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Vendor sketches-ddsketch with Java-compatible binary encoding

Browse Source 
Fork sketches-ddsketch as a workspace member to add native Java binary
serialization (to_java_bytes/from_java_bytes) for DDSketch. This enables
pomsky to return raw DDSketch bytes that event-query can deserialize via
DDSketchWithExactSummaryStatistics.decode().

Key changes:
- Vendor sketches-ddsketch crate with encoding.rs implementing VarEncoding,
  flag bytes, and INDEX_DELTAS_AND_COUNTS store format
- Align Config::key() to floor-based indexing matching Java's LogarithmicMapping
- Add PercentilesCollector::to_sketch_bytes() for pomsky integration
- Cross-language golden byte tests verified byte-identical with Java output

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
cong.xie
2026-02-18 11:36:21 -05:00
parent 7eca33143e
commit 68626bf3a1
15 changed files with 2398 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
Cargo.toml
View File

@@ -64,7 +64,7 @@ query-grammar = { version = "0.25.0", path = "./query-grammar", package = "tanti
tantivy-bitpacker = { version = "0.9", path = "./bitpacker" }
common = { version = "0.10", path = "./common/", package = "tantivy-common" }
tokenizer-api = { version = "0.6", path = "./tokenizer-api", package = "tantivy-tokenizer-api" }
sketches-ddsketch = { version = "0.3.0", features = ["use_serde"] }
sketches-ddsketch = { path = "./sketches-ddsketch", features = ["use_serde"] }
datasketches = "0.2.0"
futures-util = { version = "0.3.28", optional = true }
futures-channel = { version = "0.3.28", optional = true }
@@ -144,6 +144,7 @@ members = [
"sstable",
"tokenizer-api",
"columnar",
"sketches-ddsketch",
]
# Following the "fail" crate best practises, we isolate

27
sketches-ddsketch/Cargo.toml Normal file
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@@ -0,0 +1,27 @@
[package]
name = "sketches-ddsketch"
version = "0.3.0"
authors = ["Mike Heffner <mikeh@fesnel.com>"]
edition = "2018"
license = "Apache-2.0"
readme = "README.md"
repository = "https://github.com/mheffner/rust-sketches-ddsketch"
homepage = "https://github.com/mheffner/rust-sketches-ddsketch"
description = """
A direct port of the Golang DDSketch implementation.
"""
exclude = [".gitignore"]
# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
[dependencies]
serde = { package = "serde", version = "1.0", optional = true, features = ["derive", "serde_derive"] }
[dev-dependencies]
approx = "0.5.1"
rand = "0.8.5"
rand_distr = "0.4.3"
[features]
use_serde = ["serde", "serde/derive"]

201
sketches-ddsketch/LICENSE Normal file
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@@ -0,0 +1,201 @@
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11
sketches-ddsketch/Makefile Normal file
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@@ -0,0 +1,11 @@
clean:
cargo clean
test:
cargo test
test_logs:
cargo test -- --nocapture
test_performance:
cargo test --release --jobs 1 test_performance -- --ignored --nocapture

37
sketches-ddsketch/README.md Normal file
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@@ -0,0 +1,37 @@
# sketches-ddsketch
This is a direct port of the [Golang](https://github.com/DataDog/sketches-go)
[DDSketch](https://arxiv.org/pdf/1908.10693.pdf) quantile sketch implementation
to Rust. DDSketch is a fully-mergeable quantile sketch with relative-error
guarantees and is extremely fast.
# DDSketch
* Sketch size automatically grows as needed, starting with 128 bins.
* Extremely fast sample insertion and sketch merges.
## Usage
```rust
use sketches_ddsketch::{Config, DDSketch};
let config = Config::defaults();
let mut sketch = DDSketch::new(c);
sketch.add(1.0);
sketch.add(1.0);
sketch.add(1.0);
// Get p=50%
let quantile = sketch.quantile(0.5).unwrap();
assert_eq!(quantile, Some(1.0));
```
## Performance
No performance tuning has been done with this implementation of the port, so we
would expect similar profiles to the original implementation.
Out of the box we see can achieve over 70M sample inserts/sec and 350K sketch
merges/sec. All tests run on a single core Intel i7 processor with 4.2Ghz max
clock.

93
sketches-ddsketch/src/config.rs Normal file
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@@ -0,0 +1,93 @@
#[cfg(feature = "use_serde")]
use serde::{Deserialize, Serialize};
const DEFAULT_MAX_BINS: u32 = 2048;
const DEFAULT_ALPHA: f64 = 0.01;
const DEFAULT_MIN_VALUE: f64 = 1.0e-9;
/// The configuration struct for constructing a `DDSketch`
#[derive(Copy, Clone, Debug, PartialEq)]
#[cfg_attr(feature = "use_serde", derive(Serialize, Deserialize))]
pub struct Config {
pub max_num_bins: u32,
pub gamma: f64,
pub(crate) gamma_ln: f64,
pub(crate) min_value: f64,
pub offset: i32,
}
fn log_gamma(value: f64, gamma_ln: f64) -> f64 {
value.ln() / gamma_ln
}
impl Config {
/// Construct a new `Config` struct with specific parameters. If you are unsure of how to
/// configure this, the `defaults` method constructs a `Config` with built-in defaults.
///
/// `max_num_bins` is the max number of bins the DDSketch will grow to, in steps of 128 bins.
pub fn new(alpha: f64, max_num_bins: u32, min_value: f64) -> Self {
// Compute gamma the same way Java's LogarithmicMapping does:
// gamma = (1 + alpha) / (1 - alpha), which is algebraically
// the same as 1 + 2*alpha/(1-alpha).
// Using gamma.ln() (not ln_1p) to match Java's Math.log(gamma)
// for bit-exact cross-language bin index compatibility.
let gamma = (1.0 + alpha) / (1.0 - alpha);
let gamma_ln = gamma.ln();
Config {
max_num_bins,
gamma,
gamma_ln,
min_value,
offset: 1 - (log_gamma(min_value, gamma_ln) as i32),
}
}
/// Return a `Config` using built-in default settings
pub fn defaults() -> Self {
Self::new(DEFAULT_ALPHA, DEFAULT_MAX_BINS, DEFAULT_MIN_VALUE)
}
pub fn key(&self, v: f64) -> i32 {
// Match Java's LogLikeIndexMapping.index():
// floor-based indexing for cross-language bin compatibility.
self.log_gamma(v).floor() as i32
}
pub fn value(&self, key: i32) -> f64 {
// Match Java's LogLikeIndexMapping.value():
// gamma^key * (1 + relativeAccuracy) = gamma^key * 2*gamma/(gamma+1)
self.pow_gamma(key) * (2.0 * self.gamma / (1.0 + self.gamma))
}
pub fn log_gamma(&self, value: f64) -> f64 {
log_gamma(value, self.gamma_ln)
}
pub fn pow_gamma(&self, key: i32) -> f64 {
((key as f64) * self.gamma_ln).exp()
}
pub fn min_possible(&self) -> f64 {
self.min_value
}
/// Reconstruct a Config from a gamma value (as decoded from the binary format).
/// Uses default max_num_bins and min_value.
pub(crate) fn from_gamma(gamma: f64) -> Self {
let gamma_ln = gamma.ln();
Config {
max_num_bins: DEFAULT_MAX_BINS,
gamma,
gamma_ln,
min_value: DEFAULT_MIN_VALUE,
offset: 1 - (log_gamma(DEFAULT_MIN_VALUE, gamma_ln) as i32),
}
}
}
impl Default for Config {
fn default() -> Self {
Self::new(DEFAULT_ALPHA, DEFAULT_MAX_BINS, DEFAULT_MIN_VALUE)
}
}

