// Copyright 2016, Circonus, Inc. All rights reserved. // See the LICENSE file. // Package circllhist provides an implementation of Circonus' fixed log-linear // histogram data structure. This allows tracking of histograms in a // composable way such that accurate error can be reasoned about. package circonusllhist import ( "bytes" "errors" "fmt" "math" "sync" ) const ( DEFAULT_HIST_SIZE = uint16(100) ) var power_of_ten = [...]float64{ 1, 10, 100, 1000, 10000, 100000, 1e+06, 1e+07, 1e+08, 1e+09, 1e+10, 1e+11, 1e+12, 1e+13, 1e+14, 1e+15, 1e+16, 1e+17, 1e+18, 1e+19, 1e+20, 1e+21, 1e+22, 1e+23, 1e+24, 1e+25, 1e+26, 1e+27, 1e+28, 1e+29, 1e+30, 1e+31, 1e+32, 1e+33, 1e+34, 1e+35, 1e+36, 1e+37, 1e+38, 1e+39, 1e+40, 1e+41, 1e+42, 1e+43, 1e+44, 1e+45, 1e+46, 1e+47, 1e+48, 1e+49, 1e+50, 1e+51, 1e+52, 1e+53, 1e+54, 1e+55, 1e+56, 1e+57, 1e+58, 1e+59, 1e+60, 1e+61, 1e+62, 1e+63, 1e+64, 1e+65, 1e+66, 1e+67, 1e+68, 1e+69, 1e+70, 1e+71, 1e+72, 1e+73, 1e+74, 1e+75, 1e+76, 1e+77, 1e+78, 1e+79, 1e+80, 1e+81, 1e+82, 1e+83, 1e+84, 1e+85, 1e+86, 1e+87, 1e+88, 1e+89, 1e+90, 1e+91, 1e+92, 1e+93, 1e+94, 1e+95, 1e+96, 1e+97, 1e+98, 1e+99, 1e+100, 1e+101, 1e+102, 1e+103, 1e+104, 1e+105, 1e+106, 1e+107, 1e+108, 1e+109, 1e+110, 1e+111, 1e+112, 1e+113, 1e+114, 1e+115, 1e+116, 1e+117, 1e+118, 1e+119, 1e+120, 1e+121, 1e+122, 1e+123, 1e+124, 1e+125, 1e+126, 1e+127, 1e-128, 1e-127, 1e-126, 1e-125, 1e-124, 1e-123, 1e-122, 1e-121, 1e-120, 1e-119, 1e-118, 1e-117, 1e-116, 1e-115, 1e-114, 1e-113, 1e-112, 1e-111, 1e-110, 1e-109, 1e-108, 1e-107, 1e-106, 1e-105, 1e-104, 1e-103, 1e-102, 1e-101, 1e-100, 1e-99, 1e-98, 1e-97, 1e-96, 1e-95, 1e-94, 1e-93, 1e-92, 1e-91, 1e-90, 1e-89, 1e-88, 1e-87, 1e-86, 1e-85, 1e-84, 1e-83, 1e-82, 1e-81, 1e-80, 1e-79, 1e-78, 1e-77, 1e-76, 1e-75, 1e-74, 1e-73, 1e-72, 1e-71, 1e-70, 1e-69, 1e-68, 1e-67, 1e-66, 1e-65, 1e-64, 1e-63, 1e-62, 1e-61, 1e-60, 1e-59, 1e-58, 1e-57, 1e-56, 1e-55, 1e-54, 1e-53, 1e-52, 1e-51, 1e-50, 1e-49, 1e-48, 1e-47, 1e-46, 1e-45, 1e-44, 1e-43, 1e-42, 1e-41, 1e-40, 1e-39, 1e-38, 1e-37, 1e-36, 1e-35, 1e-34, 1e-33, 1e-32, 1e-31, 1e-30, 1e-29, 1e-28, 1e-27, 1e-26, 1e-25, 1e-24, 1e-23, 1e-22, 1e-21, 1e-20, 1e-19, 1e-18, 1e-17, 1e-16, 1e-15, 1e-14, 1e-13, 1e-12, 1e-11, 1e-10, 1e-09, 1e-08, 1e-07, 1e-06, 1e-05, 0.0001, 0.001, 0.01, 0.1, } // A Bracket is a part of a cumulative distribution. type Bin struct { val int8 exp int8 count uint64 } func NewBinRaw(val int8, exp int8, count uint64) *Bin { return &Bin{ val: val, exp: exp, count: count, } } func NewBin() *Bin { return NewBinRaw(0, 0, 0) } func NewBinFromFloat64(d float64) *Bin { hb := NewBinRaw(0, 0, 0) hb.SetFromFloat64(d) return hb } type FastL2 struct { l1, l2 int } func (hb *Bin) fastl2() FastL2 { return FastL2{l1: int(uint8(hb.exp)), l2: int(uint8(hb.val))} } func (hb *Bin) SetFromFloat64(d float64) *Bin { hb.val = -1 if math.IsInf(d, 0) || math.IsNaN(d) { return hb } if d == 0.0 { hb.val = 0 return hb } sign := 1 if math.Signbit(d) { sign = -1 } d = math.Abs(d) big_exp := int(math.Floor(math.Log10(d))) hb.exp = int8(big_exp) if int(hb.exp) != big_exp { //rolled hb.exp = 0 if big_exp < 0 { hb.val = 0 } return hb } d = d / hb.PowerOfTen() d = d * 10 hb.val = int8(sign * int(math.Floor(d+1e-13))) if hb.val == 100 || hb.val == -100 { if hb.exp < 127 { hb.val = hb.val / 10 hb.exp++ } else { hb.val = 0 hb.exp = 0 } } if hb.val == 0 { hb.exp = 0 return hb } if !