github.com/phillinzzz/newBsc@v1.1.6/metrics/ewma_test.go (about)

     1  package metrics
     2  
     3  import (
     4  	"math"
     5  	"testing"
     6  )
     7  
     8  func BenchmarkEWMA(b *testing.B) {
     9  	a := NewEWMA1()
    10  	b.ResetTimer()
    11  	for i := 0; i < b.N; i++ {
    12  		a.Update(1)
    13  		a.Tick()
    14  	}
    15  }
    16  
    17  func TestEWMA1(t *testing.T) {
    18  	a := NewEWMA1()
    19  	a.Update(3)
    20  	a.Tick()
    21  	if rate := a.Rate(); math.Abs(0.6-rate) > epsilon {
    22  		t.Errorf("initial a.Rate(): 0.6 != %v\n", rate)
    23  	}
    24  	elapseMinute(a)
    25  	if rate := a.Rate(); math.Abs(0.22072766470286553-rate) > epsilon {
    26  		t.Errorf("1 minute a.Rate(): 0.22072766470286553 != %v\n", rate)
    27  	}
    28  	elapseMinute(a)
    29  	if rate := a.Rate(); math.Abs(0.08120116994196772-rate) > epsilon {
    30  		t.Errorf("2 minute a.Rate(): 0.08120116994196772 != %v\n", rate)
    31  	}
    32  	elapseMinute(a)
    33  	if rate := a.Rate(); math.Abs(0.029872241020718428-rate) > epsilon {
    34  		t.Errorf("3 minute a.Rate(): 0.029872241020718428 != %v\n", rate)
    35  	}
    36  	elapseMinute(a)
    37  	if rate := a.Rate(); math.Abs(0.01098938333324054-rate) > epsilon {
    38  		t.Errorf("4 minute a.Rate(): 0.01098938333324054 != %v\n", rate)
    39  	}
    40  	elapseMinute(a)
    41  	if rate := a.Rate(); math.Abs(0.004042768199451294-rate) > epsilon {
    42  		t.Errorf("5 minute a.Rate(): 0.004042768199451294 != %v\n", rate)
    43  	}
    44  	elapseMinute(a)
    45  	if rate := a.Rate(); math.Abs(0.0014872513059998212-rate) > epsilon {
    46  		t.Errorf("6 minute a.Rate(): 0.0014872513059998212 != %v\n", rate)
    47  	}
    48  	elapseMinute(a)
    49  	if rate := a.Rate(); math.Abs(0.0005471291793327122-rate) > epsilon {
    50  		t.Errorf("7 minute a.Rate(): 0.0005471291793327122 != %v\n", rate)
    51  	}
    52  	elapseMinute(a)
    53  	if rate := a.Rate(); math.Abs(0.00020127757674150815-rate) > epsilon {
    54  		t.Errorf("8 minute a.Rate(): 0.00020127757674150815 != %v\n", rate)
    55  	}
    56  	elapseMinute(a)
    57  	if rate := a.Rate(); math.Abs(7.404588245200814e-05-rate) > epsilon {
    58  		t.Errorf("9 minute a.Rate(): 7.404588245200814e-05 != %v\n", rate)
    59  	}
    60  	elapseMinute(a)
    61  	if rate := a.Rate(); math.Abs(2.7239957857491083e-05-rate) > epsilon {
    62  		t.Errorf("10 minute a.Rate(): 2.7239957857491083e-05 != %v\n", rate)
    63  	}
    64  	elapseMinute(a)
    65  	if rate := a.Rate(); math.Abs(1.0021020474147462e-05-rate) > epsilon {
    66  		t.Errorf("11 minute a.Rate(): 1.0021020474147462e-05 != %v\n", rate)
    67  	}
    68  	elapseMinute(a)
    69  	if rate := a.Rate(); math.Abs(3.6865274119969525e-06-rate) > epsilon {
    70  		t.Errorf("12 minute a.Rate(): 3.6865274119969525e-06 != %v\n", rate)
    71  	}
    72  	elapseMinute(a)
    73  	if rate := a.Rate(); math.Abs(1.3561976441886433e-06-rate) > epsilon {
    74  		t.Errorf("13 minute a.Rate(): 1.3561976441886433e-06 != %v\n", rate)
    75  	}
    76  	elapseMinute(a)
    77  	if rate := a.Rate(); math.Abs(4.989172314621449e-07-rate) > epsilon {
    78  		t.Errorf("14 minute a.Rate(): 4.989172314621449e-07 != %v\n", rate)
