ddsketch 0.1.0

checksums.yaml

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data/.rspec

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+--require spec_helper
+--format progress

data/.rubocop.yml

@@ -0,0 +1,4 @@
+require: standard
+
+inherit_gem:
+  standard: config/base.yml

data/.simplecov

@@ -0,0 +1 @@
+SimpleCov.coverage_dir ENV.fetch("COVERAGE_DIR", "coverage")

data/.yardopts

@@ -0,0 +1,4 @@
+--title "ddsketch x.y.z documentation"
+--markup markdown
+--markup-provider redcarpet
+--files LICENSE

data/CHANGELOG.md

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+## [Unreleased]
+
+## [0.1.0] - 2022-06-08
+
+Release notes: https://github.com/DataDog/ddsketch-ruby/releases/tag/v0.1.0
+
+- Initial release
+

data/CONTRIBUTING.md

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+# Contributing to ddsketch-ruby
+
+First of all, thanks for contributing!
+
+* If you think you've found an issue, please open a Github issue.
+* To propose improvements, feel free to submit a PR.

data/Gemfile

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+# frozen_string_literal: true
+
+source "https://rubygems.org"
+
+gemspec
+
+group :test do
+  gem "distribution"
+  # prime is required by distribution, as of Ruby 3.1, the prime gem is
+  # no longer distributed as a part of the standard library and must be
+  # bundled explicitly.
+  gem "prime"
+  gem "pry"
+  gem "rake"
+  gem "rspec"
+  gem "rspec_junit_formatter"
+  gem "rubocop", require: false
+  gem "standard" if RUBY_VERSION >= "2.2.0"
+end
+
+if RUBY_VERSION >= "2.5.0"
+  # Merging branch coverage results does not work for old, unsupported rubies.
+  # We have a fix up for review, https://github.com/simplecov-ruby/simplecov/pull/972,
+  # but given it only affects unsupported version of Ruby, it might not get merged.
+  gem "simplecov", git: "https://github.com/DataDog/simplecov", ref: "3bb6b7ee58bf4b1954ca205f50dd44d6f41c57db"
+else
+  # Compatible with older rubies. This version still produces compatible output
+  # with a newer version when the reports are merged.
+  gem "simplecov", "~> 0.17"
+end
+
+if RUBY_PLATFORM == "java" || RUBY_VERSION >= "2.5.0"
+  gem "google-protobuf", ["~> 3.0", "!= 3.7.0", "!= 3.7.1"]
+else
+  gem "google-protobuf", ["~> 3.0", "!= 3.7.0", "!= 3.7.1", "< 3.19.2"]
+end
+
+gem "yard"
+gem "redcarpet" if RUBY_PLATFORM != "java"
+
+gem "pimpmychangelog", ">= 0.1.2"

data/LICENSE

@@ -0,0 +1,201 @@
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data/LICENSE-3rdparty.csv

@@ -0,0 +1,2 @@
+Component,Origin,License,Copyright
+google/protobuf,https://github.com/protocolbuffers/protobuf/tree/main/ruby,BSD-3-Clause,"Copyright 2008 Google Inc."

data/NOTICE

@@ -0,0 +1,4 @@
+Datadog ddsketch-ruby
+Copyright 2022-Present Datadog, Inc.
+
+This product includes software developed at Datadog (<https://www.datadoghq.com/).>

