histogram 1.2.0

A collection of histogram data structures
Documentation
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use std::collections::BTreeMap;

use crate::quantile::{Quantile, QuantilesResult, SampleQuantiles};
use crate::{Bucket, Config, Error, Histogram};

/// A sparse, columnar representation of a histogram.
///
/// Significantly smaller than a [`Histogram`] when many buckets are zero.
/// Each non-zero bucket is stored as a pair `(index[i], count[i])` where
/// `index[i]` is the bucket index and `count[i]` is its count, in
/// ascending index order.
#[derive(Clone, Debug, PartialEq, Eq)]
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
#[cfg_attr(feature = "schemars", derive(schemars::JsonSchema))]
pub struct SparseHistogram {
    pub(crate) config: Config,
    pub(crate) index: Vec<u32>,
    pub(crate) count: Vec<u64>,
}

impl SparseHistogram {
    /// Construct a new histogram from the provided parameters. See the
    /// documentation for [`crate::Config`] to understand their meaning.
    pub fn new(grouping_power: u8, max_value_power: u8) -> Result<Self, Error> {
        let config = Config::new(grouping_power, max_value_power)?;

        Ok(Self::with_config(&config))
    }

    /// Creates a new histogram using a provided [`crate::Config`].
    pub fn with_config(config: &Config) -> Self {
        Self {
            config: *config,
            index: Vec::new(),
            count: Vec::new(),
        }
    }

    /// Creates a sparse histogram from its raw parts.
    ///
    /// Returns an error if:
    /// - `index` and `count` have different lengths
    /// - any index is out of range for the config
    /// - the indices are not in strictly ascending order
    pub fn from_parts(config: Config, index: Vec<u32>, count: Vec<u64>) -> Result<Self, Error> {
        if index.len() != count.len() {
            return Err(Error::IncompatibleParameters);
        }

        let total_buckets = config.total_buckets();
        let mut prev = None;
        for &idx in &index {
            if idx as usize >= total_buckets {
                return Err(Error::OutOfRange);
            }
            if let Some(p) = prev {
                if idx <= p {
                    return Err(Error::IncompatibleParameters);
                }
            }
            prev = Some(idx);
        }

        for &c in &count {
            if c == 0 {
                return Err(Error::IncompatibleParameters);
            }
        }

        Ok(Self {
            config,
            index,
            count,
        })
    }

    /// Consumes the histogram, returning the config, index, and count vectors.
    pub fn into_parts(self) -> (Config, Vec<u32>, Vec<u64>) {
        (self.config, self.index, self.count)
    }

    /// Returns the bucket configuration.
    pub fn config(&self) -> Config {
        self.config
    }

    /// Returns a slice of the non-zero bucket indices.
    pub fn index(&self) -> &[u32] {
        &self.index
    }

    /// Returns a slice of the bucket counts.
    pub fn count(&self) -> &[u64] {
        &self.count
    }

    /// Helper function to store a bucket in the histogram.
    fn add_bucket(&mut self, idx: u32, n: u64) {
        if n != 0 {
            self.index.push(idx);
            self.count.push(n);
        }
    }

    /// Adds the other histogram to this histogram and returns the result as a
    /// new histogram.
    ///
    /// Returns `Err(Error::IncompatibleParameters)` if the configs don't match,
    /// or `Err(Error::Overflow)` if any bucket overflows.
    #[allow(clippy::comparison_chain)]
    pub fn checked_add(&self, h: &SparseHistogram) -> Result<SparseHistogram, Error> {
        if self.config != h.config {
            return Err(Error::IncompatibleParameters);
        }

        let mut histogram = SparseHistogram::with_config(&self.config);

        let (mut i, mut j) = (0, 0);
        while i < self.index.len() && j < h.index.len() {
            let (k1, v1) = (self.index[i], self.count[i]);
            let (k2, v2) = (h.index[j], h.count[j]);

            if k1 == k2 {
                let v = v1.checked_add(v2).ok_or(Error::Overflow)?;
                histogram.add_bucket(k1, v);
                (i, j) = (i + 1, j + 1);
            } else if k1 < k2 {
                histogram.add_bucket(k1, v1);
                i += 1;
            } else {
                histogram.add_bucket(k2, v2);
                j += 1;
            }
        }

        if i < self.index.len() {
            histogram.index.extend(&self.index[i..]);
            histogram.count.extend(&self.count[i..]);
        }

        if j < h.index.len() {
            histogram.index.extend(&h.index[j..]);
            histogram.count.extend(&h.count[j..]);
        }

