aboutsummaryrefslogtreecommitdiffstats
path: root/vendor/github.com/codahale/hdrhistogram/hdr.go
diff options
context:
space:
mode:
Diffstat (limited to 'vendor/github.com/codahale/hdrhistogram/hdr.go')
-rw-r--r--vendor/github.com/codahale/hdrhistogram/hdr.go564
1 files changed, 564 insertions, 0 deletions
diff --git a/vendor/github.com/codahale/hdrhistogram/hdr.go b/vendor/github.com/codahale/hdrhistogram/hdr.go
new file mode 100644
index 000000000..c97842926
--- /dev/null
+++ b/vendor/github.com/codahale/hdrhistogram/hdr.go
@@ -0,0 +1,564 @@
+// Package hdrhistogram provides an implementation of Gil Tene's HDR Histogram
+// data structure. The HDR Histogram allows for fast and accurate analysis of
+// the extreme ranges of data with non-normal distributions, like latency.
+package hdrhistogram
+
+import (
+ "fmt"
+ "math"
+)
+
+// A Bracket is a part of a cumulative distribution.
+type Bracket struct {
+ Quantile float64
+ Count, ValueAt int64
+}
+
+// A Snapshot is an exported view of a Histogram, useful for serializing them.
+// A Histogram can be constructed from it by passing it to Import.
+type Snapshot struct {
+ LowestTrackableValue int64
+ HighestTrackableValue int64
+ SignificantFigures int64
+ Counts []int64
+}
+
+// A Histogram is a lossy data structure used to record the distribution of
+// non-normally distributed data (like latency) with a high degree of accuracy
+// and a bounded degree of precision.
+type Histogram struct {
+ lowestTrackableValue int64
+ highestTrackableValue int64
+ unitMagnitude int64
+ significantFigures int64
+ subBucketHalfCountMagnitude int32
+ subBucketHalfCount int32
+ subBucketMask int64
+ subBucketCount int32
+ bucketCount int32
+ countsLen int32
+ totalCount int64
+ counts []int64
+}
+
+// New returns a new Histogram instance capable of tracking values in the given
+// range and with the given amount of precision.
+func New(minValue, maxValue int64, sigfigs int) *Histogram {
+ if sigfigs < 1 || 5 < sigfigs {
+ panic(fmt.Errorf("sigfigs must be [1,5] (was %d)", sigfigs))
+ }
+
+ largestValueWithSingleUnitResolution := 2 * math.Pow10(sigfigs)
+ subBucketCountMagnitude := int32(math.Ceil(math.Log2(float64(largestValueWithSingleUnitResolution))))
+
+ subBucketHalfCountMagnitude := subBucketCountMagnitude
+ if subBucketHalfCountMagnitude < 1 {
+ subBucketHalfCountMagnitude = 1
+ }
+ subBucketHalfCountMagnitude--
+
+ unitMagnitude := int32(math.Floor(math.Log2(float64(minValue))))
+ if unitMagnitude < 0 {
+ unitMagnitude = 0
+ }
+
+ subBucketCount := int32(math.Pow(2, float64(subBucketHalfCountMagnitude)+1))
+
+ subBucketHalfCount := subBucketCount / 2
+ subBucketMask := int64(subBucketCount-1) << uint(unitMagnitude)
+
+ // determine exponent range needed to support the trackable value with no
+ // overflow:
+ smallestUntrackableValue := int64(subBucketCount) << uint(unitMagnitude)
+ bucketsNeeded := int32(1)
+ for smallestUntrackableValue < maxValue {
+ smallestUntrackableValue <<= 1
+ bucketsNeeded++
+ }
+
+ bucketCount := bucketsNeeded
+ countsLen := (bucketCount + 1) * (subBucketCount / 2)
+
+ return &Histogram{
+ lowestTrackableValue: minValue,
+ highestTrackableValue: maxValue,
+ unitMagnitude: int64(unitMagnitude),
+ significantFigures: int64(sigfigs),
+ subBucketHalfCountMagnitude: subBucketHalfCountMagnitude,
+ subBucketHalfCount: subBucketHalfCount,
+ subBucketMask: subBucketMask,
+ subBucketCount: subBucketCount,
+ bucketCount: bucketCount,
+ countsLen: countsLen,
+ totalCount: 0,
+ counts: make([]int64, countsLen),
+ }
+}
+
+// ByteSize returns an estimate of the amount of memory allocated to the
+// histogram in bytes.
