/* * This license covers this C port of * Coda Hale's Golang HdrHistogram https://github.com/codahale/hdrhistogram * at revision 3a0bb77429bd3a61596f5e8a3172445844342120 * * ---------------------------------------------------------------------------- * * The MIT License (MIT) * * Copyright (c) 2014 Coda Hale * * 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. */ /* * librdkafka - Apache Kafka C library * * Copyright (c) 2018, Magnus Edenhill * All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions are met: * * 1. Redistributions of source code must retain the above copyright notice, * this list of conditions and the following disclaimer. * 2. Redistributions in binary form must reproduce the above copyright notice, * this list of conditions and the following disclaimer in the documentation * and/or other materials provided with the distribution. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE * POSSIBILITY OF SUCH DAMAGE. */ /** * Minimal C Hdr_Histogram based on Coda Hale's Golang implementation. * https://github.com/codahale/hdr_histogram * * * A Histogram is a lossy data structure used to record the distribution of * non-normally distributed data (like latency) with a high degree of accuracy * and a bounded degree of precision. * * */ #include "rd.h" #include #include #include #include "rdhdrhistogram.h" #include "rdunittest.h" #include "rdfloat.h" void rd_hdr_histogram_destroy (rd_hdr_histogram_t *hdr) { rd_free(hdr); } rd_hdr_histogram_t *rd_hdr_histogram_new (int64_t minValue, int64_t maxValue, int significantFigures) { rd_hdr_histogram_t *hdr; int64_t largestValueWithSingleUnitResolution; int32_t subBucketCountMagnitude; int32_t subBucketHalfCountMagnitude; int32_t unitMagnitude; int32_t subBucketCount; int32_t subBucketHalfCount; int64_t subBucketMask; int64_t smallestUntrackableValue; int32_t bucketsNeeded = 1; int32_t bucketCount; int32_t countsLen; if (significantFigures < 1 || significantFigures > 5) return NULL; largestValueWithSingleUnitResolution = (int64_t)(2.0 * pow(10.0, (double)significantFigures)); subBucketCountMagnitude = (int32_t)ceil( log2((double)largestValueWithSingleUnitResolution)); subBucketHalfCountMagnitude = RD_MAX(subBucketCountMagnitude, 1) - 1; unitMagnitude = (int32_t)RD_MAX(floor(log2((double)minValue)), 0); subBucketCount = (int32_t)pow(2, (double)subBucketHalfCountMagnitude+1.0); subBucketHalfCount = subBucketCount / 2; subBucketMask = (int64_t)(subBucketCount-1) << unitMagnitude; /* Determine exponent range needed to support the trackable * value with no overflow: */ smallestUntrackableValue = (int64_t)subBucketCount << unitMagnitude; while (smallestUntrackableValue < maxValue) { smallestUntrackableValue <<= 1; bucketsNeeded++; } bucketCount = bucketsNeeded; countsLen = (bucketCount + 1) * (subBucketCount / 2); hdr = rd_calloc(1, sizeof(*hdr) + (sizeof(*hdr->counts) * countsLen)); hdr->counts = (int64_t *)(hdr+1); hdr->allocatedSize = sizeof(*hdr) + (sizeof(*hdr->counts) * countsLen); hdr->lowestTrackableValue = minValue; hdr->highestTrackableValue = maxValue; hdr->unitMagnitude = unitMagnitude; hdr->significantFigures = significantFigures; hdr->subBucketHalfCountMagnitude = subBucketHalfCountMagnitude; hdr->subBucketHalfCount = subBucketHalfCount; hdr->subBucketMask = subBucketMask; hdr->subBucketCount = subBucketCount; hdr->bucketCount = bucketCount; hdr->countsLen = countsLen; hdr->totalCount = 0; hdr->lowestOutOfRange = minValue; hdr->highestOutOfRange = maxValue; return hdr; } /** * @brief Deletes all recorded values and resets histogram. */ void rd_hdr_histogram_reset (rd_hdr_histogram_t *hdr) { int32_t i; hdr->totalCount = 0; for (i = 0 ; i < hdr->countsLen ; i++) hdr->counts[i] = 0; } static RD_INLINE int32_t rd_hdr_countsIndex (const rd_hdr_histogram_t *hdr, int32_t bucketIdx, int32_t subBucketIdx) { int32_t bucketBaseIdx = (bucketIdx + 1) << hdr->subBucketHalfCountMagnitude; int32_t offsetInBucket = subBucketIdx - hdr->subBucketHalfCount; return bucketBaseIdx + offsetInBucket; } static RD_INLINE int64_t rd_hdr_getCountAtIndex (const rd_hdr_histogram_t *hdr, int32_t bucketIdx, int32_t subBucketIdx) { return hdr->counts[rd_hdr_countsIndex(hdr, bucketIdx, subBucketIdx)]; } static RD_INLINE int64_t bitLen (int64_t x) { int64_t n = 0; for (; x >= 0x8000; x >>= 16) n += 16; if (x >= 0x80) { x >>= 8; n += 8; } if (x >= 0x8) { x >>= 4; n += 4; } if (x >= 0x2) { x >>= 2; n += 2; } if (x >= 0x1) n++; return n; } static RD_INLINE int32_t rd_hdr_getBucketIndex (const rd_hdr_histogram_t *hdr, int64_t v) { int64_t pow2Ceiling = bitLen(v | hdr->subBucketMask); return (int32_t)(pow2Ceiling - (int64_t)hdr->unitMagnitude - (int64_t)(hdr->subBucketHalfCountMagnitude+1)); } static RD_INLINE int32_t rd_hdr_getSubBucketIdx (const rd_hdr_histogram_t *hdr, int64_t v, int32_t idx) { return (int32_t)(v >> ((int64_t)idx + (int64_t)hdr->unitMagnitude)); } static RD_INLINE int64_t rd_hdr_valueFromIndex (const rd_hdr_histogram_t *hdr, int32_t bucketIdx, int32_t subBucketIdx) { return (int64_t)subBucketIdx << ((int64_t)bucketIdx + hdr->unitMagnitude); } static RD_INLINE int64_t rd_hdr_sizeOfEquivalentValueRange (const rd_hdr_histogram_t *hdr, int64_t v) { int32_t bucketIdx = rd_hdr_getBucketIndex(hdr, v); int32_t subBucketIdx = rd_hdr_getSubBucketIdx(hdr, v, bucketIdx); int32_t adjustedBucket = bucketIdx; if (unlikely(subBucketIdx >= hdr->subBucketCount)) adjustedBucket++; return (int64_t)1 << (hdr->unitMagnitude + (int64_t)adjustedBucket); } static RD_INLINE int64_t rd_hdr_lowestEquivalentValue (const rd_hdr_histogram_t *hdr, int64_t v) { int32_t bucketIdx = rd_hdr_getBucketIndex(hdr, v); int32_t subBucketIdx = rd_hdr_getSubBucketIdx(hdr, v, bucketIdx); return rd_hdr_valueFromIndex(hdr, bucketIdx, subBucketIdx); } static RD_INLINE int64_t rd_hdr_nextNonEquivalentValue (const rd_hdr_histogram_t *hdr, int64_t v) { return rd_hdr_lowestEquivalentValue(hdr, v) + rd_hdr_sizeOfEquivalentValueRange(hdr, v); } static RD_INLINE int64_t rd_hdr_highestEquivalentValue (const rd_hdr_histogram_t *hdr, int64_t v) { return rd_hdr_nextNonEquivalentValue(hdr, v) - 1; } static RD_INLINE int64_t rd_hdr_medianEquivalentValue (const rd_hdr_histogram_t *hdr, int64_t v) { return rd_hdr_lowestEquivalentValue(hdr, v) + (rd_hdr_sizeOfEquivalentValueRange(hdr, v) >> 1); } static RD_INLINE int32_t rd_hdr_countsIndexFor (const rd_hdr_histogram_t *hdr, int64_t v) { int32_t bucketIdx = rd_hdr_getBucketIndex(hdr, v); int32_t subBucketIdx = rd_hdr_getSubBucketIdx(hdr, v, bucketIdx); return rd_hdr_countsIndex(hdr, bucketIdx, subBucketIdx); } typedef struct rd_hdr_iter_s { const rd_hdr_histogram_t *hdr; int bucketIdx; int subBucketIdx; int64_t countAtIdx; int64_t countToIdx; int64_t valueFromIdx; int64_t highestEquivalentValue; } rd_hdr_iter_t; #define RD_HDR_ITER_INIT(hdr) { .hdr = hdr, .subBucketIdx = -1 } static int rd_hdr_iter_next (rd_hdr_iter_t *it) { const rd_hdr_histogram_t *hdr = it->hdr; if (unlikely(it->countToIdx >= hdr->totalCount)) return 0; it->subBucketIdx++; if (unlikely(it->subBucketIdx >= hdr->subBucketCount)) { it->subBucketIdx = hdr->subBucketHalfCount; it->bucketIdx++; } if (unlikely(it->bucketIdx >= hdr->bucketCount)) return 0; it->countAtIdx = rd_hdr_getCountAtIndex(hdr, it->bucketIdx, it->subBucketIdx); it->countToIdx += it->countAtIdx; it->valueFromIdx = rd_hdr_valueFromIndex(hdr, it->bucketIdx, it->subBucketIdx); it->highestEquivalentValue = rd_hdr_highestEquivalentValue(hdr, it->valueFromIdx); return 1; } double rd_hdr_histogram_stddev (rd_hdr_histogram_t *hdr) { double mean; double geometricDevTotal = 0.0; rd_hdr_iter_t it = RD_HDR_ITER_INIT(hdr); if (hdr->totalCount == 0) return 0; mean = rd_hdr_histogram_mean(hdr); while (rd_hdr_iter_next(&it)) { double dev; if (it.countAtIdx == 0) continue; dev = (double)rd_hdr_medianEquivalentValue( hdr, it.valueFromIdx) - mean; geometricDevTotal += (dev * dev) * (double)it.countAtIdx; } return sqrt(geometricDevTotal / (double)hdr->totalCount); } /** * @returns the approximate maximum recorded value. */ int64_t rd_hdr_histogram_max (const rd_hdr_histogram_t *hdr) { int64_t vmax = 0; rd_hdr_iter_t it = RD_HDR_ITER_INIT(hdr); while (rd_hdr_iter_next(&it)) { if (it.countAtIdx != 0) vmax = it.highestEquivalentValue; } return rd_hdr_highestEquivalentValue(hdr, vmax); } /** * @returns the approximate minimum recorded value. */ int64_t rd_hdr_histogram_min (const rd_hdr_histogram_t *hdr) { int64_t vmin = 0; rd_hdr_iter_t it = RD_HDR_ITER_INIT(hdr); while (rd_hdr_iter_next(&it)) { if (it.countAtIdx != 0 && vmin == 0) { vmin = it.highestEquivalentValue; break; } } return rd_hdr_lowestEquivalentValue(hdr, vmin); } /** * @returns the approximate arithmetic mean of the recorded values. */ double rd_hdr_histogram_mean (const rd_hdr_histogram_t *hdr) { int64_t total = 0; rd_hdr_iter_t it = RD_HDR_ITER_INIT(hdr); if (hdr->totalCount == 0) return 0.0; while (rd_hdr_iter_next(&it)) { if (it.countAtIdx != 0) total += it.countAtIdx * rd_hdr_medianEquivalentValue(hdr, it.valueFromIdx); } return (double)total / (double)hdr->totalCount; } /** * @brief Records the given value. * * @returns 1 if value was recorded or 0 if value is out of range. */ int rd_hdr_histogram_record (rd_hdr_histogram_t *hdr, int64_t v) { int32_t idx = rd_hdr_countsIndexFor(hdr, v); if (idx < 0 || hdr->countsLen <= idx) { hdr->outOfRangeCount++; if (v > hdr->highestOutOfRange) hdr->highestOutOfRange = v; if (v < hdr->lowestOutOfRange) hdr->lowestOutOfRange = v; return 0; } hdr->counts[idx]++; hdr->totalCount++; return 1; } /** * @returns the recorded value at the given quantile (0..100). */ int64_t rd_hdr_histogram_quantile (const rd_hdr_histogram_t *hdr, double q) { int64_t total = 0; int64_t countAtPercentile; rd_hdr_iter_t it = RD_HDR_ITER_INIT(hdr); if (q > 100.0) q = 100.0; countAtPercentile = (int64_t)(((q / 100.0) * (double)hdr->totalCount) + 0.5); while (rd_hdr_iter_next(&it)) { total += it.countAtIdx; if (total >= countAtPercentile) return rd_hdr_highestEquivalentValue( hdr, it.valueFromIdx); } return 0; } /** * @name Unit tests * @{ * * * */ /** * @returns 0 on success or 1 on failure. */ static int ut_high_sigfig (void) { rd_hdr_histogram_t *hdr; const int64_t input[] = { 459876, 669187, 711612, 816326, 931423, 1033197, 1131895, 2477317, 3964974, 12718782, }; size_t i; int64_t v; const int64_t exp = 1048575; hdr = rd_hdr_histogram_new(459876, 12718782, 5); for (i = 0 ; i < RD_ARRAYSIZE(input) ; i++) { /* Ignore errors (some should fail) */ rd_hdr_histogram_record(hdr, input[i]); } v = rd_hdr_histogram_quantile(hdr, 50); RD_UT_ASSERT(v == exp, "Median is %"PRId64", expected %"PRId64, v, exp); rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_quantile (void) { rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(1, 10000000, 3); size_t i; const struct { double q; int64_t v; } exp[] = { { 50, 500223 }, { 75, 750079 }, { 90, 900095 }, { 95, 950271 }, { 99, 990207 }, { 99.9, 999423 }, { 99.99, 999935 }, }; for (i = 0 ; i < 1000000 ; i++) { int r = rd_hdr_histogram_record(hdr, (int64_t)i); RD_UT_ASSERT(r, "record(%"PRId64") failed\n", (int64_t)i); } for (i = 0 ; i < RD_ARRAYSIZE(exp) ; i++) { int64_t v = rd_hdr_histogram_quantile(hdr, exp[i].q); RD_UT_ASSERT(v == exp[i].v, "P%.2f is %"PRId64", expected %"PRId64, exp[i].q, v, exp[i].v); } rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_mean (void) { rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(1, 10000000, 3); size_t i; const double exp = 500000.013312; double v; for (i = 0 ; i < 1000000 ; i++) { int r = rd_hdr_histogram_record(hdr, (int64_t)i); RD_UT_ASSERT(r, "record(%"PRId64") failed\n", (int64_t)i); } v = rd_hdr_histogram_mean(hdr); RD_UT_ASSERT(rd_dbl_eq0(v, exp, 0.0000001), "Mean is %f, expected %f", v, exp); rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_stddev (void) { rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(1, 10000000, 3); size_t i; const double exp = 288675.140368; const double epsilon = 0.000001; double v; for (i = 0 ; i < 1000000 ; i++) { int r = rd_hdr_histogram_record(hdr, (int64_t)i); RD_UT_ASSERT(r, "record(%"PRId64") failed\n", (int64_t)i); } v = rd_hdr_histogram_stddev(hdr); RD_UT_ASSERT(rd_dbl_eq0(v, exp, epsilon), "StdDev is %.6f, expected %.6f: diff %.6f vs epsilon %.6f", v, exp, fabs(v - exp), epsilon); rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_totalcount (void) { rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(1, 10000000, 3); int64_t i; for (i = 0 ; i < 1000000 ; i++) { int64_t v; int r = rd_hdr_histogram_record(hdr, i); RD_UT_ASSERT(r, "record(%"PRId64") failed\n", i); v = hdr->totalCount; RD_UT_ASSERT(v == i+1, "total_count is %"PRId64", expected %"PRId64, v, i+1); } rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_max (void) { rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(1, 10000000, 3); int64_t i, v; const int64_t exp = 1000447; for (i = 0 ; i < 1000000 ; i++) { int r = rd_hdr_histogram_record(hdr, i); RD_UT_ASSERT(r, "record(%"PRId64") failed\n", i); } v = rd_hdr_histogram_max(hdr); RD_UT_ASSERT(v == exp, "Max is %"PRId64", expected %"PRId64, v, exp); rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_min (void) { rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(1, 10000000, 3); int64_t i, v; const