diff options
Diffstat (limited to 'vendor/github.com/vbauerster/mpb/decor/moving-average.go')
-rw-r--r-- | vendor/github.com/vbauerster/mpb/decor/moving-average.go | 66 |
1 files changed, 66 insertions, 0 deletions
diff --git a/vendor/github.com/vbauerster/mpb/decor/moving-average.go b/vendor/github.com/vbauerster/mpb/decor/moving-average.go new file mode 100644 index 000000000..f9596a27f --- /dev/null +++ b/vendor/github.com/vbauerster/mpb/decor/moving-average.go @@ -0,0 +1,66 @@ +package decor + +import ( + "sort" + + "github.com/VividCortex/ewma" +) + +// MovingAverage is the interface that computes a moving average over a time- +// series stream of numbers. The average may be over a window or exponentially +// decaying. +type MovingAverage interface { + Add(float64) + Value() float64 + Set(float64) +} + +type medianWindow [3]float64 + +func (s *medianWindow) Len() int { return len(s) } +func (s *medianWindow) Swap(i, j int) { s[i], s[j] = s[j], s[i] } +func (s *medianWindow) Less(i, j int) bool { return s[i] < s[j] } + +func (s *medianWindow) Add(value float64) { + s[0], s[1] = s[1], s[2] + s[2] = value +} + +func (s *medianWindow) Value() float64 { + tmp := *s + sort.Sort(&tmp) + return tmp[1] +} + +func (s *medianWindow) Set(value float64) { + for i := 0; i < len(s); i++ { + s[i] = value + } +} + +// NewMedian is fixed last 3 samples median MovingAverage. +func NewMedian() MovingAverage { + return new(medianWindow) +} + +type medianEwma struct { + count uint + median MovingAverage + MovingAverage +} + +func (s *medianEwma) Add(v float64) { + s.median.Add(v) + if s.count >= 2 { + s.MovingAverage.Add(s.median.Value()) + } + s.count++ +} + +// NewMedianEwma is ewma based MovingAverage, which gets its values from median MovingAverage. +func NewMedianEwma(age ...float64) MovingAverage { + return &medianEwma{ + MovingAverage: ewma.NewMovingAverage(age...), + median: NewMedian(), + } +} |