386
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@@ -0,0 +1,386 @@
use std::error;
use std::fmt;
use crate::config::Config;
use crate::store::Store;
#[cfg(feature = "use_serde")]
use serde::{Deserialize, Serialize};
type Result<T> = std::result::Result<T, DDSketchError>;
/// General error type for DDSketch, represents either an invalid quantile or an
/// incompatible merge operation.
///
#[derive(Debug, Clone)]
pub enum DDSketchError {
Quantile,
Merge,
}
impl fmt::Display for DDSketchError {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
match self {
DDSketchError::Quantile => {
write!(f, "Invalid quantile, must be between 0 and 1 (inclusive)")
}
DDSketchError::Merge => write!(f, "Can not merge sketches with different configs"),
}
}
}
impl error::Error for DDSketchError {
fn source(&self) -> Option<&(dyn error::Error + 'static)> {
// Generic
None
}
}
/// This struct represents a [DDSketch](https://arxiv.org/pdf/1908.10693.pdf)
#[derive(Clone)]
#[cfg_attr(feature = "use_serde", derive(Serialize, Deserialize))]
pub struct DDSketch {
pub(crate) config: Config,
pub(crate) store: Store,
pub(crate) negative_store: Store,
pub(crate) min: f64,
pub(crate) max: f64,
pub(crate) sum: f64,
pub(crate) zero_count: u64,
}
impl Default for DDSketch {
fn default() -> Self {
Self::new(Default::default())
}
}
// XXX: functions should return Option<> in the case of empty
impl DDSketch {
/// Construct a `DDSketch`. Requires a `Config` specifying the parameters of the sketch
pub fn new(config: Config) -> Self {
DDSketch {
config,
store: Store::new(config.max_num_bins as usize),
negative_store: Store::new(config.max_num_bins as usize),
min: f64::INFINITY,
max: f64::NEG_INFINITY,
sum: 0.0,
zero_count: 0,
}
}
/// Add the sample to the sketch
pub fn add(&mut self, v: f64) {
if v > self.config.min_possible() {
let key = self.config.key(v);
self.store.add(key);
} else if v < -self.config.min_possible() {
let key = self.config.key(-v);
self.negative_store.add(key);
} else {
self.zero_count += 1;
}
if v < self.min {
self.min = v;
}
if self.max < v {
self.max = v;
}
self.sum += v;
}
/// Return the quantile value for quantiles between 0.0 and 1.0. Result is an error, represented
/// as DDSketchError::Quantile if the requested quantile is outside of that range.
///
/// If the sketch is empty the result is None, else Some(v) for the quantile value.
pub fn quantile(&self, q: f64) -> Result<Option<f64>> {
if q < 0.0 || q > 1.0 {
return Err(DDSketchError::Quantile);
}
if self.empty() {
return Ok(None);
}
if q == 0.0 {
return Ok(Some(self.min));
} else if q == 1.0 {
return Ok(Some(self.max));
}
let rank = (q * (self.count() as f64 - 1.0)) as u64;
let quantile;
if rank < self.negative_store.count() {
let reversed_rank = self.negative_store.count() - rank - 1;
let key = self.negative_store.key_at_rank(reversed_rank);
quantile = -self.config.value(key);
} else if rank < self.zero_count + self.negative_store.count() {
quantile = 0.0;
} else {
let key = self
.store
.key_at_rank(rank - self.zero_count - self.negative_store.count());
quantile = self.config.value(key);
}
Ok(Some(quantile))
}
/// Returns the minimum value seen, or None if sketch is empty
pub fn min(&self) -> Option<f64> {
if self.empty() {
None
} else {
Some(self.min)
}
}
/// Returns the maximum value seen, or None if sketch is empty
pub fn max(&self) -> Option<f64> {
if self.empty() {
None
} else {
Some(self.max)
}
}
/// Returns the sum of values seen, or None if sketch is empty
pub fn sum(&self) -> Option<f64> {
if self.empty() {
None
} else {
Some(self.sum)
}
}
/// Returns the number of values added to the sketch
pub fn count(&self) -> usize {
(self.store.count() + self.zero_count + self.negative_store.count()) as usize
}
/// Returns the length of the underlying `Store`. This is mainly only useful for understanding
/// how much the sketch has grown given the inserted values.
pub fn length(&self) -> usize {
self.store.length() as usize + self.negative_store.length() as usize
}
/// Merge the contents of another sketch into this one. The sketch that is merged into this one
/// is unchanged after the merge.
pub fn merge(&mut self, o: &DDSketch) -> Result<()> {
if self.config != o.config {
return Err(DDSketchError::Merge);
}
let was_empty = self.store.count() == 0;
// Merge the stores
self.store.merge(&o.store);
self.negative_store.merge(&o.negative_store);
self.zero_count += o.zero_count;
// Need to ensure we don't override min/max with initializers
// if either store were empty
if was_empty {
self.min = o.min;
self.max = o.max;
} else if o.store.count() > 0 {
if o.min < self.min {
self.min = o.min
}
if o.max > self.max {
self.max = o.max;
}
}
self.sum += o.sum;
Ok(())
}
fn empty(&self) -> bool {
self.count() == 0
}
/// Encode this sketch into the Java-compatible binary format used by
/// `com.datadoghq.sketch.ddsketch.DDSketchWithExactSummaryStatistics`.
pub fn to_java_bytes(&self) -> Vec<u8> {
crate::encoding::encode_to_java_bytes(self)
}
/// Decode a sketch from the Java-compatible binary format.
/// Accepts bytes produced by Java's `DDSketchWithExactSummaryStatistics.encode()`
/// with or without the `0x02` version prefix.
pub fn from_java_bytes(bytes: &[u8]) -> std::result::Result<Self, crate::encoding::DecodeError> {
crate::encoding::decode_from_java_bytes(bytes)
}
}
#[cfg(test)]
mod tests {
use approx::assert_relative_eq;
use crate::Config;
use crate::DDSketch;
#[test]
fn test_add_zero() {
let alpha = 0.01;
let c = Config::new(alpha, 2048, 10e-9);
let mut dd = DDSketch::new(c);
dd.add(0.0);
}
#[test]
fn test_quartiles() {
let alpha = 0.01;
let c = Config::new(alpha, 2048, 10e-9);
let mut dd = DDSketch::new(c);
// Initialize sketch with {1.0, 2.0, 3.0, 4.0}
for i in 1..5 {
dd.add(i as f64);
}
// We expect the following mappings from quantile to value:
// [0,0.33]: 1.0, (0.34,0.66]: 2.0, (0.67,0.99]: 3.0, (0.99, 1.0]: 4.0
let test_cases = vec![
(0.0, 1.0),
(0.25, 1.0),
(0.33, 1.0),
(0.34, 2.0),
(0.5, 2.0),
(0.66, 2.0),
(0.67, 3.0),
(0.75, 3.0),
(0.99, 3.0),
(1.0, 4.0),
];
for (q, val) in test_cases {
assert_relative_eq!(dd.quantile(q).unwrap().unwrap(), val, max_relative = alpha);
}
}
#[test]
fn test_neg_quartiles() {
let alpha = 0.01;
let c = Config::new(alpha, 2048, 10e-9);
let mut dd = DDSketch::new(c);
// Initialize sketch with {1.0, 2.0, 3.0, 4.0}
for i in 1..5 {
dd.add(-i as f64);
}
let test_cases = vec![
(0.0, -4.0),
(0.25, -4.0),
(0.5, -3.0),
(0.75, -2.0),
(1.0, -1.0),
];
for (q, val) in test_cases {
assert_relative_eq!(dd.quantile(q).unwrap().unwrap(), val, max_relative = alpha);
}
}
#[test]
fn test_simple_quantile() {
let c = Config::defaults();
let mut dd = DDSketch::new(c);
for i in 1..101 {
dd.add(i as f64);
}
assert_eq!(dd.quantile(0.95).unwrap().unwrap().ceil(), 95.0);
assert!(dd.quantile(-1.01).is_err());
assert!(dd.quantile(1.01).is_err());
}
#[test]
fn test_empty_sketch() {
let c = Config::defaults();
let dd = DDSketch::new(c);
assert_eq!(dd.quantile(0.98).unwrap(), None);
assert_eq!(dd.max(), None);
assert_eq!(dd.min(), None);
assert_eq!(dd.sum(), None);
assert_eq!(dd.count(), 0);
assert!(dd.quantile(1.01).is_err());
}
#[test]
fn test_basic_histogram_data() {
let values = &[
0.754225035,
0.752900282,
0.752812246,
0.752602367,
0.754310155,
0.753525981,
0.752981082,
0.752715536,
0.751667941,
0.755079054,
0.753528150,
0.755188464,
0.752508723,
0.750064549,
0.753960428,
0.751139298,
0.752523560,
0.753253428,
0.753498342,
0.751858358,
0.752104636,
0.753841300,
0.754467374,
0.753814334,
0.750881719,
0.753182556,
0.752576884,
0.753945708,
0.753571911,
0.752314573,
0.752586651,
];
let c = Config::defaults();
let mut dd = DDSketch::new(c);
for value in values {
dd.add(*value);
}
assert_eq!(dd.max(), Some(0.755188464));
assert_eq!(dd.min(), Some(0.750064549));
assert_eq!(dd.count(), 31);
assert_eq!(dd.sum(), Some(23.343630625000003));
assert!(dd.quantile(0.25).unwrap().is_some());
assert!(dd.quantile(0.5).unwrap().is_some());
assert!(dd.quantile(0.75).unwrap().is_some());
}
#[test]
fn test_length() {
let mut dd = DDSketch::default();
assert_eq!(dd.length(), 0);
dd.add(1.0);
assert_eq!(dd.length(), 128);
dd.add(2.0);
dd.add(3.0);
assert_eq!(dd.length(), 128);
dd.add(-1.0);
assert_eq!(dd.length(), 256);
dd.add(-2.0);
dd.add(-3.0);
assert_eq!(dd.length(), 256);
}
}

