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1 // Copyright (C) 2020, Cloudflare, Inc.
2 // Copyright (C) 2017, Google, Inc.
3 //
4 // Use of this source code is governed by the following BSD-style license:
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9 //
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31 // OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
32 
33 // lib/minmax.c: windowed min/max tracker
34 //
35 // Kathleen Nichols' algorithm for tracking the minimum (or maximum)
36 // value of a data stream over some fixed time interval.  (E.g.,
37 // the minimum RTT over the past five minutes.) It uses constant
38 // space and constant time per update yet almost always delivers
39 // the same minimum as an implementation that has to keep all the
40 // data in the window.
41 //
42 // The algorithm keeps track of the best, 2nd best & 3rd best min
43 // values, maintaining an invariant that the measurement time of
44 // the n'th best >= n-1'th best. It also makes sure that the three
45 // values are widely separated in the time window since that bounds
46 // the worse case error when that data is monotonically increasing
47 // over the window.
48 //
49 // Upon getting a new min, we can forget everything earlier because
50 // it has no value - the new min is <= everything else in the window
51 // by definition and it's the most recent. So we restart fresh on
52 // every new min and overwrites 2nd & 3rd choices. The same property
53 // holds for 2nd & 3rd best.
54 
55 use std::time::Duration;
56 use std::time::Instant;
57 
58 #[derive(Copy, Clone)]
59 struct MinmaxSample<T> {
60     time: Instant,
61     value: T,
62 }
63 
64 pub struct Minmax<T> {
65     estimate: [MinmaxSample<T>; 3],
66 }
67 
68 impl<T: PartialOrd + Copy> Minmax<T> {
new(val: T) -> Self69     pub fn new(val: T) -> Self {
70         Minmax {
71             estimate: [MinmaxSample {
72                 time: Instant::now(),
73                 value: val,
74             }; 3],
75         }
76     }
77 
78     /// Resets the estimates to the given value.
reset(&mut self, time: Instant, meas: T) -> T79     pub fn reset(&mut self, time: Instant, meas: T) -> T {
80         let val = MinmaxSample { time, value: meas };
81 
82         for i in self.estimate.iter_mut() {
83             *i = val;
84         }
85 
86         self.estimate[0].value
87     }
88 
89     /// Updates the min estimate based on the given measurement, and returns it.
running_min(&mut self, win: Duration, time: Instant, meas: T) -> T90     pub fn running_min(&mut self, win: Duration, time: Instant, meas: T) -> T {
91         let val = MinmaxSample { time, value: meas };
92 
93         let delta_time = time.duration_since(self.estimate[2].time);
94 
95         // Reset if there's nothing in the window or a new min value is found.
96         if val.value <= self.estimate[0].value || delta_time > win {
97             return self.reset(time, meas);
98         }
99 
100         if val.value <= self.estimate[1].value {
101             self.estimate[2] = val;
102             self.estimate[1] = val;
103         } else if val.value <= self.estimate[2].value {
104             self.estimate[2] = val;
105         }
106 
107         self.subwin_update(win, time, meas)
108     }
109 
110     /// Updates the max estimate based on the given measurement, and returns it.
_running_max(&mut self, win: Duration, time: Instant, meas: T) -> T111     pub fn _running_max(&mut self, win: Duration, time: Instant, meas: T) -> T {
112         let val = MinmaxSample { time, value: meas };
113 
114         let delta_time = time.duration_since(self.estimate[2].time);
115 
116         // Reset if there's nothing in the window or a new max value is found.
117         if val.value >= self.estimate[0].value || delta_time > win {
118             return self.reset(time, meas);
119         }
120 
121         if val.value >= self.estimate[1].value {
122             self.estimate[2] = val;
123             self.estimate[1] = val;
124         } else if val.value >= self.estimate[2].value {
125             self.estimate[2] = val
126         }
127 
128         self.subwin_update(win, time, meas)
129     }
130 
131     /// As time advances, update the 1st, 2nd and 3rd estimates.
subwin_update(&mut self, win: Duration, time: Instant, meas: T) -> T132     fn subwin_update(&mut self, win: Duration, time: Instant, meas: T) -> T {
133         let val = MinmaxSample { time, value: meas };
134 
135         let delta_time = time.duration_since(self.estimate[0].time);
136 
137         if delta_time > win {
138             // Passed entire window without a new val so make 2nd estimate the
139             // new val & 3rd estimate the new 2nd choice. we may have to iterate
140             // this since our 2nd estimate may also be outside the window (we
141             // checked on entry that the third estimate was in the window).