        Ok(histogram)
    }

    /// Adds the other histogram to this histogram and returns the result as a
    /// new histogram.
    ///
    /// Returns `Err(Error::IncompatibleParameters)` if the configs don't match.
    /// Buckets which have values in both histograms are allowed to wrap.
    #[allow(clippy::comparison_chain)]
    pub fn wrapping_add(&self, h: &SparseHistogram) -> Result<SparseHistogram, Error> {
        if self.config != h.config {
            return Err(Error::IncompatibleParameters);
        }

        let mut histogram = SparseHistogram::with_config(&self.config);

        // Sort and merge buckets from both histograms
        let (mut i, mut j) = (0, 0);
        while i < self.index.len() && j < h.index.len() {
            let (k1, v1) = (self.index[i], self.count[i]);
            let (k2, v2) = (h.index[j], h.count[j]);

            if k1 == k2 {
                histogram.add_bucket(k1, v1.wrapping_add(v2));
                (i, j) = (i + 1, j + 1);
            } else if k1 < k2 {
                histogram.add_bucket(k1, v1);
                i += 1;
            } else {
                histogram.add_bucket(k2, v2);
                j += 1;
            }
        }

        // Fill remaining values, if any, from the left histogram
        if i < self.index.len() {
            histogram.index.extend(&self.index[i..self.index.len()]);
            histogram.count.extend(&self.count[i..self.count.len()]);
        }

        // Fill remaining values, if any, from the right histogram
        if j < h.index.len() {
            histogram.index.extend(&h.index[j..h.index.len()]);
            histogram.count.extend(&h.count[j..h.count.len()]);
        }

        Ok(histogram)
    }

    /// Subtracts the other histogram from this histogram and returns the result as a
    /// new histogram. The other histogram is expected to be a subset of the current
    /// histogram, i.e., for every bucket in the other histogram should have a
    /// count less than or equal to the corresponding bucket in this histogram.
    ///
    /// Returns `Err(Error::IncompatibleParameters)` if the configs don't match,
    /// `Err(Error::InvalidSubset)` if the other histogram has buckets not
    /// present in this one, or `Err(Error::Underflow)` if any bucket would
    /// underflow.
    #[allow(clippy::comparison_chain)]
    pub fn checked_sub(&self, h: &SparseHistogram) -> Result<SparseHistogram, Error> {
        if self.config != h.config {
            return Err(Error::IncompatibleParameters);
        }

        let mut histogram = SparseHistogram::with_config(&self.config);

        // Sort and merge buckets from both histograms
        let (mut i, mut j) = (0, 0);
        while i < self.index.len() && j < h.index.len() {
            let (k1, v1) = (self.index[i], self.count[i]);
            let (k2, v2) = (h.index[j], h.count[j]);

            if k1 == k2 {
                let v = v1.checked_sub(v2).ok_or(Error::Underflow)?;
                if v != 0 {
                    histogram.add_bucket(k1, v);
                }
                (i, j) = (i + 1, j + 1);
            } else if k1 < k2 {
                histogram.add_bucket(k1, v1);
                i += 1;
            } else {
                // Other histogram has a bucket not present in this histogram,
                // i.e., it is not a subset of this histogram
                return Err(Error::InvalidSubset);
            }
        }

        // Check that the subset histogram has been consumed
        if j < h.index.len() {
            return Err(Error::InvalidSubset);
        }

        // Fill remaining buckets, if any, from the superset histogram
        if i < self.index.len() {
            histogram.index.extend(&self.index[i..self.index.len()]);
            histogram.count.extend(&self.count[i..self.count.len()]);
        }

