1use std::{
2 cmp::{self, Ordering},
3 mem,
4};
5
6use ordered_float::OrderedFloat;
7use serde::{de::Error, Deserialize, Deserializer, Serialize, Serializer};
8use serde_with::{serde_as, DeserializeAs, SerializeAs};
9use snafu::Snafu;
10use vector_common::byte_size_of::ByteSizeOf;
11use vector_config::configurable_component;
12
13use crate::{
14 event::{metric::Bucket, Metric, MetricValue},
15 float_eq,
16};
17
18const AGENT_DEFAULT_BIN_LIMIT: u16 = 4096;
19const AGENT_DEFAULT_EPS: f64 = 1.0 / 128.0;
20const AGENT_DEFAULT_MIN_VALUE: f64 = 1.0e-9;
21
22const UV_INF: i16 = i16::MAX;
23const MAX_KEY: i16 = UV_INF;
24
25const INITIAL_BINS: u16 = 128;
26const MAX_BIN_WIDTH: u16 = u16::MAX;
27
28#[inline]
29fn log_gamma(gamma_ln: f64, v: f64) -> f64 {
30 v.ln() / gamma_ln
31}
32
33#[inline]
34fn pow_gamma(gamma_v: f64, y: f64) -> f64 {
35 gamma_v.powf(y)
36}
37
38#[inline]
39fn lower_bound(gamma_v: f64, bias: i32, k: i16) -> f64 {
40 if k < 0 {
41 return -lower_bound(gamma_v, bias, -k);
42 }
43
44 if k == MAX_KEY {
45 return f64::INFINITY;
46 }
47
48 if k == 0 {
49 return 0.0;
50 }
51
52 pow_gamma(gamma_v, f64::from(i32::from(k) - bias))
53}
54
55#[derive(Debug, Snafu)]
56pub enum MergeError {
57 #[snafu(display("cannot merge two sketches with mismatched configuration parameters"))]
58 MismatchedConfigs,
59}
60
61#[derive(Copy, Clone, Debug, PartialEq)]
62pub struct Config {
63 bin_limit: u16,
64 gamma_v: f64,
66 gamma_ln: f64,
67 norm_min: f64,
76 norm_bias: i32,
78}
79
80impl Config {
81 #[allow(clippy::cast_possible_truncation)]
82 pub(self) fn new(mut eps: f64, min_value: f64, bin_limit: u16) -> Self {
83 assert!(eps > 0.0 && eps < 1.0, "eps must be between 0.0 and 1.0");
84 assert!(min_value > 0.0, "min value must be greater than 0.0");
85 assert!(bin_limit > 0, "bin limit must be greater than 0");
86
87 eps *= 2.0;
88 let gamma_v = 1.0 + eps;
89 let gamma_ln = eps.ln_1p();
90
91 let norm_eff_min = log_gamma(gamma_ln, min_value).floor() as i32;
94 let norm_bias = -norm_eff_min + 1;
95
96 let norm_min = lower_bound(gamma_v, norm_bias, 1);
97
98 assert!(
99 norm_min <= min_value,
100 "norm min should not exceed min_value"
101 );
102
103 Self {
104 bin_limit,
105 gamma_v,
106 gamma_ln,
107 norm_min,
108 norm_bias,
109 }
110 }
111
112 #[allow(dead_code)]
113 pub(crate) fn relative_accuracy(&self) -> f64 {
114 (self.gamma_v - 1.0) / 2.0
116 }
117
118 pub fn bin_lower_bound(&self, k: i16) -> f64 {
120 lower_bound(self.gamma_v, self.norm_bias, k)
121 }
122
123 #[allow(clippy::cast_possible_truncation)]
128 pub fn key(&self, v: f64) -> i16 {
129 if v < 0.0 {
130 return -self.key(-v);
131 }
132
133 if v == 0.0 || (v > 0.0 && v < self.norm_min) || (v < 0.0 && v > -self.norm_min) {
134 return 0;
135 }
136
137 let rounded = round_to_even(self.log_gamma(v)) as i32;
141 let key = rounded.wrapping_add(self.norm_bias);
142
143 key.clamp(1, i32::from(MAX_KEY)) as i16
146 }
147
148 pub fn log_gamma(&self, v: f64) -> f64 {
149 log_gamma(self.gamma_ln, v)
150 }
151}
152
153impl Default for Config {
154 fn default() -> Self {
155 Config::new(
156 AGENT_DEFAULT_EPS,
157 AGENT_DEFAULT_MIN_VALUE,
158 AGENT_DEFAULT_BIN_LIMIT,
159 )
160 }
161}
162
163#[derive(Clone, Copy, Debug, Eq, PartialEq)]
165pub struct Bin {
166 k: i16,
168
169 n: u16,
171}
172
173impl Bin {
174 #[allow(clippy::cast_possible_truncation)]
175 fn increment(&mut self, n: u32) -> u32 {
176 let next = n + u32::from(self.n);
177 if next > u32::from(MAX_BIN_WIDTH) {
178 self.n = MAX_BIN_WIDTH;
179 return next - u32::from(MAX_BIN_WIDTH);
180 }
181
182 self.n = next as u16;
185 0
186 }
187}
188
189#[serde_as]
212#[configurable_component]
213#[derive(Clone, Debug)]
214pub struct AgentDDSketch {
215 #[serde(skip)]
216 config: Config,
217
218 #[serde_as(as = "BinMap")]
220 bins: Vec<Bin>,
221
222 count: u32,
224
225 min: f64,
227
228 max: f64,
230
231 sum: f64,
233
234 avg: f64,
236}
237
238impl AgentDDSketch {
239 pub fn with_agent_defaults() -> Self {
242 let config = Config::default();
243 let initial_bins = cmp::max(INITIAL_BINS, config.bin_limit) as usize;
244
245 Self {
246 config,
247 bins: Vec::with_capacity(initial_bins),
248 count: 0,
249 min: f64::MAX,
250 max: f64::MIN,
251 sum: 0.0,
252 avg: 0.0,
253 }
254 }
255
256 pub fn from_raw(
264 count: u32,
265 min: f64,
266 max: f64,
267 sum: f64,
268 avg: f64,
269 keys: &[i16],
270 counts: &[u16],
271 ) -> Option<AgentDDSketch> {
272 let bin_map = BinMap {
273 keys: keys.into(),
274 counts: counts.into(),
275 };
276 bin_map.into_bins().map(|bins| Self {
277 config: Config::default(),
278 bins,
279 count,
280 min,
281 max,
282 sum,
283 avg,
284 })
285 }
286
287 pub fn gamma(&self) -> f64 {
288 self.config.gamma_v
289 }
290
291 pub fn bin_index_offset(&self) -> i32 {
292 self.config.norm_bias
293 }
294
295 #[allow(dead_code)]
296 fn bin_count(&self) -> usize {
297 self.bins.len()
298 }
299
300 pub fn bins(&self) -> &[Bin] {
301 &self.bins
302 }
303
304 pub fn bin_map(&self) -> BinMap {
305 BinMap::from_bins(&self.bins)
306 }
307
308 pub fn config(&self) -> &Config {
309 &self.config
310 }
311
312 pub fn is_empty(&self) -> bool {
314 self.count == 0
315 }
316
317 pub fn count(&self) -> u32 {
319 self.count
320 }
321
322 pub fn min(&self) -> Option<f64> {
326 if self.is_empty() {
327 None
328 } else {
329 Some(self.min)
330 }
331 }
332
333 pub fn max(&self) -> Option<f64> {
337 if self.is_empty() {