+//
+// N.B.: This does not take into account the overhead for slices, which are
+// small, constant, and specific to the compiler version.
+func (h *Histogram) ByteSize() int {
+ return 6*8 + 5*4 + len(h.counts)*8
+}
+
+// Merge merges the data stored in the given histogram with the receiver,
+// returning the number of recorded values which had to be dropped.
+func (h *Histogram) Merge(from *Histogram) (dropped int64) {
+ i := from.rIterator()
+ for i.next() {
+ v := i.valueFromIdx
+ c := i.countAtIdx
+
+ if h.RecordValues(v, c) != nil {
+ dropped += c
+ }
+ }
+
+ return
+}
+
+// TotalCount returns total number of values recorded.
+func (h *Histogram) TotalCount() int64 {
+ return h.totalCount
+}
+
+// Max returns the approximate maximum recorded value.
+func (h *Histogram) Max() int64 {
+ var max int64
+ i := h.iterator()
+ for i.next() {
+ if i.countAtIdx != 0 {
+ max = i.highestEquivalentValue
+ }
+ }
+ return h.highestEquivalentValue(max)
+}
+
+// Min returns the approximate minimum recorded value.
+func (h *Histogram) Min() int64 {
+ var min int64
+ i := h.iterator()
+ for i.next() {
+ if i.countAtIdx != 0 && min == 0 {
+ min = i.highestEquivalentValue
+ break
+ }
+ }
+ return h.lowestEquivalentValue(min)
+}
+
+// Mean returns the approximate arithmetic mean of the recorded values.
+func (h *Histogram) Mean() float64 {
+ if h.totalCount == 0 {
+ return 0
+ }
+ var total int64
+ i := h.iterator()
+ for i.next() {
+ if i.countAtIdx != 0 {
+ total += i.countAtIdx * h.medianEquivalentValue(i.valueFromIdx)
+ }
+ }
+ return float64(total) / float64(h.totalCount)
+}
+
+// StdDev returns the approximate standard deviation of the recorded values.
+func (h *Histogram) StdDev() float64 {
+ if h.totalCount == 0 {
+ return 0
+ }
+
+ mean := h.Mean()
+ geometricDevTotal := 0.0
+
+ i := h.iterator()
+ for i.next() {
+ if i.countAtIdx != 0 {
+ dev := float64(h.medianEquivalentValue(i.valueFromIdx)) - mean
+ geometricDevTotal += (dev * dev) * float64(i.countAtIdx)
+ }
+ }
+
+ return math.Sqrt(geometricDevTotal / float64(h.totalCount))
+}
+
+// Reset deletes all recorded values and restores the histogram to its original
+// state.
+func (h *Histogram) Reset() {
+ h.totalCount = 0
+ for i := range h.counts {
+ h.counts[i] = 0
+ }
+}
+
+// RecordValue records the given value, returning an error if the value is out
+// of range.
+func (h *Histogram) RecordValue(v int64) error {
+ return h.RecordValues(v, 1)
+}
+
+// RecordCorrectedValue records the given value, correcting for stalls in the
+// recording process. This only works for processes which are recording values
+// at an expected interval (e.g., doing jitter analysis). Processes which are
+// recording ad-hoc values (e.g., latency for incoming requests) can't take
+// advantage of this.