810
sketches-ddsketch/src/encoding.rs Normal file
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@@ -0,0 +1,810 @@
//! Java-compatible binary encoding/decoding for DDSketch.
//!
//! This module implements the binary format used by the Java
//! `com.datadoghq.sketch.ddsketch.DDSketchWithExactSummaryStatistics` class
//! from the DataDog/sketches-java library. It enables cross-language
//! serialization so that sketches produced in Rust can be deserialized
//! and merged by Java consumers.
use std::convert::TryInto;
use std::fmt;
use crate::config::Config;
use crate::ddsketch::DDSketch;
use crate::store::Store;
// ---------------------------------------------------------------------------
// Flag byte layout: (subflag << 2) | type_ordinal
// ---------------------------------------------------------------------------
const FLAG_TYPE_SKETCH_FEATURES: u8 = 0b00;
const FLAG_TYPE_POSITIVE_STORE: u8 = 0b01;
const FLAG_TYPE_INDEX_MAPPING: u8 = 0b10;
const FLAG_TYPE_NEGATIVE_STORE: u8 = 0b11;
const FLAG_INDEX_MAPPING_LOG: u8 = (0 << 2) | FLAG_TYPE_INDEX_MAPPING; // 0x02
const FLAG_ZERO_COUNT: u8 = (1 << 2) | FLAG_TYPE_SKETCH_FEATURES; // 0x04
const FLAG_COUNT: u8 = (0x28 << 2) | FLAG_TYPE_SKETCH_FEATURES; // 0xA0
const FLAG_SUM: u8 = (0x21 << 2) | FLAG_TYPE_SKETCH_FEATURES; // 0x84
const FLAG_MIN: u8 = (0x22 << 2) | FLAG_TYPE_SKETCH_FEATURES; // 0x88
const FLAG_MAX: u8 = (0x23 << 2) | FLAG_TYPE_SKETCH_FEATURES; // 0x8C
// BinEncodingMode subflags
const BIN_MODE_INDEX_DELTAS_AND_COUNTS: u8 = 1;
const BIN_MODE_INDEX_DELTAS: u8 = 2;
const BIN_MODE_CONTIGUOUS_COUNTS: u8 = 3;
const VAR_DOUBLE_ROTATE_DISTANCE: u32 = 6;
const MAX_VAR_LEN_64: usize = 9;
const DEFAULT_MAX_BINS: u32 = 2048;
// ---------------------------------------------------------------------------
// Error type
// ---------------------------------------------------------------------------
#[derive(Debug, Clone)]
pub enum DecodeError {
UnexpectedEof,
InvalidFlag(u8),
InvalidData(String),
}
impl fmt::Display for DecodeError {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
match self {
DecodeError::UnexpectedEof => write!(f, "unexpected end of input"),
DecodeError::InvalidFlag(b) => write!(f, "invalid flag byte: 0x{:02X}", b),
DecodeError::InvalidData(msg) => write!(f, "invalid data: {}", msg),
}
}
}
impl std::error::Error for DecodeError {}
// ---------------------------------------------------------------------------
// VarEncoding — bit-exact port of Java VarEncodingHelper
// ---------------------------------------------------------------------------
fn encode_unsigned_var_long(out: &mut Vec<u8>, mut value: u64) {
let length = ((63 - value.leading_zeros() as i32) / 7).max(0).min(8);
for _ in 0..length {
out.push((value as u8) | 0x80);
value >>= 7;
}
out.push(value as u8);
}
fn decode_unsigned_var_long(input: &mut &[u8]) -> Result<u64, DecodeError> {
let mut value: u64 = 0;
let mut shift: u32 = 0;
loop {
let next = read_byte(input)?;
if next < 0x80 || shift == 56 {
return Ok(value | ((next as u64) << shift));
}
value |= ((next as u64) & 0x7F) << shift;
shift += 7;
}
}
fn encode_signed_var_long(out: &mut Vec<u8>, value: i64) {
let encoded = ((value >> 63) ^ (value << 1)) as u64;
encode_unsigned_var_long(out, encoded);
}
fn decode_signed_var_long(input: &mut &[u8]) -> Result<i64, DecodeError> {
let encoded = decode_unsigned_var_long(input)?;
Ok(((encoded >> 1) as i64) ^ -((encoded & 1) as i64))
}
fn double_to_var_bits(value: f64) -> u64 {
let bits = f64::to_bits(value + 1.0).wrapping_sub(f64::to_bits(1.0_f64));
bits.rotate_left(VAR_DOUBLE_ROTATE_DISTANCE)
}
fn var_bits_to_double(bits: u64) -> f64 {
f64::from_bits(
bits.rotate_right(VAR_DOUBLE_ROTATE_DISTANCE)
.wrapping_add(f64::to_bits(1.0_f64)),
) - 1.0
}
fn encode_var_double(out: &mut Vec<u8>, value: f64) {
let mut bits = double_to_var_bits(value);
for _ in 0..MAX_VAR_LEN_64 - 1 {
let next = (bits >> 57) as u8;
bits <<= 7;
if bits == 0 {
out.push(next);
return;
}
out.push(next | 0x80);
}
out.push((bits >> 56) as u8);
}
fn decode_var_double(input: &mut &[u8]) -> Result<f64, DecodeError> {
let mut bits: u64 = 0;
let mut shift: i32 = 57; // 8*8 - 7
loop {
let next = read_byte(input)?;
if shift == 1 {
bits |= next as u64;
break;
}
if next < 0x80 {
bits |= (next as u64) << shift;
break;
}
bits |= ((next as u64) & 0x7F) << shift;
shift -= 7;
}
Ok(var_bits_to_double(bits))
}
// ---------------------------------------------------------------------------
// Helpers
// ---------------------------------------------------------------------------
fn read_byte(input: &mut &[u8]) -> Result<u8, DecodeError> {
if input.is_empty() {
return Err(DecodeError::UnexpectedEof);
}
let b = input[0];
*input = &input[1..];
Ok(b)
}
fn write_f64_le(out: &mut Vec<u8>, value: f64) {
out.extend_from_slice(&value.to_le_bytes());
}
fn read_f64_le(input: &mut &[u8]) -> Result<f64, DecodeError> {
if input.len() < 8 {
return Err(DecodeError::UnexpectedEof);
}
let bytes: [u8; 8] = input[..8].try_into().unwrap();
*input = &input[8..];
Ok(f64::from_le_bytes(bytes))
}
// ---------------------------------------------------------------------------
// Store encoding/decoding
// ---------------------------------------------------------------------------
/// Iterate the non-zero bins in the store as (absolute_index, count) pairs.
fn non_zero_bins(store: &Store) -> Vec<(i32, u64)> {
if store.count == 0 {
return Vec::new();
}
let start = (store.min_key - store.offset) as usize;
let end = (store.max_key - store.offset + 1) as usize;
let end = end.min(store.bins.len());
let mut result = Vec::new();
for i in start..end {
let count = store.bins[i];
if count > 0 {
result.push((i as i32 + store.offset, count));
}
}
result
}
fn encode_store(out: &mut Vec<u8>, store: &Store, flag_type: u8) {
let bins = non_zero_bins(store);
if bins.is_empty() {
return;
}
// INDEX_DELTAS_AND_COUNTS mode
out.push((BIN_MODE_INDEX_DELTAS_AND_COUNTS << 2) | flag_type);
encode_unsigned_var_long(out, bins.len() as u64);
let mut prev_index: i64 = 0;
for &(index, count) in &bins {
encode_signed_var_long(out, (index as i64) - prev_index);
encode_var_double(out, count as f64);
prev_index = index as i64;
}
}
fn decode_store(input: &mut &[u8], subflag: u8, bin_limit: usize) -> Result<Store, DecodeError> {
let mode = subflag;
let num_bins = decode_unsigned_var_long(input)? as usize;
let mut store = Store::new(bin_limit);
match mode {
BIN_MODE_INDEX_DELTAS_AND_COUNTS => {
let mut index: i64 = 0;
for _ in 0..num_bins {
let delta = decode_signed_var_long(input)?;
let count = decode_var_double(input)?;
index += delta;
store.add_count(index as i32, count as u64);
}
}
BIN_MODE_INDEX_DELTAS => {
let mut index: i64 = 0;
for _ in 0..num_bins {
let delta = decode_signed_var_long(input)?;
index += delta;
store.add_count(index as i32, 1);
}
}
BIN_MODE_CONTIGUOUS_COUNTS => {
let start_index = decode_signed_var_long(input)?;
let index_delta = decode_signed_var_long(input)?;
let mut index = start_index;
for _ in 0..num_bins {
let count = decode_var_double(input)?;
store.add_count(index as i32, count as u64);
index += index_delta;
}
}
other => {
return Err(DecodeError::InvalidData(format!(
"unknown bin encoding mode subflag: {}",
other
)));
}
}
Ok(store)
}
// ---------------------------------------------------------------------------
// Top-level encode / decode
// ---------------------------------------------------------------------------
/// Encode a DDSketch into the Java-compatible binary format.
///
/// The output follows the encoding order of
/// `DDSketchWithExactSummaryStatistics.encode()` then `DDSketch.encode()`:
///
/// 1. Summary statistics: COUNT, MIN, MAX (if count > 0)
/// 2. SUM (if sum != 0)
/// 3. Index mapping (LOG layout): gamma, indexOffset
/// 4. Zero count (if > 0)
/// 5. Positive store bins
/// 6. Negative store bins
pub fn encode_to_java_bytes(sketch: &DDSketch) -> Vec<u8> {
let mut out = Vec::new();
let count = sketch.count() as f64;
// --- Summary statistics (DDSketchWithExactSummaryStatistics.encode) ---
if count != 0.0 {
out.push(FLAG_COUNT);
encode_var_double(&mut out, count);
out.push(FLAG_MIN);
write_f64_le(&mut out, sketch.min);
out.push(FLAG_MAX);
write_f64_le(&mut out, sketch.max);
}
if sketch.sum != 0.0 {
out.push(FLAG_SUM);
write_f64_le(&mut out, sketch.sum);
}
// --- DDSketch.encode (index mapping + zero count + stores) ---
// Index mapping (LOG layout, indexOffset = 0.0)
out.push(FLAG_INDEX_MAPPING_LOG);
write_f64_le(&mut out, sketch.config.gamma);
write_f64_le(&mut out, 0.0_f64);
// Zero count
if sketch.zero_count != 0 {
out.push(FLAG_ZERO_COUNT);
encode_var_double(&mut out, sketch.zero_count as f64);
}
// Positive store
encode_store(&mut out, &sketch.store, FLAG_TYPE_POSITIVE_STORE);
// Negative store
encode_store(&mut out, &sketch.negative_store, FLAG_TYPE_NEGATIVE_STORE);
out
}
/// Decode a DDSketch from the Java-compatible binary format.
///
/// Accepts bytes with or without a `0x02` version prefix.
pub fn decode_from_java_bytes(bytes: &[u8]) -> Result<DDSketch, DecodeError> {
if bytes.is_empty() {
return Err(DecodeError::UnexpectedEof);
}
let mut input = bytes;
// Skip optional version prefix (0x02 followed by a valid flag byte)
if input.len() >= 2 && input[0] == 0x02 {
let second = input[1];
if is_valid_flag_byte(second) {
input = &input[1..];
}
}
let mut gamma: Option<f64> = None;
let mut zero_count: f64 = 0.0;
let mut sum: f64 = 0.0;
let mut min: f64 = f64::INFINITY;
let mut max: f64 = f64::NEG_INFINITY;
let mut positive_store: Option<Store> = None;
let mut negative_store: Option<Store> = None;
while !input.is_empty() {
let flag = read_byte(&mut input)?;
let flag_type = flag & 0x03;
let subflag = flag >> 2;
match flag_type {
FLAG_TYPE_INDEX_MAPPING => {
gamma = Some(read_f64_le(&mut input)?);
let _index_offset = read_f64_le(&mut input)?;
}
FLAG_TYPE_SKETCH_FEATURES => {
if flag == FLAG_ZERO_COUNT {
zero_count += decode_var_double(&mut input)?;
} else if flag == FLAG_COUNT {
let _count = decode_var_double(&mut input)?;
} else if flag == FLAG_SUM {
sum = read_f64_le(&mut input)?;
} else if flag == FLAG_MIN {
min = read_f64_le(&mut input)?;
} else if flag == FLAG_MAX {
max = read_f64_le(&mut input)?;
} else {
return Err(DecodeError::InvalidFlag(flag));
}
}
FLAG_TYPE_POSITIVE_STORE => {
positive_store = Some(decode_store(&mut input, subflag, DEFAULT_MAX_BINS as usize)?);
}
FLAG_TYPE_NEGATIVE_STORE => {
negative_store = Some(decode_store(&mut input, subflag, DEFAULT_MAX_BINS as usize)?);
}
_ => {
return Err(DecodeError::InvalidFlag(flag));
}
}
}
let g = gamma.unwrap_or_else(|| Config::defaults().gamma);
let config = Config::from_gamma(g);
let pos = positive_store.unwrap_or_else(|| Store::new(config.max_num_bins as usize));
let neg = negative_store.unwrap_or_else(|| Store::new(config.max_num_bins as usize));
Ok(DDSketch {
config,
store: pos,
negative_store: neg,
min,
max,
sum,
zero_count: zero_count as u64,
})
}
/// Check whether a byte is a valid flag byte for the DDSketch binary format.
/// Used to detect the optional version prefix.
fn is_valid_flag_byte(b: u8) -> bool {
matches!(
b,
FLAG_ZERO_COUNT
| FLAG_COUNT
| FLAG_SUM
| FLAG_MIN
| FLAG_MAX
| FLAG_INDEX_MAPPING_LOG
) || {
let flag_type = b & 0x03;
let subflag = b >> 2;
(flag_type == FLAG_TYPE_POSITIVE_STORE || flag_type == FLAG_TYPE_NEGATIVE_STORE)
&& (1..=3).contains(&subflag)
} || {
// INDEX_MAPPING with other layouts (LOG_LINEAR=1..LOG_QUARTIC=4)
let flag_type = b & 0x03;
let subflag = b >> 2;
flag_type == FLAG_TYPE_INDEX_MAPPING && subflag <= 4
}
}
// ---------------------------------------------------------------------------
// Tests
// ---------------------------------------------------------------------------
#[cfg(test)]
mod tests {
use super::*;
use crate::{Config, DDSketch};
// --- VarEncoding unit tests ---
#[test]
fn test_unsigned_var_long_zero() {
let mut buf = Vec::new();
encode_unsigned_var_long(&mut buf, 0);
assert_eq!(buf, vec![0x00]);
let mut input = buf.as_slice();
assert_eq!(decode_unsigned_var_long(&mut input).unwrap(), 0);
assert!(input.is_empty());
}
#[test]
fn test_unsigned_var_long_small() {
let mut buf = Vec::new();
encode_unsigned_var_long(&mut buf, 1);
assert_eq!(buf, vec![0x01]);
let mut input = buf.as_slice();
assert_eq!(decode_unsigned_var_long(&mut input).unwrap(), 1);
}
#[test]
fn test_unsigned_var_long_128() {
let mut buf = Vec::new();
encode_unsigned_var_long(&mut buf, 128);
assert_eq!(buf, vec![0x80, 0x01]);
let mut input = buf.as_slice();
assert_eq!(decode_unsigned_var_long(&mut input).unwrap(), 128);
}
#[test]
fn test_unsigned_var_long_roundtrip() {
for &v in &[0u64, 1, 127, 128, 255, 256, 16383, 16384, u64::MAX] {
let mut buf = Vec::new();
encode_unsigned_var_long(&mut buf, v);
let mut input = buf.as_slice();
let decoded = decode_unsigned_var_long(&mut input).unwrap();
assert_eq!(decoded, v, "roundtrip failed for {}", v);
assert!(input.is_empty());
}
}
#[test]
fn test_signed_var_long_roundtrip() {
for &v in &[0i64, 1, -1, 63, -64, 64, -65, i64::MAX, i64::MIN] {
let mut buf = Vec::new();
encode_signed_var_long(&mut buf, v);
let mut input = buf.as_slice();
let decoded = decode_signed_var_long(&mut input).unwrap();
assert_eq!(decoded, v, "roundtrip failed for {}", v);
assert!(input.is_empty());
}
}
#[test]
fn test_var_double_roundtrip() {
for &v in &[0.0, 1.0, 2.0, 5.0, 15.0, 42.0, 100.0, 1e-9, 1e15, 0.5, 3.14159] {
let mut buf = Vec::new();
encode_var_double(&mut buf, v);
let mut input = buf.as_slice();
let decoded = decode_var_double(&mut input).unwrap();
assert!(
(decoded - v).abs() < 1e-15 || decoded == v,
"roundtrip failed for {}: got {}",
v,
decoded
);
assert!(input.is_empty());
}
}
#[test]
fn test_var_double_small_integers() {
// Small non-negative integers should encode compactly
let mut buf = Vec::new();
encode_var_double(&mut buf, 1.0);
assert_eq!(buf.len(), 1, "VarDouble(1.0) should be 1 byte");
buf.clear();
encode_var_double(&mut buf, 5.0);
assert_eq!(buf.len(), 1, "VarDouble(5.0) should be 1 byte");
}
// --- DDSketch encode/decode roundtrip tests ---
#[test]
fn test_encode_empty_sketch() {
let sketch = DDSketch::new(Config::defaults());
let bytes = sketch.to_java_bytes();
// Empty sketch: no summary stats, just index mapping
assert!(!bytes.is_empty());
let decoded = DDSketch::from_java_bytes(&bytes).unwrap();
assert_eq!(decoded.count(), 0);
assert_eq!(decoded.min(), None);
assert_eq!(decoded.max(), None);
assert_eq!(decoded.sum(), None);
}
#[test]
fn test_encode_simple_sketch() {
let mut sketch = DDSketch::new(Config::defaults());
for v in [1.0, 2.0, 3.0, 4.0, 5.0] {
sketch.add(v);
}
let bytes = sketch.to_java_bytes();
let decoded = DDSketch::from_java_bytes(&bytes).unwrap();
assert_eq!(decoded.count(), 5);
assert_eq!(decoded.min(), Some(1.0));
assert_eq!(decoded.max(), Some(5.0));
assert_eq!(decoded.sum(), Some(15.0));
for q in [0.5, 0.9, 0.95, 0.99] {
let orig = sketch.quantile(q).unwrap().unwrap();
let dec = decoded.quantile(q).unwrap().unwrap();
assert!(
(orig - dec).abs() / orig.abs().max(1e-15) < 1e-12,
"quantile({}) mismatch: {} vs {}",
q,
orig,
dec
);
}
}
#[test]
fn test_encode_single_value() {
let mut sketch = DDSketch::new(Config::defaults());
sketch.add(42.0);
let bytes = sketch.to_java_bytes();
let decoded = DDSketch::from_java_bytes(&bytes).unwrap();
assert_eq!(decoded.count(), 1);
assert_eq!(decoded.min(), Some(42.0));
assert_eq!(decoded.max(), Some(42.0));
assert_eq!(decoded.sum(), Some(42.0));
}
#[test]
fn test_encode_negative_values() {
let mut sketch = DDSketch::new(Config::defaults());
for v in [-3.0, -1.0, 2.0, 5.0] {
sketch.add(v);
}
let bytes = sketch.to_java_bytes();
let decoded = DDSketch::from_java_bytes(&bytes).unwrap();
assert_eq!(decoded.count(), 4);
assert_eq!(decoded.min(), Some(-3.0));
assert_eq!(decoded.max(), Some(5.0));
assert_eq!(decoded.sum(), Some(3.0));
for q in [0.0, 0.25, 0.5, 0.75, 1.0] {
let orig = sketch.quantile(q).unwrap().unwrap();
let dec = decoded.quantile(q).unwrap().unwrap();
assert!(
(orig - dec).abs() / orig.abs().max(1e-15) < 1e-12,
"quantile({}) mismatch: {} vs {}",
q,
orig,
dec
);
}
}
#[test]
fn test_encode_with_zero_value() {
let mut sketch = DDSketch::new(Config::defaults());
for v in [0.0, 1.0, 2.0] {
sketch.add(v);
}
let bytes = sketch.to_java_bytes();
let decoded = DDSketch::from_java_bytes(&bytes).unwrap();
assert_eq!(decoded.count(), 3);
assert_eq!(decoded.min(), Some(0.0));
assert_eq!(decoded.max(), Some(2.0));
assert_eq!(decoded.sum(), Some(3.0));
assert_eq!(decoded.zero_count, 1);
}
#[test]
fn test_encode_large_range() {
let mut sketch = DDSketch::new(Config::defaults());
sketch.add(0.001);
sketch.add(1_000_000.0);
let bytes = sketch.to_java_bytes();
let decoded = DDSketch::from_java_bytes(&bytes).unwrap();
assert_eq!(decoded.count(), 2);
assert_eq!(decoded.min(), Some(0.001));
assert_eq!(decoded.max(), Some(1_000_000.0));
}
#[test]
fn test_encode_with_version_prefix() {
let mut sketch = DDSketch::new(Config::defaults());
for v in [1.0, 2.0, 3.0] {
sketch.add(v);
}
let bytes = sketch.to_java_bytes();
// Simulate Java's toByteArrayV2: prepend 0x02
let mut v2_bytes = vec![0x02];
v2_bytes.extend_from_slice(&bytes);
let decoded = DDSketch::from_java_bytes(&v2_bytes).unwrap();
assert_eq!(decoded.count(), 3);
assert_eq!(decoded.min(), Some(1.0));
assert_eq!(decoded.max(), Some(3.0));
}
#[test]
fn test_byte_level_encoding() {
let mut sketch = DDSketch::new(Config::defaults());
sketch.add(1.0);
let bytes = sketch.to_java_bytes();
// First byte should be FLAG_COUNT (0xA0) since count > 0
assert_eq!(bytes[0], FLAG_COUNT, "first byte should be COUNT flag");
// After count + min + max + sum blocks, we should see FLAG_INDEX_MAPPING_LOG (0x02)
let has_mapping = bytes.contains(&FLAG_INDEX_MAPPING_LOG);
assert!(has_mapping, "should contain index mapping flag");
}
fn hex_to_bytes(hex: &str) -> Vec<u8> {
(0..hex.len())
.step_by(2)
.map(|i| u8::from_str_radix(&hex[i..i + 2], 16).unwrap())
.collect()
}
// Golden bytes generated by Java's DDSketchWithExactSummaryStatistics.encode()
// using LogarithmicMapping(0.01) + CollapsingLowestDenseStore(2048)
const GOLDEN_SIMPLE: &str = "a00588000000000000f03f8c0000000000001440840000000000002e4002fd4a815abf52f03f000000000000000005050002440228021e021602";
const GOLDEN_SINGLE: &str = "a0028800000000000045408c000000000000454084000000000000454002fd4a815abf52f03f00000000000000000501f40202";
const GOLDEN_NEGATIVE: &str = "a084408800000000000008c08c000000000000144084000000000000084002fd4a815abf52f03f0000000000000000050244025c02070200026c02";
const GOLDEN_ZERO: &str = "a0048800000000000000008c000000000000004084000000000000084002fd4a815abf52f03f00000000000000000402050200024402";
const GOLDEN_EMPTY: &str = "02fd4a815abf52f03f0000000000000000";
const GOLDEN_MANY: &str = "a08d1488000000000000f03f8c0000000000005940840000000000bab34002fd4a815abf52f03f000000000000000005550002440228021e021602120210020c020c020c0208020a020802060208020602060206020602040206020402040204020402040204020402040204020202040202020402020204020202020204020202020202020402020202020202020202020202020202020202020202020202020202020203020202020202020302020202020302020202020302020203020202030202020302030202020302030203020202030203020302030202";
#[test]
fn test_cross_language_simple() {
let mut sketch = DDSketch::new(Config::defaults());
for v in [1.0, 2.0, 3.0, 4.0, 5.0] {
sketch.add(v);
}
let bytes = sketch.to_java_bytes();
let expected = hex_to_bytes(GOLDEN_SIMPLE);
assert_eq!(
bytes, expected,
"Rust encoding doesn't match Java golden bytes for SIMPLE.\nRust: {}\nJava: {}",
bytes.iter().map(|b| format!("{:02x}", b)).collect::<String>(),
GOLDEN_SIMPLE
);
}
#[test]
fn test_cross_language_single() {
let mut sketch = DDSketch::new(Config::defaults());
sketch.add(42.0);
let bytes = sketch.to_java_bytes();
let expected = hex_to_bytes(GOLDEN_SINGLE);
assert_eq!(
bytes, expected,
"Rust encoding doesn't match Java golden bytes for SINGLE.\nRust: {}\nJava: {}",
bytes.iter().map(|b| format!("{:02x}", b)).collect::<String>(),
GOLDEN_SINGLE
);
}
#[test]
fn test_cross_language_negative() {
let mut sketch = DDSketch::new(Config::defaults());
for v in [-3.0, -1.0, 2.0, 5.0] {
sketch.add(v);
}
let bytes = sketch.to_java_bytes();
let expected = hex_to_bytes(GOLDEN_NEGATIVE);
assert_eq!(
bytes, expected,
"Rust encoding doesn't match Java golden bytes for NEGATIVE.\nRust: {}\nJava: {}",
bytes.iter().map(|b| format!("{:02x}", b)).collect::<String>(),
GOLDEN_NEGATIVE
);
}
#[test]
fn test_cross_language_zero() {
let mut sketch = DDSketch::new(Config::defaults());
for v in [0.0, 1.0, 2.0] {
sketch.add(v);
}
let bytes = sketch.to_java_bytes();
let expected = hex_to_bytes(GOLDEN_ZERO);
assert_eq!(
bytes, expected,
"Rust encoding doesn't match Java golden bytes for ZERO.\nRust: {}\nJava: {}",
bytes.iter().map(|b| format!("{:02x}", b)).collect::<String>(),
GOLDEN_ZERO
);
}
#[test]
fn test_cross_language_empty() {
let sketch = DDSketch::new(Config::defaults());
let bytes = sketch.to_java_bytes();
let expected = hex_to_bytes(GOLDEN_EMPTY);
assert_eq!(
bytes, expected,
"Rust encoding doesn't match Java golden bytes for EMPTY.\nRust: {}\nJava: {}",
bytes.iter().map(|b| format!("{:02x}", b)).collect::<String>(),
GOLDEN_EMPTY
);
}
#[test]
fn test_cross_language_many() {
let mut sketch = DDSketch::new(Config::defaults());
for i in 1..=100 {
sketch.add(i as f64);
}
let bytes = sketch.to_java_bytes();
let expected = hex_to_bytes(GOLDEN_MANY);
assert_eq!(
bytes, expected,
"Rust encoding doesn't match Java golden bytes for MANY.\nRust: {}\nJava: {}",
bytes.iter().map(|b| format!("{:02x}", b)).collect::<String>(),
GOLDEN_MANY
);
}
#[test]
fn test_decode_java_golden_bytes() {
// Verify we can decode all Java golden bytes
for (name, hex) in [
("SIMPLE", GOLDEN_SIMPLE),
("SINGLE", GOLDEN_SINGLE),
("NEGATIVE", GOLDEN_NEGATIVE),
("ZERO", GOLDEN_ZERO),
("EMPTY", GOLDEN_EMPTY),
("MANY", GOLDEN_MANY),
] {
let bytes = hex_to_bytes(hex);
let result = DDSketch::from_java_bytes(&bytes);
assert!(result.is_ok(), "failed to decode {}: {:?}", name, result.err());
}
}
#[test]
fn test_encode_decode_many_values() {
let mut sketch = DDSketch::new(Config::defaults());
for i in 1..=100 {
sketch.add(i as f64);
}
let bytes = sketch.to_java_bytes();
let decoded = DDSketch::from_java_bytes(&bytes).unwrap();
assert_eq!(decoded.count(), 100);
assert_eq!(decoded.min(), Some(1.0));
assert_eq!(decoded.max(), Some(100.0));
assert_eq!(decoded.sum(), Some(5050.0));
let alpha = 0.01;
let orig_p95 = sketch.quantile(0.95).unwrap().unwrap();
let dec_p95 = decoded.quantile(0.95).unwrap().unwrap();
assert!(
(orig_p95 - dec_p95).abs() / orig_p95 < alpha,
"p95 mismatch: {} vs {}",
orig_p95,
dec_p95
);
}
}

