Ejemplo n.º 1
0
        public long Hdr_fewHigh()
        {
            foreach (long e in this._dataFewHighL)
            {
                _hdr_high.RecordValue(e);
            }

            return(_hdr_high.TotalCount);
        }
Ejemplo n.º 2
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        public long Hdr_fewLow()
        {
            foreach (long e in this._dataFewLowL)
            {
                _hdr_low.RecordValue(e);
            }

            return(_hdr_low.TotalCount);
        }
        public int HdrHistogramLow()
        {
            int res = 0;

            for (int i = 0; i < _allocCount; i++)
            {
                var obj = new IntHistogram(Int32.MaxValue / 2, 0);
                obj.RecordValue(1L);
                obj.RecordValue(2L);
                res += obj.GetHashCode();
            }

            return(res);
        }
        public long IntHistogramRecording()
        {
            long counter = 0L;

            for (int i = 0; i < _testValues.Length; i++)
            {
                var value = _testValues[i];
                _intHistogram.RecordValue(value);
                counter += value;
            }
            return(counter);
        }
        public void OnEvent(XEvent data, long sequence, bool endOfBatch)
        {
            if (data.EventType != XEventType.MarketData)
            {
                return;
            }

            //_latencyHistogram.RecordValue(data.HandlerMetrics[0].BeginTimestamp - data.AcquireTimestamp);
            //_latencyHistogram.RecordValue(data.HandlerEndTimestamps[0] - data.HandlerBeginTimestamps[0]);
            _conflactionHistogram.RecordValue(data.MarketDataUpdate.UpdateCount);
            _updateCount += data.MarketDataUpdate.UpdateCount;
        }
Ejemplo n.º 6
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        public void TestScaledCopy()
        {
            var longHistogram = new LongHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);

            longHistogram.RecordValue(TestValueLevel);
            longHistogram.RecordValue(TestValueLevel * 10);
            longHistogram.RecordValueWithExpectedInterval(longHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copy of scaled Histogram:");
            AssertEqual(longHistogram, longHistogram.Copy());

            var intHistogram = new IntHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);

            intHistogram.RecordValue(TestValueLevel);
            intHistogram.RecordValue(TestValueLevel * 10);
            intHistogram.RecordValueWithExpectedInterval(intHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copy of scaled IntHistogram:");
            AssertEqual(intHistogram, intHistogram.Copy());

            var shortHistogram = new ShortHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);

            shortHistogram.RecordValue(TestValueLevel);
            shortHistogram.RecordValue(TestValueLevel * 10);
            shortHistogram.RecordValueWithExpectedInterval(shortHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copy of scaled ShortHistogram:");
            AssertEqual(shortHistogram, shortHistogram.Copy());

            var syncHistogram = new SynchronizedHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);

            syncHistogram.RecordValue(TestValueLevel);
            syncHistogram.RecordValue(TestValueLevel * 10);
            syncHistogram.RecordValueWithExpectedInterval(syncHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copy of scaled SynchronizedHistogram:");
            AssertEqual(syncHistogram, syncHistogram.Copy());
        }
Ejemplo n.º 7
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        public void TestScaledCopyInto()
        {
            var longHistogram = new LongHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetLongHistogram = new LongHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);
            longHistogram.RecordValue(TestValueLevel);
            longHistogram.RecordValue(TestValueLevel * 10);
            longHistogram.RecordValueWithExpectedInterval(longHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copyInto for scaled Histogram:");
            longHistogram.CopyInto(targetLongHistogram);
            AssertEqual(longHistogram, targetLongHistogram);

            longHistogram.RecordValue(TestValueLevel * 20);

            longHistogram.CopyInto(targetLongHistogram);
            AssertEqual(longHistogram, targetLongHistogram);

            var intHistogram = new IntHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetIntHistogram = new IntHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);
            intHistogram.RecordValue(TestValueLevel);
            intHistogram.RecordValue(TestValueLevel * 10);
            intHistogram.RecordValueWithExpectedInterval(intHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copyInto for scaled IntHistogram:");
            intHistogram.CopyInto(targetIntHistogram);
            AssertEqual(intHistogram, targetIntHistogram);

            intHistogram.RecordValue(TestValueLevel * 20);

