org.springframework.integration.support.management.ExponentialMovingAverageRate.java Source code

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/*
 * Copyright 2009-2019 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
 *
 *      https://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 org.springframework.integration.support.management;

import java.util.ArrayDeque;
import java.util.ArrayList;
import java.util.Deque;
import java.util.List;

/**
 * Cumulative statistics for an event rate with higher weight given to recent data.
 * Clients call {@link #increment()} when a new event occurs, and then use convenience methods (e.g. {@link #getMean()})
 * to retrieve estimates of the rate of event arrivals and the statistics of the series. Older values are given
 * exponentially smaller weight, with a decay factor determined by a duration chosen by the client. The rate measurement
 * weights decay in two dimensions:
 * <ul>
 * <li>in time according to the lapse period supplied: <code>weight = exp((t0-t)/T)</code> where <code>t0</code> is the
 * last measurement time, <code>t</code> is the current time and <code>T</code> is the lapse period)</li>
 * <li>per measurement according to the lapse window supplied: <code>weight = exp(-i/L)</code> where <code>L</code> is
 * the lapse window and <code>i</code> is the sequence number of the measurement.</li>
 * </ul>
 * For performance reasons, the calculation is performed on retrieval,
 * {@code window * 5} samples are retained meaning that the earliest retained value contributes just 0.5% to the
 * sum.
 * @deprecated in favor of dimensional metrics via
 * {@link org.springframework.integration.support.management.metrics.MeterFacade}.
 * Built-in metrics will be removed in a future release.
 * @author Dave Syer
 * @author Gary Russell
 * @author Steven Swor
 *
 */
@Deprecated
public class ExponentialMovingAverageRate {

    private volatile double min = Double.MAX_VALUE;

    private volatile double max;

    private volatile double t0;

    private volatile long count;

    private final double lapse;

    private final double period;

    private final Deque<Long> times = new ArrayDeque<>();

    private final int retention;

    private final int window;

    private final double factor;

    /**
     * @param period the period to base the rate measurement (in seconds)
     * @param lapsePeriod the exponential lapse rate for the rate average (in seconds)
     * @param window the exponential lapse window (number of measurements)
     */
    public ExponentialMovingAverageRate(double period, double lapsePeriod, int window) {
        this(period, lapsePeriod, window, false);
    }

    /**
     * @param period the period to base the rate measurement (in seconds)
     * @param lapsePeriod the exponential lapse rate for the rate average (in seconds)
     * @param window the exponential lapse window (number of measurements)
     * @param millis when true, analyze the data as milliseconds instead of the native nanoseconds
     * @since 4.2
     */
    public ExponentialMovingAverageRate(double period, double lapsePeriod, int window, boolean millis) {
        this.lapse = lapsePeriod > 0 ? 0.001 / lapsePeriod : 0; // convert to milliseconds
        this.period = period * 1000; // convert to milliseconds
        this.window = window;
        this.retention = window * 5;
        this.factor = millis ? 1000000 : 1;
        this.t0 = System.nanoTime() / this.factor;
    }

    public synchronized void reset() {
        this.min = Double.MAX_VALUE;
        this.max = 0;
        this.count = 0;
        this.times.clear();
        this.t0 = System.nanoTime() / this.factor;
    }

    /**
     * Add a new event to the series.
     */
    public synchronized void increment() {
        increment(System.nanoTime());
    }

    /**
     * Add a new event to the series at time t.
     * @param t a new event to the series (System.nanoTime()).
     */
    public synchronized void increment(long t) {
        if (this.times.size() == this.retention) {
            this.times.poll();
        }
        this.times.add(t);
        this.count++; //NOSONAR - false positive, we're synchronized
    }

    private Statistics calcStatic() {
        List<Long> copy;
        long currentCount;
        synchronized (this) {
            copy = new ArrayList<Long>(this.times);
            currentCount = this.count;
        }
        ExponentialMovingAverage rates = new ExponentialMovingAverage(this.window);
        double currentT0 = 0;
        double sum = 0;
        double weight = 0;
        double currentMin = this.min;
        double currentMax = this.max;
        int size = copy.size();
        for (Long time : copy) {
            double t = time / this.factor;
            if (size == 1) {
                currentT0 = this.t0;
            } else if (currentT0 == 0) {
                currentT0 = t;
                continue;
            }
            double delta = t - currentT0;
            double value = delta > 0 ? delta / this.period : 0;
            if (value > currentMax) {
                currentMax = value;
            }
            if (value < currentMin) {
                currentMin = value;
            }
            double alpha = Math.exp(-delta * this.lapse);
            currentT0 = t;
            sum = alpha * sum + value;
            weight = alpha * weight + 1;
            rates.append(sum > 0 ? weight / sum : 0);
        }
        synchronized (this) {
            if (currentMax > this.max) {
                this.max = currentMax;
            }
            if (currentMin < this.min) {
                this.min = currentMin;
            }
        }
        return new Statistics(currentCount, currentMin < Double.MAX_VALUE ? currentMin : 0, currentMax,
                rates.getMean(), rates.getStandardDeviation());
    }

    /**
     * @return the number of measurements recorded
     */
    public int getCount() {
        return (int) this.count;
    }

    /**
     * @return the number of measurements recorded
     * @since 3.0
     */
    public long getCountLong() {
        return this.count;
    }

    /**
     * @return the time in milliseconds since the last measurement
     */
    public double getTimeSinceLastMeasurement() {
        if (this.count == 0) {
            return 0;
        }
        double currentT0 = lastTime();
        return (System.nanoTime() / this.factor - currentT0);
    }

    /**
     * @return the mean value
     */
    public double getMean() {
        return recalcMean(calcStatic());
    }

    /**
     * Decay the mean using the current time.
     * @param staticStats the static statistics.
     * @return the new mean.
     */
    private double recalcMean(Statistics staticStats) {
        long currentCount = this.count;
        currentCount = currentCount > this.retention ? this.retention : currentCount;
        if (currentCount == 0) {
            return 0;
        }
        double currentT0 = lastTime();
        double t = System.nanoTime() / this.factor;
        double value = t > currentT0 ? (t - currentT0) / this.period : 0;
        return currentCount / (currentCount / staticStats.getMean() + value);
    }

    private synchronized double lastTime() {
        if (this.times.size() > 0) {
            return this.times.peekLast() / this.factor;
        } else {
            return this.t0;
        }
    }

    /**
     * @return the approximate standard deviation
     */
    public double getStandardDeviation() {
        return calcStatic().getStandardDeviation();
    }

    /**
     * @return the maximum value recorded (not weighted)
     */
    public double getMax() {
        double currentMin = calcStatic().getMin();
        return currentMin > 0 ? 1 / currentMin : 0;
    }

    /**
     * @return the minimum value recorded (not weighted)
     */
    public double getMin() {
        double currentMax = calcStatic().getMax();
        return currentMax > 0 ? 1 / currentMax : 0;
    }

    /**
     * @return summary statistics (count, mean, standard deviation etc.)
     */
    public Statistics getStatistics() {
        Statistics staticStats = calcStatic();
        staticStats.setMean(recalcMean(staticStats));
        return staticStats;
    }

    @Override
    public String toString() {
        return String.format("[%s, timeSinceLast=%f]", getStatistics(), getTimeSinceLastMeasurement());
    }

}