Add "hiccup" testing module

kenota · Apr 9, 2013 · 1a9bfd3 · 1a9bfd3
1 parent f2643b3
commit 1a9bfd3
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Showing 2 changed files with 45 additions and 48 deletions.
diff --git a/hiccup/src/main/java/com/higherfrequencytrading/hiccup/Histogram.java b/hiccup/src/main/java/com/higherfrequencytrading/hiccup/Histogram.java
@@ -20,55 +20,66 @@
  * @author peter.lawrey
  */
 public class Histogram {
-    private final int buckets, resolution;
-    private final int count[];
+    private final int buckets;
+    private final int resolution;
+    private final int ordersOfMagnitude;
+    private final int count[][];
+    private final int orderCount[];
     private int underflow = 0, overflow = 0;
     private long totalCount = 0;
 
-    public Histogram(int buckets, int resolution) {
+    public Histogram(int buckets, int resolution, int ordersOfMagnitude) {
         this.buckets = buckets;
         this.resolution = resolution;
-        count = new int[buckets];
+        this.ordersOfMagnitude = ordersOfMagnitude;
+        count = new int[ordersOfMagnitude][buckets];
+        orderCount = new int[ordersOfMagnitude];
     }
 
     public boolean sample(long sample) {
         totalCount++;
-        long bucket = ((sample + resolution / 2) / resolution);
         if (sample < 0) {
             underflow++;
             return false;
-        } else if (bucket >= buckets) {
+        }
+        long bucket = ((sample + resolution / 2) / resolution);
+        int order = 0;
+        while (bucket >= buckets && order < ordersOfMagnitude) {
+            bucket /= 10;
+            order++;
+        }
+        if (bucket >= buckets) {
             overflow++;
             return false;
         }
-        count[((int) bucket)]++;
+        count[order][((int) bucket)]++;
+        orderCount[order]++;
         return true;
     }
 
     public long percentile(double percentile) {
         long searchCount = (long) (totalCount * percentile / 100);
-        // forward search is faster
-        if (searchCount < totalCount * 3 / 4) {
-            searchCount -= underflow;
-            if (searchCount <= 0)
-                return Long.MIN_VALUE;
-            for (int i = 0; i < buckets; i++) {
-                searchCount -= count[i];
-                if (searchCount <= 0)
-                    return (long) i * resolution;
+        searchCount = totalCount - searchCount;
+        searchCount -= overflow;
+
+        int order;
+        for (order = ordersOfMagnitude - 1; order >= 0; order--) {
+            if (searchCount < orderCount[order]) {
+                break;
             }
+            searchCount -= orderCount[order];
+        }
+        if (searchCount <= 0)
             return Long.MAX_VALUE;
-        } else {
-            searchCount = totalCount - searchCount;
-            searchCount -= overflow;
-            if (searchCount <= 0)
-                return Long.MAX_VALUE;
-            for (int i = buckets - 1; i >= 0; i--) {
-                searchCount -= count[i];
-                if (searchCount <= 0)
-                    return (long) i * resolution;
+        for (int i = buckets - 1; i >= 0; i--) {
+            searchCount -= count[order][i];
+            if (searchCount <= 0) {
+                long l = (long) i * resolution;
+                for (int j = 0; j < order; j++)
+                    l *= 10;
+                return l;
             }
-            return Long.MIN_VALUE;
         }
+        return Long.MIN_VALUE;
     }
 }
diff --git a/hiccup/src/main/java/com/higherfrequencytrading/hiccup/TcpHiccupMain.java b/hiccup/src/main/java/com/higherfrequencytrading/hiccup/TcpHiccupMain.java
@@ -68,6 +68,8 @@ public static void main(String... args) throws IOException {
                 return;
 
             case 2:
+                hostname = args[0];
+                port = Integer.parseInt(args[1]);
                 for (int i = 0; i < TESTS; i++) {
                     new Sender(hostname, port).run();
                 }
@@ -185,13 +187,9 @@ public Reader(SocketChannel sc) {
         @Override
         public void run() {
             System.err.println("... starting reader.");
-            Histogram warmup = new Histogram(1000, 10000);
-            Histogram[] histograms = new Histogram[5];
-            int scale = 1000;
-            for (int i = 0; i < histograms.length; i++) {
-                histograms[i] = new Histogram(1000, scale);
-                scale *= 10;
-            }
+            Histogram warmup = new Histogram(1000, 100, 6);
+            Histogram histo = new Histogram(1000, 100, 6);
+
             ByteBuffer time = ByteBuffer.allocateDirect(4096).order(ByteOrder.nativeOrder());
             try {
                 for (int i = 1; i <= WARMUP + RUNS; i++) {
@@ -205,9 +203,7 @@ public void run() {
                     long next = time.getLong();
                     long took = System.nanoTime() - next;
                     if (i >= WARMUP)
-                        for (Histogram histogram : histograms) {
-                            histogram.sample(took);
-                        }
+                        histo.sample(took);
                     else
                         warmup.sample(took);
                     time.compact();
@@ -218,13 +214,13 @@ public void run() {
                 for (double perc : new double[]{50, 90, 93, 99, 99.3, 99.9, 99.93, 99.99, 99.993, 99.999}) {
                     double oneIn = 1.0 / (1 - perc / 100);
                     heading.append("\t").append(perc).append("%");
-                    long value = findPercentile(histograms, perc);
+                    long value = histo.percentile(perc);
                     values.append("\t").append(inNanos(value));
                     if (RUNS <= oneIn * oneIn)
                         break;
                 }
                 heading.append("\tworst");
-                long worst = findPercentile(histograms, 99.9999);
+                long worst = histo.percentile(99.9999);
                 values.append("\t").append(inNanos(worst)).append("\tmicro-seconds");
                 System.out.println(heading);
                 System.out.println(values);
@@ -242,16 +238,6 @@ public void run() {
             }
         }
 
-        private long findPercentile(Histogram[] histograms, double perc) {
-            long value = Long.MAX_VALUE;
-            for (Histogram histogram : histograms) {
-                value = histogram.percentile(perc);
-                if (value < Long.MAX_VALUE)
-                    break;
-            }
-            return value;
-        }
-
         private String inNanos(long value) {
             return (value < 1e4) ? "" + value / 1e3 :
                     (value < 1e6) ? "" + value / 1000 :