// Package decimal implements an arbitrary precision fixed-point decimal. // // To use as part of a struct: // // type Struct struct { // Number Decimal // } // // The zero-value of a Decimal is 0, as you would expect. // // The best way to create a new Decimal is to use decimal.NewFromString, ex: // // n, err := decimal.NewFromString("-123.4567") // n.String() // output: "-123.4567" // // NOTE: This can "only" represent numbers with a maximum of 2^31 digits // after the decimal point. package decimal import ( "database/sql/driver" "fmt" "math" "math/big" "strconv" "strings" ) // DivisionPrecision is the number of decimal places in the result when it // doesn't divide exactly. // // Example: // // d1 := decimal.NewFromFloat(2).Div(decimal.NewFromFloat(3) // d1.String() // output: "0.6666666666666667" // d2 := decimal.NewFromFloat(2).Div(decimal.NewFromFloat(30000) // d2.String() // output: "0.0000666666666667" // d3 := decimal.NewFromFloat(20000).Div(decimal.NewFromFloat(3) // d3.String() // output: "6666.6666666666666667" // decimal.DivisionPrecision = 3 // d4 := decimal.NewFromFloat(2).Div(decimal.NewFromFloat(3) // d4.String() // output: "0.667" // var DivisionPrecision = 16 // Set this to true if you want the decimal to be JSON marshaled as a number, // instead of as a string. // WARNING: this is dangerous for decimals with many digits, since many JSON // unmarshallers (ex: Javascript's) will unmarshal JSON numbers to IEEE 754 // double-precision floating point numbers, which means you can potentially // silently lose precision. var MarshalJSONWithoutQuotes = false // Zero constant, to make computations faster. var Zero = New(0, 1) var zeroInt = big.NewInt(0) var oneInt = big.NewInt(1) var twoInt = big.NewInt(2) var fiveInt = big.NewInt(5) var tenInt = big.NewInt(10) // Decimal represents a fixed-point decimal. It is immutable. // number = value * 10 ^ exp type Decimal struct { value *big.Int // NOTE(vadim): this must be an int32, because we cast it to float64 during // calculations. If exp is 64 bit, we might lose precision. // If we cared about being able to represent every possible decimal, we // could make exp a *big.Int but it would hurt performance and numbers // like that are unrealistic. exp int32 } // New returns a new fixed-point decimal, value * 10 ^ exp. func New(value int64, exp int32) Decimal { return Decimal{ value: big.NewInt(value), exp: exp, } } // NewFromString returns a new Decimal from a string representation. // // Example: // // d, err := NewFromString("-123.45") // d2, err := NewFromString(".0001") // func NewFromString(value string) (Decimal, error) { originalInput := value var intString string var exp int64 // Check if number is using scientific notation eIndex := strings.IndexAny(value, "Ee") if eIndex != -1 { expInt, err := strconv.ParseInt(value[eIndex+1:], 10, 32) if err != nil { if e, ok := err.(*strconv.NumError); ok && e.Err == strconv.ErrRange { return Decimal{}, fmt.Errorf("can't convert %s to decimal: fractional part too long", value) } return Decimal{}, fmt.Errorf("can't convert %s to decimal: exponent is not numeric", value) } value = value[:eIndex] exp = expInt } parts := strings.Split(value, ".") if len(parts) == 1 { // There is no decimal point, we can just parse the original string as // an int intString = value } else if len(parts) == 2 { intString = parts[0] + parts[1] expInt := -len(parts[1]) exp += int64(expInt) } else { return Decimal{}, fmt.Errorf("can't convert %s to decimal: too many .s", value) } dValue := new(big.Int) _, ok := dValue.SetString(intString, 10) if !ok { return Decimal{}, fmt.Errorf("can't convert %s to decimal", value) } if exp < math.MinInt32 || exp > math.MaxInt32 { // NOTE(vadim): I doubt a string could realistically be this long return Decimal{}, fmt.Errorf("can't convert %s to decimal: fractional part too long", originalInput) } return Decimal{ value: dValue, exp: int32(exp), }, nil } // NewFromFloat converts a float64 