QuantileEstimator-inl.h

/*
 * Copyright (c) Meta Platforms, Inc. and affiliates.
 *
 * 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.
 */

#pragma once

namespace folly {
namespace detail {

QuantileEstimates estimatesFromDigest(
    const TDigest& digest, Range<const double*> quantiles);

} // namespace detail

template <typename ClockT>
SimpleQuantileEstimator<ClockT>::SimpleQuantileEstimator()
    : bufferedDigest_(
          std::chrono::seconds{1},
          TDigest::kDefaultBufferSize,
          TDigest::kDefaultMaxSize) {}

template <typename ClockT>
QuantileEstimates SimpleQuantileEstimator<ClockT>::estimateQuantiles(
    Range<const double*> quantiles, TimePoint now) {
  auto digest = bufferedDigest_.get(now);
  return detail::estimatesFromDigest(digest, quantiles);
}

template <typename ClockT>
void SimpleQuantileEstimator<ClockT>::addValue(double value, TimePoint now) {
  bufferedDigest_.append(value, now);
}

template <typename ClockT>
SlidingWindowQuantileEstimator<ClockT>::SlidingWindowQuantileEstimator(
    Duration windowDuration, size_t nWindows)
    : bufferedSlidingWindow_(
          nWindows,
          windowDuration,
          TDigest::kDefaultBufferSize,
          TDigest::kDefaultMaxSize) {}

template <typename ClockT>
QuantileEstimates SlidingWindowQuantileEstimator<ClockT>::estimateQuantiles(
    Range<const double*> quantiles, TimePoint now) {
  auto digests = bufferedSlidingWindow_.get(now);
  auto digest = TDigest::merge(digests);
  return detail::estimatesFromDigest(digest, quantiles);
}

template <typename ClockT>
void SlidingWindowQuantileEstimator<ClockT>::addValue(
    double value, TimePoint now) {
  bufferedSlidingWindow_.append(value, now);
}

template <typename ClockT>
MultiSlidingWindowQuantileEstimator<
    ClockT>::MultiSlidingWindowQuantileEstimator(Range<const WindowDef*> defs)
    : bufferedMultiSlidingWindow_(
          defs, TDigest::kDefaultBufferSize, TDigest::kDefaultMaxSize) {}

template <typename ClockT>
auto MultiSlidingWindowQuantileEstimator<ClockT>::estimateQuantiles(
    Range<const double*> quantiles, TimePoint now) -> MultiQuantileEstimates {
  auto digests = bufferedMultiSlidingWindow_.get(now);
  MultiQuantileEstimates result;
  result.allTime = detail::estimatesFromDigest(digests.allTime, quantiles);
  result.windows.reserve(digests.windows.size());
  for (auto& w : digests.windows) {
    result.windows.push_back(
        detail::estimatesFromDigest(TDigest::merge(w), quantiles));
  }
  return result;
}

template <typename ClockT>
void MultiSlidingWindowQuantileEstimator<ClockT>::addValue(
    double value, TimePoint now) {
  bufferedMultiSlidingWindow_.append(value, now);
}

template <typename ClockT>
auto MultiSlidingWindowQuantileEstimator<ClockT>::getDigests(TimePoint now)
    -> Digests {
  auto digests = bufferedMultiSlidingWindow_.get(now);
  std::vector<TDigest> windowDigests;
  windowDigests.reserve(digests.windows.size());
  for (auto& w : digests.windows) {
    windowDigests.push_back(TDigest::merge(w));
  }
  return Digests{std::move(digests.allTime), std::move(windowDigests)};
}

} // namespace folly