((hb.val >= 10 && hb.val < 100) || (hb.val <= -10 && hb.val > -100)) { hb.val = -1 hb.exp = 0 } return hb } func (hb *Bin) PowerOfTen() float64 { idx := int(uint8(hb.exp)) return power_of_ten[idx] } func (hb *Bin) IsNaN() bool { if hb.val > 99 || hb.val < -99 { return true } return false } func (hb *Bin) Val() int8 { return hb.val } func (hb *Bin) Exp() int8 { return hb.exp } func (hb *Bin) Count() uint64 { return hb.count } func (hb *Bin) Value() float64 { if hb.IsNaN() { return math.NaN() } if hb.val < 10 && hb.val > -10 { return 0.0 } return (float64(hb.val) / 10.0) * hb.PowerOfTen() } func (hb *Bin) BinWidth() float64 { if hb.IsNaN() { return math.NaN() } if hb.val < 10 && hb.val > -10 { return 0.0 } return hb.PowerOfTen() / 10.0 } func (hb *Bin) Midpoint() float64 { if hb.IsNaN() { return math.NaN() } out := hb.Value() if out == 0 { return 0 } interval := hb.BinWidth() if out < 0 { interval = interval * -1 } return out + interval/2.0 } func (hb *Bin) Left() float64 { if hb.IsNaN() { return math.NaN() } out := hb.Value() if out >= 0 { return out } return out - hb.BinWidth() } func (h1 *Bin) Compare(h2 *Bin) int { var v1, v2 int // slide exp positive, // shift by size of val // multiple by (val != 0) // then add or subtract val accordingly if h1.val >= 0 { v1 = ((int(h1.exp)+256)<<8)*int(((h1.val|(^h1.val+1))>>8)&1) + int(h1.val) } else { v1 = ((int(h1.exp)+256)<<8)*int(((h1.val|(^h1.val+1))>>8)&1) - int(h1.val) } if h2.val >= 0 { v2 = ((int(h2.exp)+256)<<8)*int(((h2.val|(^h2.val+1))>>8)&1) + int(h2.val) } else { v2 = ((int(h2.exp)+256)<<8)*int(((h2.val|(^h2.val+1))>>8)&1) - int(h2.val) } // return the difference return v2 - v1 } // This histogram structure tracks values are two decimal digits of precision // with a bounded error that remains bounded upon composition type Histogram struct { bvs []Bin used uint16 allocd uint16 lookup [256][]uint16 mutex sync.Mutex useLocks bool } // New returns a new Histogram func New() *Histogram { return &Histogram{ allocd: DEFAULT_HIST_SIZE, used: 0, bvs: make([]Bin, DEFAULT_HIST_SIZE), useLocks: true, } } // New returns a Histogram without locking func NewNoLocks() *Histogram { return &Histogram{ allocd: DEFAULT_HIST_SIZE, used: 0, bvs: make([]Bin, DEFAULT_HIST_SIZE), useLocks: false, } } // Max returns the approximate maximum recorded value. func (h *Histogram) Max() float64 { return h.ValueAtQuantile(1.0) } // Min returns the approximate minimum recorded value. func (h *Histogram) Min() float64 { return h.ValueAtQuantile(0.0) } // Mean returns the approximate arithmetic mean of the recorded values. func (h *Histogram) Mean() float64 { return h.ApproxMean() } // Reset forgets all bins in the histogram (they remain allocated) func (h *Histogram) Reset() { if h.useLocks { h.mutex.Lock() defer h.mutex.Unlock() } for i := 0; i < 256; i++ { if h.lookup[i] != nil { for j := range h.lookup[i] { h.lookup[i][j] = 0 } } } h.used = 0 } // RecordIntScale records an integer scaler value, returning an error if the // value is out of range. func (h *Histogram) RecordIntScale(val, scale int) error { return h.RecordIntScales(val, scale, 1) } // RecordValue records the given value, returning an error if the value is out // of range. func (h *Histogram) RecordValue(v float64) error { return h.RecordValues(v, 1) } // RecordCorrectedValue records the given value, correcting for stalls in the // recording process. This only works for processes which are recording values // at an expected