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# Copyright (c) 2018 Cisco and/or its affiliates.
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at:
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""Module holding AvgStdevMetadataFactory class."""
import math
from AvgStdevMetadata import AvgStdevMetadata
class AvgStdevMetadataFactory(object):
"""Class factory which creates avg,stdev metadata from data."""
@staticmethod
def from_data(values):
"""Return new metadata object fitting the values.
:param values: Run values to be processed.
:type values: Iterable of float or of AvgStdevMetadata
:returns: The metadata matching the values.
:rtype: AvgStdevMetadata
"""
# Using Welford method to be more resistant to rounding errors.
# Adapted from code for sample standard deviation at:
# https://www.johndcook.com/blog/standard_deviation/
# The logic of plus operator is taken from
# https://www.johndcook.com/blog/skewness_kurtosis/
size = 0
avg = 0.0
moment_2 = 0.0
for value in values:
if not isinstance(value, AvgStdevMetadata):
value = AvgStdevMetadata(size=1, avg=value)
old_size = size
delta = value.avg - avg
size += value.size
avg += delta * value.size / size
moment_2 += value.stdev * value.stdev * value.size
moment_2 += delta * delta * old_size * value.size / size
if size < 1:
return AvgStdevMetadata()
stdev = math.sqrt(moment_2 / size)
ret_obj = AvgStdevMetadata(size=size, avg=avg, stdev=stdev)
return ret_obj
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