142             self.estimate[0] = self.estimate[1];
143             self.estimate[1] = self.estimate[2];
144             self.estimate[2] = val;
145 
146             if time.duration_since(self.estimate[0].time) > win {
147                 self.estimate[0] = self.estimate[1];
148                 self.estimate[1] = self.estimate[2];
149                 self.estimate[2] = val;
150             }
151         } else if self.estimate[1].time == self.estimate[0].time &&
152             delta_time > win.div_f32(4.0)
153         {
154             // We've passed a quarter of the window without a new val so take a
155             // 2nd estimate from the 2nd quarter of the window.
156             self.estimate[2] = val;
157             self.estimate[1] = val;
158         } else if self.estimate[2].time == self.estimate[1].time &&
159             delta_time > win.div_f32(2.0)
160         {
161             // We've passed half the window without finding a new val so take a
162             // 3rd estimate from the last half of the window.
163             self.estimate[2] = val;
164         }
165 
166         self.estimate[0].value
167     }
168 }
169 
170 #[cfg(test)]
171 mod tests {
172     use super::*;
173 
174     #[test]
reset_filter_rtt()175     fn reset_filter_rtt() {
176         let mut f = Minmax::new(Duration::new(0, 0));
177         let now = Instant::now();
178         let rtt = Duration::from_millis(50);
179 
180         let rtt_min = f.reset(now, rtt);
181         assert_eq!(rtt_min, rtt);
182 
183         assert_eq!(f.estimate[0].time, now);
184         assert_eq!(f.estimate[0].value, rtt);
185 
186         assert_eq!(f.estimate[1].time, now);
187         assert_eq!(f.estimate[1].value, rtt);
188 
189         assert_eq!(f.estimate[2].time, now);
190         assert_eq!(f.estimate[2].value, rtt);
191     }
192 
193     #[test]
reset_filter_bandwidth()194     fn reset_filter_bandwidth() {
195         let mut f = Minmax::new(0);
196         let now = Instant::now();
197         let bw = 2000;
198 
199         let bw_min = f.reset(now, bw);
200         assert_eq!(bw_min, bw);
201 
202         assert_eq!(f.estimate[0].time, now);
203         assert_eq!(f.estimate[0].value, bw);
204 
205         assert_eq!(f.estimate[1].time, now);
206         assert_eq!(f.estimate[1].value, bw);
207 
208         assert_eq!(f.estimate[2].time, now);
209         assert_eq!(f.estimate[2].value, bw);
210     }
211 
212     #[test]
get_windowed_min_rtt()213     fn get_windowed_min_rtt() {
214         let mut f = Minmax::new(Duration::new(0, 0));
215         let rtt_25 = Duration::from_millis(25);
216         let rtt_24 = Duration::from_millis(24);
217         let win = Duration::from_millis(500);
218         let mut time = Instant::now();
219 
220         let mut rtt_min = f.reset(time, rtt_25);
221         assert_eq!(rtt_min, rtt_25);
222 
223         time += Duration::from_millis(250);
224         rtt_min = f.running_min(win, time, rtt_24);
225         assert_eq!(rtt_min, rtt_24);
226         assert_eq!(f.estimate[1].value, rtt_24);
227         assert_eq!(f.estimate[2].value, rtt_24);
228 
229         time += Duration::from_millis(600);
230         rtt_min = f.running_min(win, time, rtt_25);
231         assert_eq!(rtt_min, rtt_25);
232         assert_eq!(f.estimate[1].value, rtt_25);
233         assert_eq!(f.estimate[2].value, rtt_25);
234     }
235 
236     #[test]
get_windowed_min_bandwidth()237     fn get_windowed_min_bandwidth() {
238         let mut f = Minmax::new(0);
239         let bw_200 = 200;
240         let bw_500 = 500;
241         let win = Duration::from_millis(500);
242         let mut time = Instant::now();
243 
244         let mut bw_min = f.reset(time, bw_500);
245         assert_eq!(bw_min, bw_500);
