EWMATest.java

package io.dropwizard.metrics;

import org.junit.Test;

import io.dropwizard.metrics.EWMA;

import java.util.concurrent.TimeUnit;

import static org.assertj.core.api.Assertions.assertThat;
import static org.assertj.core.api.Assertions.offset;

public class EWMATest {
    @Test
    public void aOneMinuteEWMAWithAValueOfThree() throws Exception {
        final EWMA ewma = EWMA.oneMinuteEWMA();
        ewma.update(3);
        ewma.tick();

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.6, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.22072766, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.08120117, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.02987224, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.01098938, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00404277, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00148725, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00054713, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00020128, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00007405, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00002724, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00001002, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00000369, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00000136, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00000050, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.00000018, offset(0.000001));
    }

    @Test
    public void aFiveMinuteEWMAWithAValueOfThree() throws Exception {
        final EWMA ewma = EWMA.fiveMinuteEWMA();
        ewma.update(3);
        ewma.tick();

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.6, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.49123845, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.40219203, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.32928698, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.26959738, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.22072766, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.18071653, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.14795818, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.12113791, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.09917933, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.08120117, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.06648190, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.05443077, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.04456415, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.03648604, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.02987224, offset(0.000001));
    }

    @Test
    public void aFifteenMinuteEWMAWithAValueOfThree() throws Exception {
        final EWMA ewma = EWMA.fifteenMinuteEWMA();
        ewma.update(3);
        ewma.tick();

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.6, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.56130419, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.52510399, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.49123845, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.45955700, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.42991879, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.40219203, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.37625345, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.35198773, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.32928698, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.30805027, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.28818318, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.26959738, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.25221023, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.23594443, offset(0.000001));

        elapseMinute(ewma);

        assertThat(ewma.getRate(TimeUnit.SECONDS)).isEqualTo(0.22072766, offset(0.000001));
    }


    private void elapseMinute(EWMA ewma) {
        for (int i = 1; i <= 12; i++) {
            ewma.tick();
        }
    }
}