int64_t exp = 0; for (i = 0 ; i < 1000000 ; i++) { int r = rd_hdr_histogram_record(hdr, i); RD_UT_ASSERT(r, "record(%"PRId64") failed\n", i); } v = rd_hdr_histogram_min(hdr); RD_UT_ASSERT(v == exp, "Min is %"PRId64", expected %"PRId64, v, exp); rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_reset (void) { rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(1, 10000000, 3); int64_t i, v; const int64_t exp = 0; for (i = 0 ; i < 1000000 ; i++) { int r = rd_hdr_histogram_record(hdr, i); RD_UT_ASSERT(r, "record(%"PRId64") failed\n", i); } rd_hdr_histogram_reset(hdr); v = rd_hdr_histogram_max(hdr); RD_UT_ASSERT(v == exp, "Max is %"PRId64", expected %"PRId64, v, exp); rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_nan (void) { rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(1, 100000, 3); double v; v = rd_hdr_histogram_mean(hdr); RD_UT_ASSERT(!isnan(v), "Mean is %f, expected NaN", v); v = rd_hdr_histogram_stddev(hdr); RD_UT_ASSERT(!isnan(v), "StdDev is %f, expected NaN", v); rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_sigfigs (void) { int sigfigs; for (sigfigs = 1 ; sigfigs <= 5 ; sigfigs++) { rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(1, 10, sigfigs); RD_UT_ASSERT(hdr->significantFigures == sigfigs, "Significant figures is %"PRId64", expected %d", hdr->significantFigures, sigfigs); rd_hdr_histogram_destroy(hdr); } RD_UT_PASS(); } static int ut_minmax_trackable (void) { const int64_t minval = 2; const int64_t maxval = 11; rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(minval, maxval, 3); RD_UT_ASSERT(hdr->lowestTrackableValue == minval, "lowestTrackableValue is %"PRId64", expected %"PRId64, hdr->lowestTrackableValue, minval); RD_UT_ASSERT(hdr->highestTrackableValue == maxval, "highestTrackableValue is %"PRId64", expected %"PRId64, hdr->highestTrackableValue, maxval); rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_unitmagnitude_overflow (void) { rd_hdr_histogram_t *hdr = rd_hdr_histogram_new(0, 200, 4); int r = rd_hdr_histogram_record(hdr, 11); RD_UT_ASSERT(r, "record(11) failed\n"); rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } static int ut_subbucketmask_overflow (void) { rd_hdr_histogram_t *hdr; const int64_t input[] = { (int64_t)1e8, (int64_t)2e7, (int64_t)3e7 }; const struct { double q; int64_t v; } exp[] = { { 50, 33554431 }, { 83.33, 33554431 }, { 83.34, 100663295 }, { 99, 100663295 }, }; size_t i; hdr = rd_hdr_histogram_new((int64_t)2e7, (int64_t)1e8, 5); for (i = 0 ; i < RD_ARRAYSIZE(input) ; i++) { /* Ignore errors (some should fail) */ int r = rd_hdr_histogram_record(hdr, input[i]); RD_UT_ASSERT(r, "record(%"PRId64") failed\n", input[i]); } for (i = 0 ; i < RD_ARRAYSIZE(exp) ; i++) { int64_t v = rd_hdr_histogram_quantile(hdr, exp[i].q); RD_UT_ASSERT(v == exp[i].v, "P%.2f is %"PRId64", expected %"PRId64, exp[i].q, v, exp[i].v); } rd_hdr_histogram_destroy(hdr); RD_UT_PASS(); } int unittest_rdhdrhistogram (void) { int fails = 0; fails += ut_high_sigfig(); fails += ut_quantile(); fails += ut_mean(); fails += ut_stddev(); fails += ut_totalcount(); fails += ut_max(); fails += ut_min(); fails += ut_reset(); fails += ut_nan(); fails += ut_sigfigs(); fails += ut_minmax_trackable(); fails += ut_unitmagnitude_overflow(); fails += ut_subbucketmask_overflow(); return fails; } /**@}*/