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/*
* Copyright 2015 Facebook, Inc.
*
* 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.
*/
#ifndef FOLLY_STATS_BUCKETEDTIMESERIES_H_
#define FOLLY_STATS_BUCKETEDTIMESERIES_H_
#include <chrono>
#include <vector>
#include <folly/detail/Stats.h>
namespace folly {
/*
* This class represents a bucketed time series which keeps track of values
* added in the recent past, and merges these values together into a fixed
* number of buckets to keep a lid on memory use if the number of values
* added is very large.
*
* For example, a BucketedTimeSeries() with duration == 60s and 10 buckets
* will keep track of 10 6-second buckets, and discard all data added more
* than 1 minute ago. As time ticks by, a 6-second bucket at a time will
* be discarded and new data will go into the newly opened bucket. Internally,
* it uses a circular array of buckets that it reuses as time advances.
*
* This class assumes that time advances forwards. The window of time tracked
* by the timeseries will advance forwards whenever a more recent timestamp is
* passed to addValue(). While it is possible to pass old time values to
* addValue(), this will never move the time window backwards. If the old time
* value falls outside the tracked window of time, the data point will be
* ignored.
*
* This class is not thread-safe -- use your own synchronization!
*/
template <typename VT, typename TT=std::chrono::seconds>
class BucketedTimeSeries {
public:
typedef VT ValueType;
typedef TT TimeType;
typedef detail::Bucket<ValueType> Bucket;
/*
* Create a new BucketedTimeSeries.
*
* This creates a new BucketedTimeSeries with the specified number of
* buckets, storing data for the specified amount of time.
*
* If the duration is 0, the BucketedTimeSeries will track data forever,
* and does not need the rolling buckets. The numBuckets parameter is
* ignored when duration is 0.
*/
BucketedTimeSeries(size_t numBuckets, TimeType duration);
/*
* Adds the value 'val' at time 'now'
*
* This function expects time to generally move forwards. The window of time
* tracked by this time series will move forwards with time. If 'now' is
* more recent than any time previously seen, addValue() will automatically
* call update(now) to advance the time window tracked by this data
* structure.
*
* Values in the recent past may be added to the data structure by passing in
* a slightly older value of 'now', as long as this time point still falls
* within the tracked duration. If 'now' is older than the tracked duration
* of time, the data point value will be ignored, and addValue() will return
* false without doing anything else.
*
* Returns true on success, or false if now was older than the tracked time
* window.
*/
bool addValue(TimeType now, const ValueType& val);
/*
* Adds the value 'val' the given number of 'times' at time 'now'
*/
bool addValue(TimeType now, const ValueType& val, int64_t times);
/*
* Adds the value 'sum' as the sum of 'nsamples' samples
*/
bool addValueAggregated(TimeType now, const ValueType& sum, int64_t nsamples);
/*
* Updates the container to the specified time, doing all the necessary
* work to rotate the buckets and remove any stale data points.
*
* The addValue() methods automatically call update() when adding new data
* points. However, when reading data from the timeseries, you should make
* sure to manually call update() before accessing the data. Otherwise you
* may be reading stale data if update() has not been called recently.
*
* Returns the current bucket index after the update.
*/
size_t update(TimeType now);
/*
* Reset the timeseries to an empty state,
* as if no data points have ever been added to it.
*/
void clear();
/*
* Get the latest time that has ever been passed to update() or addValue().
*
* If no data has ever been added to this timeseries, 0 will be returned.
*/
TimeType getLatestTime() const {
return latestTime_;
}
/*
* Get the time of the earliest data point stored in this timeseries.
*
* If no data has ever been added to this timeseries, 0 will be returned.
*
* If isAllTime() is true, this is simply the time when the first data point
* was recorded.
*
* For non-all-time data, the timestamp reflects the first data point still
* remembered. As new data points are added, old data will be expired.
* getEarliestTime() returns the timestamp of the oldest bucket still present
* in the timeseries. This will never be older than (getLatestTime() -
* duration()).