    79  	}
    80  	elapseMinute(a)
    81  	if rate := a.Rate(); math.Abs(1.8354139230109722e-07-rate) > epsilon {
    82  		t.Errorf("15 minute a.Rate(): 1.8354139230109722e-07 != %v\n", rate)
    83  	}
    84  }
    85  
    86  func TestEWMA5(t *testing.T) {
    87  	a := NewEWMA5()
    88  	a.Update(3)
    89  	a.Tick()
    90  	if rate := a.Rate(); math.Abs(0.6-rate) > epsilon {
    91  		t.Errorf("initial a.Rate(): 0.6 != %v\n", rate)
    92  	}
    93  	elapseMinute(a)
    94  	if rate := a.Rate(); math.Abs(0.49123845184678905-rate) > epsilon {
    95  		t.Errorf("1 minute a.Rate(): 0.49123845184678905 != %v\n", rate)
    96  	}
    97  	elapseMinute(a)
    98  	if rate := a.Rate(); math.Abs(0.4021920276213837-rate) > epsilon {
    99  		t.Errorf("2 minute a.Rate(): 0.4021920276213837 != %v\n", rate)
   100  	}
   101  	elapseMinute(a)
   102  	if rate := a.Rate(); math.Abs(0.32928698165641596-rate) > epsilon {
   103  		t.Errorf("3 minute a.Rate(): 0.32928698165641596 != %v\n", rate)
   104  	}
   105  	elapseMinute(a)
   106  	if rate := a.Rate(); math.Abs(0.269597378470333-rate) > epsilon {
   107  		t.Errorf("4 minute a.Rate(): 0.269597378470333 != %v\n", rate)
   108  	}
   109  	elapseMinute(a)
   110  	if rate := a.Rate(); math.Abs(0.2207276647028654-rate) > epsilon {
   111  		t.Errorf("5 minute a.Rate(): 0.2207276647028654 != %v\n", rate)
   112  	}
   113  	elapseMinute(a)
   114  	if rate := a.Rate(); math.Abs(0.18071652714732128-rate) > epsilon {
   115  		t.Errorf("6 minute a.Rate(): 0.18071652714732128 != %v\n", rate)
   116  	}
   117  	elapseMinute(a)
   118  	if rate := a.Rate(); math.Abs(0.14795817836496392-rate) > epsilon {
   119  		t.Errorf("7 minute a.Rate(): 0.14795817836496392 != %v\n", rate)
   120  	}
   121  	elapseMinute(a)
   122  	if rate := a.Rate(); math.Abs(0.12113791079679326-rate) > epsilon {
   123  		t.Errorf("8 minute a.Rate(): 0.12113791079679326 != %v\n", rate)
   124  	}
   125  	elapseMinute(a)
   126  	if rate := a.Rate(); math.Abs(0.09917933293295193-rate) > epsilon {
   127  		t.Errorf("9 minute a.Rate(): 0.09917933293295193 != %v\n", rate)
   128  	}
   129  	elapseMinute(a)
   130  	if rate := a.Rate(); math.Abs(0.08120116994196763-rate) > epsilon {
   131  		t.Errorf("10 minute a.Rate(): 0.08120116994196763 != %v\n", rate)
   132  	}
   133  	elapseMinute(a)
   134  	if rate := a.Rate(); math.Abs(0.06648189501740036-rate) > epsilon {
   135  		t.Errorf("11 minute a.Rate(): 0.06648189501740036 != %v\n", rate)
   136  	}
   137  	elapseMinute(a)
   138  	if rate := a.Rate(); math.Abs(0.05443077197364752-rate) > epsilon {
   139  		t.Errorf("12 minute a.Rate(): 0.05443077197364752 != %v\n", rate)
   140  	}
   141  	elapseMinute(a)
   142  	if rate := a.Rate(); math.Abs(0.04456414692860035-rate) > epsilon {
   143  		t.Errorf("13 minute a.Rate(): 0.04456414692860035 != %v\n", rate)
   144  	}
   145  	elapseMinute(a)
   146  	if rate := a.Rate(); math.Abs(0.03648603757513079-rate) > epsilon {
   147  		t.Errorf("14 minute a.Rate(): 0.03648603757513079 != %v\n", rate)
   148  	}
   149  	elapseMinute(a)
   150  	if rate := a.Rate(); math.Abs(0.0298722410207183831020718428-rate) > epsilon {
   151  		t.Errorf("15 minute a.Rate(): 0.0298722410207183831020718428 != %v\n", rate)
