Initial checkin of gRPC to third_party/

third_party/grpc/src/core/iomgr/time_averaged_stats.h

Index: third_party/grpc/src/core/iomgr/time_averaged_stats.h
diff --git a/third_party/grpc/src/core/iomgr/time_averaged_stats.h b/third_party/grpc/src/core/iomgr/time_averaged_stats.h
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+/*
+ *
+ * Copyright 2015, Google Inc.
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are
+ * met:
+ *
+ *     * Redistributions of source code must retain the above copyright
+ * notice, this list of conditions and the following disclaimer.
+ *     * 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.
+ *     * Neither the name of Google Inc. nor the names of its
+ * contributors may be used to endorse or promote products derived from
+ * this software without specific prior written permission.
+ *
+ * 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 OF 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.
+ *
+ */
+
+#ifndef GRPC_INTERNAL_CORE_IOMGR_TIME_AVERAGED_STATS_H
+#define GRPC_INTERNAL_CORE_IOMGR_TIME_AVERAGED_STATS_H
+
+/* This tracks a time-decaying weighted average.  It works by collecting
+   batches of samples and then mixing their average into a time-decaying
+   weighted mean.  It is designed for batch operations where we do many adds
+   before updating the average. */
+
+typedef struct {
+  /* The initial average value.  This is the reported average until the first
+     grpc_time_averaged_stats_update_average call.  If a positive regress_weight
+     is used, we also regress towards this value on each update. */
+  double init_avg;
+  /* The sample weight of "init_avg" that is mixed in with each call to
+     grpc_time_averaged_stats_update_average.  If the calls to
+     grpc_time_averaged_stats_add_sample stop, this will cause the average to
+     regress back to the mean.  This should be non-negative.  Set it to 0 to
+     disable the bias.  A value of 1 has the effect of adding in 1 bonus sample
+     with value init_avg to each sample period. */
+  double regress_weight;
+  /* This determines the rate of decay of the time-averaging from one period
+     to the next by scaling the aggregate_total_weight of samples from prior
+     periods when combining with the latest period.  It should be in the range
+     [0,1].  A higher value adapts more slowly.  With a value of 0.5, if the
+     batches each have k samples, the samples_in_avg_ will grow to 2 k, so the
+     weighting of the time average will eventually be 1/3 new batch and 2/3
+     old average. */
+  double persistence_factor;
+
+  /* The total value of samples since the last UpdateAverage(). */
+  double batch_total_value;
+  /* The number of samples since the last UpdateAverage(). */
+  double batch_num_samples;
+  /* The time-decayed sum of batch_num_samples_ over previous batches.  This is
+     the "weight" of the old aggregate_weighted_avg_ when updating the
+     average. */
+  double aggregate_total_weight;
+  /* A time-decayed average of the (batch_total_value_ / batch_num_samples_),
+     computed by decaying the samples_in_avg_ weight in the weighted average. */
+  double aggregate_weighted_avg;
+} grpc_time_averaged_stats;
+
+/* See the comments on the members above for an explanation of init_avg,
+   regress_weight, and persistence_factor. */
+void grpc_time_averaged_stats_init(grpc_time_averaged_stats* stats,
+                                   double init_avg, double regress_weight,
+                                   double persistence_factor);
+/* Add a sample to the current batch. */
+void grpc_time_averaged_stats_add_sample(grpc_time_averaged_stats* stats,
+                                         double value);
+/* Complete a batch and compute the new estimate of the average sample
+   value. */
+double grpc_time_averaged_stats_update_average(grpc_time_averaged_stats* stats);
+
+#endif /* GRPC_INTERNAL_CORE_IOMGR_TIME_AVERAGED_STATS_H */