*/
TimeType getEarliestTime() const;
/*
* Return the number of buckets.
*/
size_t numBuckets() const {
return buckets_.size();
}
/*
* Return the maximum duration of data that can be tracked by this
* BucketedTimeSeries.
*/
TimeType duration() const {
return duration_;
}
/*
* Returns true if this BucketedTimeSeries stores data for all-time, without
* ever rolling over into new buckets.
*/
bool isAllTime() const {
return (duration_ == TimeType(0));
}
/*
* Returns true if no calls to update() have been made since the last call to
* clear().
*/
bool empty() const {
// We set firstTime_ greater than latestTime_ in the constructor and in
// clear, so we use this to distinguish if the timeseries is empty.
//
// Once a data point has been added, latestTime_ will always be greater
// than or equal to firstTime_.
return firstTime_ > latestTime_;
}
/*
* Get the amount of time tracked by this timeseries.
*
* For an all-time timeseries, this returns the length of time since the
* first data point was added to the time series.
*
* Otherwise, this never returns a value greater than the overall timeseries
* duration. If the first data point was recorded less than a full duration
* ago, the time since the first data point is returned. If a full duration
* has elapsed, and we have already thrown away some data, the time since the
* oldest bucket is returned.
*
* For example, say we are tracking 600 seconds worth of data, in 60 buckets.
* - If less than 600 seconds have elapsed since the first data point,
* elapsed() returns the total elapsed time so far.
* - If more than 600 seconds have elapsed, we have already thrown away some
* data. However, we throw away a full bucket (10 seconds worth) at once,
* so at any point in time we have from 590 to 600 seconds worth of data.
* elapsed() will therefore return a value between 590 and 600.
*
* Note that you generally should call update() before calling elapsed(), to
* make sure you are not reading stale data.
*/
TimeType elapsed() const;
/*
* Get the amount of time tracked by this timeseries, between the specified
* start and end times.
*
* If the timeseries contains data for the entire time range specified, this
* simply returns (end - start). However, if start is earlier than
* getEarliestTime(), this returns (end - getEarliestTime()).
*/
TimeType elapsed(TimeType start, TimeType end) const;
/*
* Return the sum of all the data points currently tracked by this
* BucketedTimeSeries.
*
* Note that you generally should call update() before calling sum(), to
* make sure you are not reading stale data.
*/
const ValueType& sum() const {
return total_.sum;
}
/*
* Return the number of data points currently tracked by this
* BucketedTimeSeries.
*
* Note that you generally should call update() before calling count(), to
* make sure you are not reading stale data.
*/
uint64_t count() const {
return total_.count;
}
/*
* Return the average value (sum / count).
*
* The return type may be specified to control whether floating-point or
* integer division should be performed.
*
* Note that you generally should call update() before calling avg(), to
* make sure you are not reading stale data.
*/
template <typename ReturnType=double>
ReturnType avg() const {
return total_.template avg<ReturnType>();
}
/*
* Return the sum divided by the elapsed time.
*
* Note that you generally should call update() before calling rate(), to
* make sure you are not reading stale data.
*/
template <typename ReturnType=double, typename Interval=TimeType>
ReturnType rate() const {
return rateHelper<ReturnType, Interval>(total_.sum, elapsed());
}
/*
* Return the count divided by the elapsed time.
*
* The Interval template parameter causes the elapsed time to be converted to
* the Interval type before using it. For example, if Interval is
* std::chrono::seconds, the return value will be the count per second.
* If Interval is std::chrono::hours, the return value will be the count per
* hour.
*
* Note that you generally should call update() before calling countRate(),
* to make sure you are not reading stale data.
*/
template <typename ReturnType=double, typename Interval=TimeType>
ReturnType countRate() const {
return rateHelper<ReturnType, Interval>(total_.count, elapsed());
}
/*
* Estimate the sum of the data points that occurred in the specified time
* period.
*
* The range queried is [start, end).
