Class: Twingly::Metrics::EWMA

Inherits:
Object
  • Object
show all
Defined in:
lib/twingly/metrics/ewma.rb

Constant Summary collapse

INTERVAL = 
5.0
SECONDS_PER_MINUTE = 
60.0
ONE_MINUTE = 
1
FIVE_MINUTES = 
5
FIFTEEN_MINUTES = 
15
M1_ALPHA = 
1 - Math.exp(-INTERVAL / SECONDS_PER_MINUTE / ONE_MINUTE)
M5_ALPHA = 
1 - Math.exp(-INTERVAL / SECONDS_PER_MINUTE / FIVE_MINUTES)
M15_ALPHA = 
1 - Math.exp(-INTERVAL / SECONDS_PER_MINUTE / FIFTEEN_MINUTES)

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(alpha, interval) ⇒ EWMA

Returns a new instance of EWMA.



31
32
33
34
35
36
37
38
 
# File 'lib/twingly/metrics/ewma.rb', line 31

def initialize(alpha, interval)
  @alpha    = alpha
  @interval = interval

  @initialized = false
  @rate        = Atomic.new(0.0)
  @uncounted   = Atomic.new(0)
end

Class Method Details

.new_m1 ⇒ Object 



19
20
21
 
# File 'lib/twingly/metrics/ewma.rb', line 19

def self.new_m1
  new(M1_ALPHA, INTERVAL)
end

.new_m15 ⇒ Object 



27
28
29
 
# File 'lib/twingly/metrics/ewma.rb', line 27

def self.new_m15
  new(M15_ALPHA, INTERVAL)
end

.new_m5 ⇒ Object 



23
24
25
 
# File 'lib/twingly/metrics/ewma.rb', line 23

def self.new_m5
  new(M5_ALPHA, INTERVAL)
end

Instance Method Details

#clear ⇒ Object 



40
41
42
43
44
 
# File 'lib/twingly/metrics/ewma.rb', line 40

def clear
  @initialized = false
  @rate.value = 0.0
  @uncounted.value = 0
end

#rate ⇒ Object 



62
63
64
 
# File 'lib/twingly/metrics/ewma.rb', line 62

def rate
  @rate.value
end

#tick ⇒ Object 



50
51
52
53
54
55
56
57
58
59
60
 
# File 'lib/twingly/metrics/ewma.rb', line 50

def tick
  count = @uncounted.swap(0)
  instant_rate = count / @interval.to_f

  if @initialized
    @rate.update { |v| v + (@alpha * (instant_rate - v)) }
  else
    @rate.value = instant_rate
    @initialized = true
  end
end

#update(value) ⇒ Object 



46
47
48
 
# File 'lib/twingly/metrics/ewma.rb', line 46

def update(value)
  @uncounted.update { |v| v + value }
end