338 None
339 } else {
340 Some(self.max)
341 }
342 }
343
344 pub fn sum(&self) -> Option<f64> {
348 if self.is_empty() {
349 None
350 } else {
351 Some(self.sum)
352 }
353 }
354
355 pub fn avg(&self) -> Option<f64> {
359 if self.is_empty() {
360 None
361 } else {
362 Some(self.avg)
363 }
364 }
365
366 pub fn clear(&mut self) {
368 self.count = 0;
369 self.min = f64::MAX;
370 self.max = f64::MIN;
371 self.avg = 0.0;
372 self.sum = 0.0;
373 self.bins.clear();
374 }
375
376 fn adjust_basic_stats(&mut self, v: f64, n: u32) {
377 if v < self.min {
378 self.min = v;
379 }
380
381 if v > self.max {
382 self.max = v;
383 }
384
385 self.count += n;
386 self.sum += v * f64::from(n);
387
388 if n == 1 {
389 self.avg += (v - self.avg) / f64::from(self.count);
390 } else {
391 self.avg = self.avg + (v - self.avg) * f64::from(n) / f64::from(self.count);
394 }
395 }
396
397 fn insert_key_counts(&mut self, mut counts: Vec<(i16, u32)>) {
398 counts.sort_unstable_by(|(k1, _), (k2, _)| k1.cmp(k2));
400
401 let mut temp = Vec::new();
402
403 let mut bins_idx = 0;
404 let mut key_idx = 0;
405 let bins_len = self.bins.len();
406 let counts_len = counts.len();
407
408 while bins_idx < bins_len && key_idx < counts_len {
417 let bin = self.bins[bins_idx];
418 let vk = counts[key_idx].0;
419 let kn = counts[key_idx].1;
420
421 match bin.k.cmp(&vk) {
422 Ordering::Greater => {
423 generate_bins(&mut temp, vk, kn);
424 key_idx += 1;
425 }
426 Ordering::Less => {
427 temp.push(bin);
428 bins_idx += 1;
429 }
430 Ordering::Equal => {
431 generate_bins(&mut temp, bin.k, u32::from(bin.n) + kn);
432 bins_idx += 1;
433 key_idx += 1;
434 }
435 }
436 }
437
438 temp.extend_from_slice(&self.bins[bins_idx..]);
439
440 while key_idx < counts_len {
441 let vk = counts[key_idx].0;
442 let kn = counts[key_idx].1;
443 generate_bins(&mut temp, vk, kn);
444 key_idx += 1;
445 }
446
447 trim_left(&mut temp, self.config.bin_limit);
448
449 self.bins = temp;
452 }
453
454 fn insert_keys(&mut self, mut keys: Vec<i16>) {
455 assert!(
458 keys.len()
459 <= TryInto::<usize>::try_into(u32::MAX).expect("we don't support 16-bit systems")
460 );
461
462 keys.sort_unstable();
463
464 let mut temp = Vec::new();
465
466 let mut bins_idx = 0;
467 let mut key_idx = 0;
468 let bins_len = self.bins.len();
469 let keys_len = keys.len();
470
471 while bins_idx < bins_len && key_idx < keys_len {
480 let bin = self.bins[bins_idx];
481 let vk = keys[key_idx];
482
483 match bin.k.cmp(&vk) {
484 Ordering::Greater => {
485 let kn = buf_count_leading_equal(&keys, key_idx);
486 generate_bins(&mut temp, vk, kn);
487 key_idx += kn as usize;
488 }
489 Ordering::Less => {
490 temp.push(bin);
491 bins_idx += 1;
492 }
493 Ordering::Equal => {
494 let kn = buf_count_leading_equal(&keys, key_idx);
495 generate_bins(&mut temp, bin.k, u32::from(bin.n) + kn);
496 bins_idx += 1;
497 key_idx += kn as usize;
498 }
499 }
500 }
501
502 temp.extend_from_slice(&self.bins[bins_idx..]);
503
504 while key_idx < keys_len {
505 let vk = keys[key_idx];
506 let kn = buf_count_leading_equal(&keys, key_idx);
507 generate_bins(&mut temp, vk, kn);
508 key_idx += kn as usize;
509 }
510
511 trim_left(&mut temp, self.config.bin_limit);
512
513 self.bins = temp;
516 }
517
518 pub fn insert(&mut self, v: f64) {
519 self.adjust_basic_stats(v, 1);
522
523 let key = self.config.key(v);
524 self.insert_keys(vec![key]);
525 }
526
527 pub fn insert_many(&mut self, vs: &[f64]) {
528 let mut keys = Vec::with_capacity(vs.len());
531 for v in vs {
532 self.adjust_basic_stats(*v, 1);
533 keys.push(self.config.key(*v));
534 }
535 self.insert_keys(keys);
536 }
537
538 pub fn insert_n(&mut self, v: f64, n: u32) {
539 self.adjust_basic_stats(v, n);
542
543 let key = self.config.key(v);
544 self.insert_key_counts(vec![(key, n)]);
545 }
546
547 fn insert_interpolate_bucket(&mut self, lower: f64, upper: f64, count: u32) {
548 let lower_key = self.config.key(lower);
551 let upper_key = self.config.key(upper);
552 let keys = (lower_key..=upper_key).collect::<Vec<_>>();
553
554 let mut key_counts = Vec::new();
555 let mut remaining_count = count;
556 let distance = upper - lower;
557 let mut start_idx = 0;
558 let mut end_idx = 1;
559 let mut lower_bound = self.config.bin_lower_bound(keys[start_idx]);
560 let mut remainder = 0.0;
561
562 while end_idx < keys.len() && remaining_count > 0 {
563 let upper_bound = self.config.bin_lower_bound(keys[end_idx]);
567 let fkn = ((upper_bound - lower_bound) / distance) * f64::from(count);
568 if fkn > 1.0 {
569 remainder += fkn - fkn.trunc();
570 }
571
572 #[allow(clippy::cast_possible_truncation)]
575 let mut kn = fkn as u32;
576 if remainder > 1.0 {
577 kn += 1;
578 remainder -= 1.0;
579 }
580
581 if kn > 0 {
582 if kn > remaining_count {
583 kn = remaining_count;
584 }
585
586 self.adjust_basic_stats(lower_bound, kn);
587 key_counts.push((keys[start_idx], kn));
588
589 remaining_count -= kn;
590 start_idx = end_idx;
591 lower_bound = upper_bound;
592 }
593
594 end_idx += 1;
595 }
596
597 if remaining_count > 0 {
598 let last_key = keys[start_idx];
599 lower_bound = self.config.bin_lower_bound(last_key);
600 self.adjust_basic_stats(lower_bound, remaining_count);
601 key_counts.push((last_key, remaining_count));
602 }
603
604 self.insert_key_counts(key_counts);
605 }
606
607 pub fn insert_interpolate_buckets(
611 &mut self,
612 mut buckets: Vec<Bucket>,
613 ) -> Result<(), &'static str> {