            intHistogram.CopyInto(targetIntHistogram);
            AssertEqual(intHistogram, targetIntHistogram);

            var shortHistogram = new ShortHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetShortHistogram = new ShortHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);
            shortHistogram.RecordValue(TestValueLevel);
            shortHistogram.RecordValue(TestValueLevel * 10);
            shortHistogram.RecordValueWithExpectedInterval(shortHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copyInto for scaled ShortHistogram:");
            shortHistogram.CopyInto(targetShortHistogram);
            AssertEqual(shortHistogram, targetShortHistogram);

            shortHistogram.RecordValue(TestValueLevel * 20);

            shortHistogram.CopyInto(targetShortHistogram);
            AssertEqual(shortHistogram, targetShortHistogram);

            var syncHistogram = new SynchronizedHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetSyncHistogram = new SynchronizedHistogram(1000, HighestTrackableValue, NumberOfSignificantValueDigits);
            syncHistogram.RecordValue(TestValueLevel);
            syncHistogram.RecordValue(TestValueLevel * 10);
            syncHistogram.RecordValueWithExpectedInterval(syncHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copyInto for scaled SynchronizedHistogram:");
            syncHistogram.CopyInto(targetSyncHistogram);
            AssertEqual(syncHistogram, targetSyncHistogram);

            syncHistogram.RecordValue(TestValueLevel * 20);

            syncHistogram.CopyInto(targetSyncHistogram);
            AssertEqual(syncHistogram, targetSyncHistogram);
        }
Ejemplo n.º 8
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        public void TestCopyInto()
        {
            var longHistogram = new LongHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetLongHistogram = new LongHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            longHistogram.RecordValue(TestValueLevel);
            longHistogram.RecordValue(TestValueLevel * 10);
            longHistogram.RecordValueWithExpectedInterval(longHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copyInto for Histogram:");
            longHistogram.CopyInto(targetLongHistogram);
            AssertEqual(longHistogram, targetLongHistogram);

            longHistogram.RecordValue(TestValueLevel * 20);

            longHistogram.CopyInto(targetLongHistogram);
            AssertEqual(longHistogram, targetLongHistogram);

            var intHistogram = new IntHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetIntHistogram = new IntHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            intHistogram.RecordValue(TestValueLevel);
            intHistogram.RecordValue(TestValueLevel * 10);
            intHistogram.RecordValueWithExpectedInterval(intHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copyInto for IntHistogram:");
            intHistogram.CopyInto(targetIntHistogram);
            AssertEqual(intHistogram, targetIntHistogram);

            intHistogram.RecordValue(TestValueLevel * 20);

            intHistogram.CopyInto(targetIntHistogram);
            AssertEqual(intHistogram, targetIntHistogram);

            var shortHistogram = new ShortHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetShortHistogram = new ShortHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            shortHistogram.RecordValue(TestValueLevel);
            shortHistogram.RecordValue(TestValueLevel * 10);
            shortHistogram.RecordValueWithExpectedInterval(shortHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copyInto for ShortHistogram:");
            shortHistogram.CopyInto(targetShortHistogram);
            AssertEqual(shortHistogram, targetShortHistogram);

            shortHistogram.RecordValue(TestValueLevel * 20);

            shortHistogram.CopyInto(targetShortHistogram);
            AssertEqual(shortHistogram, targetShortHistogram);

            Console.WriteLine("Testing copyInto for AtomicHistogram:");

            var syncHistogram = new SynchronizedHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetSyncHistogram = new SynchronizedHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            syncHistogram.RecordValue(TestValueLevel);
            syncHistogram.RecordValue(TestValueLevel * 10);
            syncHistogram.RecordValueWithExpectedInterval(syncHistogram.HighestTrackableValue - 1, 31000); // Should this really be 31, if it is the test takes 1min!!!);

