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feat: sliding window and rt quantile metrics (#2356)
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,42 @@ | ||
| /* | ||
| * Licensed to the Apache Software Foundation (ASF) under one or more | ||
| * contributor license agreements. See the NOTICE file distributed with | ||
| * this work for additional information regarding copyright ownership. | ||
| * The ASF licenses this file to You 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. | ||
| */ | ||
|
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| package aggregate | ||
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| // pane represents a window over a period of time. | ||
| // It uses interface{} to store any type of value. | ||
| type pane struct { | ||
| startInMs int64 | ||
| endInMs int64 | ||
| intervalInMs int64 | ||
| value interface{} | ||
| } | ||
|
|
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| func newPane(intervalInMs, startInMs int64, value interface{}) *pane { | ||
| return &pane{ | ||
| startInMs: startInMs, | ||
| endInMs: startInMs + intervalInMs, | ||
| intervalInMs: intervalInMs, | ||
| value: value, | ||
| } | ||
| } | ||
|
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| func (p *pane) resetTo(startInMs int64, value interface{}) { | ||
| p.startInMs = startInMs | ||
| p.endInMs = startInMs + p.intervalInMs | ||
| p.value = value | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,85 @@ | ||
| /* | ||
| * Licensed to the Apache Software Foundation (ASF) under one or more | ||
| * contributor license agreements. See the NOTICE file distributed with | ||
| * this work for additional information regarding copyright ownership. | ||
| * The ASF licenses this file to You 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. | ||
| */ | ||
|
|
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| package aggregate | ||
|
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| import ( | ||
| "sync" | ||
| "time" | ||
| ) | ||
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| import ( | ||
| "github.com/influxdata/tdigest" | ||
| ) | ||
|
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| // TimeWindowQuantile wrappers sliding window around T-Digest. | ||
| // | ||
| // It uses T-Digest algorithm to calculate quantile. | ||
| // The window is divided into several panes, and each pane's value is a TDigest instance. | ||
| type TimeWindowQuantile struct { | ||
| compression float64 | ||
| window *slidingWindow | ||
| mux sync.RWMutex | ||
| } | ||
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| func NewTimeWindowQuantile(compression float64, paneCount int, timeWindowSeconds int64) *TimeWindowQuantile { | ||
| return &TimeWindowQuantile{ | ||
| compression: compression, | ||
| window: newSlidingWindow(paneCount, timeWindowSeconds*1000), | ||
| } | ||
| } | ||
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| // Quantile returns a quantile of the sliding window by merging all panes. | ||
| func (t *TimeWindowQuantile) Quantile(q float64) float64 { | ||
| return t.mergeTDigests().Quantile(q) | ||
| } | ||
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| // Quantiles returns quantiles of the sliding window by merging all panes. | ||
| func (t *TimeWindowQuantile) Quantiles(qs []float64) []float64 { | ||
| td := t.mergeTDigests() | ||
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| res := make([]float64, len(qs)) | ||
| for i, q := range qs { | ||
| res[i] = td.Quantile(q) | ||
| } | ||
|
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| return res | ||
| } | ||
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| // mergeTDigests merges all panes' TDigests into one TDigest. | ||
| func (t *TimeWindowQuantile) mergeTDigests() *tdigest.TDigest { | ||
| t.mux.RLock() | ||
| defer t.mux.RUnlock() | ||
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| td := tdigest.NewWithCompression(t.compression) | ||
| for _, v := range t.window.values(time.Now().UnixMilli()) { | ||
| td.AddCentroidList(v.(*tdigest.TDigest).Centroids()) | ||
| } | ||
| return td | ||
| } | ||
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| // Add adds a value to the sliding window's current pane. | ||
| func (t *TimeWindowQuantile) Add(value float64) { | ||
| t.mux.Lock() | ||
| defer t.mux.Unlock() | ||
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| t.window.currentPane(time.Now().UnixMilli(), t.newEmptyValue).value.(*tdigest.TDigest).Add(value, 1) | ||
| } | ||
|
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| func (t *TimeWindowQuantile) newEmptyValue() interface{} { | ||
| return tdigest.NewWithCompression(t.compression) | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,60 @@ | ||
| /* | ||
| * Licensed to the Apache Software Foundation (ASF) under one or more | ||
| * contributor license agreements. See the NOTICE file distributed with | ||
| * this work for additional information regarding copyright ownership. | ||
| * The ASF licenses this file to You 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. | ||
| */ | ||
|
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| package aggregate | ||
|
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| import "testing" | ||
|
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| func TestAddAndQuantile(t1 *testing.T) { | ||
| timeWindowQuantile := NewTimeWindowQuantile(100, 10, 1) | ||
| for i := 1; i <= 100; i++ { | ||
| timeWindowQuantile.Add(float64(i)) | ||
| } | ||
|
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| type args struct { | ||
| q float64 | ||
| } | ||
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| tests := []struct { | ||
| name string | ||
| args args | ||
| want float64 | ||
| }{ | ||
| { | ||
| name: "Quantile: 0.01", | ||
| args: args{ | ||
| q: 0.01, | ||
| }, | ||
| want: 1.5, | ||
| }, | ||
| { | ||
| name: "Quantile: 0.99", | ||
| args: args{ | ||
| q: 0.99, | ||
| }, | ||
| want: 99.5, | ||
| }, | ||
| } | ||
| for _, tt := range tests { | ||
| t1.Run(tt.name, func(t1 *testing.T) { | ||
| t := timeWindowQuantile | ||
| if got := t.Quantile(tt.args.q); got != tt.want { | ||
| t1.Errorf("Quantile() = %v, want %v", got, tt.want) | ||
| } | ||
| }) | ||
| } | ||
| } |
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