Akka/Scala example source code file (EWMASpec.scala)

This example Akka source code file (EWMASpec.scala) is included in my "Source Code Warehouse" project. The intent of this project is to help you more easily find Akka and Scala source code examples by using tags.

All credit for the original source code belongs to akka.io; I'm just trying to make examples easier to find. (For my Scala work, see my Scala examples and tutorials.)

Akka tags/keywords

akka, cluster, concurrent, datastream, ewma, ewmaspec, forkjoin, longrunningtest, metric, metricscollectorfactory, none, some, test, testing, time

The EWMASpec.scala Akka example source code

/*
 * Copyright (C) 2009-2014 Typesafe Inc. <http://www.typesafe.com>
 */

package akka.cluster

import language.postfixOps
import scala.concurrent.duration._
import akka.testkit.{ LongRunningTest, AkkaSpec }
import scala.concurrent.forkjoin.ThreadLocalRandom

@org.junit.runner.RunWith(classOf[org.scalatest.junit.JUnitRunner])
class EWMASpec extends AkkaSpec(MetricsEnabledSpec.config) with MetricsCollectorFactory {
  import system.dispatcher

  val collector = createMetricsCollector

  "DataStream" must {

    "calcualate same ewma for constant values" in {
      val ds = EWMA(value = 100.0, alpha = 0.18) :+
        100.0 :+ 100.0 :+ 100.0
      ds.value should be(100.0 +- 0.001)
    }

    "calcualate correct ewma for normal decay" in {
      val d0 = EWMA(value = 1000.0, alpha = 2.0 / (1 + 10))
      d0.value should be(1000.0 +- 0.01)
      val d1 = d0 :+ 10.0
      d1.value should be(820.0 +- 0.01)
      val d2 = d1 :+ 10.0
      d2.value should be(672.73 +- 0.01)
      val d3 = d2 :+ 10.0
      d3.value should be(552.23 +- 0.01)
      val d4 = d3 :+ 10.0
      d4.value should be(453.64 +- 0.01)

      val dn = (1 to 100).foldLeft(d0)((d, _) ⇒ d :+ 10.0)
      dn.value should be(10.0 +- 0.1)
    }

    "calculate ewma for alpha 1.0, max bias towards latest value" in {
      val d0 = EWMA(value = 100.0, alpha = 1.0)
      d0.value should be(100.0 +- 0.01)
      val d1 = d0 :+ 1.0
      d1.value should be(1.0 +- 0.01)
      val d2 = d1 :+ 57.0
      d2.value should be(57.0 +- 0.01)
      val d3 = d2 :+ 10.0
      d3.value should be(10.0 +- 0.01)
    }

    "calculate alpha from half-life and collect interval" in {
      // according to http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
      val expectedAlpha = 0.1
      // alpha = 2.0 / (1 + N)
      val n = 19
      val halfLife = n.toDouble / 2.8854
      val collectInterval = 1.second
      val halfLifeDuration = (halfLife * 1000).millis
      EWMA.alpha(halfLifeDuration, collectInterval) should be(expectedAlpha +- 0.001)
    }

    "calculate sane alpha from short half-life" in {
      val alpha = EWMA.alpha(1.millis, 3.seconds)
      alpha should be <= (1.0)
      alpha should be >= (0.0)
      alpha should be(1.0 +- 0.001)
    }

    "calculate sane alpha from long half-life" in {
      val alpha = EWMA.alpha(1.day, 3.seconds)
      alpha should be <= (1.0)
      alpha should be >= (0.0)
      alpha should be(0.0 +- 0.001)
    }

    "calculate the ewma for multiple, variable, data streams" taggedAs LongRunningTest in {
      var streamingDataSet = Map.empty[String, Metric]
      var usedMemory = Array.empty[Byte]
      (1 to 50) foreach { _ ⇒
        // wait a while between each message to give the metrics a chance to change
        Thread.sleep(100)
        usedMemory = usedMemory ++ Array.fill(1024)(ThreadLocalRandom.current.nextInt(127).toByte)
        val changes = collector.sample.metrics.flatMap { latest ⇒
          streamingDataSet.get(latest.name) match {
            case None ⇒ Some(latest)
            case Some(previous) ⇒
              if (latest.isSmooth && latest.value != previous.value) {
                val updated = previous :+ latest
                updated.isSmooth should be(true)
                updated.smoothValue should not be (previous.smoothValue)
                Some(updated)
              } else None
          }
        }
        streamingDataSet ++= changes.map(m ⇒ m.name -> m)
      }
    }
  }
}