614 buckets.sort_by(|a, b| {
617 let oa = OrderedFloat(a.upper_limit);
618 let ob = OrderedFloat(b.upper_limit);
619
620 oa.cmp(&ob)
621 });
622
623 let mut lower = f64::NEG_INFINITY;
624
625 if buckets
626 .iter()
627 .any(|bucket| bucket.count > u64::from(u32::MAX))
628 {
629 return Err("bucket size greater than u32::MAX");
630 }
631
632 for bucket in buckets {
633 let mut upper = bucket.upper_limit;
634 if upper.is_sign_positive() && upper.is_infinite() {
635 upper = lower;
636 } else if lower.is_sign_negative() && lower.is_infinite() {
637 lower = upper;
638 }
639
640 let count = u32::try_from(bucket.count)
645 .unwrap_or_else(|_| unreachable!("count range has already been checked."));
646
647 self.insert_interpolate_bucket(lower, upper, count);
648 lower = bucket.upper_limit;
649 }
650
651 Ok(())
652 }
653
654 #[allow(dead_code)]
660 pub(crate) fn insert_raw_bin(&mut self, k: i16, n: u16) {
661 let v = self.config.bin_lower_bound(k);
662 self.adjust_basic_stats(v, u32::from(n));
663 self.bins.push(Bin { k, n });
664 }
665
666 pub fn quantile(&self, q: f64) -> Option<f64> {
667 if self.count == 0 {
668 return None;
669 }
670
671 if q <= 0.0 {
672 return Some(self.min);
673 }
674
675 if q >= 1.0 {
676 return Some(self.max);
677 }
678
679 let mut n = 0.0;
680 let mut estimated = None;
681 let wanted_rank = rank(self.count, q);
682
683 for (i, bin) in self.bins.iter().enumerate() {
684 n += f64::from(bin.n);
685 if n <= wanted_rank {
686 continue;
687 }
688
689 let weight = (n - wanted_rank) / f64::from(bin.n);
690 let mut v_low = self.config.bin_lower_bound(bin.k);
691 let mut v_high = v_low * self.config.gamma_v;
692
693 if i == self.bins.len() {
694 v_high = self.max;
695 } else if i == 0 {
696 v_low = self.min;
697 }
698
699 estimated = Some(v_low * weight + v_high * (1.0 - weight));
700 break;
701 }
702
703 estimated
704 .map(|v| v.clamp(self.min, self.max))
705 .or(Some(f64::NAN))
706 }
707
708 pub fn merge(&mut self, other: &AgentDDSketch) -> Result<(), MergeError> {
719 if self.config != other.config {
720 return Err(MergeError::MismatchedConfigs);
721 }
722
723 self.count += other.count;
725 if other.max > self.max {
726 self.max = other.max;
727 }
728 if other.min < self.min {
729 self.min = other.min;
730 }
731 self.sum += other.sum;
732 self.avg =
733 self.avg + (other.avg - self.avg) * f64::from(other.count) / f64::from(self.count);
734
735 let mut temp = Vec::new();
737
738 let mut bins_idx = 0;
739 for other_bin in &other.bins {
740 let start = bins_idx;
741 while bins_idx < self.bins.len() && self.bins[bins_idx].k < other_bin.k {
742 bins_idx += 1;
743 }
744
745 temp.extend_from_slice(&self.bins[start..bins_idx]);
746
747 if bins_idx >= self.bins.len() || self.bins[bins_idx].k > other_bin.k {
748 temp.push(*other_bin);
749 } else if self.bins[bins_idx].k == other_bin.k {
750 generate_bins(
751 &mut temp,
752 other_bin.k,
753 u32::from(other_bin.n) + u32::from(self.bins[bins_idx].n),
754 );
755 bins_idx += 1;
756 }
757 }
758
759 temp.extend_from_slice(&self.bins[bins_idx..]);
760 trim_left(&mut temp, self.config.bin_limit);
761
762 self.bins = temp;
763
764 Ok(())
765 }
766
767 pub fn transform_to_sketch(mut metric: Metric) -> Result<Metric, &'static str> {
783 let sketch = match metric.data_mut().value_mut() {
784 MetricValue::Distribution { samples, .. } => {
785 let mut sketch = AgentDDSketch::with_agent_defaults();
786 for sample in samples {
787 sketch.insert_n(sample.value, sample.rate);
788 }
789 Some(sketch)
790 }
791 MetricValue::AggregatedHistogram { buckets, .. } => {
792 let delta_buckets = mem::take(buckets);
793 let mut sketch = AgentDDSketch::with_agent_defaults();
794 sketch.insert_interpolate_buckets(delta_buckets)?;
795 Some(sketch)
796 }
797 _ => None,
799 };
800
801 match sketch {
802 None => Ok(metric),
804 Some(sketch) => Ok(metric.with_value(sketch.into())),
806 }
807 }
808}
809
810impl PartialEq for AgentDDSketch {
811 fn eq(&self, other: &Self) -> bool {
812 self.count == other.count
821 && float_eq(self.min, other.min)
822 && float_eq(self.max, other.max)
823 && float_eq(self.sum, other.sum)
824 && float_eq(self.avg, other.avg)
825 && self.bins == other.bins
826 }
827}
828
829impl Eq for AgentDDSketch {}
830
831impl ByteSizeOf for AgentDDSketch {
832 fn allocated_bytes(&self) -> usize {
833 self.bins.len() * mem::size_of::<Bin>()
834 }
835}
836
837#[configurable_component]
846#[derive(Clone, Debug)]
847pub struct BinMap {
848 #[serde(rename = "k")]
850 pub keys: Vec<i16>,
851
852 #[serde(rename = "n")]
854 pub counts: Vec<u16>,
855}
856
857impl BinMap {
858 pub fn from_bins<B>(bins: B) -> BinMap
859 where
860 B: AsRef<[Bin]>,
861 {
862 let (keys, counts) =
863 bins.as_ref()
864 .iter()
865 .fold((Vec::new(), Vec::new()), |(mut keys, mut counts), bin| {
866 keys.push(bin.k);
867 counts.push(bin.n);
868
869 (keys, counts)
870 });
871
872 BinMap { keys, counts }
873 }
874
875 pub fn into_parts(self) -> (Vec<i16>, Vec<u16>) {
876 (self.keys, self.counts)
877 }
878
879 pub fn into_bins(self) -> Option<Vec<Bin>> {
880 if self.keys.len() == self.counts.len() {
881 Some(
882 self.keys
883 .into_iter()
884 .zip(self.counts)
885 .map(|(k, n)| Bin { k, n })
886 .collect(),
887 )
888 } else {
889 None
890 }
891 }
892}
893
894impl SerializeAs<Vec<Bin>> for BinMap {
895 fn serialize_as<S>(source: &Vec<Bin>, serializer: S) -> Result<S::Ok, S::Error>
