stats

type TimeWindowedStats interface {
	// Record records a value that occurred at the given timestamp.
	Record(value float64, timestamp time.Time)
	// RecordToLatestWindow records a value in the current time window.
	// This will call time.Now(), don't call this in a tight loop.
	RecordToLatestWindow(value float64)
	// RecordMulti records a weighted value that occurred at the given timestamp
	// with the provided count. Imagine you have 3 counts of 10, and you
	// call RecordMulti(20, t, 3). Your new mean will be 15 because you added
	// 3 counts of 20.
	RecordMulti(value float64, timestamp time.Time, count uint64)
	// RecordMultiToLatestWindow records a weighted value in the current time window.
	// This will call time.Now(), don't call this in a tight loop.
	RecordMultiToLatestWindow(value float64, count uint64)
	// Quantile returns the approximate value at quantile q (0 <= q <= 1).
	// Aggregates across all active windows.
	Quantile(q float64) float64
	// TrimmedMean returns the mean of the values within the given quantile range (0 <= q <= 1).
	// For example, TrimmedMean(0.9, 0.99) returns the average of all the values between the
	// 90th percentile and the 99th percentile.
	// Aggregates across all active windows.
	TrimmedMean(lowerQuantile, upperQuantile float64) float64
}

type WindowConfig struct {
	// windowSize is the duration of each window.
	WindowSize time.Duration
	// windowCount is the maximum number of windows to retain.
	WindowCount int
	// FillBlankIntervals controls whether gaps in the windowing should be preserved.
	// This matters when windowSize is shorter than the largest gap in the measured data.
	FillBlankIntervals bool
}