+func (h *Histogram) RecordCorrectedValue(v, expectedInterval int64) error {
+ if err := h.RecordValue(v); err != nil {
+ return err
+ }
+
+ if expectedInterval <= 0 || v <= expectedInterval {
+ return nil
+ }
+
+ missingValue := v - expectedInterval
+ for missingValue >= expectedInterval {
+ if err := h.RecordValue(missingValue); err != nil {
+ return err
+ }
+ missingValue -= expectedInterval
+ }
+
+ return nil
+}
+
+// RecordValues records n occurrences of the given value, returning an error if
+// the value is out of range.
+func (h *Histogram) RecordValues(v, n int64) error {
+ idx := h.countsIndexFor(v)
+ if idx < 0 || int(h.countsLen) <= idx {
+ return fmt.Errorf("value %d is too large to be recorded", v)
+ }
+ h.counts[idx] += n
+ h.totalCount += n
+
+ return nil
+}
+
+// ValueAtQuantile returns the recorded value at the given quantile (0..100).
+func (h *Histogram) ValueAtQuantile(q float64) int64 {
+ if q > 100 {
+ q = 100
+ }
+
+ total := int64(0)
+ countAtPercentile := int64(((q / 100) * float64(h.totalCount)) + 0.5)
+
+ i := h.iterator()
+ for i.next() {
+ total += i.countAtIdx
+ if total >= countAtPercentile {
+ return h.highestEquivalentValue(i.valueFromIdx)
+ }
+ }
+
+ return 0
+}
+
+// CumulativeDistribution returns an ordered list of brackets of the
+// distribution of recorded values.
+func (h *Histogram) CumulativeDistribution() []Bracket {
+ var result []Bracket
+
+ i := h.pIterator(1)
+ for i.next() {
+ result = append(result, Bracket{
+ Quantile: i.percentile,
+ Count: i.countToIdx,
+ ValueAt: i.highestEquivalentValue,
+ })
+ }
+
+ return result
+}
+
+// SignificantFigures returns the significant figures used to create the
+// histogram
+func (h *Histogram) SignificantFigures() int64 {
+ return h.significantFigures
+}
+
+// LowestTrackableValue returns the lower bound on values that will be added
+// to the histogram
+func (h *Histogram) LowestTrackableValue() int64 {
+ return h.lowestTrackableValue
+}
+
+// HighestTrackableValue returns the upper bound on values that will be added
+// to the histogram
+func (h *Histogram) HighestTrackableValue() int64 {
+ return h.highestTrackableValue
+}
+
+// Histogram bar for plotting
+type Bar struct {
+ From, To, Count int64
+}
+
+// Pretty print as csv for easy plotting
+func (b Bar) String() string {
+ return fmt.Sprintf("%v, %v, %v\n", b.From, b.To, b.Count)
+}
+
+// Distribution returns an ordered list of bars of the
+// distribution of recorded values, counts can be normalized to a probability
+func (h *Histogram) Distribution() (result []Bar) {
+ i := h.iterator()
+ for i.next() {
+ result = append(result, Bar{
+ Count: i.countAtIdx,
+ From: h.lowestEquivalentValue(i.valueFromIdx),
+ To: i.highestEquivalentValue,
+ })
+ }
+
+ return result
+}
+
+// Equals returns true if the two Histograms are equivalent, false if not.
+func (h *Histogram) Equals(other *Histogram) bool {
+ switch {
+ case
+ h.lowestTrackableValue != other.lowestTrackableValue,
+ h.highestTrackableValue != other.highestTrackableValue,
+ h.unitMagnitude != other.unitMagnitude,
+ h.significantFigures != other.significantFigures,
+ h.subBucketHalfCountMagnitude != other.subBucketHalfCountMagnitude,
+ h.subBucketHalfCount != other.subBucketHalfCount,
+ h.subBucketMask != other.subBucketMask,
+ h.subBucketCount != other.subBucketCount,
+ h.bucketCount != other.bucketCount,
+ h.countsLen != other.countsLen,
+ h.totalCount != other.totalCount:
+ return false
+ default:
+ for i, c := range h.counts {
+ if c != other.counts[i] {
+ return false
+ }
+ }
+ }
+ return true
+}
+
+// Export returns a snapshot view of the Histogram. This can be later passed to
+// Import to construct a new Histogram with the same state.