        Ok(histogram)
    }

    /// Subtracts the other histogram from this histogram and returns the result
    /// as a new histogram.
    ///
    /// Returns `Err(Error::IncompatibleParameters)` if the configs don't match,
    /// or `Err(Error::InvalidSubset)` if the other histogram has buckets not
    /// present in this one.
    /// Buckets are allowed to wrap on underflow.
    #[allow(clippy::comparison_chain)]
    pub fn wrapping_sub(&self, h: &SparseHistogram) -> Result<SparseHistogram, Error> {
        if self.config != h.config {
            return Err(Error::IncompatibleParameters);
        }

        let mut histogram = SparseHistogram::with_config(&self.config);

        let (mut i, mut j) = (0, 0);
        while i < self.index.len() && j < h.index.len() {
            let (k1, v1) = (self.index[i], self.count[i]);
            let (k2, v2) = (h.index[j], h.count[j]);

            if k1 == k2 {
                histogram.add_bucket(k1, v1.wrapping_sub(v2));
                (i, j) = (i + 1, j + 1);
            } else if k1 < k2 {
                histogram.add_bucket(k1, v1);
                i += 1;
            } else {
                return Err(Error::InvalidSubset);
            }
        }

        if i < self.index.len() {
            histogram.index.extend(&self.index[i..]);
            histogram.count.extend(&self.count[i..]);
        }

        if j < h.index.len() {
            return Err(Error::InvalidSubset);
        }

        Ok(histogram)
    }

    /// Return a collection of percentiles from this histogram.
    ///
    /// Each percentile should be in the inclusive range `0.0..=1.0`. For
    /// example, the 50th percentile (median) can be found using `0.5`.
    ///
    /// The results will be sorted by the percentile.
    #[deprecated(note = "Use the SampleQuantiles trait")]
    #[allow(deprecated)]
    pub fn percentiles(&self, percentiles: &[f64]) -> Result<Option<Vec<(f64, Bucket)>>, Error> {
        Ok(SampleQuantiles::quantiles(self, percentiles)
            .map_err(|e| match e {
                Error::InvalidQuantile => Error::InvalidPercentile,
                other => other,
            })?
            .map(|qr| {
                qr.entries()
                    .iter()
                    .map(|(q, b)| (q.as_f64(), b.clone()))
                    .collect()
            }))
    }

    /// Return a single percentile from this histogram.
    ///
    /// The percentile should be in the inclusive range `0.0..=1.0`. For
    /// example, the 50th percentile (median) can be found using `0.5`.
    #[deprecated(note = "Use the SampleQuantiles trait")]
    pub fn percentile(&self, percentile: f64) -> Result<Option<Bucket>, Error> {
        #[allow(deprecated)]
        self.percentiles(&[percentile])
            .map(|v| v.map(|x| x.first().unwrap().1.clone()))
    }

    /// Returns a new histogram with a reduced grouping power. The reduced
    /// grouping power should lie in the range (0..existing grouping power).
    ///
    /// Returns an error if the requested grouping power is not less than the current grouping power.
    ///
    /// This works by iterating over every bucket in the existing histogram
    /// and inserting the contained values into the new histogram. While we
    /// do not know the exact values of the data points (only that they lie
    /// within the bucket's range), it does not matter since the bucket is
    /// not split during downsampling and any value can be used.
    pub fn downsample(&self, grouping_power: u8) -> Result<SparseHistogram, Error> {
        if grouping_power >= self.config.grouping_power() {
            return Err(Error::IncompatibleParameters);
        }

        let config = Config::new(grouping_power, self.config.max_value_power())?;
        let mut histogram = SparseHistogram::with_config(&config);

        // Multiple buckets in the old histogram will map to the same bucket
        // in the new histogram, so we have to aggregate bucket values from the
        // old histogram before inserting a bucket into the new downsampled
        // histogram. However, mappings between the histograms monotonically
        // increase, so once a bucket in the old histogram maps to a higher
        // bucket in the new histogram than is currently being aggregated,
        // the bucket can be sealed and inserted into the new histogram.
        let mut aggregating_idx: u32 = 0;
        let mut aggregating_count: u64 = 0;
        for (idx, n) in self.index.iter().zip(self.count.iter()) {
            let new_idx =
                config.value_to_index(self.config.index_to_lower_bound(*idx as usize))? as u32;

            // If it maps to the currently aggregating bucket, merge counts
            if new_idx == aggregating_idx {
                aggregating_count = aggregating_count.wrapping_add(*n);
                continue;
            }

            // Does not map to the aggregating bucket, so seal and store that bucket
            histogram.add_bucket(aggregating_idx, aggregating_count);

