Add array aggregation for raw measure metrics, improve testing (#282)

* Array aggregator part 1

* Improve median testing

* More testing

* More testing

* Update other dist tests

* Add to the benchmark

* Move errors into aggregator package, use from ddsketch; update Max/Min/Quantile to return errors for array/ddsketch/maxsumcount

* Lint

* Test non-absolute ddsketch

* Lint

* Comment

* Add note

api/core/number.go

@@ -507,6 +507,8 @@ func (n Number) CompareInt64(i int64) int {
 // returns the typical result of the compare function: -1 if the value
 // is less than the other, 0 if both are equal, 1 if the value is
 // greater than the other.
+//
+// Do not compare NaN values.
 func (n Number) CompareFloat64(f float64) int {
 	this := n.AsFloat64()
 	if this < f {

sdk/metric/aggregator/array/array.go

@@ -0,0 +1,191 @@
+// Copyright 2019, OpenTelemetry Authors
+//
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+//
+//     http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+
+package array // import "go.opentelemetry.io/otel/sdk/metric/aggregator/array"
+
+import (
+	"context"
+	"math"
+	"sort"
+	"sync"
+	"unsafe"
+
+	"go.opentelemetry.io/otel/api/core"
+	"go.opentelemetry.io/otel/sdk/export"
+	"go.opentelemetry.io/otel/sdk/metric/aggregator"
+)
+
+type (
+	Aggregator struct {
+		lock       sync.Mutex
+		current    Points
+		checkpoint Points
+		ckptSum    core.Number
+	}
+
+	Points []core.Number
+)
+
+var _ export.MetricAggregator = &Aggregator{}
+
+func New() *Aggregator {
+	return &Aggregator{}
+}
+
+// Sum returns the sum of the checkpoint.
+func (c *Aggregator) Sum() core.Number {
+	return c.ckptSum
+}
+
+// Count returns the count of the checkpoint.
+func (c *Aggregator) Count() int64 {
+	return int64(len(c.checkpoint))
+}
+
+// Max returns the max of the checkpoint.
+func (c *Aggregator) Max() (core.Number, error) {
+	return c.checkpoint.Quantile(1)
+}
+
+// Min returns the min of the checkpoint.
+func (c *Aggregator) Min() (core.Number, error) {
+	return c.checkpoint.Quantile(0)
+}
+
+// Quantile returns the estimated quantile of the checkpoint.
+func (c *Aggregator) Quantile(q float64) (core.Number, error) {
+	return c.checkpoint.Quantile(q)
+}
+
+func (c *Aggregator) Collect(ctx context.Context, rec export.MetricRecord, exp export.MetricBatcher) {
+	c.lock.Lock()
+	c.checkpoint, c.current = c.current, nil
+	c.lock.Unlock()
+
+	desc := rec.Descriptor()
+	kind := desc.NumberKind()
+
+	c.sort(kind)
+
+	c.ckptSum = core.Number(0)
+
+	for _, v := range c.checkpoint {
+		c.ckptSum.AddNumber(kind, v)
+	}
+
+	exp.Export(ctx, rec, c)
+}
+
+func (c *Aggregator) Update(_ context.Context, number core.Number, rec export.MetricRecord) {
+	desc := rec.Descriptor()
+	kind := desc.NumberKind()
+
+	if kind == core.Float64NumberKind && math.IsNaN(number.AsFloat64()) {
+		// TODO warn
+		// NOTE: add this to the specification.
+		return
+	}
+
+	if !desc.Alternate() && number.IsNegative(kind) {
+		// TODO warn
+		return
+	}
+
+	c.lock.Lock()
+	c.current = append(c.current, number)
+	c.lock.Unlock()
+}
+
+func (c *Aggregator) Merge(oa export.MetricAggregator, desc *export.Descriptor) {
+	o, _ := oa.(*Aggregator)
+	if o == nil {
+		// TODO warn
+		return
+	}
+
+	c.ckptSum.AddNumber(desc.NumberKind(), o.ckptSum)
+	c.checkpoint = combine(c.checkpoint, o.checkpoint, desc.NumberKind())
+}
+
+func (c *Aggregator) sort(kind core.NumberKind) {
+	switch kind {
+	case core.Float64NumberKind:
+		sort.Float64s(*(*[]float64)(unsafe.Pointer(&c.checkpoint)))
+
+	case core.Int64NumberKind:
+		sort.Sort(&c.checkpoint)
+
+	default:
+		// NOTE: This can't happen because the SDK doesn't
+		// support uint64-kind metric instruments.
+		panic("Impossible case")
+	}
+}
+
+func combine(a, b Points, kind core.NumberKind) Points {
+	result := make(Points, 0, len(a)+len(b))
+
+	for len(a) != 0 && len(b) != 0 {
+		if a[0].CompareNumber(kind, b[0]) < 0 {
+			result = append(result, a[0])
+			a = a[1:]
+		} else {
+			result = append(result, b[0])
+			b = b[1:]
+		}
+	}
+	result = append(result, a...)
+	result = append(result, b...)
+	return result
+}
+
+func (p *Points) Len() int {
+	return len(*p)
+}
+
+func (p *Points) Less(i, j int) bool {
+	// Note this is specialized for int64, because float64 is
+	// handled by `sort.Float64s` and uint64 numbers never appear
+	// in this data.
+	return int64((*p)[i]) < int64((*p)[j])
+}
+
+func (p *Points) Swap(i, j int) {
+	(*p)[i], (*p)[j] = (*p)[j], (*p)[i]
+}
+
+// Quantile returns the least X such that Pr(x<X)>=q, where X is an
+// element of the data set.
+func (p *Points) Quantile(q float64) (core.Number, error) {
+	if len(*p) == 0 {
+		return core.Number(0), aggregator.ErrEmptyDataSet
+	}
+
+	if q < 0 || q > 1 {
+		return core.Number(0), aggregator.ErrInvalidQuantile
+	}
+
+	if q == 0 || len(*p) == 1 {
+		return (*p)[0], nil
+	} else if q == 1 {
+		return (*p)[len(*p)-1], nil
+	}
+
+	// Note: There's no interpolation being done here.  There are
+	// many definitions for "quantile", some interpolate, some do
+	// not.  What is expected?
+	position := float64(len(*p)-1) * q
+	ceil := int(math.Ceil(position))
+	return (*p)[ceil], nil
+}