to Decimal. // // Example: // // NewFromFloat(123.45678901234567).String() // output: "123.4567890123456" // NewFromFloat(.00000000000000001).String() // output: "0.00000000000000001" // // NOTE: this will panic on NaN, +/-inf func NewFromFloat(value float64) Decimal { floor := math.Floor(value) // fast path, where float is an int if floor == value && value <= math.MaxInt64 && value >= math.MinInt64 { return New(int64(value), 0) } // slow path: float is a decimal // HACK(vadim): do this the slow hacky way for now because the logic to // convert a base-2 float to base-10 properly is not trivial str := strconv.FormatFloat(value, 'f', -1, 64) dec, err := NewFromString(str) if err != nil { panic(err) } return dec } // NewFromFloatWithExponent converts a float64 to Decimal, with an arbitrary // number of fractional digits. // // Example: // // NewFromFloatWithExponent(123.456, -2).String() // output: "123.46" // func NewFromFloatWithExponent(value float64, exp int32) Decimal { mul := math.Pow(10, -float64(exp)) floatValue := value * mul if math.IsNaN(floatValue) || math.IsInf(floatValue, 0) { panic(fmt.Sprintf("Cannot create a Decimal from %v", floatValue)) } dValue := big.NewInt(round(floatValue)) return Decimal{ value: dValue, exp: exp, } } // rescale returns a rescaled version of the decimal. Returned // decimal may be less precise if the given exponent is bigger // than the initial exponent of the Decimal. // NOTE: this will truncate, NOT round // // Example: // // d := New(12345, -4) // d2 := d.rescale(-1) // d3 := d2.rescale(-4) // println(d1) // println(d2) // println(d3) // // Output: // // 1.2345 // 1.2 // 1.2000 // func (d Decimal) rescale(exp int32) Decimal { d.ensureInitialized() // NOTE(vadim): must convert exps to float64 before - to prevent overflow diff := math.Abs(float64(exp) - float64(d.exp)) value := new(big.Int).Set(d.value) expScale := new(big.Int).Exp(tenInt, big.NewInt(int64(diff)), nil) if exp > d.exp { value = value.Quo(value, expScale) } else if exp < d.exp { value = value.Mul(value, expScale) } return Decimal{ value: value, exp: exp, } } // Abs returns the absolute value of the decimal. func (d Decimal) Abs() Decimal { d.ensureInitialized() d2Value := new(big.Int).Abs(d.value) return Decimal{ value: d2Value, exp: d.exp, } } // Add returns d + d2. func (d Decimal) Add(d2 Decimal) Decimal { baseScale := min(d.exp, d2.exp) rd := d.rescale(baseScale) rd2 := d2.rescale(baseScale) d3Value := new(big.Int).Add(rd.value, rd2.value) return Decimal{ value: d3Value, exp: baseScale, } } // Sub returns d - d2. func (d Decimal) Sub(d2 Decimal) Decimal { baseScale := min(d.exp, d2.exp) rd := d.rescale(baseScale) rd2 := d2.rescale(baseScale) d3Value := new(big.Int).Sub(rd.value, rd2.value) return Decimal{ value: d3Value, exp: baseScale, } } // Mul returns d * d2. func (d Decimal) Mul(d2 Decimal) Decimal { d.ensureInitialized() d2.ensureInitialized() expInt64 := int64(d.exp) + int64(d2.exp) if expInt64 > math.MaxInt32 || expInt64 < math.MinInt32 { // NOTE(vadim): better to panic than give incorrect results, as // Decimals are usually used for money panic(fmt.Sprintf("exponent %v overflows an int32!", expInt64)) } d3Value := new(big.Int).Mul(d.value, d2.value) return Decimal{ value: d3Value, exp: int32(expInt64), } } // Div returns d / d2. If it doesn't divide exactly, the result will have // DivisionPrecision digits after the decimal point. func (d Decimal) Div(d2 Decimal) Decimal { // NOTE(vadim): division is hard, use Rat to do it ratNum := d.Rat() ratDenom := d2.Rat() quoRat := big.NewRat(0, 1).Quo(ratNum, ratDenom) // HACK(vadim): converting from Rat to Decimal inefficiently for now ret, err := NewFromString(quoRat.FloatString(DivisionPrecision)) if err != nil { panic(err) // this should never happen } return ret } // Mod returns d % d2. func (d Decimal) Mod(d2 Decimal) Decimal { quo := d.Div(d2).Truncate(0) return d.Sub(d2.Mul(quo)) } // Cmp compares the numbers represented by