1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
|
// Copyright Epic Games, Inc. All Rights Reserved.
#include "zencore/stats.h"
#include <cmath>
#include "zencore/thread.h"
#include "zencore/timer.h"
#if ZEN_WITH_TESTS
# include <zencore/testing.h>
#endif
//
// Derived from https://github.com/dln/medida/blob/master/src/medida/stats/ewma.cc
//
namespace zen {
static constinit int kTickIntervalInSeconds = 5;
static constinit double kSecondsPerMinute = 60.0;
static constinit int kOneMinute = 1;
static constinit int kFiveMinutes = 5;
static constinit int kFifteenMinutes = 15;
static const double kM1_ALPHA = 1.0 - std::exp(-kTickIntervalInSeconds / kSecondsPerMinute / kOneMinute);
static const double kM5_ALPHA = 1.0 - std::exp(-kTickIntervalInSeconds / kSecondsPerMinute / kFiveMinutes);
static const double kM15_ALPHA = 1.0 - std::exp(-kTickIntervalInSeconds / kSecondsPerMinute / kFifteenMinutes);
static const uint64_t CountPerTick = GetHifreqTimerFrequencySafe() * kTickIntervalInSeconds;
static const uint64_t CountPerSecond = GetHifreqTimerFrequencySafe();
//////////////////////////////////////////////////////////////////////////
void
RawEWMA::Tick(double Alpha, uint64_t Interval, uint64_t Count, bool IsInitialUpdate)
{
const double InstantRate = double(Count) / Interval;
if (IsInitialUpdate)
{
m_Rate.store(InstantRate, std::memory_order_release);
}
else
{
m_Rate.fetch_add(Alpha * (InstantRate - m_Rate));
}
}
double
RawEWMA::Rate() const
{
return m_Rate.load(std::memory_order_relaxed) * CountPerSecond;
}
//////////////////////////////////////////////////////////////////////////
Meter::Meter() : m_StartTick{GetHifreqTimerValue()}, m_LastTick(m_StartTick.load())
{
}
Meter::~Meter()
{
}
void
Meter::TickIfNecessary()
{
uint64_t OldTick = m_LastTick.load();
const uint64_t NewTick = GetHifreqTimerValue();
const uint64_t Age = NewTick - OldTick;
if (Age > CountPerTick)
{
// Ensure only one thread at a time updates the time. This
// works because our tick interval should be sufficiently
// long to ensure two threads don't end up inside this block
if (m_LastTick.compare_exchange_strong(OldTick, NewTick))
{
m_Remain.fetch_add(Age);
do
{
int64_t Remain = m_Remain.load(std::memory_order_relaxed);
if (Remain < 0)
{
return;
}
if (m_Remain.compare_exchange_strong(Remain, Remain - CountPerTick))
{
Tick();
}
} while (true);
}
}
}
void
Meter::Tick()
{
const uint64_t PendingCount = m_PendingCount.exchange(0);
const bool IsFirstTick = m_IsFirstTick;
if (IsFirstTick)
{
m_IsFirstTick = false;
}
m_RateM1.Tick(kM1_ALPHA, CountPerTick, PendingCount, IsFirstTick);
m_RateM5.Tick(kM5_ALPHA, CountPerTick, PendingCount, IsFirstTick);
m_RateM15.Tick(kM15_ALPHA, CountPerTick, PendingCount, IsFirstTick);
}
double
Meter::Rate1()
{
TickIfNecessary();
return m_RateM1.Rate();
}
double
Meter::Rate5()
{
TickIfNecessary();
return m_RateM5.Rate();
}
double
Meter::Rate15()
{
TickIfNecessary();
return m_RateM15.Rate();
}
double
Meter::MeanRate()
{
const uint64_t Count = m_TotalCount.load(std::memory_order_relaxed);
if (Count == 0)
{
return 0.0;
}
const uint64_t Elapsed = GetHifreqTimerValue() - m_StartTick;
return (double(Count) * GetHifreqTimerFrequency()) / Elapsed;
}
void
Meter::Mark(uint64_t Count)
{
TickIfNecessary();
m_TotalCount.fetch_add(Count);
m_PendingCount.fetch_add(Count);
}
//////////////////////////////////////////////////////////////////////////
#if ZEN_WITH_TESTS
TEST_CASE("EWMA")
{
SUBCASE("Simple_1")
{
RawEWMA Ewma1;
Ewma1.Tick(kM1_ALPHA, CountPerSecond, 5, true);
CHECK(fabs(Ewma1.Rate() - 5) < 0.1);
for (int i = 0; i < 60; ++i)
{
Ewma1.Tick(kM1_ALPHA, CountPerSecond, 10, false);
}
CHECK(fabs(Ewma1.Rate() - 10) < 0.1);
for (int i = 0; i < 60; ++i)
{
Ewma1.Tick(kM1_ALPHA, CountPerSecond, 20, false);
}
CHECK(fabs(Ewma1.Rate() - 20) < 0.1);
}
SUBCASE("Simple_10")
{
RawEWMA Ewma1;
RawEWMA Ewma5;
RawEWMA Ewma15;
Ewma1.Tick(kM1_ALPHA, CountPerSecond, 5, true);
Ewma5.Tick(kM5_ALPHA, CountPerSecond, 5, true);
Ewma15.Tick(kM15_ALPHA, CountPerSecond, 5, true);
CHECK(fabs(Ewma1.Rate() - 5) < 0.1);
CHECK(fabs(Ewma5.Rate() - 5) < 0.1);
CHECK(fabs(Ewma15.Rate() - 5) < 0.1);
auto Tick1 = [&Ewma1](auto Value) { Ewma1.Tick(kM1_ALPHA, CountPerSecond, Value, false); };
auto Tick5 = [&Ewma5](auto Value) { Ewma5.Tick(kM5_ALPHA, CountPerSecond, Value, false); };
auto Tick15 = [&Ewma15](auto Value) { Ewma15.Tick(kM15_ALPHA, CountPerSecond, Value, false); };
for (int i = 0; i < 60; ++i)
{
Tick1(10);
Tick5(10);
Tick15(10);
}
CHECK(fabs(Ewma1.Rate() - 10) < 0.1);
for (int i = 0; i < 5 * 60; ++i)
{
Tick1(20);
Tick5(20);
Tick15(20);
}
CHECK(fabs(Ewma1.Rate() - 20) < 0.1);
CHECK(fabs(Ewma5.Rate() - 20) < 0.1);
for (int i = 0; i < 16 * 60; ++i)
{
Tick1(100);
Tick5(100);
Tick15(100);
}
CHECK(fabs(Ewma1.Rate() - 100) < 0.1);
CHECK(fabs(Ewma5.Rate() - 100) < 0.1);
CHECK(fabs(Ewma15.Rate() - 100) < 0.5);
}
}
# if 0 // This is not really a unit test, but mildly useful to exercise some code
TEST_CASE("Meter")
{
Meter Meter1;
Meter1.Mark(1);
Sleep(1000);
Meter1.Mark(1);
Sleep(1000);
Meter1.Mark(1);
Sleep(1000);
Meter1.Mark(1);
Sleep(1000);
Meter1.Mark(1);
Sleep(1000);
Meter1.Mark(1);
Sleep(1000);
Meter1.Mark(1);
Sleep(1000);
Meter1.Mark(1);
Sleep(1000);
Meter1.Mark(1);
Sleep(1000);
[[maybe_unused]] double Rate = Meter1.MeanRate();
}
# endif
void
stats_forcelink()
{
}
#endif
} // namespace zen
|