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/*
 * Copyright 2015-2018 the original author or authors.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package io.rsocket.stat;

import java.util.Random;

/**
 * Reference: Ma, Qiang, S. Muthukrishnan, and Mark Sandler. "Frugal Streaming for Estimating
 * Quantiles." Space-Efficient Data Structures, Streams, and Algorithms. Springer Berlin Heidelberg,
 * 2013. 77-96.
 *
 * More info: http://blog.aggregateknowledge.com/2013/09/16/sketch-of-the-day-frugal-streaming/
 */
public class FrugalQuantile implements Quantile {
  private final double increment;
  private double quantile;
  private Random rng;

  volatile double estimate;
  int step;
  int sign;

  public FrugalQuantile(double quantile, double increment, Random rng) {
    this.increment = increment;
    this.quantile = quantile;
    this.estimate = 0.0;
    this.step = 1;
    this.sign = 0;
    this.rng = rng;
  }

  public FrugalQuantile(double quantile) {
    this(quantile, 1.0, new Random());
  }

  public double estimation() {
    return estimate;
  }

  @Override
  public synchronized void insert(double x) {
    if (sign == 0) {
      estimate = x;
      sign = 1;
      return;
    }

    if (x > estimate && rng.nextDouble() > (1 - quantile)) {
      step += sign * increment;

      if (step > 0) {
        estimate += step;
      } else {
        estimate += 1;
      }

      if (estimate > x) {
        step += (x - estimate);
        estimate = x;
      }

      if (sign < 0) {
        step = 1;
      }

      sign = 1;
    } else if (x < estimate && rng.nextDouble() > quantile) {
      step -= sign * increment;

      if (step > 0) {
        estimate -= step;
      } else {
        estimate--;
      }

      if (estimate < x) {
        step += (estimate - x);
        estimate = x;
      }

      if (sign > 0) {
        step = 1;
      }

      sign = -1;
    }
  }

  @Override
  public String toString() {
    return "FrugalQuantile(q=" + quantile + ", v=" + estimate + ")";
  }
}