            // Start tracking this bucket as the current aggregating bucket
            aggregating_idx = new_idx;
            aggregating_count = *n;
        }

        // Add the final aggregated bucket
        histogram.add_bucket(aggregating_idx, aggregating_count);

        Ok(histogram)
    }

    /// Returns an iterator across the non-zero histogram buckets.
    pub fn iter(&self) -> Iter<'_> {
        Iter {
            index: 0,
            histogram: self,
        }
    }
}

impl SampleQuantiles for SparseHistogram {
    fn quantiles(&self, quantiles: &[f64]) -> Result<Option<QuantilesResult>, Error> {
        // validate all the quantiles
        for q in quantiles {
            if !(0.0..=1.0).contains(q) {
                return Err(Error::InvalidQuantile);
            }
        }

        // get the total count
        let total_count: u128 = self.count.iter().map(|v| *v as u128).sum();

        // empty histogram, no quantiles available
        if total_count == 0 {
            return Ok(None);
        }

        // sort the requested quantiles so we can find them in a single pass
        let mut sorted: Vec<Quantile> = quantiles
            .iter()
            .map(|&q| Quantile::new(q).unwrap())
            .collect();
        sorted.sort();
        sorted.dedup();

        // min/max are the first and last entries in the sparse vectors
        let min = Bucket {
            count: self.count[0],
            range: self.config.index_to_range(self.index[0] as usize),
        };
        let last = self.index.len() - 1;
        let max = Bucket {
            count: self.count[last],
            range: self.config.index_to_range(self.index[last] as usize),
        };

        // single pass to find all quantile buckets
        let mut idx = 0;
        let mut partial_sum = self.count[0] as u128;

        let mut entries = BTreeMap::new();

        for quantile in &sorted {
            let count = std::cmp::max(1, (quantile.as_f64() * total_count as f64).ceil() as u128);

            loop {
                if partial_sum >= count {
                    entries.insert(
                        *quantile,
                        Bucket {
                            count: self.count[idx],
                            range: self.config.index_to_range(self.index[idx] as usize),
                        },
                    );
                    break;
                }

                if idx == (self.index.len() - 1) {
                    break;
                }

                idx += 1;
                partial_sum += self.count[idx] as u128;
            }
        }

        Ok(Some(QuantilesResult::new(entries, total_count, min, max)))
    }
}

impl<'a> IntoIterator for &'a SparseHistogram {
    type Item = Bucket;
    type IntoIter = Iter<'a>;

    fn into_iter(self) -> Self::IntoIter {
        Iter {
            index: 0,
            histogram: self,
        }
    }
}

/// An iterator across the histogram buckets.
pub struct Iter<'a> {
    index: usize,
    histogram: &'a SparseHistogram,
}

impl Iterator for Iter<'_> {
    type Item = Bucket;

    fn next(&mut self) -> Option<<Self as std::iter::Iterator>::Item> {
        if self.index >= self.histogram.index.len() {
            return None;
        }

        let bucket = Bucket {
            count: self.histogram.count[self.index],
            range: self
                .histogram
                .config
                .index_to_range(self.histogram.index[self.index] as usize),
        };

        self.index += 1;

        Some(bucket)
    }
}

impl ExactSizeIterator for Iter<'_> {
    fn len(&self) -> usize {
        self.histogram.index.len() - self.index
    }
}

impl std::iter::FusedIterator for Iter<'_> {}

impl From<&Histogram> for SparseHistogram {
    fn from(histogram: &Histogram) -> Self {
        let mut index = Vec::new();
        let mut count = Vec::new();

        for (idx, n) in histogram.as_slice().iter().enumerate() {
            if *n > 0 {
                index.push(idx as u32);
                count.push(*n);
            }
        }

        Self {
            config: histogram.config(),
            index,
            count,
        }
    }
}

#[cfg(test)]
mod tests {
    use rand::RngExt;
    use std::collections::HashMap;

    use super::*;
    use crate::standard::Histogram;

    #[test]
    fn checked_add() {
        let config = Config::new(7, 32).unwrap();

        let h1 = SparseHistogram::from_parts(config, vec![1, 3, 5], vec![6, 12, 7]).unwrap();
        let h2 = SparseHistogram::from_parts(config, vec![2, 3], vec![5, 7]).unwrap();

        let h = h1.checked_add(&h2).unwrap();
        assert_eq!(h.index(), &[1, 2, 3, 5]);
        assert_eq!(h.count(), &[6, 5, 19, 7]);

