Sketch diffing

SketchDiff compares the occupied latency buckets of two streams. It reports an approximate KS statistic, approximate 1D Wasserstein distance, both CDFs, and an ASCII plot. Complexity is O((b1 + b2) log(b1 + b2)) in occupied buckets, not event count.

from sketchlog import StreamLog, SketchDiff

baseline = StreamLog.load("baseline.json")
current = StreamLog()
current.add_batch([20, 30, 40])

report = current.diff(baseline)
print(report.ks_statistic)
print(report.wasserstein_distance)
print(report.to_dict())

HTTP supports the canonical baseline_stream_id parameter and the backwards compatible baseline alias:

curl "http://localhost:8000/v1/namespaces/default/streams/current/diff?baseline_stream_id=baseline"

Both streams must contain latency observations.