blockchain: keep a rolling long term block weight median

1 files changed, 236 insertions, 0 deletions

diff --git a/contrib/epee/include/rolling_median.h b/contrib/epee/include/rolling_median.h
new file mode 100644
index 000000000..8b5a82a84
--- /dev/null
+++ b/contrib/epee/include/rolling_median.h
@@ -0,0 +1,236 @@
+// Copyright (c) 2019, The Monero Project
+// 
+// All rights reserved.
+// 
+// Redistribution and use in source and binary forms, with or without modification, are
+// permitted provided that the following conditions are met:
+// 
+// 1. Redistributions of source code must retain the above copyright notice, this list of
+//    conditions and the following disclaimer.
+// 
+// 2. Redistributions in binary form must reproduce the above copyright notice, this list
+//    of conditions and the following disclaimer in the documentation and/or other
+//    materials provided with the distribution.
+// 
+// 3. Neither the name of the copyright holder nor the names of its contributors may be
+//    used to endorse or promote products derived from this software without specific
+//    prior written permission.
+// 
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY
+// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
+// MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL
+// THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+// SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
+// STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF
+// THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+//
+// Adapted from source by AShelly:
+// Copyright (c) 2011 ashelly.myopenid.com, licenced under the MIT licence
+// https://stackoverflow.com/questions/5527437/rolling-median-in-c-turlach-implementation
+// https://stackoverflow.com/questions/1309263/rolling-median-algorithm-in-c
+// https://ideone.com/XPbl6
+
+#pragma once
+
+#include <stdlib.h>
+#include <stdint.h>
+
+namespace epee
+{
+namespace misc_utils
+{
+
+template<typename Item>
+struct rolling_median_t
+{
+private:
+  Item* data;  //circular queue of values
+  int*  pos;   //index into `heap` for each value
+  int*  heap;  //max/median/min heap holding indexes into `data`.
+  int   N;     //allocated size.
+  int   idx;   //position in circular queue
+  int   minCt; //count of items in min heap
+  int   maxCt; //count of items in max heap
+  int   sz;    //count of items in heap
+
+private:
+
+  //returns true if heap[i] < heap[j]
+  bool mmless(int i, int j) const
+  {
+    return data[heap[i]] < data[heap[j]];
+  }
+
+  //swaps items i&j in heap, maintains indexes
+  bool mmexchange(int i, int j)
+  {
+    const int t = heap[i];
+    heap[i] = heap[j];
+    heap[j] = t;
+    pos[heap[i]] = i;
+    pos[heap[j]] = j;
+    return 1;
+  }
+
+  //swaps items i&j if i<j;  returns true if swapped
+  bool mmCmpExch(int i, int j)
+  {
+     return mmless(i, j) && mmexchange(i, j);
+  }
+
+  //maintains minheap property for all items below i.
+  void minSortDown(int i)
+  {
+    for (i *= 2; i <= minCt; i *= 2)
+    {
+       if (i < minCt && mmless(i + 1, i))
+         ++i;
+       if (!mmCmpExch(i, i / 2))
+         break;
+    }
+  }
+
+  //maintains maxheap property for all items below i. (negative indexes)
+  void maxSortDown(int i)
+  {
+    for (i *= 2; i >= -maxCt; i *= 2)
+    {
+      if (i > -maxCt && mmless(i, i - 1))
+        --i;
+      if (!mmCmpExch(i / 2, i))
+        break;
+    }
+  }
+
+  //maintains minheap property for all items above i, including median
+  //returns true if median changed
+  bool minSortUp(int i)
+  {
+    while (i > 0 && mmCmpExch(i, i / 2))
+      i /= 2;
+    return i == 0;
+  }
+
+  //maintains maxheap property for all items above i, including median
+  //returns true if median changed
+  bool maxSortUp(int i)
+  {
+     while (i < 0 && mmCmpExch(i / 2, i))
+       i /= 2;
+     return i == 0;
+  }
+
+protected:
+  rolling_median_t &operator=(const rolling_median_t&) = delete;
+  rolling_median_t(const rolling_median_t&) = delete;
+
+public:
+  //creates new rolling_median_t: to calculate `nItems` running median. 
+  rolling_median_t(size_t N): N(N)
+  {
+    int size = N * (sizeof(Item) + sizeof(int) * 2);
+    data = (Item*)malloc(size);
+    pos = (int*) (data + N);
+    heap = pos + N + (N / 2); //points to middle of storage.
+    clear();
+  }
+
+  rolling_median_t(rolling_median_t &&m)
+  {
+    free(data);
+    memcpy(this, &m, sizeof(rolling_median_t));
+    m.data = NULL;
+  }
+  rolling_median_t &operator=(rolling_median_t &&m)
+  {
+    free(data);
+    memcpy(this, &m, sizeof(rolling_median_t));
+    m.data = NULL;
+    return *this;
+  }
+
+  ~rolling_median_t()
+  {
+    free(data);
+  }
+
+  void clear()
+  {
+    idx = 0;
+    minCt = 0;
+    maxCt = 0;
+    sz = 0;
+    int nItems = N;
+    while (nItems--)  //set up initial heap fill pattern: median,max,min,max,...
+    {
+      pos[nItems] = ((nItems + 1) / 2) * ((nItems & 1) ? -1 : 1);
+      heap[pos[nItems]] = nItems;
+    }
+  }
+
+  int size() const
+  {
+    return sz;
+  }
+
+  //Inserts item, maintains median in O(lg nItems)
+  void insert(Item v)
+  {
+    int p = pos[idx];
+    Item old = data[idx];
+    data[idx] = v;
+    idx = (idx + 1) % N;
+    sz = std::min<int>(sz + 1, N);
+    if (p > 0)         //new item is in minHeap
+    {
+      if (minCt < (N - 1) / 2)
+      {
+        ++minCt;
+      }
+      else if (v > old)
+      {
+        minSortDown(p);
+        return;
+      }
+      if (minSortUp(p) && mmCmpExch(0, -1))
+        maxSortDown(-1);
+    }
+    else if (p < 0)   //new item is in maxheap
+    {
+      if (maxCt < N / 2)
+      {
+        ++maxCt;
+      }
+      else if (v < old)
+      {
+        maxSortDown(p);
+        return;
+      }
+      if (maxSortUp(p) && minCt && mmCmpExch(1, 0))
+        minSortDown(1);
+    }
+    else //new item is at median
+    {
+      if (maxCt && maxSortUp(-1))
+        maxSortDown(-1);
+      if (minCt && minSortUp(1))
+        minSortDown(1);
+    }
+  }
+
+  //returns median item (or average of 2 when item count is even)
+  Item median() const
+  {
+    Item v = data[heap[0]];
+    if (minCt < maxCt)
+    {
+      v = (v + data[heap[-1]]) / 2;
+    }
+    return v;
+  }
+};
+
+}
+}