246 
247         time += Duration::from_millis(250);
248         bw_min = f.running_min(win, time, bw_200);
249         assert_eq!(bw_min, bw_200);
250         assert_eq!(f.estimate[1].value, bw_200);
251         assert_eq!(f.estimate[2].value, bw_200);
252 
253         time += Duration::from_millis(600);
254         bw_min = f.running_min(win, time, bw_500);
255         assert_eq!(bw_min, bw_500);
256         assert_eq!(f.estimate[1].value, bw_500);
257         assert_eq!(f.estimate[2].value, bw_500);
258     }
259 
260     #[test]
get_windowed_max_rtt()261     fn get_windowed_max_rtt() {
262         let mut f = Minmax::new(Duration::new(0, 0));
263         let rtt_25 = Duration::from_millis(25);
264         let rtt_24 = Duration::from_millis(24);
265         let win = Duration::from_millis(500);
266         let mut time = Instant::now();
267 
268         let mut rtt_max = f.reset(time, rtt_24);
269         assert_eq!(rtt_max, rtt_24);
270 
271         time += Duration::from_millis(250);
272         rtt_max = f._running_max(win, time, rtt_25);
273         assert_eq!(rtt_max, rtt_25);
274         assert_eq!(f.estimate[1].value, rtt_25);
275         assert_eq!(f.estimate[2].value, rtt_25);
276 
277         time += Duration::from_millis(600);
278         rtt_max = f._running_max(win, time, rtt_24);
279         assert_eq!(rtt_max, rtt_24);
280         assert_eq!(f.estimate[1].value, rtt_24);
281         assert_eq!(f.estimate[2].value, rtt_24);
282     }
283 
284     #[test]
get_windowed_max_bandwidth()285     fn get_windowed_max_bandwidth() {
286         let mut f = Minmax::new(0);
287         let bw_200 = 200;
288         let bw_500 = 500;
289         let win = Duration::from_millis(500);
290         let mut time = Instant::now();
291 
292         let mut bw_max = f.reset(time, bw_200);
293         assert_eq!(bw_max, bw_200);
294 
295         time += Duration::from_millis(5000);
296         bw_max = f._running_max(win, time, bw_500);
297         assert_eq!(bw_max, bw_500);
298         assert_eq!(f.estimate[1].value, bw_500);
299         assert_eq!(f.estimate[2].value, bw_500);
300 
301         time += Duration::from_millis(600);
302         bw_max = f._running_max(win, time, bw_200);
303         assert_eq!(bw_max, bw_200);
304         assert_eq!(f.estimate[1].value, bw_200);
305         assert_eq!(f.estimate[2].value, bw_200);
306     }
307 
308     #[test]
get_windowed_min_estimates_rtt()309     fn get_windowed_min_estimates_rtt() {
310         let mut f = Minmax::new(Duration::new(0, 0));
311         let rtt_25 = Duration::from_millis(25);
312         let rtt_24 = Duration::from_millis(24);
313         let rtt_23 = Duration::from_millis(23);
314         let rtt_22 = Duration::from_millis(22);
315         let win = Duration::from_secs(1);
316         let mut time = Instant::now();
317 
318         let mut rtt_min = f.reset(time, rtt_23);
319         assert_eq!(rtt_min, rtt_23);
320 
321         time += Duration::from_millis(300);
322         rtt_min = f.running_min(win, time, rtt_24);
323         assert_eq!(rtt_min, rtt_23);
324         assert_eq!(f.estimate[1].value, rtt_24);
325         assert_eq!(f.estimate[2].value, rtt_24);
326 
327         time += Duration::from_millis(300);
328         rtt_min = f.running_min(win, time, rtt_25);
329         assert_eq!(rtt_min, rtt_23);
330         assert_eq!(f.estimate[1].value, rtt_24);
331         assert_eq!(f.estimate[2].value, rtt_25);
332 
333         time += Duration::from_millis(300);
334         rtt_min = f.running_min(win, time, rtt_22);
335         assert_eq!(rtt_min, rtt_22);
336         assert_eq!(f.estimate[1].value, rtt_22);
337         assert_eq!(f.estimate[2].value, rtt_22);
338     }
339 
340     #[test]