   152  	}
   153  }
   154  
   155  func TestEWMA15(t *testing.T) {
   156  	a := NewEWMA15()
   157  	a.Update(3)
   158  	a.Tick()
   159  	if rate := a.Rate(); math.Abs(0.6-rate) > epsilon {
   160  		t.Errorf("initial a.Rate(): 0.6 != %v\n", rate)
   161  	}
   162  	elapseMinute(a)
   163  	if rate := a.Rate(); math.Abs(0.5613041910189706-rate) > epsilon {
   164  		t.Errorf("1 minute a.Rate(): 0.5613041910189706 != %v\n", rate)
   165  	}
   166  	elapseMinute(a)
   167  	if rate := a.Rate(); math.Abs(0.5251039914257684-rate) > epsilon {
   168  		t.Errorf("2 minute a.Rate(): 0.5251039914257684 != %v\n", rate)
   169  	}
   170  	elapseMinute(a)
   171  	if rate := a.Rate(); math.Abs(0.4912384518467888184678905-rate) > epsilon {
   172  		t.Errorf("3 minute a.Rate(): 0.4912384518467888184678905 != %v\n", rate)
   173  	}
   174  	elapseMinute(a)
   175  	if rate := a.Rate(); math.Abs(0.459557003018789-rate) > epsilon {
   176  		t.Errorf("4 minute a.Rate(): 0.459557003018789 != %v\n", rate)
   177  	}
   178  	elapseMinute(a)
   179  	if rate := a.Rate(); math.Abs(0.4299187863442732-rate) > epsilon {
   180  		t.Errorf("5 minute a.Rate(): 0.4299187863442732 != %v\n", rate)
   181  	}
   182  	elapseMinute(a)
   183  	if rate := a.Rate(); math.Abs(0.4021920276213831-rate) > epsilon {
   184  		t.Errorf("6 minute a.Rate(): 0.4021920276213831 != %v\n", rate)
   185  	}
   186  	elapseMinute(a)
   187  	if rate := a.Rate(); math.Abs(0.37625345116383313-rate) > epsilon {
   188  		t.Errorf("7 minute a.Rate(): 0.37625345116383313 != %v\n", rate)
   189  	}
   190  	elapseMinute(a)
   191  	if rate := a.Rate(); math.Abs(0.3519877317060185-rate) > epsilon {
   192  		t.Errorf("8 minute a.Rate(): 0.3519877317060185 != %v\n", rate)
   193  	}
   194  	elapseMinute(a)
   195  	if rate := a.Rate(); math.Abs(0.3292869816564153165641596-rate) > epsilon {
   196  		t.Errorf("9 minute a.Rate(): 0.3292869816564153165641596 != %v\n", rate)
   197  	}
   198  	elapseMinute(a)
   199  	if rate := a.Rate(); math.Abs(0.3080502714195546-rate) > epsilon {
   200  		t.Errorf("10 minute a.Rate(): 0.3080502714195546 != %v\n", rate)
   201  	}
   202  	elapseMinute(a)
   203  	if rate := a.Rate(); math.Abs(0.2881831806538789-rate) > epsilon {
   204  		t.Errorf("11 minute a.Rate(): 0.2881831806538789 != %v\n", rate)
   205  	}
   206  	elapseMinute(a)
   207  	if rate := a.Rate(); math.Abs(0.26959737847033216-rate) > epsilon {
   208  		t.Errorf("12 minute a.Rate(): 0.26959737847033216 != %v\n", rate)
   209  	}
   210  	elapseMinute(a)
   211  	if rate := a.Rate(); math.Abs(0.2522102307052083-rate) > epsilon {
   212  		t.Errorf("13 minute a.Rate(): 0.2522102307052083 != %v\n", rate)
   213  	}
   214  	elapseMinute(a)
   215  	if rate := a.Rate(); math.Abs(0.23594443252115815-rate) > epsilon {
   216  		t.Errorf("14 minute a.Rate(): 0.23594443252115815 != %v\n", rate)
   217  	}
   218  	elapseMinute(a)
   219  	if rate := a.Rate(); math.Abs(0.2207276647028646247028654470286553-rate) > epsilon {
   220  		t.Errorf("15 minute a.Rate(): 0.2207276647028646247028654470286553 != %v\n", rate)
   221  	}
   222  }
   223  
   224  func elapseMinute(a EWMA) {
   225  	for i := 0; i < 12; i++ {
   226  		a.Tick()
   227  	}
   228  }