INDY-1543: Fix crash in stddev, add average bounds

plenum/common/value_accumulator.py

@@ -99,7 +99,7 @@ def stddev(self):
         if self.count < 2:
             return None
         d = (self._sumsq - self.count * (self.avg ** 2)) / (self.count - 1)
-        return math.sqrt(d)
+        return math.sqrt(max(0.0, d))
 
     @property
     def min(self):
@@ -108,3 +108,24 @@ def min(self):
     @property
     def max(self):
         return self._max
+
+    @property
+    def lo(self):
+        return self.std_range()[0]
+
+    @property
+    def hi(self):
+        return self.std_range()[1]
+
+    def std_range(self):
+        avg = self.avg
+        std = self.stddev
+        if not std or self._min == self._max:
+            return avg, avg
+
+        std = min(std, self._max - self._min)
+        skew = (self._max - avg) / (avg - self._min)
+        inv_skew = 1.0 / (1.0 + skew)
+        a = avg - std * inv_skew
+        b = avg + std * inv_skew * skew
+        return a, b

plenum/test/metrics/test_value_accumulator.py

@@ -1,3 +1,4 @@
+import math
 import statistics
 import struct
 
@@ -12,6 +13,8 @@ def test_value_accumulator_dont_return_anything_when_created():
     assert acc.stddev is None
     assert acc.min is None
     assert acc.max is None
+    assert acc.lo is None
+    assert acc.hi is None
 
 
 def test_value_accumulator_can_add_value():
@@ -24,6 +27,8 @@ def test_value_accumulator_can_add_value():
     assert acc.stddev is None
     assert acc.min == value
     assert acc.max == value
+    assert acc.lo == value
+    assert acc.hi == value
 
 
 def test_value_accumulator_handles_same_values():
@@ -39,6 +44,8 @@ def test_value_accumulator_handles_same_values():
     assert acc.stddev == 0
     assert acc.min == value
     assert acc.max == value
+    assert acc.lo == value
+    assert acc.hi == value
 
 
 def test_value_accumulator_can_add_several_values():
@@ -53,6 +60,9 @@ def test_value_accumulator_can_add_several_values():
     assert acc.stddev == statistics.stdev(values)
     assert acc.min == min(values)
     assert acc.max == max(values)
+    assert acc.min < acc.lo < acc.avg
+    assert acc.avg < acc.hi < acc.max
+    assert math.isclose(acc.hi - acc.lo, acc.stddev)
 
 
 def test_value_accumulator_eq_has_value_semantics():