896 where
897 S: Serializer,
898 {
899 let bin_map = BinMap::from_bins(source);
900 bin_map.serialize(serializer)
901 }
902}
903
904impl<'de> DeserializeAs<'de, Vec<Bin>> for BinMap {
905 fn deserialize_as<D>(deserializer: D) -> Result<Vec<Bin>, D::Error>
906 where
907 D: Deserializer<'de>,
908 {
909 let bin_map: BinMap = Deserialize::deserialize(deserializer)?;
910 bin_map
911 .into_bins()
912 .ok_or("keys and counts must match in length")
913 .map_err(D::Error::custom)
914 }
915}
916
917fn rank(count: u32, q: f64) -> f64 {
918 round_to_even(q * f64::from(count - 1))
919}
920
921#[allow(clippy::cast_possible_truncation)]
922fn buf_count_leading_equal(keys: &[i16], start_idx: usize) -> u32 {
923 if start_idx == keys.len() - 1 {
924 return 1;
925 }
926
927 let mut idx = start_idx;
928 while idx < keys.len() && keys[idx] == keys[start_idx] {
929 idx += 1;
930 }
931
932 (idx - start_idx) as u32
935}
936
937fn trim_left(bins: &mut Vec<Bin>, bin_limit: u16) {
938 let bin_limit = bin_limit as usize;
941 if bin_limit == 0 || bins.len() < bin_limit {
942 return;
943 }
944
945 let num_to_remove = bins.len() - bin_limit;
946 let mut missing = 0;
947 let mut overflow = Vec::new();
948
949 for bin in bins.iter().take(num_to_remove) {
950 missing += u32::from(bin.n);
951
952 if missing > u32::from(MAX_BIN_WIDTH) {
953 overflow.push(Bin {
954 k: bin.k,
955 n: MAX_BIN_WIDTH,
956 });
957
958 missing -= u32::from(MAX_BIN_WIDTH);
959 }
960 }
961
962 let bin_remove = &mut bins[num_to_remove];
963 missing = bin_remove.increment(missing);
964 if missing > 0 {
965 generate_bins(&mut overflow, bin_remove.k, missing);
966 }
967
968 let overflow_len = overflow.len();
969 let (_, bins_end) = bins.split_at(num_to_remove);
970 overflow.extend_from_slice(bins_end);
971
972 overflow.truncate(bin_limit + overflow_len);
975
976 mem::swap(bins, &mut overflow);
977}
978
979#[allow(clippy::cast_possible_truncation)]
980fn generate_bins(bins: &mut Vec<Bin>, k: i16, n: u32) {
981 if n < u32::from(MAX_BIN_WIDTH) {
982 bins.push(Bin { k, n: n as u16 });
984 } else {
985 let overflow = n % u32::from(MAX_BIN_WIDTH);
986 if overflow != 0 {
987 bins.push(Bin {
988 k,
989 n: overflow as u16,
991 });
992 }
993
994 for _ in 0..(n / u32::from(MAX_BIN_WIDTH)) {
995 bins.push(Bin {
996 k,
997 n: MAX_BIN_WIDTH,
998 });
999 }
1000 }
1001}
1002
1003#[allow(clippy::cast_possible_truncation)]
1004#[inline]
1005fn capped_u64_shift(shift: u64) -> u32 {
1006 if shift >= 64 {
1007 u32::MAX
1008 } else {
1009 shift as u32
1011 }
1012}
1013
1014fn round_to_even(v: f64) -> f64 {
1015 const MASK: u64 = 0x7ff;
1070 const BIAS: u64 = 1023;
1071 const SHIFT: u64 = 64 - 11 - 1;
1072 const SIGN_MASK: u64 = 1 << 63;
1073 const FRAC_MASK: u64 = (1 << SHIFT) - 1;
1074 #[allow(clippy::unreadable_literal)]
1075 const UV_ONE: u64 = 0x3FF0000000000000;
1076 const HALF_MINUS_ULP: u64 = (1 << (SHIFT - 1)) - 1;
1077
1078 let mut bits = v.to_bits();
1079 let mut e = (bits >> SHIFT) & MASK;
1080 if e >= BIAS {
1081 e = e.wrapping_sub(BIAS);
1082 let shift_amount = SHIFT.wrapping_sub(e);
1083 let shifted = bits.wrapping_shr(capped_u64_shift(shift_amount));
1084 let plus_ulp = HALF_MINUS_ULP + (shifted & 1);
1085 bits += plus_ulp.wrapping_shr(capped_u64_shift(e));
1086 bits &= !(FRAC_MASK.wrapping_shr(capped_u64_shift(e)));
1087 } else if e == BIAS - 1 && bits & FRAC_MASK != 0 {
1088 bits = bits & SIGN_MASK | UV_ONE; } else {
1091 bits &= SIGN_MASK; }
1094 f64::from_bits(bits)
1095}
1096
1097#[cfg(test)]
1098mod tests {
1099 use super::{round_to_even, AgentDDSketch, Config, AGENT_DEFAULT_EPS, MAX_KEY};
1100 use crate::event::metric::Bucket;
1101
1102 const FLOATING_POINT_ACCEPTABLE_ERROR: f64 = 1.0e-10;
1103
1104 #[cfg(ddsketch_extended)]
1105 fn generate_pareto_distribution() -> Vec<OrderedFloat<f64>> {
1106 use ordered_float::OrderedFloat;
1107 use rand::rng;
1108 use rand_distr::{Distribution, Pareto};
1109
1110 let distribution = Pareto::new(1.0, 1.0).expect("pareto distribution should be valid");
1116 let mut samples = distribution
1117 .sample_iter(rng())
1118 .map(|n| n * 10_000.0)
1120 .filter(|n| *n > 15_000.0 && *n < 10_000_000.0)
1121 .map(OrderedFloat)
1122 .take(1000)
1123 .collect::<Vec<_>>();
1124
1125 samples.sort();
1127
1128 samples
1129 }
1130
1131 #[test]
1132 fn test_ddsketch_config_key_lower_bound_identity() {
1133 let config = Config::default();
1134 for k in (-MAX_KEY + 1)..MAX_KEY {
1135 assert_eq!(k, config.key(config.bin_lower_bound(k)));
1136 }
1137 }
1138
1139 #[test]
1140 fn test_ddsketch_basic() {
1141 let mut sketch = AgentDDSketch::with_agent_defaults();
1142 assert!(sketch.is_empty());
1143 assert_eq!(sketch.count(), 0);
1144 assert_eq!(sketch.min(), None);
1145 assert_eq!(sketch.max(), None);
1146 assert_eq!(sketch.sum(), None);
1147 assert_eq!(sketch.avg(), None);
1148
1149 sketch.insert(3.15);
1150 assert!(!sketch.is_empty());
1151 assert_eq!(sketch.count(), 1);
1152 assert_eq!(sketch.min(), Some(3.15));
1153 assert_eq!(sketch.max(), Some(3.15));
1154 assert_eq!(sketch.sum(), Some(3.15));
1155 assert_eq!(sketch.avg(), Some(3.15));
1156
1157 sketch.insert(2.28);
1158 assert!(!sketch.is_empty());
1159 assert_eq!(sketch.count(), 2);
1160 assert_eq!(sketch.min(), Some(2.28));
1161 assert_eq!(sketch.max(), Some(3.15));
1162 assert_eq!(sketch.sum(), Some(5.43));
1163 assert_eq!(sketch.avg(), Some(2.715));
1164 }
1165
1166 #[test]
