t.ul > t.uh { + t.ul, t.uh = t.uh, t.ul + } + a := (t.q / (t.uh - t.est)) / (t.q/(t.uh-t.est) + (1-t.q)/(t.est-t.ul)) + var b float64 + if v < t.est { + b = t.lam * (1 - a) + } else { + b = t.lam * a + } + nest := (1-b)*t.est + b*v + if v > t.est { + t.uh = nest - t.est + (1-t.rho)*t.uh + t.rho*v + t.ul = nest - t.est + t.ul + } else { + t.uh = nest - t.est + t.uh + t.ul = nest - t.est + (1-t.rho)*t.ul + t.rho*v + } + t.est = nest +} + +// MQTracker is an implementation of: +// Joint Tracking of Multiple Quantiles Through Conditional Quantiles +// Hammer, Yazidi, and Rue +// https://arxiv.org/pdf/1902.05428.pdf +// This version allows substituting different internal trackers. +type MQTracker struct { + est []float64 // Current estimates + tr []Tracker // Individual trackers + K int // length(quantiles) + c int // Index of position quantile + quantiles []float64 // Quantiles to track + lam float64 // Position convergence rate parameter + gam float64 // Shape convergence rate parameter + rho float64 // Conditional expectation convergence rate parameter +} + +// Estimate returs a slice containing the current estimates. +// Note: for threading purposes, this is a copy, thus can be modified. +// However, the function itself is not threadsafe, so should be called under +// a lock. +func (t *MQTracker) Estimate() []float64 { + est := append(t.est[:0:0], t.est...) + return est +} + +// Observe inserts new data. +// Note: not threadsafe, should be called under a lock. +func (t *MQTracker) Observe(v float64) { + t.tr[t.c].Observe(v) + t.est[t.c] = t.tr[t.c].Estimate() + for k := t.c - 1; k >= 0; k-- { + nest := t.est[k+1] + if v < nest { + y := v - nest + t.tr[k].Observe(y) + } + t.est[k] = t.tr[k].Estimate() + nest + } + for k := t.c + 1; k < t.K; k++ { + nest := t.est[k-1] + if v > nest { + y := v - nest + t.tr[k].Observe(y) + } + t.est[k] = t.tr[k].Estimate() + nest + } +} + +// Generic constructor, not exported. +func newMTracker(maker TrackerMaker, q []float64, lam, gam, rho float64) *MQTracker { + K := len(q) + // Find the index of the quantile closest to the median. + // This will be the one that tracks the position of the distribution. + // Override after construction if necessary (can be a good idea if you + // know the distribution has a mass at one end of the support, e.g. + // use 0 if tracking latency). + var c int + var min = 2.0 // Deliberately crazy value. + for i, v := range q { + v2 := math.Abs(v - 0.5) + if v2 < min { + min = v2 + c = i + } + } + r := MQTracker{ + make([]float64, len(q)), + make([]Tracker, len(q)), + K, c, + make([]float64, len(q)), + lam, gam, rho} + for i := 0; i < K; i++ { + r.est[i] = 0 + } + r.quantiles[c] = q[c] + for k := c - 1; k >= 0; k-- { + r.quantiles[k] = q[k] / q[k+1] + } + for k := c + 1; k < K; k++ { + r.quantiles[k] = (q[k] - q[k-1]) / (1 - q[k-1]) + } + for i := 0; i < K; i++ { + l := gam + if i == c { + l = lam + } + r.tr[i] = maker(r.quantiles[i], l, rho, r.est[i]) + } + return &r +} + +// NewMQEMATracker constructs a MQTracker instance using QEMA inner trackers. +func NewMQEMATracker(q []float64, lam, gam, rho float64) *MQTracker { + return newMTracker(NewQEMATracker, q, lam, gam, rho) +} + +// NewMMSPITracker constructs a MQTracker instance using MSPI inner trackers. +func NewMMSPITracker(q []float64, lam, gam, rho float64) *MQTracker { + return newMTracker(NewMSPITracker, q, lam, gam, rho) +} diff --git a/prometheus/quantile_tracker_test.go b/prometheus/quantile_tracker_test.go new file mode 100644 index 000000000..7011aa025 --- /dev/null +++ b/prometheus/quantile_tracker_test.go @@ -0,0 +1,167 @@ +// Copyright 2014 The Prometheus Authors +// Licensed under the Apache License, Version 2.0 (the "License"); +// you may not use this file except in compliance with the License. +// You may obtain a copy of the License at +// +// http://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, software +// distributed under the License is distributed on an "AS IS" BASIS, +// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +// See the License for the specific language governing