            Console.WriteLine("Testing copyInto for SynchronizedHistogram:");
            syncHistogram.CopyInto(targetSyncHistogram);
            AssertEqual(syncHistogram, targetSyncHistogram);

            syncHistogram.RecordValue(TestValueLevel * 20);

            syncHistogram.CopyInto(targetSyncHistogram);
            AssertEqual(syncHistogram, targetSyncHistogram);
        }
Ejemplo n.º 9
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        public void TestCopy()
        {
            var longHistogram = new LongHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            longHistogram.RecordValue(TestValueLevel);
            longHistogram.RecordValue(TestValueLevel * 10);
            longHistogram.RecordValueWithExpectedInterval(longHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copy of Histogram:");
            AssertEqual(longHistogram, longHistogram.Copy());

            var intHistogram = new IntHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            intHistogram.RecordValue(TestValueLevel);
            intHistogram.RecordValue(TestValueLevel * 10);
            intHistogram.RecordValueWithExpectedInterval(intHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copy of IntHistogram:");
            AssertEqual(intHistogram, intHistogram.Copy());

            var shortHistogram = new ShortHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            shortHistogram.RecordValue(TestValueLevel);
            shortHistogram.RecordValue(TestValueLevel * 10);
            shortHistogram.RecordValueWithExpectedInterval(shortHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copy of ShortHistogram:");
            AssertEqual(shortHistogram, shortHistogram.Copy());

            var syncHistogram = new SynchronizedHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            syncHistogram.RecordValue(TestValueLevel);
            syncHistogram.RecordValue(TestValueLevel * 10);
            syncHistogram.RecordValueWithExpectedInterval(syncHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copy of SynchronizedHistogram:");
            AssertEqual(syncHistogram, syncHistogram.Copy());
        }
Ejemplo n.º 10
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 public void AddValue(double value)
 {
     _histogram.RecordValue((long)value);
 }
Ejemplo n.º 11
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        public void TestCopyInto()
        {
            var longHistogram       = new LongHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetLongHistogram = new LongHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);

            longHistogram.RecordValue(TestValueLevel);
            longHistogram.RecordValue(TestValueLevel * 10);
            longHistogram.RecordValueWithExpectedInterval(longHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copyInto for Histogram:");
            longHistogram.CopyInto(targetLongHistogram);
            AssertEqual(longHistogram, targetLongHistogram);

            longHistogram.RecordValue(TestValueLevel * 20);

            longHistogram.CopyInto(targetLongHistogram);
            AssertEqual(longHistogram, targetLongHistogram);

            var intHistogram       = new IntHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetIntHistogram = new IntHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);

            intHistogram.RecordValue(TestValueLevel);
            intHistogram.RecordValue(TestValueLevel * 10);
            intHistogram.RecordValueWithExpectedInterval(intHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copyInto for IntHistogram:");
            intHistogram.CopyInto(targetIntHistogram);
            AssertEqual(intHistogram, targetIntHistogram);

            intHistogram.RecordValue(TestValueLevel * 20);

            intHistogram.CopyInto(targetIntHistogram);
            AssertEqual(intHistogram, targetIntHistogram);

            var shortHistogram       = new ShortHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetShortHistogram = new ShortHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);

            shortHistogram.RecordValue(TestValueLevel);
            shortHistogram.RecordValue(TestValueLevel * 10);
            shortHistogram.RecordValueWithExpectedInterval(shortHistogram.HighestTrackableValue - 1, 31000);

            Console.WriteLine("Testing copyInto for ShortHistogram:");
            shortHistogram.CopyInto(targetShortHistogram);
            AssertEqual(shortHistogram, targetShortHistogram);

            shortHistogram.RecordValue(TestValueLevel * 20);

            shortHistogram.CopyInto(targetShortHistogram);
            AssertEqual(shortHistogram, targetShortHistogram);

            Console.WriteLine("Testing copyInto for AtomicHistogram:");

            var syncHistogram       = new SynchronizedHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);
            var targetSyncHistogram = new SynchronizedHistogram(HighestTrackableValue, NumberOfSignificantValueDigits);

            syncHistogram.RecordValue(TestValueLevel);
            syncHistogram.RecordValue(TestValueLevel * 10);
            syncHistogram.RecordValueWithExpectedInterval(syncHistogram.HighestTrackableValue - 1, 31000); // Should this really be 31, if it is the test takes 1min!!!);

            Console.WriteLine("Testing copyInto for SynchronizedHistogram:");
            syncHistogram.CopyInto(targetSyncHistogram);
            AssertEqual(syncHistogram, targetSyncHistogram);

            syncHistogram.RecordValue(TestValueLevel * 20);

            syncHistogram.CopyInto(targetSyncHistogram);
            AssertEqual(syncHistogram, targetSyncHistogram);
        }