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/*
* Copyright (c) 2007 through 2024 David Berkman
*
* This file is part of the SmallMind Code Project.
*
* The SmallMind Code Project is free software, you can redistribute
* it and/or modify it under either, at your discretion...
*
* 1) The terms of GNU Affero General Public License as published by the
* Free Software Foundation, either version 3 of the License, or (at
* your option) any later version.
*
* ...or...
*
* 2) The terms of the Apache License, Version 2.0.
*
* The SmallMind Code Project is distributed in the hope that it will
* be useful, but WITHOUT ANY WARRANTY; without even the implied warranty
* of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License or Apache License for more details.
*
* You should have received a copy of the GNU Affero General Public License
* and the Apache License along with the SmallMind Code Project. If not, see
* or .
*
* Additional permission under the GNU Affero GPL version 3 section 7
* ------------------------------------------------------------------
* If you modify this Program, or any covered work, by linking or
* combining it with other code, such other code is not for that reason
* alone subject to any of the requirements of the GNU Affero GPL
* version 3.
*/
package org.smallmind.claxon.registry.aggregate;
import java.util.concurrent.ConcurrentLinkedQueue;
import java.util.concurrent.TimeUnit;
import java.util.concurrent.atomic.AtomicInteger;
import java.util.concurrent.locks.ReentrantLock;
import org.smallmind.claxon.registry.Clock;
import org.smallmind.nutsnbolts.time.StintUtility;
public class ExponentiallyWeightedMovingAverage {
private final ReentrantLock lock = new ReentrantLock();
private final ConcurrentLinkedQueue valueQueue = new ConcurrentLinkedQueue<>();
private final AtomicInteger size = new AtomicInteger();
private final Clock clock;
private final double nanosecondsInWindow;
private double average = 0;
private long markTime;
public ExponentiallyWeightedMovingAverage (Clock clock, long window, TimeUnit windowTimeUnit) {
this.clock = clock;
nanosecondsInWindow = StintUtility.convertToDouble(window, windowTimeUnit, TimeUnit.NANOSECONDS);
markTime = clock.monotonicTime();
}
public void update (long value) {
if (lock.tryLock()) {
try {
sweep(value, 1);
} finally {
lock.unlock();
}
} else {
size.incrementAndGet();
valueQueue.add(value);
}
}
private double sweep (long initialValue, int initialCount) {
Long unprocessed;
long now = clock.monotonicTime();
long accumulated = initialValue;
int cap = size.get();
int n = initialCount;
if (cap > 0) {
while ((unprocessed = valueQueue.poll()) != null) {
size.decrementAndGet();
accumulated += unprocessed;
if (++n >= cap) {
break;
}
}
}
if (markTime == 0) {
average = ((double)accumulated) / n;
} else {
average += (1 - Math.exp(-((now - markTime) / nanosecondsInWindow))) * ((((double)accumulated) / n) - average);
}
markTime = now;
return average;
}
public double getMovingAverage () {
lock.lock();
try {
return sweep(0, 0);
} finally {
lock.unlock();
}
}
}