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Diffstat (limited to 'src/core/lib/iomgr/time_averaged_stats.h')
-rw-r--r-- | src/core/lib/iomgr/time_averaged_stats.h | 88 |
1 files changed, 88 insertions, 0 deletions
diff --git a/src/core/lib/iomgr/time_averaged_stats.h b/src/core/lib/iomgr/time_averaged_stats.h new file mode 100644 index 0000000000..284b31f94a --- /dev/null +++ b/src/core/lib/iomgr/time_averaged_stats.h @@ -0,0 +1,88 @@ +/* + * + * Copyright 2015, Google Inc. + * All rights reserved. + * + * Redistribution and use in source and binary forms, with or without + * modification, are permitted provided that the following conditions are + * met: + * + * * Redistributions of source code must retain the above copyright + * notice, this list of conditions and the following disclaimer. + * * Redistributions in binary form must reproduce the above + * copyright notice, this list of conditions and the following disclaimer + * in the documentation and/or other materials provided with the + * distribution. + * * Neither the name of Google Inc. nor the names of its + * contributors may be used to endorse or promote products derived from + * this software without specific prior written permission. + * + * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS + * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT + * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR + * A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT + * OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, + * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT + * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, + * DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY + * THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE + * OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + * + */ + +#ifndef GRPC_CORE_LIB_IOMGR_TIME_AVERAGED_STATS_H +#define GRPC_CORE_LIB_IOMGR_TIME_AVERAGED_STATS_H + +/* This tracks a time-decaying weighted average. It works by collecting + batches of samples and then mixing their average into a time-decaying + weighted mean. It is designed for batch operations where we do many adds + before updating the average. */ + +typedef struct { + /* The initial average value. This is the reported average until the first + grpc_time_averaged_stats_update_average call. If a positive regress_weight + is used, we also regress towards this value on each update. */ + double init_avg; + /* The sample weight of "init_avg" that is mixed in with each call to + grpc_time_averaged_stats_update_average. If the calls to + grpc_time_averaged_stats_add_sample stop, this will cause the average to + regress back to the mean. This should be non-negative. Set it to 0 to + disable the bias. A value of 1 has the effect of adding in 1 bonus sample + with value init_avg to each sample period. */ + double regress_weight; + /* This determines the rate of decay of the time-averaging from one period + to the next by scaling the aggregate_total_weight of samples from prior + periods when combining with the latest period. It should be in the range + [0,1]. A higher value adapts more slowly. With a value of 0.5, if the + batches each have k samples, the samples_in_avg_ will grow to 2 k, so the + weighting of the time average will eventually be 1/3 new batch and 2/3 + old average. */ + double persistence_factor; + + /* The total value of samples since the last UpdateAverage(). */ + double batch_total_value; + /* The number of samples since the last UpdateAverage(). */ + double batch_num_samples; + /* The time-decayed sum of batch_num_samples_ over previous batches. This is + the "weight" of the old aggregate_weighted_avg_ when updating the + average. */ + double aggregate_total_weight; + /* A time-decayed average of the (batch_total_value_ / batch_num_samples_), + computed by decaying the samples_in_avg_ weight in the weighted average. */ + double aggregate_weighted_avg; +} grpc_time_averaged_stats; + +/* See the comments on the members above for an explanation of init_avg, + regress_weight, and persistence_factor. */ +void grpc_time_averaged_stats_init(grpc_time_averaged_stats* stats, + double init_avg, double regress_weight, + double persistence_factor); +/* Add a sample to the current batch. */ +void grpc_time_averaged_stats_add_sample(grpc_time_averaged_stats* stats, + double value); +/* Complete a batch and compute the new estimate of the average sample + value. */ +double grpc_time_averaged_stats_update_average(grpc_time_averaged_stats* stats); + +#endif /* GRPC_CORE_LIB_IOMGR_TIME_AVERAGED_STATS_H */ |