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+#pragma once
+
+#include <util/system/types.h>
+#include <util/generic/noncopyable.h>
+#include <util/system/atomic.h>
+
+#include <chrono>
+#include <cstdlib>
+#include <cmath>
+
+namespace NMonitoring {
+ /**
+ * An exponentially-weighted moving average.
+ *
+ * @see <a href="http://www.teamquest.com/pdfs/whitepaper/ldavg1.pdf">
+ * UNIX Load Average Part 1: How It Works</a>
+ * @see <a href="http://www.teamquest.com/pdfs/whitepaper/ldavg2.pdf">
+ * UNIX Load Average Part 2: Not Your Average Average</a>
+ * @see <a href="http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average">EMA</a>
+ */
+ class TMovingAverage {
+ public:
+ enum {
+ INTERVAL = 5 // in seconds
+ };
+
+ public:
+ /**
+ * Creates a new EWMA which is equivalent to the UNIX one minute load
+ * average and which expects to be ticked every 5 seconds.
+ *
+ * @return a one-minute EWMA
+ */
+ static TMovingAverage OneMinute() {
+ static const double M1_ALPHA = 1 - std::exp(-INTERVAL / 60.0 / 1);
+ return {M1_ALPHA, std::chrono::seconds(INTERVAL)};
+ }
+
+ /**
+ * Creates a new EWMA which is equivalent to the UNIX five minute load
+ * average and which expects to be ticked every 5 seconds.
+ *
+ * @return a five-minute EWMA
+ */
+ static TMovingAverage FiveMinutes() {
+ static const double M5_ALPHA = 1 - std::exp(-INTERVAL / 60.0 / 5);
+ return {M5_ALPHA, std::chrono::seconds(INTERVAL)};
+ }
+
+ /**
+ * Creates a new EWMA which is equivalent to the UNIX fifteen minute load
+ * average and which expects to be ticked every 5 seconds.
+ *
+ * @return a fifteen-minute EWMA
+ */
+ static TMovingAverage FifteenMinutes() {
+ static const double M15_ALPHA = 1 - std::exp(-INTERVAL / 60.0 / 15);
+ return {M15_ALPHA, std::chrono::seconds(INTERVAL)};
+ }
+
+ /**
+ * Create a new EWMA with a specific smoothing constant.
+ *
+ * @param alpha the smoothing constant
+ * @param interval the expected tick interval
+ */
+ TMovingAverage(double alpha, std::chrono::seconds interval)
+ : Initialized_(0)
+ , Rate_(0)
+ , Uncounted_(0)
+ , Alpha_(alpha)
+ , Interval_(std::chrono::nanoseconds(interval).count())
+ {
+ }
+
+ TMovingAverage(const TMovingAverage& rhs)
+ : Initialized_(AtomicGet(rhs.Initialized_))
+ , Rate_(AtomicGet(rhs.Rate_))
+ , Uncounted_(AtomicGet(rhs.Uncounted_))
+ , Alpha_(rhs.Alpha_)
+ , Interval_(rhs.Interval_)
+ {
+ }
+
+ TMovingAverage& operator=(const TMovingAverage& rhs) {
+ AtomicSet(Initialized_, AtomicGet(Initialized_));
+ AtomicSet(Rate_, AtomicGet(rhs.Rate_));
+ AtomicSet(Uncounted_, AtomicGet(rhs.Uncounted_));
+ Alpha_ = rhs.Alpha_;
+ Interval_ = rhs.Interval_;
+ return *this;
+ }
+
+ /**
+ * Update the moving average with a new value.
+ *
+ * @param n the new value
+ */
+ void Update(ui64 n = 1) {
+ AtomicAdd(Uncounted_, n);
+ }
+
+ /**
+ * Mark the passage of time and decay the current rate accordingly.
+ */
+ void Tick() {
+ double instantRate = AtomicSwap(&Uncounted_, 0) / Interval_;
+ if (AtomicGet(Initialized_)) {
+ double rate = AsDouble(AtomicGet(Rate_));
+ rate += (Alpha_ * (instantRate - rate));
+ AtomicSet(Rate_, AsAtomic(rate));
+ } else {
+ AtomicSet(Rate_, AsAtomic(instantRate));
+ AtomicSet(Initialized_, 1);
+ }
+ }
+
+ /**
+ * @return the rate in the seconds
+ */
+ double GetRate() const {
+ double rate = AsDouble(AtomicGet(Rate_));
+ return rate * std::nano::den;
+ }
+
+ private:
+ static double AsDouble(TAtomicBase val) {
+ union {
+ double D;
+ TAtomicBase A;
+ } doubleAtomic;
+ doubleAtomic.A = val;
+ return doubleAtomic.D;
+ }
+
+ static TAtomicBase AsAtomic(double val) {
+ union {
+ double D;
+ TAtomicBase A;
+ } doubleAtomic;
+ doubleAtomic.D = val;
+ return doubleAtomic.A;
+ }
+
+ private:
+ TAtomic Initialized_;
+ TAtomic Rate_;
+ TAtomic Uncounted_;
+ double Alpha_;
+ double Interval_;
+ };
+
+ /**
+ * A meter metric which measures mean throughput and one-, five-, and
+ * fifteen-minute exponentially-weighted moving average throughputs.