d and d2 and returns: // // -1 if d < d2 // 0 if d == d2 // +1 if d > d2 // func (d Decimal) Cmp(d2 Decimal) int { d.ensureInitialized() d2.ensureInitialized() if d.exp == d2.exp { return d.value.Cmp(d2.value) } baseExp := min(d.exp, d2.exp) rd := d.rescale(baseExp) rd2 := d2.rescale(baseExp) return rd.value.Cmp(rd2.value) } // Equals returns whether the numbers represented by d and d2 are equal. func (d Decimal) Equals(d2 Decimal) bool { return d.Cmp(d2) == 0 } // Exponent returns the exponent, or scale component of the decimal. func (d Decimal) Exponent() int32 { return d.exp } // IntPart returns the integer component of the decimal. func (d Decimal) IntPart() int64 { scaledD := d.rescale(0) return scaledD.value.Int64() } // Rat returns a rational number representation of the decimal. func (d Decimal) Rat() *big.Rat { d.ensureInitialized() if d.exp <= 0 { // NOTE(vadim): must negate after casting to prevent int32 overflow denom := new(big.Int).Exp(tenInt, big.NewInt(-int64(d.exp)), nil) return new(big.Rat).SetFrac(d.value, denom) } else { mul := new(big.Int).Exp(tenInt, big.NewInt(int64(d.exp)), nil) num := new(big.Int).Mul(d.value, mul) return new(big.Rat).SetFrac(num, oneInt) } } // Float64 returns the nearest float64 value for d and a bool indicating // whether f represents d exactly. // For more details, see the documentation for big.Rat.Float64 func (d Decimal) Float64() (f float64, exact bool) { return d.Rat().Float64() } // String returns the string representation of the decimal // with the fixed point. // // Example: // // d := New(-12345, -3) // println(d.String()) // // Output: // // -12.345 // func (d Decimal) String() string { return d.string(true) } // StringFixed returns a rounded fixed-point string with places digits after // the decimal point. // // Example: // // NewFromFloat(0).StringFixed(2) // output: "0.00" // NewFromFloat(0).StringFixed(0) // output: "0" // NewFromFloat(5.45).StringFixed(0) // output: "5" // NewFromFloat(5.45).StringFixed(1) // output: "5.5" // NewFromFloat(5.45).StringFixed(2) // output: "5.45" // NewFromFloat(5.45).StringFixed(3) // output: "5.450" // NewFromFloat(545).StringFixed(-1) // output: "550" // func (d Decimal) StringFixed(places int32) string { rounded := d.Round(places) return rounded.string(false) } // Round rounds the decimal to places decimal places. // If places < 0, it will round the integer part to the nearest 10^(-places). // // Example: // // NewFromFloat(5.45).Round(1).String() // output: "5.5" // NewFromFloat(545).Round(-1).String() // output: "550" // func (d Decimal) Round(places int32) Decimal { // truncate to places + 1 ret := d.rescale(-places - 1) // add sign(d) * 0.5 if ret.value.Sign() < 0 { ret.value.Sub(ret.value, fiveInt) } else { ret.value.Add(ret.value, fiveInt) } // floor for positive numbers, ceil for negative numbers _, m := ret.value.DivMod(ret.value, tenInt, new(big.Int)) ret.exp += 1 if ret.value.Sign() < 0 && m.Cmp(zeroInt) != 0 { ret.value.Add(ret.value, oneInt) } return ret } // RoundFair rounds the decimal to places decimal places. // If places < 0, it will round the integer part to the nearest 10^(-places). // // Unlike Round(), in the case of a a tie where the resulting decimal place // equals 0.5, this function will round up for odd numbers and down for // even numbers. Negative values are treated symmetrically. // // Example: // // NewFromFloat(5.5).Round(0).String() // output: "6" // NewFromFloat(8.5).Round(0).String() // output: "8" // func (d Decimal) RoundFair(places int32) Decimal { shift := big.NewInt(abs(int64(places)-int64(d.exp)) - 1) // First, truncate the number to see if there are trailing decimal places. // If there are it can't end in 5. tmp := new(big.Int) exp := new(big.Int).Exp(tenInt, shift, zeroInt) rounded, _ := new(big.Int).QuoRem(d.value, exp, tmp) if tmp.Cmp(zeroInt) != 0 { return d.Round(places) } // If the last digit of the number isn't five, then do normal division. if