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package ewma
// Copyright (c) 2013 VividCortex, Inc. All rights reserved.
// Please see the LICENSE file for applicable license terms.
import (
"math"
"testing"
)
const testMargin = 0.00000001
var samples = [100]float64{
4599, 5711, 4746, 4621, 5037, 4218, 4925, 4281, 5207, 5203, 5594, 5149,
4948, 4994, 6056, 4417, 4973, 4714, 4964, 5280, 5074, 4913, 4119, 4522,
4631, 4341, 4909, 4750, 4663, 5167, 3683, 4964, 5151, 4892, 4171, 5097,
3546, 4144, 4551, 6557, 4234, 5026, 5220, 4144, 5547, 4747, 4732, 5327,
5442, 4176, 4907, 3570, 4684, 4161, 5206, 4952, 4317, 4819, 4668, 4603,
4885, 4645, 4401, 4362, 5035, 3954, 4738, 4545, 5433, 6326, 5927, 4983,
5364, 4598, 5071, 5231, 5250, 4621, 4269, 3953, 3308, 3623, 5264, 5322,
5395, 4753, 4936, 5315, 5243, 5060, 4989, 4921, 4480, 3426, 3687, 4220,
3197, 5139, 6101, 5279,
}
func withinMargin(a, b float64) bool {
return math.Abs(a-b) <= testMargin
}
func TestSimpleEWMA(t *testing.T) {
var e SimpleEWMA
for _, f := range samples {
e.Add(f)
}
if !withinMargin(e.Value(), 4734.500946466118) {
t.Errorf("e.Value() is %v, wanted %v", e.Value(), 4734.500946466118)
}
e.Set(1.0)
if e.Value() != 1.0 {
t.Errorf("e.Value() is %v", e.Value())
}
}
func TestVariableEWMA(t *testing.T) {
e := NewMovingAverage(30)
for _, f := range samples {
e.Add(f)
}
if !withinMargin(e.Value(), 4734.500946466118) {
t.Errorf("e.Value() is %v, wanted %v", e.Value(), 4734.500946466118)
}
e.Set(1.0)
if e.Value() != 1.0 {
t.Errorf("e.Value() is %v", e.Value())
}
}
func TestVariableEWMA2(t *testing.T) {
e := NewMovingAverage(5)
for _, f := range samples {
e.Add(f)
}
if !withinMargin(e.Value(), 5015.397367486725) {
t.Errorf("e.Value() is %v, wanted %v", e.Value(), 5015.397367486725)
}
}
func TestVariableEWMAWarmup(t *testing.T) {
e := NewMovingAverage(5)
for i, f := range samples {
e.Add(f)
// all values returned during warmup should be 0.0
if uint8(i) < WARMUP_SAMPLES {
if e.Value() != 0.0 {
t.Errorf("e.Value() is %v, expected %v", e.Value(), 0.0)
}
}
}
e = NewMovingAverage(5)
e.Set(5)
e.Add(1)
if e.Value() >= 5 {
t.Errorf("e.Value() is %v, expected it to decay towards 0", e.Value())
}
}
func TestVariableEWMAWarmup2(t *testing.T) {
e := NewMovingAverage(5)
testSamples := [12]float64{1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 10000, 1}
for i, f := range testSamples {
e.Add(f)
// all values returned during warmup should be 0.0
if uint8(i) < WARMUP_SAMPLES {
if e.Value() != 0.0 {
t.Errorf("e.Value() is %v, expected %v", e.Value(), 0.0)
}
}
}
if val := e.Value(); val == 1.0 {
t.Errorf("e.Value() is expected to be greater than %v", 1.0)
}
}
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