intermediate changes

ref:cde9a383711a11544ce7e107a78147fb96cc4029

1 files changed, 112 insertions, 0 deletions

diff --git a/library/cpp/monlib/metrics/ewma_ut.cpp b/library/cpp/monlib/metrics/ewma_ut.cpp
new file mode 100644
index 0000000000..01ef2478f7
--- /dev/null
+++ b/library/cpp/monlib/metrics/ewma_ut.cpp
@@ -0,0 +1,112 @@
+#include "ewma.h"
+#include "metric.h"
+
+#include <library/cpp/testing/unittest/registar.h>
+
+
+using namespace NMonitoring;
+
+const auto EPS = 1e-6;
+void ElapseMinute(IExpMovingAverage& ewma) {
+    for (auto i = 0; i < 12; ++i) {
+        ewma.Tick();
+    }
+}
+
+Y_UNIT_TEST_SUITE(TEwmaTest) {
+    Y_UNIT_TEST(OneMinute) {
+        TGauge gauge;
+
+        auto ewma = OneMinuteEwma(&gauge);
+        ewma->Update(3);
+        ewma->Tick();
+
+        TVector<double> expectedValues {
+            0.6,
+            0.22072766,
+            0.08120117,
+            0.02987224,
+            0.01098938,
+            0.00404277,
+            0.00148725,
+            0.00054713,
+            0.00020128,
+            0.00007405,
+            0.00002724,
+            0.00001002,
+            0.00000369,
+            0.00000136,
+            0.00000050,
+            0.00000018,
+        };
+
+        for (auto expectedValue : expectedValues) {
+            UNIT_ASSERT_DOUBLES_EQUAL(ewma->Rate(), expectedValue, EPS);
+            ElapseMinute(*ewma);
+        }
+    }
+
+    Y_UNIT_TEST(FiveMinutes) {
+        TGauge gauge;
+
+        auto ewma = FiveMinuteEwma(&gauge);
+        ewma->Update(3);
+        ewma->Tick();
+
+        TVector<double> expectedValues {
+            0.6,
+            0.49123845,
+            0.40219203,
+            0.32928698,
+            0.26959738,
+            0.22072766,
+            0.18071653,
+            0.14795818,
+            0.12113791,
+            0.09917933,
+            0.08120117,
+            0.06648190,
+            0.05443077,
+            0.04456415,
+            0.03648604,
+            0.02987224,
+        };
+
+        for (auto expectedValue : expectedValues) {
+            UNIT_ASSERT_DOUBLES_EQUAL(ewma->Rate(), expectedValue, EPS);
+            ElapseMinute(*ewma);
+        }
+    }
+
+    Y_UNIT_TEST(FiveteenMinutes) {
+        TGauge gauge;
+
+        auto ewma = FiveteenMinuteEwma(&gauge);
+        ewma->Update(3);
+        ewma->Tick();
+
+        TVector<double> expectedValues {
+            0.6,
+            0.56130419,
+            0.52510399,
+            0.49123845,
+            0.45955700,
+            0.42991879,
+            0.40219203,
+            0.37625345,
+            0.35198773,
+            0.32928698,
+            0.30805027,
+            0.28818318,
+            0.26959738,
+            0.25221023,
+            0.23594443,
+            0.22072766,
+        };
+
+        for (auto expectedValue : expectedValues) {
+            UNIT_ASSERT_DOUBLES_EQUAL(ewma->Rate(), expectedValue, EPS);
+            ElapseMinute(*ewma);
+        }
+    }
+};