class EWMA(object):
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)
@classmethod
def m1(cls):
return EWMA(cls.M1_ALPHA, cls.INTERVAL)
@classmethod
def m5(cls):
return EWMA(cls.M5_ALPHA, cls.INTERVAL)
@classmethod
def m15(cls):
return EWMA(cls.M15_ALPHA, cls.INTERVAL)
def __init__(self, alpha, interval):
self.alpha = alpha
self.interval = interval
self.initialized = False
self._rate = 0.0
self._uncounted = AtomicLong(0)
def clear(self):
self.initialized = False
self._rate = 0.0
self._uncounted.value = 0
def update(self, value):
self._uncounted += value
def tick(self):
count = self._uncounted.swap(0)
instant_rate = count / self.interval
if self.initialized:
self._rate += self.alpha * (instant_rate - self._rate)
else:
self._rate = instant_rate
self.initialized = True
@property
def rate(self):
return self._rate
def test_swap(self):
atomic = AtomicLong(1000)
swapped = atomic.swap(1001)
self.assertEqual(1001, atomic.value)
self.assertEqual(1000, swapped)
def test_swap(self):
atomic = AtomicLong(1000)
swapped = atomic.swap(1001)
self.assertEqual(1001, atomic.value)
self.assertEqual(1000, swapped)