55 lines
1.5 KiB
Go
55 lines
1.5 KiB
Go
// Copyright 2022 PingCAP, Inc.
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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package mathutil
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// ExponentialMovingAverage is an exponential moving average measurement implementation. It is not thread-safe.
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type ExponentialMovingAverage struct {
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value float64
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sum float64
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factor float64
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warmupWindow int
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count int
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}
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// NewExponentialMovingAverage will create a new ExponentialMovingAverage.
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func NewExponentialMovingAverage(
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factor float64,
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warmupWindow int,
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) *ExponentialMovingAverage {
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if factor >= 1 || factor <= 0 {
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panic("factor must be (0, 1)")
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}
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return &ExponentialMovingAverage{
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factor: factor,
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warmupWindow: warmupWindow,
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}
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}
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// Add a single sample and update the internal state.
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func (m *ExponentialMovingAverage) Add(value float64) {
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if m.count < m.warmupWindow {
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m.count++
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m.sum += value
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m.value = m.sum / float64(m.count)
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} else {
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m.value = m.value*(1-m.factor) + value*m.factor
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}
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}
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// Get the current value.
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func (m *ExponentialMovingAverage) Get() float64 {
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return m.value
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}
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