        // overflow
        let h_max = SparseHistogram::from_parts(config, vec![3], vec![u64::MAX]).unwrap();
        assert_eq!(h1.checked_add(&h_max), Err(Error::Overflow));
    }

    #[test]
    fn wrapping_add() {
        let config = Config::new(7, 32).unwrap();

        let h1 = SparseHistogram::from_parts(config, vec![1, 3, 5], vec![6, 12, 7]).unwrap();
        let h2 = SparseHistogram::with_config(&config);
        let h3 = SparseHistogram::from_parts(config, vec![2, 3, 6, 11, 13], vec![5, 7, 3, 15, 6])
            .unwrap();

        let hdiff = SparseHistogram::new(6, 16).unwrap();
        let h = h1.wrapping_add(&hdiff);
        assert_eq!(h, Err(Error::IncompatibleParameters));

        let h = h1.wrapping_add(&h2).unwrap();
        assert_eq!(h.index(), &[1, 3, 5]);
        assert_eq!(h.count(), &[6, 12, 7]);

        let h = h2.wrapping_add(&h3).unwrap();
        assert_eq!(h.index(), &[2, 3, 6, 11, 13]);
        assert_eq!(h.count(), &[5, 7, 3, 15, 6]);

        let h = h1.wrapping_add(&h3).unwrap();
        assert_eq!(h.index(), &[1, 2, 3, 5, 6, 11, 13]);
        assert_eq!(h.count(), &[6, 5, 19, 7, 3, 15, 6]);
    }

    #[test]
    fn checked_sub() {
        let config = Config::new(7, 32).unwrap();

        let h1 = SparseHistogram::from_parts(config, vec![1, 3, 5], vec![6, 12, 7]).unwrap();

        let hparams = SparseHistogram::new(6, 16).unwrap();
        let h = h1.checked_sub(&hparams);
        assert_eq!(h, Err(Error::IncompatibleParameters));

        let hempty = SparseHistogram::with_config(&config);
        let h = h1.checked_sub(&hempty).unwrap();
        assert_eq!(h.index(), &[1, 3, 5]);
        assert_eq!(h.count(), &[6, 12, 7]);

        let hclone = h1.clone();
        let h = h1.checked_sub(&hclone).unwrap();
        assert!(h.index().is_empty());
        assert!(h.count().is_empty());

        let hlarger = SparseHistogram::from_parts(config, vec![1, 3, 5], vec![4, 13, 7]).unwrap();
        let h = h1.checked_sub(&hlarger);
        assert_eq!(h, Err(Error::Underflow));

        let hmore = SparseHistogram::from_parts(config, vec![1, 5, 7], vec![4, 7, 1]).unwrap();
        let h = h1.checked_sub(&hmore);
        assert_eq!(h, Err(Error::InvalidSubset));

        let hdiff = SparseHistogram::from_parts(config, vec![1, 2, 5], vec![4, 1, 7]).unwrap();
        let h = h1.checked_sub(&hdiff);
        assert_eq!(h, Err(Error::InvalidSubset));

        let hsubset = SparseHistogram::from_parts(config, vec![1, 3], vec![5, 9]).unwrap();
        let h = h1.checked_sub(&hsubset).unwrap();
        assert_eq!(h.index(), &[1, 3, 5]);
        assert_eq!(h.count(), &[1, 3, 7]);
    }

    #[test]
    fn wrapping_sub() {
        let config = Config::new(7, 32).unwrap();

        let h1 = SparseHistogram::from_parts(config, vec![1, 3, 5], vec![6, 12, 7]).unwrap();
        let h2 = SparseHistogram::from_parts(config, vec![1, 3], vec![4, 5]).unwrap();

        let h = h1.wrapping_sub(&h2).unwrap();
        assert_eq!(h.index(), &[1, 3, 5]);
        assert_eq!(h.count(), &[2, 7, 7]);

        // wrapping underflow
        let h3 = SparseHistogram::from_parts(config, vec![1], vec![10]).unwrap();
        let h = h1.wrapping_sub(&h3).unwrap();
        assert_eq!(h.count()[0], 6u64.wrapping_sub(10)); // wraps

