metrics: Use N_EWMA for moving avg, with N=100.

Part of #40708.

4 files changed, 36 insertions, 41 deletions

diff --git a/src/core/or/circuitlist.c b/src/core/or/circuitlist.c
index d1c734bdd2..eb13e3bccd 100644
--- a/src/core/or/circuitlist.c
+++ b/src/core/or/circuitlist.c
@@ -154,10 +154,6 @@ double cc_stats_circ_close_cwnd_ma = 0;
 /** Moving average of the cc->cwnd from each closed slow-start circuit. */
 double cc_stats_circ_close_ss_cwnd_ma = 0;
 
-/* Running count of the above moving averages. Needed so we can update it. */
-static double stats_circ_close_cwnd_ma_count = 0;
-static double stats_circ_close_ss_cwnd_ma_count = 0;
-
 /********* END VARIABLES ************/
 
 /* Implement circuit handle helpers. */
@@ -2244,18 +2240,14 @@ circuit_mark_for_close_, (circuit_t *circ, int reason, int line,
        * and a max RTT, and they are not the same. This prevents us from
        * averaging and reporting unused and low-use circuits here */
       if (circ->ccontrol->max_rtt_usec != circ->ccontrol->min_rtt_usec) {
-        stats_circ_close_ss_cwnd_ma_count++;
         cc_stats_circ_close_ss_cwnd_ma =
           stats_update_running_avg(cc_stats_circ_close_ss_cwnd_ma,
-                                   circ->ccontrol->cwnd,
-                                   stats_circ_close_ss_cwnd_ma_count);
+                                   circ->ccontrol->cwnd);
       }
     } else {
-      stats_circ_close_cwnd_ma_count++;
       cc_stats_circ_close_cwnd_ma =
         stats_update_running_avg(cc_stats_circ_close_cwnd_ma,
-                                 circ->ccontrol->cwnd,
-                                 stats_circ_close_cwnd_ma_count);
+                                 circ->ccontrol->cwnd);
     }
   }
 
diff --git a/src/core/or/congestion_control_flow.c b/src/core/or/congestion_control_flow.c
index 729e67b9a3..90b1927ef9 100644
--- a/src/core/or/congestion_control_flow.c
+++ b/src/core/or/congestion_control_flow.c
@@ -41,9 +41,7 @@ static uint32_t xon_rate_bytes;
 uint64_t cc_stats_flow_num_xoff_sent;
 uint64_t cc_stats_flow_num_xon_sent;
 double cc_stats_flow_xoff_outbuf_ma = 0;
-static double cc_stats_flow_xoff_outbuf_ma_count = 0;
 double cc_stats_flow_xon_outbuf_ma = 0;
-static double cc_stats_flow_xon_outbuf_ma_count = 0;
 
 /* In normal operation, we can get a burst of up to 32 cells before returning
  * to libevent to flush the outbuf. This is a heuristic from hardcoded values
@@ -485,11 +483,9 @@ flow_control_decide_xoff(edge_connection_t *stream)
                  total_buffered, buffer_limit_xoff);
       tor_trace(TR_SUBSYS(cc), TR_EV(flow_decide_xoff_sending), stream);
 
-      cc_stats_flow_xoff_outbuf_ma_count++;
       cc_stats_flow_xoff_outbuf_ma =
         stats_update_running_avg(cc_stats_flow_xoff_outbuf_ma,
-                                 total_buffered,
-                                 cc_stats_flow_xoff_outbuf_ma_count);
+                                 total_buffered);
 
       circuit_send_stream_xoff(stream);
 
@@ -646,11 +642,9 @@ flow_control_decide_xon(edge_connection_t *stream, size_t n_written)
                  total_buffered);
       tor_trace(TR_SUBSYS(cc), TR_EV(flow_decide_xon_rate_change), stream);
 
-      cc_stats_flow_xon_outbuf_ma_count++;
       cc_stats_flow_xon_outbuf_ma =
         stats_update_running_avg(cc_stats_flow_xon_outbuf_ma,
-                                 total_buffered,
-                                 cc_stats_flow_xon_outbuf_ma_count);
+                                 total_buffered);
 
       circuit_send_stream_xon(stream);
     }
diff --git a/src/core/or/congestion_control_vegas.c b/src/core/or/congestion_control_vegas.c
index ee1312699c..2b0ed3a507 100644
--- a/src/core/or/congestion_control_vegas.c
+++ b/src/core/or/congestion_control_vegas.c
@@ -56,12 +56,6 @@ double cc_stats_vegas_gamma_drop_ma = 0;
 double cc_stats_vegas_delta_drop_ma = 0;
 double cc_stats_vegas_ss_csig_blocked_ma = 0;
 double cc_stats_vegas_csig_blocked_ma = 0;
-/* Running count of this moving average. Needed so we can update it. */
-static double stats_cwnd_exit_ss_ma_count = 0;
-static double stats_cwnd_gamma_drop_ma_count = 0;
-static double stats_cwnd_delta_drop_ma_count = 0;
-static double stats_ss_csig_blocked_ma_count = 0;
-static double stats_csig_blocked_ma_count = 0;
 