+func (h *Histogram) Export() *Snapshot {
+ return &Snapshot{
+ LowestTrackableValue: h.lowestTrackableValue,
+ HighestTrackableValue: h.highestTrackableValue,
+ SignificantFigures: h.significantFigures,
+ Counts: append([]int64(nil), h.counts...), // copy
+ }
+}
+
+// Import returns a new Histogram populated from the Snapshot data (which the
+// caller must stop accessing).
+func Import(s *Snapshot) *Histogram {
+ h := New(s.LowestTrackableValue, s.HighestTrackableValue, int(s.SignificantFigures))
+ h.counts = s.Counts
+ totalCount := int64(0)
+ for i := int32(0); i < h.countsLen; i++ {
+ countAtIndex := h.counts[i]
+ if countAtIndex > 0 {
+ totalCount += countAtIndex
+ }
+ }
+ h.totalCount = totalCount
+ return h
+}
+
+func (h *Histogram) iterator() *iterator {
+ return &iterator{
+ h: h,
+ subBucketIdx: -1,
+ }
+}
+
+func (h *Histogram) rIterator() *rIterator {
+ return &rIterator{
+ iterator: iterator{
+ h: h,
+ subBucketIdx: -1,
+ },
+ }
+}
+
+func (h *Histogram) pIterator(ticksPerHalfDistance int32) *pIterator {
+ return &pIterator{
+ iterator: iterator{
+ h: h,
+ subBucketIdx: -1,
+ },
+ ticksPerHalfDistance: ticksPerHalfDistance,
+ }
+}
+
+func (h *Histogram) sizeOfEquivalentValueRange(v int64) int64 {
+ bucketIdx := h.getBucketIndex(v)
+ subBucketIdx := h.getSubBucketIdx(v, bucketIdx)
+ adjustedBucket := bucketIdx
+ if subBucketIdx >= h.subBucketCount {
+ adjustedBucket++
+ }
+ return int64(1) << uint(h.unitMagnitude+int64(adjustedBucket))
+}
+
+func (h *Histogram) valueFromIndex(bucketIdx, subBucketIdx int32) int64 {
+ return int64(subBucketIdx) << uint(int64(bucketIdx)+h.unitMagnitude)
+}
+
+func (h *Histogram) lowestEquivalentValue(v int64) int64 {
+ bucketIdx := h.getBucketIndex(v)
+ subBucketIdx := h.getSubBucketIdx(v, bucketIdx)
+ return h.valueFromIndex(bucketIdx, subBucketIdx)
+}
+
+func (h *Histogram) nextNonEquivalentValue(v int64) int64 {
+ return h.lowestEquivalentValue(v) + h.sizeOfEquivalentValueRange(v)
+}
+
+func (h *Histogram) highestEquivalentValue(v int64) int64 {
+ return h.nextNonEquivalentValue(v) - 1
+}
+
+func (h *Histogram) medianEquivalentValue(v int64) int64 {
+ return h.lowestEquivalentValue(v) + (h.sizeOfEquivalentValueRange(v) >> 1)
+}
+
+func (h *Histogram) getCountAtIndex(bucketIdx, subBucketIdx int32) int64 {
+ return h.counts[h.countsIndex(bucketIdx, subBucketIdx)]
+}
+
+func (h *Histogram) countsIndex(bucketIdx, subBucketIdx int32) int32 {
+ bucketBaseIdx := (bucketIdx + 1) << uint(h.subBucketHalfCountMagnitude)
+ offsetInBucket := subBucketIdx - h.subBucketHalfCount
+ return bucketBaseIdx + offsetInBucket
+}
+
