cloud.metaapi.sdk.meta_api.reservoir

Class StatisticalReservoir

java.lang.Object

cloud.metaapi.sdk.meta_api.reservoir.StatisticalReservoir

public class StatisticalReservoir
extends Object

Statistical reservoir of a fixed size capable calculating percentiles This reservoir is derived from https://www.npmjs.com/package/reservoir and was integrated with an avl tree (https://www.npmjs.com/package/avl-sorted-list)

Field Summary

Fields

Modifier and Type	Field and Description
int	length
NumberAvlTreeReservoir<Double>	reservoir

Constructor Summary

Constructors

Constructor and Description
StatisticalReservoir(int size, AvlTreeReservoir.RandomGenerator customRandomGenerator, Long interval) Constructs reservoir
StatisticalReservoir(int size, Long interval) Constructs reservoir
StatisticalReservoir(int size, Long interval, AvlTreeReservoir.RandomGenerator randomNumberGen) Constructs reservoir

Method Summary

Modifier and Type	Method and Description
double	getPercentile(double p) Calculate percentile statistics for values stored in reservoir.
void	pushMeasurement(double data) Add element to reservoir
List<AvlTreeReservoir.Node>	toList()
List<Double>	toValueList()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

reservoir

public NumberAvlTreeReservoir<Double> reservoir

length

public int length

Constructor Detail

StatisticalReservoir

public StatisticalReservoir(int size,
                            Long interval)

Constructs reservoir

Parameters:

size - Reservoir size

interval - reservoir interval in milliseconds, or null

StatisticalReservoir

public StatisticalReservoir(int size,
                            Long interval,
                            AvlTreeReservoir.RandomGenerator randomNumberGen)

Constructs reservoir

Parameters:

size - Reservoir size

interval - reservoir interval in milliseconds, or null

randomNumberGen - custom random generator, or null

StatisticalReservoir

public StatisticalReservoir(int size,
                            AvlTreeReservoir.RandomGenerator customRandomGenerator,
                            Long interval)

Constructs reservoir

Parameters:

size - Reservoir size

customRandomGenerator - custom random generator, or null

interval - reservoir interval in milliseconds, or null

Method Detail

pushMeasurement

public void pushMeasurement(double data)

Add element to reservoir

Parameters:

data - data to add

getPercentile

public double getPercentile(double p)

Calculate percentile statistics for values stored in reservoir.

Parameters:

p - value in percents from 0 to 100

Returns:

percentile value

toList

public List<AvlTreeReservoir.Node> toList()

Returns:

reservoir list

toValueList

public List<Double> toValueList()

Returns:

reservoir value list