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/*!
This crate provides a direct port of the [Golang](https://github.com/DataDog/sketches-go)
[DDSketch](https://arxiv.org/pdf/1908.10693.pdf) implementation to Rust. All efforts
have been made to keep this as close to the original implementation as possible, with a few tweaks to
get closer to idiomatic Rust.
# Usage
Add multiple samples to a DDSketch and invoke the `quantile` method to pull any quantile from
*0.0* to *1.0*.
```rust
use sketches_ddsketch::{Config, DDSketch};
let c = Config::defaults();
let mut d = DDSketch::new(c);
d.add(1.0);
d.add(1.0);
d.add(1.0);
let q = d.quantile(0.50).unwrap();
assert!(q < Some(1.02));
assert!(q > Some(0.98));
```
Sketches can also be merged.
```rust
use sketches_ddsketch::{Config, DDSketch};
let c = Config::defaults();
let mut d1 = DDSketch::new(c);
let mut d2 = DDSketch::new(c);
d1.add(1.0);
d2.add(2.0);
d2.add(2.0);
d1.merge(&d2);
assert_eq!(d1.count(), 3);
```
*/
pub use self::config::Config;
pub use self::ddsketch::{DDSketch, DDSketchError};
pub use self::encoding::DecodeError;
mod config;
mod ddsketch;
pub mod encoding;
mod store;