+ */
+ template <typename TClock>
+ class TMeterImpl: private TNonCopyable {
+ public:
+ TMeterImpl()
+ : StartTime_(TClock::now())
+ , LastTick_(StartTime_.time_since_epoch().count())
+ , Count_(0)
+ , OneMinuteRate_(TMovingAverage::OneMinute())
+ , FiveMinutesRate_(TMovingAverage::FiveMinutes())
+ , FifteenMinutesRate_(TMovingAverage::FifteenMinutes())
+ {
+ }
+
+ /**
+ * Mark the occurrence of events.
+ *
+ * @param n the number of events
+ */
+ void Mark(ui64 n = 1) {
+ TickIfNecessary();
+ AtomicAdd(Count_, n);
+ OneMinuteRate_.Update(n);
+ FiveMinutesRate_.Update(n);
+ FifteenMinutesRate_.Update(n);
+ }
+
+ /**
+ * Returns the one-minute exponentially-weighted moving average rate at
+ * which events have occurred since the meter was created.
+ *
+ * This rate has the same exponential decay factor as the one-minute load
+ * average in the top Unix command.
+ *
+ * @return the one-minute exponentially-weighted moving average rate at
+ * which events have occurred since the meter was created
+ */
+ double GetOneMinuteRate() const {
+ return OneMinuteRate_.GetRate();
+ }
+
+ /**
+ * Returns the five-minute exponentially-weighted moving average rate at
+ * which events have occurred since the meter was created.
+ *
+ * This rate has the same exponential decay factor as the five-minute load
+ * average in the top Unix command.
+ *
+ * @return the five-minute exponentially-weighted moving average rate at
+ * which events have occurred since the meter was created
+ */
+ double GetFiveMinutesRate() const {
+ return FiveMinutesRate_.GetRate();
+ }
+
+ /**
+ * Returns the fifteen-minute exponentially-weighted moving average rate
+ * at which events have occurred since the meter was created.
+ *
+ * This rate has the same exponential decay factor as the fifteen-minute
+ * load average in the top Unix command.
+ *
+ * @return the fifteen-minute exponentially-weighted moving average rate
+ * at which events have occurred since the meter was created
+ */
+ double GetFifteenMinutesRate() const {
+ return FifteenMinutesRate_.GetRate();
+ }
+
+ /**
+ * @return the mean rate at which events have occurred since the meter
+ * was created
+ */
+ double GetMeanRate() const {
+ if (GetCount() == 0) {
+ return 0.0;
+ }
+
+ auto now = TClock::now();
+ std::chrono::duration<double> elapsedSeconds = now - StartTime_;
+ return GetCount() / elapsedSeconds.count();
+ }
+
+ /**
+ * @return the number of events which have been marked
+ */
+ ui64 GetCount() const {
+ return AtomicGet(Count_);
+ }
+
+ private:
+ void TickIfNecessary() {
+ static ui64 TICK_INTERVAL_NS =
+ std::chrono::nanoseconds(
+ std::chrono::seconds(TMovingAverage::INTERVAL))
+ .count();
+
+ auto oldTickNs = AtomicGet(LastTick_);
+ auto newTickNs = TClock::now().time_since_epoch().count();
+ ui64 elapsedNs = std::abs(newTickNs - oldTickNs);
+
+ if (elapsedNs > TICK_INTERVAL_NS) {
+ // adjust to interval begining
+ newTickNs -= elapsedNs % TICK_INTERVAL_NS;
+ if (AtomicCas(&LastTick_, newTickNs, oldTickNs)) {
+ ui64 requiredTicks = elapsedNs / TICK_INTERVAL_NS;
+ for (ui64 i = 0; i < requiredTicks; ++i) {
+ OneMinuteRate_.Tick();
+ FiveMinutesRate_.Tick();
+ FifteenMinutesRate_.Tick();
+ }
+ }
+ }
+ }
+
+ private:
+ const typename TClock::time_point StartTime_;
+ TAtomic LastTick_;
+ TAtomic Count_;
+ TMovingAverage OneMinuteRate_;
+ TMovingAverage FiveMinutesRate_;
+ TMovingAverage FifteenMinutesRate_;
+ };
+
+ using TSystemMeter = TMeterImpl<std::chrono::system_clock>;
+ using TSteadyMeter = TMeterImpl<std::chrono::steady_clock>;
+ using THighResMeter = TMeterImpl<std::chrono::high_resolution_clock>;
+ using TMeter = THighResMeter;
+
+}