1167 fn test_ddsketch_clear() {
1168 let sketch1 = AgentDDSketch::with_agent_defaults();
1169 let mut sketch2 = AgentDDSketch::with_agent_defaults();
1170
1171 assert_eq!(sketch1, sketch2);
1172 assert!(sketch1.is_empty());
1173 assert!(sketch2.is_empty());
1174
1175 sketch2.insert(3.15);
1176 assert_ne!(sketch1, sketch2);
1177 assert!(!sketch2.is_empty());
1178
1179 sketch2.clear();
1180 assert_eq!(sketch1, sketch2);
1181 assert!(sketch2.is_empty());
1182 }
1183
1184 #[test]
1185 fn test_ddsketch_neg_to_pos() {
1186 let start = -1.0;
1188 let end = 1.0;
1189 let delta = 0.0002;
1190
1191 let mut sketch = AgentDDSketch::with_agent_defaults();
1192
1193 let mut v = start;
1194 while v <= end {
1195 sketch.insert(v);
1196
1197 v += delta;
1198 }
1199
1200 let min = sketch.quantile(0.0).expect("should have value");
1201 let median = sketch.quantile(0.5).expect("should have value");
1202 let max = sketch.quantile(1.0).expect("should have value");
1203
1204 assert_eq!(start, min);
1205 assert!(median.abs() < FLOATING_POINT_ACCEPTABLE_ERROR);
1206 assert!((end - max).abs() < FLOATING_POINT_ACCEPTABLE_ERROR);
1207 }
1208
1209 #[test]
1210 fn test_out_of_range_buckets_error() {
1211 let mut sketch = AgentDDSketch::with_agent_defaults();
1212
1213 let buckets = vec![
1214 Bucket {
1215 upper_limit: 5.4,
1216 count: 32,
1217 },
1218 Bucket {
1219 upper_limit: 5.8,
1220 count: u64::from(u32::MAX) + 1,
1221 },
1222 Bucket {
1223 upper_limit: 9.2,
1224 count: 320,
1225 },
1226 ];
1227
1228 assert_eq!(
1229 Err("bucket size greater than u32::MAX"),
1230 sketch.insert_interpolate_buckets(buckets)
1231 );
1232
1233 assert_eq!(sketch, AgentDDSketch::with_agent_defaults());
1235 }
1236
1237 #[test]
1238 fn test_merge() {
1239 let mut all_values = AgentDDSketch::with_agent_defaults();
1240 let mut odd_values = AgentDDSketch::with_agent_defaults();
1241 let mut even_values = AgentDDSketch::with_agent_defaults();
1242 let mut all_values_many = AgentDDSketch::with_agent_defaults();
1243
1244 let mut values = Vec::new();
1245 for i in -50..=50 {
1246 let v = f64::from(i);
1247
1248 all_values.insert(v);
1249
1250 if i & 1 == 0 {
1251 odd_values.insert(v);
1252 } else {
1253 even_values.insert(v);
1254 }
1255
1256 values.push(v);
1257 }
1258
1259 all_values_many.insert_many(&values);
1260
1261 assert!(odd_values.merge(&even_values).is_ok());
1262 let merged_values = odd_values;
1263
1264 assert_eq!(all_values.bin_count(), values.len());
1266
1267 let low_end = all_values
1269 .quantile(0.01)
1270 .expect("should have estimated value");
1271 let high_end = all_values
1272 .quantile(0.99)
1273 .expect("should have estimated value");
1274 assert_eq!(high_end, -low_end);
1275
1276 let target_bin_count = all_values.bin_count();
1277 for sketch in &[all_values, all_values_many, merged_values] {
1278 assert_eq!(sketch.quantile(0.5), Some(0.0));
1279 assert_eq!(sketch.quantile(0.0), Some(-50.0));
1280 assert_eq!(sketch.quantile(1.0), Some(50.0));
1281
1282 for p in 0..50 {
1283 let q = f64::from(p) / 100.0;
1284 let positive = sketch
1285 .quantile(q + 0.5)
1286 .expect("should have estimated value");
1287 let negative = -sketch
1288 .quantile(0.5 - q)
1289 .expect("should have estimated value");
1290
1291 assert!(
1292 (positive - negative).abs() <= 1.0e-6,
1293 "positive vs negative difference too great ({positive} vs {negative})",
1294 );
1295 }
1296
1297 assert_eq!(target_bin_count, sketch.bin_count());
1298 }
1299 }
1300
1301 #[test]
1302 fn test_merge_different_configs() {
1303 let mut first = AgentDDSketch::with_agent_defaults();
1304 let mut second = AgentDDSketch::with_agent_defaults();
1305
1306 second.config.norm_bias += 1;
1308
1309 assert!(first.merge(&second).is_err());
1310 }
1311
1312 #[test]
1313 #[cfg(ddsketch_extended)]
1314 fn test_ddsketch_pareto_distribution() {
1315 use ndarray::{Array, Axis};
1316 use ndarray_stats::{interpolate::Midpoint, QuantileExt};
1317 use noisy_float::prelude::N64;
1318
1319 let samples = generate_pareto_distribution();
1331
1332 let mut sketch = AgentDDSketch::with_agent_defaults();
1334
1335 let relative_accuracy = AGENT_DEFAULT_EPS;
1336 for sample in &samples {
1337 sketch.insert(sample.into_inner());
1338 }
1339
1340 let mut array = Array::from_iter(samples);
1341
1342 for p in 1..=100 {
1347 let q = p as f64 / 100.0;
1348 let x = sketch.quantile(q);
1349 assert!(x.is_some());
1350
1351 let estimated = x.unwrap();
1352 let actual = array
1353 .quantile_axis_mut(Axis(0), N64::unchecked_new(q), &Midpoint)
1354 .expect("quantile should be in range")
1355 .get(())
1356 .expect("quantile value should be present")
1357 .clone()
1358 .into_inner();
1359
1360 let _err = (estimated - actual).abs() / actual;
1361 assert!(err <= relative_accuracy,
1362 "relative accuracy out of bounds: q={}, estimate={}, actual={}, target-rel-acc={}, actual-rel-acc={}, bin-count={}",
1363 q, estimated, actual, relative_accuracy, err, sketch.bin_count());
1364 }
1365 }
1366
1367 #[test]
1368 fn test_relative_accuracy_fast() {
1369 let config = Config::default();
1378 let min_value = 1.0;
1379 #[allow(clippy::cast_possible_truncation)]
1381 let max_value = config.gamma_v.powf(5.0) as f32;
1382
1383 test_relative_accuracy(config, AGENT_DEFAULT_EPS, min_value, max_value);
1384 }
1385
1386 #[test]
1387 #[cfg(ddsketch_extended)]
1388 fn test_relative_accuracy_slow() {
1389 let config = Config::default();