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#[cfg(feature = "use_serde")]
use serde::{Deserialize, Serialize};
const CHUNK_SIZE: i32 = 128;
// Divide the `dividend` by the `divisor`, rounding towards positive infinity.
//
// Similar to the nightly only `std::i32::div_ceil`.
fn div_ceil(dividend: i32, divisor: i32) -> i32 {
(dividend + divisor - 1) / divisor
}
/// CollapsingLowestDenseStore
#[derive(Clone, Debug)]
#[cfg_attr(feature = "use_serde", derive(Serialize, Deserialize))]
pub struct Store {
pub(crate) bins: Vec<u64>,
pub(crate) count: u64,
pub(crate) min_key: i32,
pub(crate) max_key: i32,
pub(crate) offset: i32,
pub(crate) bin_limit: usize,
is_collapsed: bool,
}
impl Store {
pub fn new(bin_limit: usize) -> Self {
Store {
bins: Vec::new(),
count: 0,
min_key: i32::MAX,
max_key: i32::MIN,
offset: 0,
bin_limit,
is_collapsed: false,
}
}
/// Return the number of bins.
pub fn length(&self) -> i32 {
self.bins.len() as i32
}
pub fn is_empty(&self) -> bool {
self.bins.is_empty()
}
pub fn add(&mut self, key: i32) {
let idx = self.get_index(key);
self.bins[idx] += 1;
self.count += 1;
}
pub(crate) fn add_count(&mut self, key: i32, count: u64) {
let idx = self.get_index(key);
self.bins[idx] += count;
self.count += count;
}
fn get_index(&mut self, key: i32) -> usize {
if key < self.min_key {
if self.is_collapsed {
return 0;
}
self.extend_range(key, None);
if self.is_collapsed {
return 0;
}
} else if key > self.max_key {
self.extend_range(key, None);
}
(key - self.offset) as usize
}
fn extend_range(&mut self, key: i32, second_key: Option<i32>) {
let second_key = second_key.unwrap_or(key);
let new_min_key = i32::min(key, i32::min(second_key, self.min_key));
let new_max_key = i32::max(key, i32::max(second_key, self.max_key));
if self.is_empty() {
let new_len = self.get_new_length(new_min_key, new_max_key);
self.bins.resize(new_len, 0);
self.offset = new_min_key;
self.adjust(new_min_key, new_max_key);
} else if new_min_key >= self.min_key && new_max_key < self.offset + self.length() {
self.min_key = new_min_key;
self.max_key = new_max_key;
} else {
// Grow bins
let new_length = self.get_new_length(new_min_key, new_max_key);
if new_length > self.length() as usize {
self.bins.resize(new_length, 0);
}
self.adjust(new_min_key, new_max_key);
}
}
fn get_new_length(&self, new_min_key: i32, new_max_key: i32) -> usize {
let desired_length = new_max_key - new_min_key + 1;
usize::min(
(CHUNK_SIZE * div_ceil(desired_length, CHUNK_SIZE)) as usize,
self.bin_limit,
)
}
fn adjust(&mut self, new_min_key: i32, new_max_key: i32) {
if new_max_key - new_min_key + 1 > self.length() {
let new_min_key = new_max_key - self.length() + 1;
if new_min_key >= self.max_key {
// Put everything in the first bin.
self.offset = new_min_key;
self.min_key = new_min_key;
self.bins.fill(0);
self.bins[0] = self.count;
} else {
let shift = self.offset - new_min_key;
if shift < 0 {
let collapse_start_index = (self.min_key - self.offset) as usize;
let collapse_end_index = (new_min_key - self.offset) as usize;
let collapsed_count: u64 = self.bins[collapse_start_index..collapse_end_index]
.iter()
.sum();
let zero_len = (new_min_key - self.min_key) as usize;
self.bins.splice(
collapse_start_index..collapse_end_index,
std::iter::repeat(0).take(zero_len),
);
self.bins[collapse_end_index] += collapsed_count;
}
self.min_key = new_min_key;
self.shift_bins(shift);
}
self.max_key = new_max_key;
self.is_collapsed = true;
} else {
self.center_bins(new_min_key, new_max_key);
self.min_key = new_min_key;
self.max_key = new_max_key;
}
}
fn shift_bins(&mut self, shift: i32) {
if shift > 0 {
let shift = shift as usize;
self.bins.rotate_right(shift);
for idx in 0..shift {
self.bins[idx] = 0;
}
} else {
let shift = shift.abs() as usize;
for idx in 0..shift {
self.bins[idx] = 0;
}
self.bins.rotate_left(shift);
}
self.offset -= shift;
}
fn center_bins(&mut self, new_min_key: i32, new_max_key: i32) {
let middle_key = new_min_key + (new_max_key - new_min_key + 1) / 2;
let shift = self.offset + self.length() / 2 - middle_key;
self.shift_bins(shift)
}
pub fn key_at_rank(&self, rank: u64) -> i32 {
let mut n = 0;
for (i, bin) in self.bins.iter().enumerate() {
n += *bin;
if n > rank {
return i as i32 + self.offset;
}
}
self.max_key
}
pub fn count(&self) -> u64 {
self.count
}
pub fn merge(&mut self, other: &Store) {
if other.count == 0 {
return;
}
if self.count == 0 {
self.copy(other);
return;
}
if other.min_key < self.min_key || other.max_key > self.max_key {
self.extend_range(other.min_key, Some(other.max_key));
}
let collapse_start_index = other.min_key - other.offset;
let mut collapse_end_index = i32::min(self.min_key, other.max_key + 1) - other.offset;
if collapse_end_index > collapse_start_index {
let collapsed_count: u64 = self.bins
[collapse_start_index as usize..collapse_end_index as usize]
.iter()
.sum();
self.bins[0] += collapsed_count;
} else {
collapse_end_index = collapse_start_index;
}
for key in (collapse_end_index + other.offset)..(other.max_key + 1) {
self.bins[(key - self.offset) as usize] += other.bins[(key - other.offset) as usize]
}
self.count += other.count;
}
fn copy(&mut self, o: &Store) {
self.bins = o.bins.clone();
self.count = o.count;
self.min_key = o.min_key;
self.max_key = o.max_key;
self.offset = o.offset;
self.bin_limit = o.bin_limit;
self.is_collapsed = o.is_collapsed;
}
}
#[cfg(test)]
mod tests {
use crate::store::Store;
#[test]
fn test_simple_store() {
let mut s = Store::new(2048);
for i in 0..2048 {
s.add(i);
}
}
#[test]
fn test_simple_store_rev() {
let mut s = Store::new(2048);
for i in 2048..0 {
s.add(i);
}
}
}

