Keep statistics about a feed and its book depth. More...

#include <book_depth_statistics.hpp>

Classes
class	config
	Configure a book_depth_statistics object. More...

Public Member Functions
	book_depth_statistics (config const &cfg)
	Constructor. More...

template<typename book_depth_t >
void	sample (book_depth_t book_depth)
	Record a sample, that is book depth value after the event. More...

void	print_csv (std::string const &name, std::ostream &os) const
	Print all the measurements in CSV format. More...

Static Public Member Functions
static void	print_csv_header (std::ostream &os)
	Print a CSV header. More...

Private Types
typedef histogram< integer_range_binning< book_depth_t > >	book_depth_histogram_t

Private Attributes
book_depth_histogram_t	book_depth_

Detailed Description

Keep statistics about a feed and its book depth.

Definition at line 17 of file book_depth_statistics.hpp.

Member Typedef Documentation

◆ book_depth_histogram_t

typedef histogram<integer_range_binning<book_depth_t> > jb::book_depth_statistics::book_depth_histogram_t

private

Definition at line 63 of file book_depth_statistics.hpp.

Constructor & Destructor Documentation

◆ book_depth_statistics()

jb::book_depth_statistics::book_depth_statistics ( config const & cfg )

explicit

Constructor.

Definition at line 38 of file book_depth_statistics.cpp.

Member Function Documentation

◆ print_csv()

void jb::book_depth_statistics::print_csv	(	std::string const &	name,
		std::ostream &	os
	)		const

Print all the measurements in CSV format.

Definition at line 51 of file book_depth_statistics.cpp.

References book_depth_, and jb::histogram< binning_strategy_t, counter_type_t >::nsamples().

Referenced by BOOST_AUTO_TEST_CASE(), main(), and sample().

◆ print_csv_header()

void jb::book_depth_statistics::print_csv_header ( std::ostream & os )

static

Print a CSV header.

The fields include:

name: the name of the book_depth_statistics<> object.
nsamples: the number of samples received.
minBookDepth: the minimum book depth observed
p25BookDepth: the 25th percentile for book depth observed
p50BookDepth: the 50th percentile for book depth observed
p75BookDepth: the 75th percentile for book depth observed
p90BookDepth: the 90th percentile for book depth observed
p99BookDepth: the 99th percentile for book depth observed
p999BookDepth: the 99.9th percentile for book depth observed
p9999BookDepth: the 99.99th percentile for book depth observed
maxBookDepth: the maximum for book depth observed

Parameters

os	the output stream

Definition at line 43 of file book_depth_statistics.cpp.

Referenced by BOOST_AUTO_TEST_CASE(), main(), and sample().

◆ sample()

template<typename book_depth_t >

void jb::book_depth_statistics::sample ( book_depth_t book_depth )

inline

Record a sample, that is book depth value after the event.

Template Parameters

book_depth_t the type used to record the book depth after processing the event.

Parameters

book_depth : the book depth (after processing the event) to be recorded.

Definition at line 33 of file book_depth_statistics.hpp.

References book_depth_, print_csv(), print_csv_header(), and jb::histogram< binning_strategy_t, counter_type_t >::sample().

Referenced by BOOST_AUTO_TEST_CASE().

Member Data Documentation

◆ book_depth_

book_depth_histogram_t jb::book_depth_statistics::book_depth_

private

Definition at line 64 of file book_depth_statistics.hpp.

Referenced by print_csv(), and sample().

The documentation for this class was generated from the following files:

Classes

Public Member Functions

Static Public Member Functions

Private Types

Private Attributes