data/README.md

@@ -0,0 +1,122 @@
+# ddsketch-ruby
+
+[![CircleCI](https://circleci.com/gh/DataDog/ddsketch-ruby/tree/main.svg?style=svg)](https://circleci.com/gh/DataDog/ddsketch-ruby/tree/main)
+
+This repo contains the Ruby implementation of a distributed quantile sketch algorithm [DDSketch](http://www.vldb.org/pvldb/vol12/p2195-masson.pdf).
+
+`DDSketch` has relative-error guarantees for any quantile q in [0, 1]. That is if the true value of the qth-quantile is `x` then `DDSketch` returns a value `y` such that `|x-y| / x < e` where `e` is the relative error parameter. `DDSketch` is also fully mergeable, meaning that multiple sketches from distributed systems can be combined in a central node.
+
+### Installation
+
+In `Gemfile`
+
+```ruby
+gem 'ddsketch'
+```
+
+### Usage
+
+Our default implementation is guaranteed not to grow too large in size for any data that can be described by a distribution whose tails are sub-exponential. We also provide implementations where the q-quantile will be accurate up to the specified relative error for q that is not too small (or large). Concretely, the q-quantile will be accurate up to the specified relative error as long as it belongs to one of the bins kept by the sketch. For instance, If the values are time in seconds, `bin_limit = 2048` covers a time range from 80 microseconds to 1 year.
+
+
+To initialize a sketch with the default parameters (relative_accuracy is 0.01 and bin_limit is 2048)
+
+```ruby
+require 'ddsketch'
+
+DDSketch::Sketch.new
+# or
+DDSketch::LogCollapsingHighestDenseSketch.new
+# or
+DDSketch::LogCollapsingLowestDenseSketch.new
+```
+
+### Initialize with `relative_accuracy` or `bin_limit`
+
+If you want more granular control over how accurate the sketch's results will be, you can pass a `relative_accuracy` parameter when initializing a sketch.
+
+Whereas other histograms use _rank error_ guarantees (i.e. retrieving the p99 of the histogram will give you a value between p98.9 and p99.1), `DDSketch` uses a _relative error_ guarantee (if the actual value at p99 is 100, the value will be between 99 and 101 for a `relative_accuracy` of 0.01).
+
+This property makes `DDSketch` especially useful for long-tailed distributions of data, like measurements of latency.
+
+```ruby
+require 'ddsketch'
+
+DDSketch::Sketch.new(relative_accuracy: relative_accuracy)
+
+DDSketch::LogCollapsingHighestDenseSketch.new(
+  relative_accuracy: relative_accuracy,    # default is 0.01
+  bin_limit: bin_limit                     # default is 2048
+)
+
+DDSketch::LogCollapsingLowestDenseSketch.new(
+  relative_accuracy: relative_accuracy,    # default is 0.01
+  bin_limit: bin_limit                     # default is 2048
+)
+```
+
+### Adding values to a sketch
+
+To add a number to a sketch, call `sketch.add(value)`. Both positive and negative numbers are supported.
+
+```ruby
+require 'ddsketch'
+
+sketch = DDSketch::Sketch.new
+
+sketch.add(1607374726)
+sketch.add(0)
+sketch.add(-3.1415)
+```
+
+### Retrieve measurements from the sketch
+
+To retrieve measurements from a sketch, use `sketch.get_quantile_value(quantile)`. Any number between 0 and 1 (inclusive) can be used as a quantile. Additionally, common summary statistics are available such as `sketch.min`, `sketch.max`, `sketch.sum`, and `sketch.count`:
+
+```ruby
+require 'ddsketch'
+
+sketch = DDSketch::Sketch.new
+
+sketch.add(1607374726)
+sketch.add(0)
+sketch.add(-3.1415)
+
+sketch.get_quantile_value(0)     # -3.158156063689099
+sketch.get_quantile_value(0.5)   # 0
+sketch.get_quantile_value(0.99)  # 0
+sketch.get_quantile_value(1)     # 1595824509.0872598
+
+sketch.min     # -3.1415
+sketch.max     # 1607374726
+sketch.count   # 3.0
+sketch.sum     # 1607374722.8585
+```
+
+### Merging sketches
+
+Independent sketches can be merged together, provided that they were initialized with the same `relative_accuracy`. This allows collecting and transmitting measurements in a distributed manner, and merging their results together while preserving the `relative_accuracy` guarantee.
+
+```ruby
+require 'ddsketch'
+
+sketch_1 = DDSketch::Sketch.new
+sketch_2 = DDSketch::Sketch.new
+
+[1,2,3,4,5].each { |v| sketch_1.add(v) }
+[6,7,8,9,10].each { |v| sketch_2.add(v) }
+
+# sketch_2 is merged into sketch_1, without modifying sketch_2
+sketch_1.merge(sketch_2)
+
+sketch_1.get_quantile_value(1)
+```
+
+## References
+
+* [DDSketch: A Fast and Fully-Mergeable Quantile Sketch with Relative-Error Guarantees](http://www.vldb.org/pvldb/vol12/p2195-masson.pdf). Charles Masson, Jee E. Rim and Homin K. Lee. 2019.
+* Java implementation: [https://github.com/DataDog/sketches-java](https://github.com/DataDog/sketches-java)
+* Go implementation: [https://github.com/DataDog/sketches-go](https://github.com/DataDog/sketches-go)
+* Python implementation: [https://github.com/DataDog/sketches-py](https://github.com/DataDog/sketches-py)
+* Javascript implementation: [https://github.com/DataDog/sketches-js](https://github.com/DataDog/sketches-js)
+* .NET implementation: [https://github.com/DataDog/sketches-dotnet](https://github.com/DataDog/sketches-dotnet)