interval (e.g., doing jitter analysis). Processes which are // recording ad-hoc values (e.g., latency for incoming requests) can't take // advantage of this. // CH Compat func (h *Histogram) RecordCorrectedValue(v, expectedInterval int64) error { if err := h.RecordValue(float64(v)); err != nil { return err } if expectedInterval <= 0 || v <= expectedInterval { return nil } missingValue := v - expectedInterval for missingValue >= expectedInterval { if err := h.RecordValue(float64(missingValue)); err != nil { return err } missingValue -= expectedInterval } return nil } // find where a new bin should go func (h *Histogram) InternalFind(hb *Bin) (bool, uint16) { if h.used == 0 { return false, 0 } f2 := hb.fastl2() if h.lookup[f2.l1] != nil { if idx := h.lookup[f2.l1][f2.l2]; idx != 0 { return true, idx - 1 } } rv := -1 idx := uint16(0) l := uint16(0) r := h.used - 1 for l < r { check := (r + l) / 2 rv = h.bvs[check].Compare(hb) if rv == 0 { l = check r = check } else if rv > 0 { l = check + 1 } else { r = check - 1 } } if rv != 0 { rv = h.bvs[l].Compare(hb) } idx = l if rv == 0 { return true, idx } if rv < 0 { return false, idx } idx++ return false, idx } func (h *Histogram) InsertBin(hb *Bin, count int64) uint64 { if h.useLocks { h.mutex.Lock() defer h.mutex.Unlock() } found, idx := h.InternalFind(hb) if !found { if h.used == h.allocd { new_bvs := make([]Bin, h.allocd+DEFAULT_HIST_SIZE) if idx > 0 { copy(new_bvs[0:], h.bvs[0:idx]) } if idx < h.used { copy(new_bvs[idx+1:], h.bvs[idx:]) } h.allocd = h.allocd + DEFAULT_HIST_SIZE h.bvs = new_bvs } else { copy(h.bvs[idx+1:], h.bvs[idx:h.used]) } h.bvs[idx].val = hb.val h.bvs[idx].exp = hb.exp h.bvs[idx].count = uint64(count) h.used++ for i := idx; i < h.used; i++ { f2 := h.bvs[i].fastl2() if h.lookup[f2.l1] == nil { h.lookup[f2.l1] = make([]uint16, 256) } h.lookup[f2.l1][f2.l2] = uint16(i) + 1 } return h.bvs[idx].count } var newval uint64 if count >= 0 { newval = h.bvs[idx].count + uint64(count) } else { newval = h.bvs[idx].count - uint64(-count) } if newval < h.bvs[idx].count { //rolled newval = ^uint64(0) } h.bvs[idx].count = newval return newval - h.bvs[idx].count } // RecordIntScales records n occurrences of the given value, returning an error if // the value is out of range. func (h *Histogram) RecordIntScales(val, scale int, n int64) error { sign := 1 if val == 0 { scale = 0 } else { if val < 0 { val = 0 - val sign = -1 } if val < 10 { val *= 10 scale -= 1 } for val > 100 { val /= 10 scale++ } } if scale < -128 { val = 0 scale = 0 } else if scale > 127 { val = 0xff scale = 0 } val *= sign hb := Bin{val: int8(val), exp: int8(scale), count: 0} h.InsertBin(&hb, n) return nil } // RecordValues records n occurrences of the given value, returning an error if // the value is out of range. func (h *Histogram) RecordValues(v float64, n int64) error { var hb Bin hb.SetFromFloat64(v) h.InsertBin(&hb, n) return nil } // Approximate mean func (h *Histogram) ApproxMean() float64 { if h.useLocks { h.mutex.Lock() defer h.mutex.Unlock() } divisor := 0.0 sum := 0.0 for i := uint16(0); i < h.used; i++ { midpoint := h.bvs[i].Midpoint() cardinality := float64(h.bvs[i].count) divisor += cardinality sum += midpoint * cardinality } if divisor == 0.0 { return math.NaN() } return sum / divisor } // Approximate sum func (h *Histogram) ApproxSum() float64 { if h.useLocks { h.mutex.Lock() defer h.mutex.Unlock() } sum := 0.0 for i := uint16(0); i < h.used; i++ { midpoint := h.bvs[i].Midpoint() cardinality := float64(h.bvs[i].count) sum += midpoint * cardinality } return sum } func (h *Histogram) ApproxQuantile(q_in []float64) ([]float64, error) { if h.useLocks { h.mutex.Lock() defer h.mutex.Unlock() } q_out := make([]float64, len(q_in)) i_q, i_b := 0, uint16(0) total_cnt, bin_width, bin_left, lower_cnt, upper_cnt := 0.0, 0.0, 0.0, 0.0, 0.0 if len(q_in) == 0 { return q_out, nil } // Make sure the requested quantiles are in order for i_q = 1; i_q < len(q_in); i_q++ { if q_in[i_q-1] > q_in[i_q] { return nil, errors.New("out of order") } } // Add up the bins for i_b = 0; i_b < h.used; i_b++ { if !h.bvs[i_b].IsNaN() { total_cnt += float64(h.bvs[i_b].count) } } if total_cnt == 0.0 { return nil, errors.New("empty_histogram") } for i_q = 0; i_q < len(q_in); i_q++ { if q_in[i_q] < 0.0 || q_in[i_q] > 1.0 { return nil, errors.New("out of bound quantile") } q_out[i_q] = total_cnt * q_in[i_q] } for i_b = 0; i_b < h.used; i_b++ { if h.bvs[i_b].IsNaN() { continue } bin_width = h.bvs[i_b].BinWidth() bin_left = h.bvs[i_b].Left() lower_cnt = upper_cnt upper_cnt = lower_cnt + float64(h.bvs[i_b].count) break } for i_q = 0; i_q < len(q_in); i_q++ { for i_b < (h.used-1) && upper_cnt < q_out[i_q] { i_b++ bin_width = h.bvs[i_b].BinWidth() bin_left = h.bvs[i_b].Left() lower_cnt = upper_cnt upper_cnt = lower_cnt + float64(h.bvs[i_b].count) } if lower_cnt == q_out[i_q] { q_out[i_q] = bin_left } else if upper_cnt == q_out[i_q] { q_out[i_q] = bin_left + bin_width } else { if bin_width == 0 { q_out[i_q] = bin_left } else { q_out[i_q] = bin_left + (q_out[i_q]-lower_cnt)/(upper_cnt-lower_cnt)*bin_width } } } return q_out, nil } // ValueAtQuantile returns the recorded value at the given quantile (0..1). func (h *Histogram) ValueAtQuantile(q float64) float64 { if h.useLocks { h.mutex.Lock() defer h.mutex.Unlock() } q_in := make([]float64, 1) q_in[0] = q q_out, err := h.ApproxQuantile(q_in) if err == nil && len(q_out) == 1 { return q_out[0] } return math.NaN() } // SignificantFigures returns the significant figures used to create the // histogram // CH Compat func (h *Histogram) SignificantFigures() int64 { return 2 } // Equals returns true if the two Histograms are equivalent, false if not. func (h *Histogram) Equals(other *Histogram) bool { if h.useLocks { h.mutex.Lock() defer h.mutex.Unlock() } if other.useLocks { other.mutex.Lock() defer other.mutex.Unlock() } switch { case h.used != other.used: return false default: for i := uint16(0); i < h.used; i++ { if h.bvs[i].Compare(&other.bvs[i]) != 0 { return false } if h.bvs[i].count != other.bvs[i].count { return false } } } return true } func (h *Histogram) CopyAndReset() *Histogram { if h.useLocks { h.mutex.Lock() defer h.mutex.Unlock() } newhist := &Histogram{ allocd: h.allocd, used: h.used, bvs: h.bvs, } h.allocd = DEFAULT_HIST_SIZE h.bvs = make([]Bin, DEFAULT_HIST_SIZE) h.used = 0 for i := 0; i < 256; i++ { if h.lookup[i] != nil { for j := range h.lookup[i] { h.lookup[i][j] = 0 } } } return newhist } func (h *Histogram) DecStrings() []string { if h.useLocks { h.mutex.Lock() defer h.mutex.Unlock() } out := make([]string, h.used) for i, bin := range h.bvs[0:h.used] { var buffer bytes.Buffer buffer.WriteString("H[") buffer.WriteString(fmt.Sprintf("%3.1e", bin.Value())) buffer.WriteString("]=") buffer.WriteString(fmt.Sprintf("%v", bin.count)) out[i] = buffer.String() } return out }