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use std::cmp::Ordering;
use std::f64::NAN;
pub struct Dataset {
values: Vec<f64>,
sum: f64,
sorted: bool,
}
fn cmp_f64(a: &f64, b: &f64) -> Ordering {
assert!(!a.is_nan() && !b.is_nan());
if a < b {
return Ordering::Less;
} else if a > b {
return Ordering::Greater;
} else {
return Ordering::Equal;
}
}
impl Dataset {
pub fn new() -> Self {
Dataset {
values: Vec::new(),
sum: 0.0,
sorted: false,
}
}
pub fn add(&mut self, value: f64) {
self.values.push(value);
self.sum += value;
self.sorted = false;
}
/*
pub fn quantile(&mut self, q: f64) -> f64 {
self.lower_quantile(q)
}
*/
pub fn lower_quantile(&mut self, q: f64) -> f64 {
if q < 0.0 || q > 1.0 || self.values.len() == 0 {
return NAN;
}
self.sort();
let rank = q * (self.values.len() - 1) as f64;
self.values[rank.floor() as usize]
}
pub fn upper_quantile(&mut self, q: f64) -> f64 {
if q < 0.0 || q > 1.0 || self.values.len() == 0 {
return NAN;
}
self.sort();
let rank = q * (self.values.len() - 1) as f64;
self.values[rank.ceil() as usize]
}
pub fn min(&mut self) -> f64 {
self.sort();
self.values[0]
}
pub fn max(&mut self) -> f64 {
self.sort();
self.values[self.values.len() - 1]
}
pub fn sum(&self) -> f64 {
self.sum
}
pub fn count(&self) -> usize {
self.values.len()
}
fn sort(&mut self) {
if self.sorted {
return;
}
self.values.sort_by(cmp_f64);
self.sorted = true;
}
}