permissions and +// limitations under the License. + +package prometheus + +import ( + "math" + "math/rand" + "testing" +) + +func checkFloat64(t *testing.T, x, v, tol float64) { + if math.Abs(x-v) > tol { + t.Errorf("Value %f is not within %f of %f", x, tol, v) + } +} + +func TestQEMAObserve(t *testing.T) { + // Deliberately start with an estimate outside of tolerance. + tr := NewQEMATracker(0.5, 0.01, 0.001, 0.1) + for i := 0; i < 20000; i++ { + v := rand.NormFloat64() + tr.Observe(v) + } + checkFloat64(t, tr.Estimate(), 0.0, 0.2) +} + +func TestQEMAObserve2(t *testing.T) { + // Deliberately start with an estimate outside of tolerance. + tr := NewQEMATracker(0.5, 0.01, 0.001, 0.0) + for i := 0; i < 20000; i++ { + v := rand.NormFloat64() + 3.0 + tr.Observe(v) + } + checkFloat64(t, tr.Estimate(), 3.0, 0.11) +} + +func BenchmarkQEMAObserve(b *testing.B) { + tr := NewQEMATracker(0.5, 0.01, 0.001, 0.1) + v := 1.0 / float64(b.N) + b.ResetTimer() + for i := 0; i < b.N; i++ { + tr.Observe(v) + } +} + +func TestMQEMAObserve(t *testing.T) { + tr := NewMQEMATracker([]float64{0.25, 0.5, 0.75, 0.9, 0.95, 0.99}, 0.005, 0.01, 0.01) + for i := 0; i < 100000; i++ { + v := rand.NormFloat64() + tr.Observe(v) + } + checkFloat64(t, tr.est[0], -0.674, 0.1) + checkFloat64(t, tr.est[1], 0.0, 0.1) + checkFloat64(t, tr.est[2], 0.674, 0.1) + checkFloat64(t, tr.est[3], 1.28155, 0.1) + checkFloat64(t, tr.est[4], 1.64485, 0.2) + checkFloat64(t, tr.est[5], 2.43635, 0.4) +} + +func BenchmarkMQEMAObserve(b *testing.B) { + tr := NewMQEMATracker([]float64{0.25, 0.5, 0.75}, 0.005, 0.01, 0.01) + v := 1.0 / float64(b.N) + b.ResetTimer() + for i := 0; i < b.N; i++ { + tr.Observe(v) + } +} + +func BenchmarkMQEMAObserve2(b *testing.B) { + tr := NewMQEMATracker([]float64{0.25, 0.5, 0.75, 0.9, 0.95, 0.99}, 0.005, 0.01, 0.01) + v := 1.0 / float64(b.N) + b.ResetTimer() + for i := 0; i < b.N; i++ { + tr.Observe(v) + } +} + +func BenchmarkMQEMAObserve3(b *testing.B) { + tr := NewMQEMATracker([]float64{0.001, 0.01, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.99, 0.999}, 0.005, 0.01, 0.01) + v := 1.0 / float64(b.N) + b.ResetTimer() + for i := 0; i < b.N; i++ { + tr.Observe(v) + } +} + +func TestMSPIObserve(t *testing.T) { + // Deliberately start with an estimate outside of tolerance. + tr := NewMSPITracker(0.5, 0.001, 1e-6, 0.1) + for i := 0; i < 20000; i++ { + v := rand.NormFloat64() + tr.Observe(v) + } + checkFloat64(t, tr.Estimate(), 0.0, 0.02) +} + +func TestMSPIObserve2(t *testing.T) { + // Deliberately start with an estimate outside of tolerance. + tr := NewMSPITracker(0.5, 0.01, 1e-6, 0.0) + for i := 0; i < 20000; i++ { + v := rand.NormFloat64() + 3.0 + tr.Observe(v) + } + checkFloat64(t, tr.Estimate(), 3.0, 0.1) +} + +func BenchmarkMSPIObserve(b *testing.B) { + tr := NewMSPITracker(0.5, 0.01, 1e-6, 0.1) + v := 1.0 / float64(b.N) + b.ResetTimer() + for i := 0; i < b.N; i++ { + tr.Observe(v) + } +} + +func TestMMSPIObserve(t *testing.T) { + tr := NewMMSPITracker([]float64{0.25, 0.5, 0.75, 0.9, 0.95, 0.99}, 0.005, 0.01, 1e-6) + for i := 0; i < 100000; i++ { + v := rand.NormFloat64() + tr.Observe(v) + } + est := tr.Estimate() + checkFloat64(t, est[0], -0.674, 0.1) + checkFloat64(t, est[1], 0.0, 0.1) + checkFloat64(t, est[2], 0.674, 0.2) + checkFloat64(t, est[3], 1.28155, 0.2) + checkFloat64(t, est[4], 1.64485, 0.3) + checkFloat64(t, est[5], 2.43635, 0.3) +} + +func BenchmarkMMSPIObserve(b *testing.B) { + tr := NewMMSPITracker([]float64{0.25, 0.5, 0.75}, 0.005, 0.01, 1e-6) + v := 1.0 / float64(b.N) + b.ResetTimer() + for i := 0; i < b.N; i++ { + tr.Observe(v) + } +} + +func BenchmarkMMSPIObserve2(b *testing.B) { + tr := NewMMSPITracker([]float64{0.25, 0.5, 0.75, 0.9, 0.95, 0.99}, 0.005, 0.01, 1e-6) + v := 1.0 / float64(b.N) + b.ResetTimer() + for i := 0; i < b.N; i++ { + tr.Observe(v) + } +} + +func BenchmarkMMSPIObserve3(b *testing.B) { + tr := NewMMSPITracker([]float64{0.001, 0.01, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.99, 0.999}, 0.005, 0.01, 1e-6) + v := 1.0 / float64(b.N) + b.ResetTimer() + for i := 0; i < b.N; i++ { + tr.Observe(v) + } +}