data/Rakefile

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+# frozen_string_literal: true
+
+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+require "yard"
+
+RSpec::Core::RakeTask.new(:spec)
+
+require "rubocop/rake_task"
+
+RuboCop::RakeTask.new
+
+task default: %i[spec rubocop]
+
+namespace :coverage do
+  task :report do
+    require "simplecov"
+
+    resultset_files = Dir["#{ENV.fetch("COVERAGE_DIR", "coverage")}/.resultset.json"] +
+      Dir["#{ENV.fetch("COVERAGE_DIR", "coverage")}/versions/**/.resultset.json"]
+
+    SimpleCov.collate resultset_files do
+      coverage_dir "#{ENV.fetch("COVERAGE_DIR", "coverage")}/report"
+      if ENV["CI"] == "true"
+        require "codecov"
+        formatter SimpleCov::Formatter::MultiFormatter.new([SimpleCov::Formatter::HTMLFormatter,
+          SimpleCov::Formatter::Codecov])
+      else
+        formatter SimpleCov::Formatter::HTMLFormatter
+      end
+    end
+  end
+
+  # Generates one report for each Ruby version
+  task :report_per_ruby_version do
+    require "simplecov"
+
+    versions = Dir["#{ENV.fetch("COVERAGE_DIR", "coverage")}/versions/*"].map { |f| File.basename(f) }
+    versions.map do |version|
+      puts "Generating report for: #{version}"
+      SimpleCov.collate Dir["#{ENV.fetch("COVERAGE_DIR", "coverage")}/versions/#{version}/**/.resultset.json"] do
+        coverage_dir "#{ENV.fetch("COVERAGE_DIR", "coverage")}/report/versions/#{version}"
+        formatter SimpleCov::Formatter::HTMLFormatter
+      end
+    end
+  end
+end
+
+YARD::Rake::YardocTask.new(:docs) do |t|
+  # Options defined in `.yardopts` are read first, then merged with
+  # options defined here.
+  #
+  # It's recommended to define options in `.yardopts` instead of here,
+  # as `.yardopts` can be read by external YARD tools, like the
+  # hot-reload YARD server `yard server --reload`.
+
+  t.options += ["--title", "ddsketch #{DDSketch::Version} documentation"]
+end
+
+# Deploy tasks
+S3_BUCKET = "gems.datadoghq.com"
+S3_DIR = ENV["S3_DIR"]
+
+desc "release the docs website"
+task "release:docs": :docs do
+  raise "Missing environment variable S3_DIR" if !S3_DIR || S3_DIR.empty?
+
+  sh "aws s3 cp --recursive doc/ s3://#{S3_BUCKET}/#{S3_DIR}/docs/"
+end
+
+namespace :changelog do
+  task :format do
+    require "pimpmychangelog"
+
+    PimpMyChangelog::CLI.run!
+  end
+end

data/ddsketch-ruby.gemspec

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+require_relative "lib/ddsketch/version"
+
+Gem::Specification.new do |spec|
+  spec.name = "ddsketch"
+  spec.version = DDSketch::Version.to_s
+  spec.authors = ["Datadog, Inc."]
+  spec.email = ["dev@datadoghq.com"]
+
+  spec.summary = "Ruby implementations of the distributed quantile sketch algorithm DDSketch."
+  spec.description = "DDSketch is a fast-to-insert, fully mergeable, space-efficient quantile sketch with relative error guarantees."
+  spec.homepage = "https://github.com/DataDog/ddsketch-ruby"
+  spec.license = "Apache-2.0"
+  spec.required_ruby_version = ">= 2.1.0"
+
+  spec.metadata["allowed_push_host"] = "https://rubygems.org"
+
+  spec.metadata["homepage_uri"] = spec.homepage
+  spec.metadata["source_code_uri"] = spec.homepage
+  spec.metadata["changelog_uri"] = "https://github.com/DataDog/ddsketch-ruby/blob/main/CHANGELOG.md"
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files = Dir.chdir(__dir__) do
+    `git ls-files -z`.split("\x0").reject do |f|
+      (f == __FILE__) || f.match(%r{\A(?:(?:bin|test|spec|features)/|\.(?:git|travis|circleci)|appveyor)})
+    end
+  end
+  spec.require_paths = ["lib"]
+end