1 # Copyright (c) 2018 Cisco and/or its affiliates.
2 # Licensed under the Apache License, Version 2.0 (the "License");
3 # you may not use this file except in compliance with the License.
4 # You may obtain a copy of the License at:
6 # http://www.apache.org/licenses/LICENSE-2.0
8 # Unless required by applicable law or agreed to in writing, software
9 # distributed under the License is distributed on an "AS IS" BASIS,
10 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
11 # See the License for the specific language governing permissions and
12 # limitations under the License.
14 """Module holding AvgStdevMetadataFactory class."""
18 from AvgStdevMetadata import AvgStdevMetadata
21 class AvgStdevMetadataFactory(object):
22 """Class factory which creates avg,stdev metadata from data."""
25 def from_data(values):
26 """Return new metadata object fitting the values.
28 :param values: Run values to be processed.
29 :type values: Iterable of float or of AvgStdevMetadata
30 :returns: The metadata matching the values.
31 :rtype: AvgStdevMetadata
33 # Using Welford method to be more resistant to rounding errors.
34 # Adapted from code for sample standard deviation at:
35 # https://www.johndcook.com/blog/standard_deviation/
36 # The logic of plus operator is taken from
37 # https://www.johndcook.com/blog/skewness_kurtosis/
42 if not isinstance(value, AvgStdevMetadata):
43 value = AvgStdevMetadata(size=1, avg=value)
45 delta = value.avg - avg
47 avg += delta * value.size / size
48 moment_2 += value.stdev * value.stdev * value.size
49 moment_2 += delta * delta * old_size * value.size / size
51 return AvgStdevMetadata()
52 stdev = math.sqrt(moment_2 / size)
53 ret_obj = AvgStdevMetadata(size=size, avg=avg, stdev=stdev)