1401 let min_value = 1.0e-6;
1402 let max_value = i64::MAX as f32;
1403
1404 test_relative_accuracy(config, AGENT_DEFAULT_EPS, min_value, max_value)
1405 }
1406
1407 fn parse_sketch_from_string_bins(layout: &str) -> AgentDDSketch {
1408 layout
1409 .split(' ')
1410 .map(|pair| pair.split(':').map(ToOwned::to_owned).collect::<Vec<_>>())
1411 .fold(
1412 AgentDDSketch::with_agent_defaults(),
1413 |mut sketch, mut kn| {
1414 let k = kn.remove(0).parse::<i16>().unwrap();
1415 let n = kn.remove(0).parse::<u16>().unwrap();
1416
1417 sketch.insert_raw_bin(k, n);
1418 sketch
1419 },
1420 )
1421 }
1422
1423 fn compare_sketches(actual: &AgentDDSketch, expected: &AgentDDSketch, allowed_err: f64) {
1424 let actual_sum = actual.sum().unwrap();
1425 let expected_sum = expected.sum().unwrap();
1426 let actual_avg = actual.avg().unwrap();
1427 let expected_avg = expected.avg().unwrap();
1428 let sum_delta = (actual_sum - expected_sum).abs();
1429 let avg_delta = (actual_avg - expected_avg).abs();
1430 assert!(sum_delta <= allowed_err);
1431 assert!(avg_delta <= allowed_err);
1432 assert_eq!(actual.min(), expected.min());
1433 assert_eq!(actual.max(), expected.max());
1434 assert_eq!(actual.count(), expected.count());
1435 assert_eq!(actual.bins(), expected.bins());
1436 }
1437
1438 #[test]
1439 fn test_histogram_interpolation_agent_similarity() {
1440 #[derive(Clone)]
1441 struct Case {
1442 lower: f64,
1443 upper: f64,
1444 count: u32,
1445 allowed_err: f64,
1446 expected: &'static str,
1447 }
1448
1449 let check_result = |actual: &AgentDDSketch, case: &Case| {
1450 let expected = parse_sketch_from_string_bins(case.expected);
1451
1452 assert_eq!(expected.count(), case.count);
1453 assert_eq!(actual.count(), case.count);
1454 assert_eq!(actual.bins(), expected.bins());
1455 compare_sketches(actual, &expected, case.allowed_err);
1456
1457 let actual_count: u32 = actual.bins.iter().map(|b| u32::from(b.n)).sum();
1458 assert_eq!(actual_count, case.count);
1459 };
1460
1461 let cases = &[
1462 Case { lower: 0.0, upper: 10.0, count: 2, allowed_err: 0.0, expected: "0:1 1442:1" },
1463 Case { lower: 10.0, upper: 20.0, count: 4, allowed_err: 0.0, expected: "1487:1 1502:1 1514:1 1524:1" },
1464 Case { lower: -10.0, upper: 10.0, count: 4, allowed_err: 0.0, expected: "-1487:1 -1442:1 -1067:1 1442:1"},
1465 Case { lower: 0.0, upper: 10.0, count: 100, allowed_err: 0.0, expected: "0:1 1190:1 1235:1 1261:1 1280:1 1295:1 1307:1 1317:1 1326:1 1334:1 1341:1 1347:1 1353:1 1358:1 1363:1 1368:1 1372:2 1376:1 1380:1 1384:1 1388:1 1391:1 1394:1 1397:2 1400:1 1403:1 1406:2 1409:1 1412:1 1415:2 1417:1 1419:1 1421:1 1423:1 1425:1 1427:1 1429:2 1431:1 1433:1 1435:2 1437:1 1439:2 1441:1 1443:2 1445:2 1447:1 1449:2 1451:2 1453:2 1455:2 1457:2 1459:1 1460:1 1461:1 1462:1 1463:1 1464:1 1465:1 1466:1 1467:2 1468:1 1469:1 1470:1 1471:1 1472:2 1473:1 1474:1 1475:1 1476:2 1477:1 1478:2 1479:1 1480:1 1481:2 1482:1 1483:2 1484:1 1485:2 1486:1" },
1466 Case { lower: 1_000.0, upper: 100_000.0, count: 1_000_000 - 1, allowed_err: 0.0, expected: "1784:158 1785:162 1786:164 1787:166 1788:170 1789:171 1790:175 1791:177 1792:180 1793:183 1794:185 1795:189 1796:191 1797:195 1798:197 1799:201 1800:203 1801:207 1802:210 1803:214 1804:217 1805:220 1806:223 1807:227 1808:231 1809:234 1810:238 1811:242 1812:245 1813:249 1814:253 1815:257 1816:261 1817:265 1818:270 1819:273 1820:278 1821:282 1822:287 1823:291 1824:295 1825:300 1826:305 1827:310 1828:314 1829:320 1830:324 1831:329 1832:335 1833:340 1834:345 1835:350 1836:356 1837:362 1838:367 1839:373 1840:379 1841:384 1842:391 1843:397 1844:403 1845:409 1846:416 1847:422 1848:429 1849:435 1850:442 1851:449 1852:457 1853:463 1854:470 1855:478 1856:486 1857:493 1858:500 1859:509 1860:516 1861:525 1862:532 1863:541 1864:550 1865:558 1866:567 1867:575 1868:585 1869:594 1870:603 1871:612 1872:622 1873:632 1874:642 1875:651 1876:662 1877:672 1878:683 1879:693 1880:704 1881:716 1882:726 1883:738 1884:749 1885:761 1886:773 1887:785 1888:797 1889:809 1890:823 1891:835 1892:848 1893:861 1894:875 1895:889 1896:902 1897:917 1898:931 1899:945 1900:960 1901:975 1902:991 1903:1006 1904:1021 1905:1038 1906:1053 1907:1071 1908:1087 1909:1104 1910:1121 1911:1138 1912:1157 1913:1175 1914:1192 1915:1212 1916:1231 1917:1249 1918:1269 1919:1290 1920:1309 1921:1329 1922:1351 1923:1371 1924:1393 1925:1415 1926:1437 1927:1459 1928:1482 1929:1506 1930:1529 1931:1552 1932:1577 1933:1602 1934:1626 1935:1652 1936:1678 1937:1704 1938:1731 1939:1758 1940:1785 1941:1813 1942:1841 1943:1870 1944:1900 1945:1929 1946:1959 1947:1990 1948:2021 1949:2052 1950:2085 1951:2117 1952:2150 1953:2184 1954:2218 1955:2253 1956:2287 1957:2324 1958:2360 1959:2396 1960:2435 1961:2472 1962:2511 1963:2550 1964:2589 1965:2631 1966:2671 1967:2714 1968:2755 1969:2799 1970:2842 1971:2887 1972:2932 1973:2978 1974:3024 1975:3071 1976:3120 1977:3168 1978:3218 1979:3268 1980:3319 1981:3371 1982:3423 1983:3477 1984:3532 1985:3586 1986:3643 1987:3700 1988:3757 1989:3816 1990:3876 1991:3936 1992:3998 1993:4060 1994:4124 1995:4188 1996:4253 1997:4320 1998:4388 1999:4456 2000:4526 2001:4596 2002:4668 2003:4741 2004:4816 2005:4890 2006:4967 2007:5044 2008:5124 2009:5203 2010:5285 2011:5367 2012:5451 2013:5536 2014:5623 2015:5711 2016:5800 2017:5890 2018:5983 2019:6076 2020:6171 2021:6267 2022:6365 2023:6465 2024:6566 2025:6668 2026:6773 2027:6878 2028:6986 2029:7095 2030:7206 2031:7318 2032:7433 2033:7549 2034:7667 2035:7786 2036:7909 2037:8032 2038:8157 2039:8285 2040:8414 2041:8546 2042:8679 2043:8815 2044:8953 2045:9092 2046:9235 2047:9379 2048:9525 2049:9675 2050:9825 2051:9979 2052:10135 2053:10293 2054:10454 2055:10618 2056:10783 2057:10952 2058:11123 2059:11297 2060:11473 2061:11653 2062:11834 2063:12020 2064:12207 2065:12398 2066:12592 2067:12788 2068:12989 2069:13191 2070:13397 2071:13607 2072:13819 2073:14036 2074:14254 2075:14478 2076:14703 2077:14933 2078:15167 2079:15403 2080:8942" },
