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require 'atomic'
module Metriks
class EWMA
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)
def self.new_m1
new(M1_ALPHA, INTERVAL)
end
def self.new_m5
new(M5_ALPHA, INTERVAL)
end
def self.new_m15
new(M15_ALPHA, INTERVAL)
end
def initialize(alpha, interval)
@alpha = alpha
@interval = interval
@initialized = false
@rate = Atomic.new(0.0)
@uncounted = Atomic.new(0)
end
def clear
@initialized = false
@rate.value = 0.0
@uncounted.value = 0
end
def update(value)
@uncounted.update { |v| v + value }
end
def tick
count = @uncounted.swap(0)
instant_rate = count / @interval.to_f
if @initialized
@rate.update { |v| v + @alpha * (instant_rate - v) }
else
@rate.value = instant_rate
@initialized = true
end
end
def rate
@rate.value
end
end
end
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