Class: Drone::EWMA

Inherits:
Object
  • Object
show all
Defined in:
lib/drone/utils/ewma.rb

Constant Summary collapse

M1_ALPHA = 
(1 - Math.exp(-5 / 60.0)).freeze
M5_ALPHA = 
(1 - Math.exp(-5 / 60.0 / 5)).freeze
M15_ALPHA = 
(1 - Math.exp(-5 / 60.0 / 15)).freeze

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(name, alpha, interval) ⇒ EWMA

interval: in ms



23
24
25
26
27
28
 
# File 'lib/drone/utils/ewma.rb', line 23

def initialize(name, alpha, interval)
  @alpha = alpha
  @interval = interval.to_f # * (1000*1000)
  @uncounted = Drone::request_number("#{name}:uncounted", 0)
  @rate = Drone::request_number("#{name}:rate", nil)
end

Class Method Details

.fifteen_minutes_ewma(id) ⇒ Object 



17
18
19
 
# File 'lib/drone/utils/ewma.rb', line 17

def self.fifteen_minutes_ewma(id)
  new(id, M15_ALPHA, 5000)
end

.five_minutes_ewma(id) ⇒ Object 



13
14
15
 
# File 'lib/drone/utils/ewma.rb', line 13

def self.five_minutes_ewma(id)
  new(id, M5_ALPHA, 5000)
end

.one_minute_ewma(id) ⇒ Object 



9
10
11
 
# File 'lib/drone/utils/ewma.rb', line 9

def self.one_minute_ewma(id)
  new(id, M1_ALPHA, 5000)
end

Instance Method Details

#rate(as = :seconds) ⇒ Object 



47
48
49
50
51
52
 
# File 'lib/drone/utils/ewma.rb', line 47

def rate(as = :seconds)
  case as
  when :ms        then  @rate.get
  when :seconds   then  @rate.get * 1000
  end
end

#tick ⇒ Object 



34
35
36
37
38
39
40
41
42
43
44
45
 
# File 'lib/drone/utils/ewma.rb', line 34

def tick()
  count = @uncounted.get_and_set(0)
  
  instant_rate = count / @interval
  rate = @rate.get
  
  if rate
    @rate.inc( @alpha * (instant_rate - rate) )
  else
    @rate.set( instant_rate )
  end
end

#update(n) ⇒ Object 



30
31
32
 
# File 'lib/drone/utils/ewma.rb', line 30

def update(n)
  @uncounted.inc(n)
end