* That is, start is inclusive, and end is exclusive.
*
* Note that data outside of the timeseries duration will no longer be
* available for use in the estimation. Specifying a start time earlier than
* getEarliestTime() will not have much effect, since only data points after
* that point in time will be counted.
*
* Note that the value returned is an estimate, and may not be precise.
*/
ValueType sum(TimeType start, TimeType end) const;
/*
* Estimate the number of data points that occurred in the specified time
* period.
*
* The same caveats documented in the sum(TimeType start, TimeType end)
* comments apply here as well.
*/
uint64_t count(TimeType start, TimeType end) const;
/*
* Estimate the average value during the specified time period.
*
* The same caveats documented in the sum(TimeType start, TimeType end)
* comments apply here as well.
*/
template <typename ReturnType=double>
ReturnType avg(TimeType start, TimeType end) const;
/*
* Estimate the rate during the specified time period.
*
* The same caveats documented in the sum(TimeType start, TimeType end)
* comments apply here as well.
*/
template <typename ReturnType=double, typename Interval=TimeType>
ReturnType rate(TimeType start, TimeType end) const {
ValueType intervalSum = sum(start, end);
TimeType interval = elapsed(start, end);
return rateHelper<ReturnType, Interval>(intervalSum, interval);
}
/*
* Estimate the rate of data points being added during the specified time
* period.
*
* The same caveats documented in the sum(TimeType start, TimeType end)
* comments apply here as well.
*/
template <typename ReturnType=double, typename Interval=TimeType>
ReturnType countRate(TimeType start, TimeType end) const {
uint64_t intervalCount = count(start, end);
TimeType interval = elapsed(start, end);
return rateHelper<ReturnType, Interval>(intervalCount, interval);
}
/*
* Invoke a function for each bucket.
*
* The function will take as arguments the bucket index,
* the bucket start time, and the start time of the subsequent bucket.
*
* It should return true to continue iterating through the buckets, and false
* to break out of the loop and stop, without calling the function on any
* more buckets.
*
* bool function(const Bucket& bucket, TimeType bucketStart,
* TimeType nextBucketStart)
*/
template <typename Function>
void forEachBucket(Function fn) const;
/*
* Get the index for the bucket containing the specified time.
*
* Note that the index is only valid if this time actually falls within one
* of the current buckets. If you pass in a value more recent than
* getLatestTime() or older than (getLatestTime() - elapsed()), the index
* returned will not be valid.
*
* This method may not be called for all-time data.
*/
size_t getBucketIdx(TimeType time) const;
/*
* Get the bucket at the specified index.
*
* This method may not be called for all-time data.
*/
const Bucket& getBucketByIndex(size_t idx) const {
return buckets_[idx];
}
/*
* Compute the bucket index that the specified time falls into,
* as well as the bucket start time and the next bucket's start time.
*
* This method may not be called for all-time data.
*/
void getBucketInfo(TimeType time, size_t* bucketIdx,
TimeType* bucketStart, TimeType* nextBucketStart) const;
private:
template <typename ReturnType=double, typename Interval=TimeType>
ReturnType rateHelper(ReturnType numerator, TimeType elapsedTime) const {
return detail::rateHelper<ReturnType, TimeType, Interval>(numerator,
elapsedTime);
}
TimeType getEarliestTimeNonEmpty() const;
size_t updateBuckets(TimeType now);
ValueType rangeAdjust(TimeType bucketStart, TimeType nextBucketStart,
TimeType start, TimeType end,
ValueType input) const;
template <typename Function>
void forEachBucket(TimeType start, TimeType end, Function fn) const;
TimeType firstTime_; // time of first update() since clear()/constructor
TimeType latestTime_; // time of last update()
TimeType duration_; // total duration ("window length") of the time series
Bucket total_; // sum and count of everything in time series
std::vector<Bucket> buckets_; // actual buckets of values
};
} // folly
#endif // FOLLY_STATS_BUCKETEDTIMESERIES_H_