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metrics: fix ewma
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parent
bea923556b
commit
c1c47eea90
4 changed files with 20 additions and 40 deletions
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@ -7,56 +7,37 @@ import (
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"time"
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"time"
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)
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)
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type EWMASnapshot interface {
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// EWMASnapshot is a read-only copy of an EWMA.
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Rate() float64
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type EWMASnapshot float64
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}
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// EWMAs continuously calculate an exponentially-weighted moving average
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// Rate returns the rate of events per second at the time the snapshot was
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// based on an outside source of clock ticks.
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// taken.
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type EWMA interface {
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func (a EWMASnapshot) Rate() float64 { return float64(a) }
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Snapshot() EWMASnapshot
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Tick()
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Update(int64)
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}
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// NewEWMA constructs a new EWMA with the given alpha.
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// NewEWMA constructs a new EWMA with the given alpha.
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func NewEWMA(alpha float64) EWMA {
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func NewEWMA(alpha float64) *EWMA {
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return &StandardEWMA{alpha: alpha}
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return &EWMA{alpha: alpha}
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}
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}
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// NewEWMA1 constructs a new EWMA for a one-minute moving average.
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// NewEWMA1 constructs a new EWMA for a one-minute moving average.
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func NewEWMA1() EWMA {
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func NewEWMA1() *EWMA {
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return NewEWMA(1 - math.Exp(-5.0/60.0/1))
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return NewEWMA(1 - math.Exp(-5.0/60.0/1))
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}
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}
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// NewEWMA5 constructs a new EWMA for a five-minute moving average.
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// NewEWMA5 constructs a new EWMA for a five-minute moving average.
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func NewEWMA5() EWMA {
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func NewEWMA5() *EWMA {
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return NewEWMA(1 - math.Exp(-5.0/60.0/5))
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return NewEWMA(1 - math.Exp(-5.0/60.0/5))
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}
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}
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// NewEWMA15 constructs a new EWMA for a fifteen-minute moving average.
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// NewEWMA15 constructs a new EWMA for a fifteen-minute moving average.
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func NewEWMA15() EWMA {
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func NewEWMA15() *EWMA {
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return NewEWMA(1 - math.Exp(-5.0/60.0/15))
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return NewEWMA(1 - math.Exp(-5.0/60.0/15))
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}
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}
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// ewmaSnapshot is a read-only copy of another EWMA.
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// EWMA imlements an exponential weighted moving average. It tracks the number
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type ewmaSnapshot float64
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// Rate returns the rate of events per second at the time the snapshot was
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// taken.
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func (a ewmaSnapshot) Rate() float64 { return float64(a) }
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// NilEWMA is a no-op EWMA.
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type NilEWMA struct{}
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func (NilEWMA) Snapshot() EWMASnapshot { return (*emptySnapshot)(nil) }
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func (NilEWMA) Tick() {}
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func (NilEWMA) Update(n int64) {}
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// StandardEWMA is the standard implementation of an EWMA and tracks the number
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// of uncounted events and processes them on each tick. It uses the
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// of uncounted events and processes them on each tick. It uses the
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// sync/atomic package to manage uncounted events.
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// sync/atomic package to manage uncounted events.
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type StandardEWMA struct {
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type EWMA struct {
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uncounted atomic.Int64
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uncounted atomic.Int64
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alpha float64
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alpha float64
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rate atomic.Uint64
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rate atomic.Uint64
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@ -65,14 +46,14 @@ type StandardEWMA struct {
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}
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}
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// Snapshot returns a read-only copy of the EWMA.
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// Snapshot returns a read-only copy of the EWMA.
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func (a *StandardEWMA) Snapshot() EWMASnapshot {
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func (a *EWMA) Snapshot() EWMASnapshot {
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r := math.Float64frombits(a.rate.Load()) * float64(time.Second)
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r := math.Float64frombits(a.rate.Load()) * float64(time.Second)
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return ewmaSnapshot(r)
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return EWMASnapshot(r)
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}
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}
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// Tick ticks the clock to update the moving average. It assumes it is called
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// Tick ticks the clock to update the moving average. It assumes it is called
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// every five seconds.
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// every five seconds.
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func (a *StandardEWMA) Tick() {
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func (a *EWMA) Tick() {
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// Optimization to avoid mutex locking in the hot-path.
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// Optimization to avoid mutex locking in the hot-path.
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if a.init.Load() {
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if a.init.Load() {
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a.updateRate(a.fetchInstantRate())
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a.updateRate(a.fetchInstantRate())
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@ -94,18 +75,18 @@ func (a *StandardEWMA) Tick() {
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a.mutex.Unlock()
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a.mutex.Unlock()
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}
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}
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func (a *StandardEWMA) fetchInstantRate() float64 {
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func (a *EWMA) fetchInstantRate() float64 {
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count := a.uncounted.Swap(0)
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count := a.uncounted.Swap(0)
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return float64(count) / float64(5*time.Second)
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return float64(count) / float64(5*time.Second)
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}
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}
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func (a *StandardEWMA) updateRate(instantRate float64) {
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func (a *EWMA) updateRate(instantRate float64) {
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currentRate := math.Float64frombits(a.rate.Load())
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currentRate := math.Float64frombits(a.rate.Load())
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currentRate += a.alpha * (instantRate - currentRate)
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currentRate += a.alpha * (instantRate - currentRate)
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a.rate.Store(math.Float64bits(currentRate))
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a.rate.Store(math.Float64bits(currentRate))
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}
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}
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// Update adds n uncounted events.
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// Update adds n uncounted events.
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func (a *StandardEWMA) Update(n int64) {
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func (a *EWMA) Update(n int64) {
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a.uncounted.Add(n)
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a.uncounted.Add(n)
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}
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}
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@ -82,7 +82,7 @@ func TestEWMA15(t *testing.T) {
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}
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}
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}
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}
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func elapseMinute(a EWMA) {
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func elapseMinute(a *EWMA) {
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for i := 0; i < 12; i++ {
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for i := 0; i < 12; i++ {
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a.Tick()
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a.Tick()
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}
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}
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@ -22,7 +22,6 @@ var (
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_ HistogramSnapshot = (*emptySnapshot)(nil)
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_ HistogramSnapshot = (*emptySnapshot)(nil)
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_ GaugeSnapshot = (*emptySnapshot)(nil)
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_ GaugeSnapshot = (*emptySnapshot)(nil)
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_ MeterSnapshot = (*emptySnapshot)(nil)
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_ MeterSnapshot = (*emptySnapshot)(nil)
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_ EWMASnapshot = (*emptySnapshot)(nil)
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_ TimerSnapshot = (*emptySnapshot)(nil)
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_ TimerSnapshot = (*emptySnapshot)(nil)
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)
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)
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@ -108,7 +108,7 @@ type StandardMeter struct {
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uncounted atomic.Int64 // not yet added to the EWMAs
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uncounted atomic.Int64 // not yet added to the EWMAs
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rateMean atomic.Uint64
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rateMean atomic.Uint64
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a1, a5, a15 EWMA
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a1, a5, a15 *EWMA
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startTime time.Time
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startTime time.Time
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stopped atomic.Bool
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stopped atomic.Bool
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}
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}
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