117 lines
2.8 KiB
Go
117 lines
2.8 KiB
Go
package metrics
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import (
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"math"
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"sync"
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"sync/atomic"
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"time"
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)
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// EWMAs continuously calculate an exponentially-weighted moving average
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// based on an outside source of clock ticks.
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type EWMA interface {
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Rate() float64
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Snapshot() EWMA
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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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func NewEWMA(alpha float64) EWMA {
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return &StandardEWMA{alpha: alpha}
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}
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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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return NewEWMA(1 - math.Exp(-5.0/60.0/1))
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}
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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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return NewEWMA(1 - math.Exp(-5.0/60.0/5))
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}
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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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return NewEWMA(1 - math.Exp(-5.0/60.0/15))
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}
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// EWMASnapshot is a read-only copy of another EWMA.
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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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// Snapshot returns the snapshot.
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func (a EWMASnapshot) Snapshot() EWMA { return a }
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// Tick panics.
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func (EWMASnapshot) Tick() {
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panic("Tick called on an EWMASnapshot")
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}
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// Update panics.
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func (EWMASnapshot) Update(int64) {
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panic("Update called on an EWMASnapshot")
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}
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// NilEWMA is a no-op EWMA.
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type NilEWMA struct{}
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// Rate is a no-op.
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func (NilEWMA) Rate() float64 { return 0.0 }
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// Snapshot is a no-op.
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func (NilEWMA) Snapshot() EWMA { return NilEWMA{} }
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// Tick is a no-op.
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func (NilEWMA) Tick() {}
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// Update is a no-op.
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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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// sync/atomic package to manage uncounted events.
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type StandardEWMA struct {
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uncounted int64 // /!\ this should be the first member to ensure 64-bit alignment
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alpha float64
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rate float64
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init bool
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mutex sync.Mutex
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}
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// Rate returns the moving average rate of events per second.
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func (a *StandardEWMA) Rate() float64 {
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a.mutex.Lock()
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defer a.mutex.Unlock()
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return a.rate * float64(time.Second)
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}
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// Snapshot returns a read-only copy of the EWMA.
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func (a *StandardEWMA) Snapshot() EWMA {
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return EWMASnapshot(a.Rate())
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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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// every five seconds.
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func (a *StandardEWMA) Tick() {
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count := atomic.LoadInt64(&a.uncounted)
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atomic.AddInt64(&a.uncounted, -count)
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instantRate := float64(count) / float64(5*time.Second)
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a.mutex.Lock()
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defer a.mutex.Unlock()
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if a.init {
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a.rate += a.alpha * (instantRate - a.rate)
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} else {
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a.init = true
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a.rate = instantRate
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}
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}
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// Update adds n uncounted events.
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func (a *StandardEWMA) Update(n int64) {
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atomic.AddInt64(&a.uncounted, n)
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}
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