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
|
// Copyright Epic Games, Inc. All Rights Reserved.
#include "zencore/stats.h"
#include <doctest/doctest.h>
#include <cmath>
#include "zencore/timer.h"
//
// Derived from https://github.com/dln/medida/blob/master/src/medida/stats/ewma.cc
//
namespace zen {
static constexpr int kTickInterval = 5; // In seconds
static constexpr double kSecondsPerMinute = 60.0;
static constexpr int kOneMinute = 1;
static constexpr int kFiveMinutes = 5;
static constexpr int kFifteenMinutes = 15;
static double kM1_ALPHA = 1.0 - std::exp(-kTickInterval / kSecondsPerMinute / kOneMinute);
static double kM5_ALPHA = 1.0 - std::exp(-kTickInterval / kSecondsPerMinute / kFiveMinutes);
static double kM15_ALPHA = 1.0 - std::exp(-kTickInterval / kSecondsPerMinute / kFifteenMinutes);
static uint64_t CountPerTick = GetHifreqTimerFrequencySafe() * kTickInterval;
static uint64_t CountPerSecond = GetHifreqTimerFrequencySafe();
void
EWMA::Tick(double Alpha, uint64_t Interval, uint64_t Count, bool IsInitialUpdate)
{
double InstantRate = double(Count) / Interval;
if (IsInitialUpdate)
{
m_rate = InstantRate;
}
else
{
m_rate += Alpha * (InstantRate - m_rate);
}
}
double
EWMA::Rate() const
{
return m_rate * CountPerSecond;
}
//////////////////////////////////////////////////////////////////////////
TEST_CASE("Stats")
{
SUBCASE("Simple")
{
EWMA ewma1;
ewma1.Tick(kM1_ALPHA, CountPerSecond, 5, true);
CHECK(ewma1.Rate() - 5 < 0.001);
for (int i = 0; i < 60; ++i)
ewma1.Tick(kM1_ALPHA, CountPerSecond, 10, false);
CHECK(ewma1.Rate() - 10 < 0.001);
ewma1.Tick(kM1_ALPHA, CountPerSecond, 10, false);
}
}
void
stats_forcelink()
{
}
} // namespace zen
|