go-time-series

Time series implementation in Go.

It is used in go-trending as a backend for a trending algorithm. The time series supports storing counts at different granularities, e.g. seconds, minutes, hours, ....
In case of go-trending the time series is configured to have recent data available at small granularity, i.e. the recent 60 seconds, and historical data available at large granularity, i.e. the last few hours, days of data.

A redis backend is planned.

• Simple interface
• Store time series data at different granularities
• Use your own clock implementation, e.g. for testing or similar

Examples

Creating a time series with default settings

The default settings use time.Now() as clock and time.Second * 60, time.Minute * 60 and time.Hour * 24 as granularities.

import "github.com/codesuki/go-time-series"

...

ts, err := timeseries.NewTimeSeries()
if err != nil {
    // handle error
}

Creating a customized time series

You can specify the clock and/or granularities to use. A clock must implement the timeseries.Clock interface.

import "github.com/codesuki/go-time-series"

...
type clock struct {}
func (c *clock) Now() {
    return time.Time{} // always returns the zero time
}
var myClock clock
...

ts, err := timeseries.NewTimeSeries(
    timeseries.WithGranularities(
        []timeseries.Granularity{
            {Granularity: time.Second, Count: 60},
            {Granularity: time.Minute, Count: 60},
            {Granularity: time.Hour, Count: 24},
            {Granularity: time.Hour * 24, Count: 7},
        }),
    timeseries.WithClock(&myClock),
)
if err != nil {
    // handle error
}

Filling the time series

To fill the time series with counts, e.g. events, you can use two different functions.

import "github.com/codesuki/go-time-series"

...

ts, err := timeseries.NewTimeSeries()
if err != nil {
    // handle error
}

ts.Increase(2) // adds 2 to the counter at the current time
ts.IncreaseAtTime(3, time.Now().Add(-2 * time.Minute)) // adds 3 to the counter 2 minutes ago

Querying the time series

The Range() function takes 2 arguments, i.e. the start and end of a time span. Recent() is a small helper function that just uses clock.Now() as end in Range. Please refer to the documentation for how Range() works exactly. There are some details depending on what range you query and what range is available.

import "github.com/codesuki/go-time-series"

...

ts, err := timeseries.NewTimeSeries()
if err != nil {
    // handle error
}

ts.Increase(2) // adds 2 to the counter at the current time
// 1s passes
ts.Increase(3)
// 1s passes

ts.Recent(5 * time.Second) // returns 5

ts.Range(time.Now().Add(-5 * time.Second), time.Now()) // returns 5

Documentation

GoDoc is located here

License

go-time-series is MIT licensed.