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extern crate rand;
extern crate rand_distr;
use rand::prelude::*;
pub trait Generator {
fn generate(&mut self) -> f64;
}
//
// Constant generator
//
pub struct Constant {
value: f64,
}
impl Constant {
pub fn new(value: f64) -> Self {
Constant { value }
}
}
impl Generator for Constant {
fn generate(&mut self) -> f64 {
self.value
}
}
//
// Linear generator
//
pub struct Linear {
current_value: f64,
step: f64,
}
impl Linear {
pub fn new(start_value: f64, step: f64) -> Self {
Linear {
current_value: start_value,
step,
}
}
}
impl Generator for Linear {
fn generate(&mut self) -> f64 {
let value = self.current_value;
self.current_value += self.step;
value
}
}
//
// Normal distribution generator
//
pub struct Normal {
distr: rand_distr::Normal<f64>,
}
impl Normal {
pub fn new(mean: f64, stddev: f64) -> Self {
Normal {
distr: rand_distr::Normal::new(mean, stddev).unwrap(),
}
}
}
impl Generator for Normal {
fn generate(&mut self) -> f64 {
self.distr.sample(&mut rand::thread_rng())
}
}
//
// Lognormal distribution generator
//
pub struct Lognormal {
distr: rand_distr::LogNormal<f64>,
}
impl Lognormal {
pub fn new(mean: f64, stddev: f64) -> Self {
Lognormal {
distr: rand_distr::LogNormal::new(mean, stddev).unwrap(),
}
}
}
impl Generator for Lognormal {
fn generate(&mut self) -> f64 {
self.distr.sample(&mut rand::thread_rng())
}
}
//
// Exponential distribution generator
//
pub struct Exponential {
distr: rand_distr::Exp<f64>,
}
impl Exponential {
pub fn new(lambda: f64) -> Self {
Exponential {
distr: rand_distr::Exp::new(lambda).unwrap(),
}
}
}
impl Generator for Exponential {
fn generate(&mut self) -> f64 {
self.distr.sample(&mut rand::thread_rng())
}
}

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pub mod dataset;
pub mod generator;

