public MeterMetric(string eventType, TimeUnit rateUnit)
{
var timestamp = Timer.ElapsedNanoseconds;
_m1Rate = EWMA.OneMinuteEWMA(timestamp);
_m5Rate = EWMA.FiveMinuteEWMA(timestamp);
_m15Rate = EWMA.FifteenMinuteEWMA(timestamp);
EventType = eventType;
RateUnit = rateUnit;
Timer.Tick += Tick;
}
public void Can_relative_decay_rates_for_discrete_values()
{
var one = EWMA.OneMinuteEWMA(InitialTimestamp);
one.Update(100000);
one.Tick(FiveSecondsTimestamp);
var five = EWMA.FiveMinuteEWMA(InitialTimestamp);
five.Update(100000);
five.Tick(FiveSecondsTimestamp);
var fifteen = EWMA.FifteenMinuteEWMA(InitialTimestamp);
fifteen.Update(100000);
fifteen.Tick(FiveSecondsTimestamp);
var rateOne = one.Rate(TimeUnit.Seconds);
var rateFive = five.Rate(TimeUnit.Seconds);
var rateFifteen = fifteen.Rate(TimeUnit.Seconds);
Assert.AreEqual(20000, rateOne);
Assert.AreEqual(20000, rateFive);
Assert.AreEqual(20000, rateFifteen);
var timestamp = FiveSecondsTimestamp;
ElapseMinute(timestamp, one);
rateOne = one.Rate(TimeUnit.Seconds);
ElapseMinute(timestamp, five);
rateFive = five.Rate(TimeUnit.Seconds);
ElapseMinute(timestamp, fifteen);
rateFifteen = fifteen.Rate(TimeUnit.Seconds);
Assert.AreEqual(7357.5888234288504d, rateOne);
Assert.AreEqual(16374.615061559636d, rateFive);
Assert.AreEqual(18710.13970063235d, rateFifteen);
}
public void EWMA_aFifteenMinuteEWMAWithAValueOfThree()
{
var ewma = EWMA.FifteenMinuteEWMA();
ewma.Update(3L);
ewma.Tick();
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.6, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.56130419, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.52510399, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.49123845, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.45955700, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.42991879, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.40219203, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.37625345, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.35198773, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.32928698, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.30805027, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.28818318, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.26959738, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.25221023, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.23594443, 0.000001);
ElapseMinute(ewma);
ewma.GetRate(TimeUnit.Seconds).Should().BeApproximately(0.22072766, 0.000001);
}
