quantile-sketch 0.1.0

A fast, concurrent DDSketch for relative-error quantiles.
Documentation 
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use std::{
    sync::{Arc, Barrier},
    thread,
};

use super::{assert_estimate_eq, ConcurrentDDSketch};

#[test]
fn concurrent_inserts_initialize_one_production_block() {
    let expected = ConcurrentDDSketch::with_range(1.0, 1.0);
    expected.insert(1.0);
    expected.insert(1.0);

    let sketch = Arc::new(ConcurrentDDSketch::with_range(1.0, 1.0));
    let start = Arc::new(Barrier::new(3));
    let mut threads = Vec::new();
    for _ in 0..2 {
        let sketch = Arc::clone(&sketch);
        let start = Arc::clone(&start);
        threads.push(thread::spawn(move || {
            start.wait();
            sketch.insert(1.0);
        }));
    }

    start.wait();
    for thread in threads {
        thread.join().unwrap();
    }

    assert_estimate_eq(sketch.quantile(0.5), expected.quantile(0.5));
    assert_eq!(sketch.percentile_rank(1.0), Some(1.0));
}

#[test]
fn production_queries_tolerate_a_concurrent_insert() {
    let sketch = Arc::new(ConcurrentDDSketch::with_range(1.0, 2.0));
    sketch.insert(1.0);

    let inserter = Arc::clone(&sketch);
    let insert = thread::spawn(move || inserter.insert(2.0));

    let quantile = sketch.quantile(1.0).unwrap();
    assert!((1.0..=2.0).contains(&quantile));
    let rank = sketch.percentile_rank(1.0).unwrap();
    assert!(rank == 0.5 || rank == 1.0);

    insert.join().unwrap();
    let maximum = sketch.quantile(1.0).unwrap();
    assert!((maximum - 2.0).abs() / 2.0 <= 0.01 * 1.001);
    assert_eq!(sketch.percentile_rank(1.0), Some(0.5));
}