+func (h *Histogram) getBucketIndex(v int64) int32 {
+ pow2Ceiling := bitLen(v | h.subBucketMask)
+ return int32(pow2Ceiling - int64(h.unitMagnitude) -
+ int64(h.subBucketHalfCountMagnitude+1))
+}
+
+func (h *Histogram) getSubBucketIdx(v int64, idx int32) int32 {
+ return int32(v >> uint(int64(idx)+int64(h.unitMagnitude)))
+}
+
+func (h *Histogram) countsIndexFor(v int64) int {
+ bucketIdx := h.getBucketIndex(v)
+ subBucketIdx := h.getSubBucketIdx(v, bucketIdx)
+ return int(h.countsIndex(bucketIdx, subBucketIdx))
+}
+
+type iterator struct {
+ h *Histogram
+ bucketIdx, subBucketIdx int32
+ countAtIdx, countToIdx, valueFromIdx int64
+ highestEquivalentValue int64
+}
+
+func (i *iterator) next() bool {
+ if i.countToIdx >= i.h.totalCount {
+ return false
+ }
+
+ // increment bucket
+ i.subBucketIdx++
+ if i.subBucketIdx >= i.h.subBucketCount {
+ i.subBucketIdx = i.h.subBucketHalfCount
+ i.bucketIdx++
+ }
+
+ if i.bucketIdx >= i.h.bucketCount {
+ return false
+ }
+
+ i.countAtIdx = i.h.getCountAtIndex(i.bucketIdx, i.subBucketIdx)
+ i.countToIdx += i.countAtIdx
+ i.valueFromIdx = i.h.valueFromIndex(i.bucketIdx, i.subBucketIdx)
+ i.highestEquivalentValue = i.h.highestEquivalentValue(i.valueFromIdx)
+
+ return true
+}
+
+type rIterator struct {
+ iterator
+ countAddedThisStep int64
+}
+
+func (r *rIterator) next() bool {
+ for r.iterator.next() {
+ if r.countAtIdx != 0 {
+ r.countAddedThisStep = r.countAtIdx
+ return true
+ }
+ }
+ return false
+}
+
+type pIterator struct {
+ iterator
+ seenLastValue bool
+ ticksPerHalfDistance int32
+ percentileToIteratorTo float64
+ percentile float64
+}
+
+func (p *pIterator) next() bool {
+ if !(p.countToIdx < p.h.totalCount) {
+ if p.seenLastValue {
+ return false
+ }
+
+ p.seenLastValue = true
+ p.percentile = 100
+
+ return true
+ }
+
+ if p.subBucketIdx == -1 && !p.iterator.next() {
+ return false
+ }
+
+ var done = false
+ for !done {
+ currentPercentile := (100.0 * float64(p.countToIdx)) / float64(p.h.totalCount)
+ if p.countAtIdx != 0 && p.percentileToIteratorTo <= currentPercentile {
+ p.percentile = p.percentileToIteratorTo
+ halfDistance := math.Trunc(math.Pow(2, math.Trunc(math.Log2(100.0/(100.0-p.percentileToIteratorTo)))+1))
+ percentileReportingTicks := float64(p.ticksPerHalfDistance) * halfDistance
+ p.percentileToIteratorTo += 100.0 / percentileReportingTicks
+ return true
+ }
+ done = !p.iterator.next()
+ }
+
+ return true
+}
+
+func bitLen(x int64) (n int64) {
+ for ; x >= 0x8000; x >>= 16 {
+ n += 16
+ }
+ if x >= 0x80 {
+ x >>= 8
+ n += 8
+ }
+ if x >= 0x8 {
+ x >>= 4
+ n += 4
+ }
+ if x >= 0x2 {
+ x >>= 2
+ n += 2
+ }
+ if x >= 0x1 {
+ n++
+ }
+ return
+}