array moving average

common/aggregate/bench_moving_window_avg_test.go

@@ -31,10 +31,12 @@ import (
 )
 
 // BenchmarkRingMovingWindowAvg
-// BenchmarkRingMovingWindowAvg-10    		12283236	        94.76 ns/op
+// BenchmarkRingMovingWindowAvg-10    	12622564	        92.76 ns/op
+// BenchmarkArrayMovingWindowAvg
+// BenchmarkArrayMovingWindowAvg-10    	12022722	        99.94 ns/op
 
 const (
-	testWindowSize = 3 * time.Second
+	testWindowSize = 10 * time.Millisecond
 	testBufferSize = 200
 )
 
@@ -45,3 +47,11 @@ func BenchmarkRingMovingWindowAvg(b *testing.B) {
 		avg.Average()
 	}
 }
+
+func BenchmarkArrayMovingWindowAvg(b *testing.B) {
+	avg := NewMovingWindowAvgArrayImpl(testWindowSize, testBufferSize)
+	for i := 0; i < b.N; i++ {
+		avg.Record(rand.Int63())
+		avg.Average()
+	}
+}

common/aggregate/moving_window_average_array.go

@@ -1 +1,93 @@
+// The MIT License
+//
+// Copyright (c) 2020 Temporal Technologies Inc.  All rights reserved.
+//
+// Copyright (c) 2020 Uber Technologies, Inc.
+//
+// Permission is hereby granted, free of charge, to any person obtaining a copy
+// of this software and associated documentation files (the "Software"), to deal
+// in the Software without restriction, including without limitation the rights
+// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the Software is
+// furnished to do so, subject to the following conditions:
+//
+// The above copyright notice and this permission notice shall be included in
+// all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+// THE SOFTWARE.
+
 package aggregate
+
+import (
+	"sync"
+	"time"
+)
+
+type (
+	MovingWindowAvgArrayImpl struct {
+		sync.Mutex
+		windowSize    time.Duration
+		maxBufferSize int
+		buffer        []timestampedData
+		headIdx       int
+		tailIdx       int
+		sum           int64
+		count         int64
+	}
+)
+
+func NewMovingWindowAvgArrayImpl(
+	windowSize time.Duration,
+	maxBufferSize int,
+) *MovingWindowAvgArrayImpl {
+	return &MovingWindowAvgArrayImpl{
+		windowSize:    windowSize,
+		maxBufferSize: maxBufferSize,
+		buffer:        make([]timestampedData, maxBufferSize),
+	}
+}
+
+func (a *MovingWindowAvgArrayImpl) Record(val int64) {
+	a.Lock()
+	defer a.Unlock()
+
+	a.buffer[a.tailIdx] = timestampedData{timestamp: time.Now(), value: val}
+	a.tailIdx = (a.tailIdx + 1) % a.maxBufferSize
+
+	a.sum += val
+	a.count++
+
+	if a.tailIdx == a.headIdx {
+		// buffer full, expire oldest element
+		a.sum -= a.buffer[a.headIdx].value
+		a.count--
+		a.headIdx = (a.headIdx + 1) % a.maxBufferSize
+	}
+}
+
+func (a *MovingWindowAvgArrayImpl) Average() float64 {
+	a.Lock()
+	defer a.Unlock()
+
+	a.expireOldValuesLocked()
+	if a.count == 0 {
+		return 0
+	}
+	return float64(a.sum) / float64(a.count)
+}
+
+func (a *MovingWindowAvgArrayImpl) expireOldValuesLocked() {
+	for ; a.headIdx != a.tailIdx; a.headIdx = (a.headIdx + 1) % a.maxBufferSize {
+		if time.Since(a.buffer[a.headIdx].timestamp) < a.windowSize {
+			break
+		}
+		a.sum -= a.buffer[a.headIdx].value
+		a.count--
+	}
+}