set gamma to 0.0003 and parametrize it (#82)

toblich · Apr 16, 2021 · e99071d · e99071d
1 parent c6afdf5
commit e99071d
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Showing 7 changed files with 14 additions and 13 deletions.
diff --git a/graph-service/package.json b/graph-service/package.json
@@ -11,7 +11,8 @@
     "start:prod": "node ./build/app.js",
     "test:local": "NEO4J_HOST=neo4j://neo4j:7687 npm run test",
     "test": "npm run build-helpers && npm run build && npm run test:unit",
-    "test:unit": "jest --forceExit --detectOpenHandles --coverage --verbose"
+    "test:unit": "jest --forceExit --detectOpenHandles --coverage --verbose",
+    "test:watch": "jest --watch"
   },
   "author": "",
   "license": "BSD-3-Clause",

diff --git a/graph-service/src/ewma-utilities/ewma.test.ts b/graph-service/src/ewma-utilities/ewma.test.ts
@@ -33,8 +33,8 @@ describe("EWMA helpers", () => {
 
       // tslint:disable-next-line:prefer-for-of
       for (let index = 0; index < values.length; index++) {
-        lastEWMA = EWMA(values[index], lastEWMA);
-        lastEWMASquare = EWMA(Math.pow(values[index], 2), lastEWMASquare);
+        lastEWMA = EWMA(values[index], lastEWMA, 0.1);
+        lastEWMASquare = EWMA(Math.pow(values[index], 2), lastEWMASquare, 0.1);
       }
 
       result = EWMAStdDeviation(lastEWMASquare, lastEWMA);

diff --git a/graph-service/src/ewma-utilities/ewma.ts b/graph-service/src/ewma-utilities/ewma.ts
@@ -1,4 +1,4 @@
-export const GAMMA = 0.1;
+export const GAMMA = 0.0003;
 
 /**
  * Calculates the EWMA at a time T, given the EWMA value at time T - 1 and the measure at time T
@@ -7,8 +7,8 @@ export const GAMMA = 0.1;
  * @param Yt - Measure at time T
  * @param previousEWMA - EWMA at time T - 1
  */
-export function EWMA(Yt: number, previousEWMA: number): number {
-  return GAMMA * Yt + previousEWMA * (1 - GAMMA);
+export function EWMA(Yt: number, previousEWMA: number, gamma: number = GAMMA): number {
+  return gamma * Yt + previousEWMA * (1 - gamma);
 }
 
 /**

diff --git a/graph-service/src/middlewares.ts b/graph-service/src/middlewares.ts
@@ -3,14 +3,14 @@ import { logger } from "helpers";
 
 // tslint:disable-next-line: typedef
 export function logging(req, res, next) {
-  logger.debug(`${coerceReqTrace(req)} => ${coerceReqDetails(req)}`);
+  // logger.debug(`${coerceReqTrace(req)} => ${coerceReqDetails(req)}`);
   req._startTime = Date.now();
 
   const originalSend = res.send;
   res.send = (body: any): express.Response => {
     if (res.statusCode < 400) {
       const duration = Date.now() - res.req._startTime;
-      logger.debug(`${coerceReqTrace(res.req)} <= ${res.statusCode} after ${duration}ms with ${toJSON(body)}`);
+      // logger.debug(`${coerceReqTrace(res.req)} <= ${res.statusCode} after ${duration}ms with ${toJSON(body)}`);
     }
     return originalSend.call(res, body);
   };
@@ -22,7 +22,7 @@ export function logging(req, res, next) {
 export function globalErrorHandling(err, req, res, _) {
   const status = err.status || 500;
 
-  logger.error(`${coerceReqTrace(req)} ${err.stack}`);
+  // logger.error(`${coerceReqTrace(req)} ${err.stack}`);
 
   res.status(status).json({
     status,

diff --git a/graph-service/src/testing_tools/process_topologies.ts b/graph-service/src/testing_tools/process_topologies.ts
@@ -1,5 +1,5 @@
 // @ts-nocheck
-import graphService = require("./service");
+import graphService = require("../service");
 import fs = require("fs");
 import { util } from "prettier";
 import { inspect } from "util";

diff --git a/graph-service/src/testing_tools/requests.http b/graph-service/src/testing_tools/requests.http
@@ -92,8 +92,8 @@ PATCH {{base}}/graph/components/status
 Content-Type: application/json
 
 {
-  "component": "J",
-  "status": "CONFIRMED"
+  "component": "B",
+  "status": "NORMAL"
 }
 
 ###

diff --git a/metrics-processor/src/ewma.ts b/metrics-processor/src/ewma.ts
@@ -1,4 +1,4 @@
-export const GAMMA = 0.3;
+export const GAMMA = 0.0003;
 
 /**
  * Calculates the EWMA at a time T, given the EWMA value at time T - 1 and the measure at time T