get_windowed_min_estimates_bandwidth()341     fn get_windowed_min_estimates_bandwidth() {
342         let mut f = Minmax::new(0);
343         let bw_500 = 500;
344         let bw_400 = 400;
345         let bw_300 = 300;
346         let bw_200 = 200;
347         let win = Duration::from_secs(1);
348         let mut time = Instant::now();
349 
350         let mut bw_min = f.reset(time, bw_300);
351         assert_eq!(bw_min, bw_300);
352 
353         time += Duration::from_millis(300);
354         bw_min = f.running_min(win, time, bw_400);
355         assert_eq!(bw_min, bw_300);
356         assert_eq!(f.estimate[1].value, bw_400);
357         assert_eq!(f.estimate[2].value, bw_400);
358 
359         time += Duration::from_millis(300);
360         bw_min = f.running_min(win, time, bw_500);
361         assert_eq!(bw_min, bw_300);
362         assert_eq!(f.estimate[1].value, bw_400);
363         assert_eq!(f.estimate[2].value, bw_500);
364 
365         time += Duration::from_millis(300);
366         bw_min = f.running_min(win, time, bw_200);
367         assert_eq!(bw_min, bw_200);
368         assert_eq!(f.estimate[1].value, bw_200);
369         assert_eq!(f.estimate[2].value, bw_200);
370     }
371 
372     #[test]
get_windowed_max_estimates_rtt()373     fn get_windowed_max_estimates_rtt() {
374         let mut f = Minmax::new(Duration::new(0, 0));
375         let rtt_25 = Duration::from_millis(25);
376         let rtt_24 = Duration::from_millis(24);
377         let rtt_23 = Duration::from_millis(23);
378         let rtt_26 = Duration::from_millis(26);
379         let win = Duration::from_secs(1);
380         let mut time = Instant::now();
381 
382         let mut rtt_max = f.reset(time, rtt_25);
383         assert_eq!(rtt_max, rtt_25);
384 
385         time += Duration::from_millis(300);
386         rtt_max = f._running_max(win, time, rtt_24);
387         assert_eq!(rtt_max, rtt_25);
388         assert_eq!(f.estimate[1].value, rtt_24);
389         assert_eq!(f.estimate[2].value, rtt_24);
390 
391         time += Duration::from_millis(300);
392         rtt_max = f._running_max(win, time, rtt_23);
393         assert_eq!(rtt_max, rtt_25);
394         assert_eq!(f.estimate[1].value, rtt_24);
395         assert_eq!(f.estimate[2].value, rtt_23);
396 
397         time += Duration::from_millis(300);
398         rtt_max = f._running_max(win, time, rtt_26);
399         assert_eq!(rtt_max, rtt_26);
400         assert_eq!(f.estimate[1].value, rtt_26);
401         assert_eq!(f.estimate[2].value, rtt_26);
402     }
403 
404     #[test]
get_windowed_max_estimates_bandwidth()405     fn get_windowed_max_estimates_bandwidth() {
406         let mut f = Minmax::new(0);
407         let bw_500 = 500;
408         let bw_400 = 400;
409         let bw_300 = 300;
410         let bw_600 = 600;
411         let win = Duration::from_secs(1);
412         let mut time = Instant::now();
413 
414         let mut bw_max = f.reset(time, bw_500);
415         assert_eq!(bw_max, bw_500);
416 
417         time += Duration::from_millis(300);
418         bw_max = f._running_max(win, time, bw_400);
419         assert_eq!(bw_max, bw_500);
420         assert_eq!(f.estimate[1].value, bw_400);
421         assert_eq!(f.estimate[2].value, bw_400);
422 
423         time += Duration::from_millis(300);
424         bw_max = f._running_max(win, time, bw_300);
425         assert_eq!(bw_max, bw_500);
426         assert_eq!(f.estimate[1].value, bw_400);
427         assert_eq!(f.estimate[2].value, bw_300);
428 
429         time += Duration::from_millis(300);
430         bw_max = f._running_max(win, time, bw_600);
431         assert_eq!(bw_max, bw_600);
432         assert_eq!(f.estimate[1].value, bw_600);
433         assert_eq!(f.estimate[2].value, bw_600);
434     }
435 }
436