Add base Percentile interface and tests

stats/percentile.go

@@ -0,0 +1,45 @@
+package stats
+
+import (
+	"sort"
+)
+
+type Percentile struct {
+	percentile float64
+	values sort.Float64Slice
+	offset int
+}
+
+func NewPercentile(percentile float64, sampleWindow int) *Percentile {
+	return &Percentile{
+		percentile: percentile,
+		values: make([]float64, 0, sampleWindow),
+	}
+}
+
+func (p *Percentile) AddSample(sample float64) {
+	p.values = append(p.values, sample)
+	sort.Sort(p.values)
+}
+
+func (p *Percentile) Value() float64 {
+	if len(p.values) == 0 {
+		return 0
+	}
+
+	return p.values[round(p.index())]
+}
+
+func (p *Percentile) index() float64 {
+	return float64(len(p.values)) * p.percentile - float64(p.offset)
+}
+
+func round(value float64) int64 {
+	if value < 0.0 {
+		value -= 0.5
+	} else {
+		value += 0.5
+	}
+
+	return int64(value)
+}

stats/percentile_test.go

@@ -0,0 +1,30 @@
+package stats
+
+import (
+	"testing"
+	"math/rand"
+)
+
+func TestPercentiles(t *testing.T) {
+	testInRange(t, 1, 0.5)
+	testInRange(t, 1, 0.9)
+	testInRange(t, 1, 0.95)
+	testInRange(t, 10000, 0.5)
+	testInRange(t, 10000, 0.9)
+	testInRange(t, 10000, 0.95)
+}
+
+func testInRange(t *testing.T, max, percentile float64) {
+	p := NewPercentile(percentile, 10)
+
+	for i := 0; i < 1000; i++ {
+		p.AddSample(rand.Float64() * max)
+	}
+
+	got := p.Value()
+	expected := percentile * max
+
+	if got < expected * (1 - 0.02) || got > expected * (1 + 0.02) {
+		t.Errorf("Percentile out of range\n  actual: %f\nexpected: %f", got, expected)
+	}
+}