1467 Case { lower: 1_000.0, upper: 10_000.0, count: 10_000_000 - 1, allowed_err: 0.00001, expected: "1784:17485 1785:17758 1786:18035 1787:18318 1788:18604 1789:18894 1790:19190 1791:19489 1792:19794 1793:20103 1794:20418 1795:20736 1796:21061 1797:21389 1798:21724 1799:22063 1800:22408 1801:22758 1802:23113 1803:23475 1804:23841 1805:24215 1806:24592 1807:24977 1808:25366 1809:25764 1810:26165 1811:26575 1812:26990 1813:27412 1814:27839 1815:28275 1816:28717 1817:29165 1818:29622 1819:30083 1820:30554 1821:31032 1822:31516 1823:32009 1824:32509 1825:33016 1826:33533 1827:34057 1828:34589 1829:35129 1830:35678 1831:36235 1832:36802 1833:37377 1834:37961 1835:38554 1836:39156 1837:39768 1838:40390 1839:41020 1840:41662 1841:42312 1842:42974 1843:43645 1844:44327 1845:45020 1846:45723 1847:46438 1848:47163 1849:47900 1850:48648 1851:49409 1852:50181 1853:50964 1854:51761 1855:52570 1856:53391 1857:54226 1858:55072 1859:55934 1860:56807 1861:57695 1862:58596 1863:59512 1864:60441 1865:61387 1866:62345 1867:63319 1868:64309 1869:65314 1870:799 1870:65535 1871:1835 1871:65535 1872:2889 1872:65535 1873:3957 1873:65535 1874:5043 1874:65535 1875:6146 1875:65535 1876:7266 1876:65535 1877:8404 1877:65535 1878:9559 1878:65535 1879:10732 1879:65535 1880:11923 1880:65535 1881:13135 1881:65535 1882:14363 1882:65535 1883:15612 1883:65535 1884:16879 1884:65535 1885:18168 1885:65535 1886:19475 1886:65535 1887:20803 1887:65535 1888:22153 1888:65535 1889:23523 1889:65535 1890:24914 1890:65535 1891:26327 1891:65535 1892:27763 1892:65535 1893:29221 1893:65535 1894:30701 1894:65535 1895:32205 1895:65535 1896:33732 1896:65535 1897:35283 1897:65535 1898:36858 1898:65535 1899:38458 1899:65535 1900:40084 1900:65535 1901:41733 1901:65535 1902:43409 1902:65535 1903:45112 1903:65535 1904:46841 1904:65535 1905:48596 1905:65535 1906:50380 1906:65535 1907:52191 1907:65535 1908:54030 1908:65535 1909:55899 1909:65535 1910:57796 1910:65535 1911:59723 1911:65535 1912:61680 1912:65535 1913:63668 1913:65535 1914:152 1914:65535 1914:65535 1915:2202 1915:65535 1915:65535 1916:4285 1916:65535 1916:65535 1917:6399 1917:65535 1917:65535 1918:8547 1918:65535 1918:65535 1919:10729 1919:65535 1919:65535 1920:12945 1920:65535 1920:65535 1921:15195 1921:65535 1921:65535 1922:17480 1922:65535 1922:65535 1923:19801 1923:65535 1923:65535 1924:22158 1924:65535 1924:65535 1925:24553 1925:65535 1925:65535 1926:26985 1926:65535 1926:65535 1927:29453 1927:65535 1927:65535 1928:31963 1928:65535 1928:65535 1929:34509 1929:65535 1929:65535 1930:37097 1930:65535 1930:65535 1931:39724 1931:65535 1931:65535 1932:17411"},
1468 ];
1469
1470 let double_insert_cases = &[
1471 Case { lower: 1_000.0, upper: 10_000.0, count: 10_000_000 - 1, allowed_err: 0.0002, expected: "1784:34970 1785:35516 1786:36070 1787:36636 1788:37208 1789:37788 1790:38380 1791:38978 1792:39588 1793:40206 1794:40836 1795:41472 1796:42122 1797:42778 1798:43448 1799:44126 1800:44816 1801:45516 1802:46226 1803:46950 1804:47682 1805:48430 1806:49184 1807:49954 1808:50732 1809:51528 1810:52330 1811:53150 1812:53980 1813:54824 1814:55678 1815:56550 1816:57434 1817:58330 1818:59244 1819:60166 1820:61108 1821:62064 1822:63032 1823:64018 1824:65018 1825:497 1825:65535 1826:1531 1826:65535 1827:2579 1827:65535 1828:3643 1828:65535 1829:4723 1829:65535 1830:5821 1830:65535 1831:6935 1831:65535 1832:8069 1832:65535 1833:9219 1833:65535 1834:10387 1834:65535 1835:11573 1835:65535 1836:12777 1836:65535 1837:14001 1837:65535 1838:15245 1838:65535 1839:16505 1839:65535 1840:17789 1840:65535 1841:19089 1841:65535 1842:20413 1842:65535 1843:21755 1843:65535 1844:23119 1844:65535 1845:24505 1845:65535 1846:25911 1846:65535 1847:27341 1847:65535 1848:28791 1848:65535 1849:30265 1849:65535 1850:31761 1850:65535 1851:33283 1851:65535 1852:34827 1852:65535 1853:36393 1853:65535 1854:37987 1854:65535 1855:39605 1855:65535 1856:41247 1856:65535 1857:42917 1857:65535 1858:44609 1858:65535 1859:46333 1859:65535 1860:48079 1860:65535 1861:49855 1861:65535 1862:51657 1862:65535 1863:53489 1863:65535 1864:55347 1864:65535 1865:57239 1865:65535 1866:59155 1866:65535 1867:61103 1867:65535 1868:63083 1868:65535 1869:65093 1869:65535 1870:1598 1870:65535 1870:65535 1871:3670 1871:65535 1871:65535 1872:5778 1872:65535 1872:65535 1873:7914 1873:65535 1873:65535 1874:10086 1874:65535 1874:65535 1875:12292 1875:65535 1875:65535 1876:14532 1876:65535 1876:65535 1877:16808 1877:65535 1877:65535 1878:19118 1878:65535 1878:65535 1879:21464 1879:65535 1879:65535 1880:23846 1880:65535 1880:65535 1881:26270 1881:65535 1881:65535 1882:28726 1882:65535 1882:65535 1883:31224 1883:65535 1883:65535 1884:33758 1884:65535 1884:65535 1885:36336 1885:65535 1885:65535 1886:38950 1886:65535 1886:65535 1887:41606 1887:65535 1887:65535 1888:44306 1888:65535 1888:65535 1889:47046 1889:65535 1889:65535 1890:49828 