dubbo.apache.org/dubbo-go/v3@v3.1.1/metrics/util/aggregate/quantile.go (about)

     1  /*
     2   * Licensed to the Apache Software Foundation (ASF) under one or more
     3   * contributor license agreements.  See the NOTICE file distributed with
     4   * this work for additional information regarding copyright ownership.
     5   * The ASF licenses this file to You under the Apache License, Version 2.0
     6   * (the "License"); you may not use this file except in compliance with
     7   * the License.  You may obtain a copy of the License at
     8   *
     9   *     http://www.apache.org/licenses/LICENSE-2.0
    10   *
    11   * Unless required by applicable law or agreed to in writing, software
    12   * distributed under the License is distributed on an "AS IS" BASIS,
    13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    14   * See the License for the specific language governing permissions and
    15   * limitations under the License.
    16   */
    17  
    18  package aggregate
    19  
    20  import (
    21  	"sync"
    22  	"time"
    23  )
    24  
    25  import (
    26  	"github.com/influxdata/tdigest"
    27  )
    28  
    29  // TimeWindowQuantile wrappers sliding window around T-Digest.
    30  //
    31  // It is concurrent safe.
    32  // It uses T-Digest algorithm to calculate quantile.
    33  // The window is divided into several panes, and each pane's value is a TDigest instance.
    34  type TimeWindowQuantile struct {
    35  	compression float64
    36  	window      *slidingWindow
    37  	mux         sync.RWMutex
    38  }
    39  
    40  func NewTimeWindowQuantile(compression float64, paneCount int, timeWindowSeconds int64) *TimeWindowQuantile {
    41  	return &TimeWindowQuantile{
    42  		compression: compression,
    43  		window:      newSlidingWindow(paneCount, timeWindowSeconds*1000),
    44  	}
    45  }
    46  
    47  // Quantile returns a quantile of the sliding window by merging all panes.
    48  func (t *TimeWindowQuantile) Quantile(q float64) float64 {
    49  	return t.mergeTDigests().Quantile(q)
    50  }
    51  
    52  // Quantiles returns quantiles of the sliding window by merging all panes.
    53  func (t *TimeWindowQuantile) Quantiles(qs []float64) []float64 {
    54  	td := t.mergeTDigests()
    55  
    56  	res := make([]float64, len(qs))
    57  	for i, q := range qs {
    58  		res[i] = td.Quantile(q)
    59  	}
    60  
    61  	return res
    62  }
    63  
    64  // mergeTDigests merges all panes' TDigests into one TDigest.
    65  func (t *TimeWindowQuantile) mergeTDigests() *tdigest.TDigest {
    66  	t.mux.RLock()
    67  	defer t.mux.RUnlock()
    68  
    69  	td := tdigest.NewWithCompression(t.compression)
    70  	for _, v := range t.window.values(time.Now().UnixMilli()) {
    71  		td.AddCentroidList(v.(*tdigest.TDigest).Centroids())
    72  	}
    73  	return td
    74  }
    75  
    76  // Add adds a value to the sliding window's current pane.
    77  func (t *TimeWindowQuantile) Add(value float64) {
    78  	t.mux.Lock()
    79  	defer t.mux.Unlock()
    80  
    81  	t.window.currentPane(time.Now().UnixMilli(), t.newEmptyValue).value.(*tdigest.TDigest).Add(value, 1)
    82  }
    83  
    84  func (t *TimeWindowQuantile) newEmptyValue() interface{} {
    85  	return tdigest.NewWithCompression(t.compression)
    86  }