        // non-subset returns error
        let h4 = SparseHistogram::from_parts(config, vec![2], vec![1]).unwrap();
        assert_eq!(h1.wrapping_sub(&h4), Err(Error::InvalidSubset));
    }

    #[test]
    fn wrapping_add_overflow() {
        let config = Config::new(7, 32).unwrap();
        let h1 = SparseHistogram::from_parts(config, vec![1], vec![u64::MAX]).unwrap();
        let h2 = SparseHistogram::from_parts(config, vec![1], vec![1]).unwrap();
        let h = h1.wrapping_add(&h2).unwrap();
        // u64::MAX + 1 wraps to 0, add_bucket skips zero-count entries
        assert!(h.index().is_empty());
    }

    #[allow(deprecated)]
    #[test]
    fn percentiles() {
        let mut hstandard = Histogram::new(4, 10).unwrap();
        let hempty = SparseHistogram::from(&hstandard);

        for v in 1..1024 {
            let _ = hstandard.increment(v);
        }

        let hsparse = SparseHistogram::from(&hstandard);
        let percentiles = [0.01, 0.10, 0.25, 0.50, 0.75, 0.90, 0.99, 0.999];
        for percentile in percentiles {
            let bempty = hempty.percentile(percentile).unwrap();
            let bstandard = hstandard.percentile(percentile).unwrap();
            let bsparse = hsparse.percentile(percentile).unwrap();

            assert_eq!(bempty, None);
            assert_eq!(bsparse, bstandard);
        }

        assert_eq!(hempty.percentiles(&percentiles), Ok(None));
        assert_eq!(
            hstandard.percentiles(&percentiles).unwrap(),
            hsparse.percentiles(&percentiles).unwrap()
        );
    }

    #[allow(deprecated)]
    #[test]
    // Tests percentile used to find min
    fn min() {
        let mut histogram = Histogram::new(7, 64).unwrap();

        let h = SparseHistogram::from(&histogram);
        assert_eq!(h.percentile(0.0).unwrap(), None);

        let _ = histogram.increment(10);
        let h = SparseHistogram::from(&histogram);
        assert_eq!(h.percentile(0.0).map(|b| b.unwrap().end()), Ok(10));

        let _ = histogram.increment(4);
        let h = SparseHistogram::from(&histogram);
        assert_eq!(h.percentile(0.0).map(|b| b.unwrap().end()), Ok(4));
    }

    fn compare_histograms(hstandard: &Histogram, hsparse: &SparseHistogram) {
        assert_eq!(hstandard.config(), hsparse.config());

        let mut buckets: HashMap<u32, u64> = HashMap::new();
        for (idx, count) in hsparse.index().iter().zip(hsparse.count().iter()) {
            let _ = buckets.insert(*idx, *count);
        }

        for (idx, count) in hstandard.as_slice().iter().enumerate() {
            if *count > 0 {
                let v = buckets.get(&(idx as u32)).unwrap();
                assert_eq!(*v, *count);
            }
        }
    }

    #[test]
    fn snapshot() {
        let mut hstandard = Histogram::new(5, 10).unwrap();

        for v in 1..1024 {
            let _ = hstandard.increment(v);
        }

        // Convert to sparse and store buckets in a hash for random lookup
        let hsparse = SparseHistogram::from(&hstandard);
        compare_histograms(&hstandard, &hsparse);
    }

    #[test]
    fn downsample() {
        let mut histogram = Histogram::new(8, 32).unwrap();
        let mut rng = rand::rng();

        // Generate 10,000 values to store in a sorted array and a histogram
        for _ in 0..10000 {
            let v: u64 = rng.random_range(1..2_u64.pow(histogram.config.max_value_power() as u32));
            let _ = histogram.increment(v);
        }

        let hsparse = SparseHistogram::from(&histogram);
        compare_histograms(&histogram, &hsparse);

        // Downsample and check the percentiles lie within error margin
        let grouping_power = histogram.config.grouping_power();
        for factor in 1..grouping_power {
            let reduced_gp = grouping_power - factor;
            let h1 = histogram.downsample(reduced_gp).unwrap();
            let h2 = hsparse.downsample(reduced_gp).unwrap();
            compare_histograms(&h1, &h2);
        }
    }
}