318
sketches-ddsketch/tests/test_ddsketch.rs Normal file
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mod common;
use common::dataset::Dataset;
use common::generator;
use common::generator::Generator;
use std::time::Instant;
use sketches_ddsketch::Config;
use sketches_ddsketch::DDSketch;
const TEST_ALPHA: f64 = 0.01;
const TEST_MAX_BINS: u32 = 1024;
const TEST_MIN_VALUE: f64 = 1.0e-9;
// Used for float equality
const TEST_ERROR_THRESH: f64 = 1.0e-9;
const TEST_SIZES: [usize; 5] = [3, 5, 10, 100, 1000];
const TEST_QUANTILES: [f64; 10] = [0.0, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.99, 0.999, 1.0];
#[test]
fn test_constant() {
evaluate_sketches(|| Box::new(generator::Constant::new(42.0)));
}
#[test]
fn test_linear() {
evaluate_sketches(|| Box::new(generator::Linear::new(0.0, 1.0)));
}
#[test]
fn test_normal() {
evaluate_sketches(|| Box::new(generator::Normal::new(35.0, 1.0)));
}
#[test]
fn test_lognormal() {
evaluate_sketches(|| Box::new(generator::Lognormal::new(0.0, 2.0)));
}
#[test]
fn test_exponential() {
evaluate_sketches(|| Box::new(generator::Exponential::new(2.0)));
}
fn evaluate_test_sizes(f: impl Fn(usize)) {
for sz in &TEST_SIZES {
f(*sz);
}
}
fn evaluate_sketches(gen_factory: impl Fn() -> Box<dyn generator::Generator>) {
evaluate_test_sizes(|sz: usize| {
let mut generator = gen_factory();
evaluate_sketch(sz, &mut generator);
});
}
fn new_config() -> Config {
Config::new(TEST_ALPHA, TEST_MAX_BINS, TEST_MIN_VALUE)
}
fn assert_float_eq(a: f64, b: f64) {
assert!((a - b).abs() < TEST_ERROR_THRESH, "{} != {}", a, b);
}
fn evaluate_sketch(count: usize, generator: &mut Box<dyn generator::Generator>) {
let c = new_config();
let mut g = DDSketch::new(c);
let mut d = Dataset::new();
for _i in 0..count {
let value = generator.generate();
g.add(value);
d.add(value);
}
compare_sketches(&mut d, &g);
}
fn compare_sketches(d: &mut Dataset, g: &DDSketch) {
for q in &TEST_QUANTILES {
let lower = d.lower_quantile(*q);
let upper = d.upper_quantile(*q);
let min_expected;
if lower < 0.0 {
min_expected = lower * (1.0 + TEST_ALPHA);
} else {
min_expected = lower * (1.0 - TEST_ALPHA);
}
let max_expected;
if upper > 0.0 {
max_expected = upper * (1.0 + TEST_ALPHA);
} else {
max_expected = upper * (1.0 - TEST_ALPHA);
}
let quantile = g.quantile(*q).unwrap().unwrap();
assert!(
min_expected <= quantile,
"Lower than min, quantile: {}, wanted {} <= {}",
*q,
min_expected,
quantile
);
assert!(
quantile <= max_expected,
"Higher than max, quantile: {}, wanted {} <= {}",
*q,
quantile,
max_expected
);
// verify that calls do not modify result (not mut so not possible?)
let quantile2 = g.quantile(*q).unwrap().unwrap();
assert_eq!(quantile, quantile2);
}
assert_eq!(g.min().unwrap(), d.min());
assert_eq!(g.max().unwrap(), d.max());
assert_float_eq(g.sum().unwrap(), d.sum());
assert_eq!(g.count(), d.count());
}
#[test]
fn test_merge_normal() {
evaluate_test_sizes(|sz: usize| {
let c = new_config();
let mut d = Dataset::new();
let mut g1 = DDSketch::new(c);
let mut generator1 = generator::Normal::new(35.0, 1.0);
for _ in (0..sz).step_by(3) {
let value = generator1.generate();
g1.add(value);
d.add(value);
}
let mut g2 = DDSketch::new(c);
let mut generator2 = generator::Normal::new(50.0, 2.0);
for _ in (1..sz).step_by(3) {
let value = generator2.generate();
g2.add(value);
d.add(value);
}
g1.merge(&g2).unwrap();
let mut g3 = DDSketch::new(c);
let mut generator3 = generator::Normal::new(40.0, 0.5);
for _ in (2..sz).step_by(3) {
let value = generator3.generate();
g3.add(value);
d.add(value);
}
g1.merge(&g3).unwrap();
compare_sketches(&mut d, &g1);
});
}
#[test]
fn test_merge_empty() {
evaluate_test_sizes(|sz: usize| {
let c = new_config();
let mut d = Dataset::new();
let mut g1 = DDSketch::new(c);
let mut g2 = DDSketch::new(c);
let mut generator = generator::Exponential::new(5.0);
for _ in 0..sz {
let value = generator.generate();
g2.add(value);
d.add(value);
}
g1.merge(&g2).unwrap();
compare_sketches(&mut d, &g1);
let g3 = DDSketch::new(c);
g2.merge(&g3).unwrap();
compare_sketches(&mut d, &g2);
});
}
#[test]
fn test_merge_mixed() {
evaluate_test_sizes(|sz: usize| {
let c = new_config();
let mut d = Dataset::new();
let mut g1 = DDSketch::new(c);
let mut generator1 = generator::Normal::new(100.0, 1.0);
for _ in (0..sz).step_by(3) {
let value = generator1.generate();
g1.add(value);
d.add(value);
}
let mut g2 = DDSketch::new(c);
let mut generator2 = generator::Exponential::new(5.0);
for _ in (1..sz).step_by(3) {
let value = generator2.generate();
g2.add(value);
d.add(value);
}
g1.merge(&g2).unwrap();
let mut g3 = DDSketch::new(c);
let mut generator3 = generator::Exponential::new(0.1);
for _ in (2..sz).step_by(3) {
let value = generator3.generate();
g3.add(value);
d.add(value);
}
g1.merge(&g3).unwrap();
compare_sketches(&mut d, &g1);
})
}
#[test]
fn test_merge_incompatible() {
let c1 = Config::new(TEST_ALPHA, TEST_MAX_BINS, TEST_MIN_VALUE);
let c2 = Config::new(TEST_ALPHA * 2.0, TEST_MAX_BINS, TEST_MIN_VALUE);
let mut d1 = DDSketch::new(c1);
let d2 = DDSketch::new(c2);
assert!(d1.merge(&d2).is_err());
let c3 = Config::new(TEST_ALPHA, TEST_MAX_BINS, TEST_MIN_VALUE * 10.0);
let d3 = DDSketch::new(c3);
assert!(d1.merge(&d3).is_err());
let c4 = Config::new(TEST_ALPHA, TEST_MAX_BINS * 2, TEST_MIN_VALUE);
let d4 = DDSketch::new(c4);
assert!(d1.merge(&d4).is_err());
// the same should work
let c5 = Config::new(TEST_ALPHA, TEST_MAX_BINS, TEST_MIN_VALUE);
let dsame = DDSketch::new(c5);
assert!(d1.merge(&dsame).is_ok());
}
#[test]
#[ignore]
fn test_performance_insert() {
let c = Config::defaults();
let mut g = DDSketch::new(c);
let mut gen = generator::Normal::new(1000.0, 500.0);
let count = 300_000_000;
let mut values = Vec::new();
for _ in 0..count {
values.push(gen.generate());
}
let start_time = Instant::now();
for value in values {
g.add(value);
}
// This simply ensures the operations don't get optimzed out as ignored
let quantile = g.quantile(0.50).unwrap().unwrap();
let elapsed = start_time.elapsed().as_micros() as f64;
let elapsed = elapsed / 1_000_000.0;
println!(
"RESULT: p50={:.2} => Added {}M samples in {:2} secs ({:.2}M samples/sec)",
quantile,
count / 1_000_000,
elapsed,
(count as f64) / 1_000_000.0 / elapsed
);
}
#[test]
#[ignore]
fn test_performance_merge() {
let c = Config::defaults();
let mut gen = generator::Normal::new(1000.0, 500.0);
let merge_count = 500_000;
let sample_count = 1_000;
let mut sketches = Vec::new();
for _ in 0..merge_count {
let mut d = DDSketch::new(c);
for _ in 0..sample_count {
d.add(gen.generate());
}
sketches.push(d);
}
let mut base = DDSketch::new(c);
let start_time = Instant::now();
for sketch in &sketches {
base.merge(sketch).unwrap();
}
let elapsed = start_time.elapsed().as_micros() as f64;
let elapsed = elapsed / 1_000_000.0;
println!(
"RESULT: Merged {} sketches in {:2} secs ({:.2} merges/sec)",
merge_count,
elapsed,
(merge_count as f64) / elapsed
);
}

14
src/aggregation/metric/percentiles.rs
View File

@@ -222,6 +222,12 @@ impl PercentilesCollector {
self.sketch.add(val);
}
/// Encode the underlying DDSketch to Java-compatible binary format
/// for cross-language serialization with event-query.
pub fn to_sketch_bytes(&self) -> Vec<u8> {
self.sketch.to_java_bytes()
}
pub(crate) fn merge_fruits(&mut self, right: PercentilesCollector) -> crate::Result<()> {
self.sketch.merge(&right.sketch).map_err(|err| {
TantivyError::AggregationError(AggregationError::InternalError(format!(
@@ -610,11 +616,11 @@ mod tests {
assert_eq!(
res["range_with_stats"]["buckets"][0]["percentiles"]["values"]["1.0"],
5.0028295751107414
5.002829575110705
);
assert_eq!(
res["range_with_stats"]["buckets"][0]["percentiles"]["values"]["99.0"],
10.07469668951144
10.07469668951133
);
Ok(())
@@ -659,8 +665,8 @@ mod tests {
let res = exec_request_with_query(agg_req, &index, None)?;
assert_eq!(res["percentiles"]["values"]["1.0"], 5.0028295751107414);
assert_eq!(res["percentiles"]["values"]["99.0"], 10.07469668951144);
assert_eq!(res["percentiles"]["values"]["1.0"], 5.002829575110705);
assert_eq!(res["percentiles"]["values"]["99.0"], 10.07469668951133);
Ok(())
}