 /** Stats on how many times we reached "delta" param. */
 uint64_t cc_stats_vegas_above_delta = 0;
@@ -263,10 +257,9 @@ congestion_control_vegas_exit_slow_start(const circuit_t *circ,
   congestion_control_vegas_log(circ, cc);
 
   /* Update running cc->cwnd average for metrics. */
-  stats_cwnd_exit_ss_ma_count++;
   cc_stats_vegas_exit_ss_cwnd_ma =
     stats_update_running_avg(cc_stats_vegas_exit_ss_cwnd_ma,
-                             cc->cwnd, stats_cwnd_exit_ss_ma_count);
+                             cc->cwnd);
 
   /* We need to report that slow start has exited ASAP,
    * for sbws bandwidth measurement. */
@@ -347,21 +340,19 @@ congestion_control_vegas_process_sendme(congestion_control_t *cc,
 
       /* Account the amount we reduced the cwnd by for the gamma cutoff */
       cwnd_diff = (old_cwnd > cc->cwnd ? old_cwnd - cc->cwnd : 0);
-      stats_cwnd_gamma_drop_ma_count++;
       cc_stats_vegas_gamma_drop_ma =
         stats_update_running_avg(cc_stats_vegas_gamma_drop_ma,
-                             cwnd_diff, stats_cwnd_gamma_drop_ma_count);
+                             cwnd_diff);
 
-      stats_ss_csig_blocked_ma_count++;
       /* Compute the percentage we experience a blocked csig vs RTT sig */
       if (cc->blocked_chan) {
         cc_stats_vegas_ss_csig_blocked_ma =
           stats_update_running_avg(cc_stats_vegas_ss_csig_blocked_ma,
-                                   100, stats_ss_csig_blocked_ma_count);
+                                   100);
       } else {
         cc_stats_vegas_ss_csig_blocked_ma =
           stats_update_running_avg(cc_stats_vegas_ss_csig_blocked_ma,
-                                   0, stats_ss_csig_blocked_ma_count);
+                                   0);
       }
 
       congestion_control_vegas_exit_slow_start(circ, cc);
@@ -384,23 +375,21 @@ congestion_control_vegas_process_sendme(congestion_control_t *cc,
 
       /* Account the amount we reduced the cwnd by for the gamma cutoff */
       cwnd_diff = (old_cwnd > cc->cwnd ? old_cwnd - cc->cwnd : 0);
-      stats_cwnd_delta_drop_ma_count++;
       cc_stats_vegas_delta_drop_ma =
         stats_update_running_avg(cc_stats_vegas_delta_drop_ma,
-                             cwnd_diff, stats_cwnd_delta_drop_ma_count);
+                             cwnd_diff);
 
       cc_stats_vegas_above_delta++;
     } else if (queue_use > cc->vegas_params.beta || cc->blocked_chan) {
-      stats_csig_blocked_ma_count++;
       /* Compute the percentage we experience a blocked csig vs RTT sig */
       if (cc->blocked_chan) {
         cc_stats_vegas_csig_blocked_ma =
           stats_update_running_avg(cc_stats_vegas_csig_blocked_ma,
-                                   100, stats_csig_blocked_ma_count);
+                                   100);
       } else {
         cc_stats_vegas_csig_blocked_ma =
           stats_update_running_avg(cc_stats_vegas_csig_blocked_ma,
-                                   0, stats_csig_blocked_ma_count);
+                                   0);
       }
 
       cc->cwnd -= CWND_INC(cc);
diff --git a/src/lib/math/stats.h b/src/lib/math/stats.h
index 328d61a9d6..14315a2506 100644
--- a/src/lib/math/stats.h
+++ b/src/lib/math/stats.h
@@ -10,13 +10,33 @@
 #ifndef TOR_STATS_H
 #define TOR_STATS_H
 
-/** Update an average making it a "running average". The "avg" is the current
- * value that will be updated to the new one. The "value" is the new value to
- * add to the average and "n" is the new count as in including the "value". */
+/**
+ * Compute an N-count EWMA, aka N-EWMA. N-EWMA is defined as:
+ *  EWMA = alpha*value + (1-alpha)*EWMA_prev
+ * with alpha = 2/(N+1).
+ *
+ * This works out to:
+ *  EWMA = value*2/(N+1) + EMA_prev*(N-1)/(N+1)
+ *       = (value*2 + EWMA_prev*(N-1))/(N+1)
+ */
 static inline double
-stats_update_running_avg(double avg, double value, double n)
+n_count_ewma_double(double avg, double value, uint64_t N)
 {
-  return ((avg * (n - 1)) + value) / n;
+  /* If the average was not previously computed, return value.
+   * The less than is because we have stupid C warning flags that
+   * prevent exact comparison to 0.0, so we can't do an exact
+   * check for unitialized double values. Yay pedantry!
+   * Love it when it introduces surprising edge case bugs like
+   * this will. */
+  if (avg < 0.0000002)
+    return value;
+  else
+    return (2*value + (N-1)*avg)/(N+1);
 }
 
+/* For most stats, an N_EWMA of 100 is sufficient */
+#define DEFAULT_STATS_N_EWMA_COUNT 100
+#define stats_update_running_avg(avg, value) \
+    n_count_ewma_double(avg, value, DEFAULT_STATS_N_EWMA_COUNT)
+
 #endif /* !defined(TOR_STATS_H) */