1890:65535 1890:65535 1891:52654 1891:65535 1891:65535 1892:55526 1892:65535 1892:65535 1893:58442 1893:65535 1893:65535 1894:61402 1894:65535 1894:65535 1895:64410 1895:65535 1895:65535 1896:1929 1896:65535 1896:65535 1896:65535 1897:5031 1897:65535 1897:65535 1897:65535 1898:8181 1898:65535 1898:65535 1898:65535 1899:11381 1899:65535 1899:65535 1899:65535 1900:14633 1900:65535 1900:65535 1900:65535 1901:17931 1901:65535 1901:65535 1901:65535 1902:21283 1902:65535 1902:65535 1902:65535 1903:24689 1903:65535 1903:65535 1903:65535 1904:28147 1904:65535 1904:65535 1904:65535 1905:31657 1905:65535 1905:65535 1905:65535 1906:35225 1906:65535 1906:65535 1906:65535 1907:38847 1907:65535 1907:65535 1907:65535 1908:42525 1908:65535 1908:65535 1908:65535 1909:46263 1909:65535 1909:65535 1909:65535 1910:50057 1910:65535 1910:65535 1910:65535 1911:53911 1911:65535 1911:65535 1911:65535 1912:57825 1912:65535 1912:65535 1912:65535 1913:61801 1913:65535 1913:65535 1913:65535 1914:304 1914:65535 1914:65535 1914:65535 1914:65535 1915:4404 1915:65535 1915:65535 1915:65535 1915:65535 1916:8570 1916:65535 1916:65535 1916:65535 1916:65535 1917:12798 1917:65535 1917:65535 1917:65535 1917:65535 1918:17094 1918:65535 1918:65535 1918:65535 1918:65535 1919:21458 1919:65535 1919:65535 1919:65535 1919:65535 1920:25890 1920:65535 1920:65535 1920:65535 1920:65535 1921:30390 1921:65535 1921:65535 1921:65535 1921:65535 1922:34960 1922:65535 1922:65535 1922:65535 1922:65535 1923:39602 1923:65535 1923:65535 1923:65535 1923:65535 1924:44316 1924:65535 1924:65535 1924:65535 1924:65535 1925:49106 1925:65535 1925:65535 1925:65535 1925:65535 1926:53970 1926:65535 1926:65535 1926:65535 1926:65535 1927:58906 1927:65535 1927:65535 1927:65535 1927:65535 1928:63926 1928:65535 1928:65535 1928:65535 1928:65535 1929:3483 1929:65535 1929:65535 1929:65535 1929:65535 1929:65535 1930:8659 1930:65535 1930:65535 1930:65535 1930:65535 1930:65535 1931:13913 1931:65535 1931:65535 1931:65535 1931:65535 1931:65535 1932:34822" },
1472 ];
1473
1474 for case in cases {
1475 let mut sketch = AgentDDSketch::with_agent_defaults();
1476 assert!(sketch.is_empty());
1477
1478 sketch.insert_interpolate_bucket(case.lower, case.upper, case.count);
1479 check_result(&sketch, case);
1480 }
1481
1482 for case in double_insert_cases {
1483 let mut sketch = AgentDDSketch::with_agent_defaults();
1484 assert!(sketch.is_empty());
1485
1486 sketch.insert_interpolate_bucket(case.lower, case.upper, case.count);
1487 sketch.insert_interpolate_bucket(case.lower, case.upper, case.count);
1488
1489 let mut case = case.clone();
1490 case.count *= 2;
1491 check_result(&sketch, &case);
1492 }
1493 }
1494
1495 fn test_relative_accuracy(config: Config, rel_acc: f64, min_value: f32, max_value: f32) {
1496 let max_observed_rel_acc = check_max_relative_accuracy(config, min_value, max_value);
1497 assert!(
1498 max_observed_rel_acc <= rel_acc + FLOATING_POINT_ACCEPTABLE_ERROR,
1499 "observed out of bound max relative acc: {max_observed_rel_acc}, target rel acc={rel_acc}",
1500 );
1501 }
1502
1503 fn compute_relative_accuracy(target: f64, actual: f64) -> f64 {
1504 assert!(
1505 !(target < 0.0 || actual < 0.0),
1506 "expected/actual values must be greater than 0.0; target={target}, actual={actual}",
1507 );
1508
1509 if target == actual {
1510 0.0
1511 } else if target == 0.0 {
1512 if actual == 0.0 {
1513 0.0
1514 } else {
1515 f64::INFINITY
1516 }
1517 } else if actual < target {
1518 (target - actual) / target
1519 } else {
1520 (actual - target) / target
1521 }
1522 }
1523
1524 fn check_max_relative_accuracy(config: Config, min_value: f32, max_value: f32) -> f64 {
1525 assert!(
1526 min_value < max_value,
1527 "min_value must be less than max_value"
1528 );
1529
1530 let mut v = min_value;
1531 let mut max_relative_acc = 0.0;
1532 while v < max_value {
1533 let target = f64::from(v);
1534 let actual = config.bin_lower_bound(config.key(target));
1535
1536 let relative_acc = compute_relative_accuracy(target, actual);
1537 if relative_acc > max_relative_acc {
1538 max_relative_acc = relative_acc;
1539 }
1540
1541 v = f32::from_bits(v.to_bits() + 1);
1542 }
1543
1544 let actual = config.bin_lower_bound(config.key(f64::from(max_value)));
1546 let relative_acc = compute_relative_accuracy(f64::from(max_value), actual);
1547 if relative_acc > max_relative_acc {
1548 max_relative_acc = relative_acc;
1549 }
1550
1551 max_relative_acc
1552 }
1553
1554 #[test]
1555 fn test_round_to_even() {
1556 let alike = |a: f64, b: f64| -> bool {
1557 if a.is_nan() && b.is_nan() {
1558 true
1559 } else if a == b {
1560 a.is_sign_positive() == b.is_sign_positive()
1561 } else {
1562 false
1563 }
1564 };
1565
1566 #[allow(clippy::unreadable_literal)]
1567 let test_cases = &[
1568 (f64::NAN, f64::NAN),
1569 (0.5000000000000001, 1.0), (0.0, 0.0),
1571 (1.390671161567e-309, 0.0), (0.49999999999999994, 0.0), (0.5, 0.0),
1574 (-1.5, -2.0),
1575 (-2.5, -2.0),
1576 (f64::INFINITY, f64::INFINITY),
1577 (2251799813685249.5, 2251799813685250.0), (2251799813685250.5, 2251799813685250.0),
1579 (4503599627370495.5, 4503599627370496.0), (4503599627370497.0, 4503599627370497.0), ];
1582
1583 for (input, expected) in test_cases {
1584 let actual = round_to_even(*input);
1585 assert!(
1586 alike(actual, *expected),
1587 "input -> {}, expected {}, got {}",
1588 *input,
1589 *expected,
1590 actual
1591 );
1592 }
1593 }
1594}