tmp.Mod(rounded, tenInt).Cmp(fiveInt) != 0 { return d.Round(places) } ret := Decimal{ value: rounded.Quo(rounded, tenInt), exp: -places, } odd := new(big.Int).Mod(ret.value, twoInt).Cmp(zeroInt) == 1 if odd && ret.value.Sign() >= 0 { ret.value.Add(ret.value, oneInt) } else if odd && ret.value.Sign() < 0 { ret.value.Sub(ret.value, oneInt) } return ret } // Floor returns the nearest integer value less than or equal to d. func (d Decimal) Floor() Decimal { d.ensureInitialized() exp := big.NewInt(10) // NOTE(vadim): must negate after casting to prevent int32 overflow exp.Exp(exp, big.NewInt(-int64(d.exp)), nil) z := new(big.Int).Div(d.value, exp) return Decimal{value: z, exp: 0} } // Ceil returns the nearest integer value greater than or equal to d. func (d Decimal) Ceil() Decimal { d.ensureInitialized() exp := big.NewInt(10) // NOTE(vadim): must negate after casting to prevent int32 overflow exp.Exp(exp, big.NewInt(-int64(d.exp)), nil) z, m := new(big.Int).DivMod(d.value, exp, new(big.Int)) if m.Cmp(zeroInt) != 0 { z.Add(z, oneInt) } return Decimal{value: z, exp: 0} } // Truncate truncates off digits from the number, without rounding. // // NOTE: precision is the last digit that will not be truncated (must be >= 0). // // Example: // // decimal.NewFromString("123.456").Truncate(2).String() // "123.45" // func (d Decimal) Truncate(precision int32) Decimal { d.ensureInitialized() if precision >= 0 && -precision > d.exp { return d.rescale(-precision) } return d } // UnmarshalJSON implements the json.Unmarshaler interface. func (d *Decimal) UnmarshalJSON(decimalBytes []byte) error { str, err := unquoteIfQuoted(decimalBytes) if err != nil { return fmt.Errorf("Error decoding string '%s': %s", decimalBytes, err) } decimal, err := NewFromString(str) *d = decimal if err != nil { return fmt.Errorf("Error decoding string '%s': %s", str, err) } return nil } // MarshalJSON implements the json.Marshaler interface. func (d Decimal) MarshalJSON() ([]byte, error) { var str string if MarshalJSONWithoutQuotes { str = d.String() } else { str = "\"" + d.String() + "\"" } return []byte(str), nil } // Scan implements the sql.Scanner interface for database deserialization. func (d *Decimal) Scan(value interface{}) error { // first try to see if the data is stored in database as a Numeric datatype switch v := value.(type) { case float64: // numeric in sqlite3 sends us float64 *d = NewFromFloat(v) return nil case int64: // at least in sqlite3 when the value is 0 in db, the data is sent // to us as an int64 instead of a float64 ... *d = New(v, 0) return nil default: // default is trying to interpret value stored as string str, err := unquoteIfQuoted(v) if err != nil { return err } *d, err = NewFromString(str) return err } } // Value implements the driver.Valuer interface for database serialization. func (d *Decimal) Value() (driver.Value, error) { if d == nil { return nil, nil } return d.String(), nil } // UnmarshalText implements the encoding.TextUnmarshaler interface for XML // deserialization. func (d *Decimal) UnmarshalText(text []byte) error { str := string(text) dec, err := NewFromString(str) *d = dec if err != nil { return fmt.Errorf("Error decoding string '%s': %s", str, err) } return nil } // MarshalText implements the encoding.TextMarshaler interface for XML // serialization. func (d Decimal) MarshalText() (text []byte, err error) { return []byte(d.String()), nil } // NOTE: buggy, unintuitive, and DEPRECATED! Use StringFixed instead. // StringScaled first scales the decimal then calls .String() on it. func (d Decimal) StringScaled(exp int32) string { return d.rescale(exp).String() } func (d Decimal) string(trimTrailingZeros bool) string { if d.exp >= 0 { return d.rescale(0).value.String() } abs := new(big.Int).Abs(d.value) str := abs.String() var intPart, fractionalPart string // NOTE(vadim): this cast to int will cause bugs if d.exp == INT_MIN // and you are on a 32-bit machine. Won't fix this super-edge case. dExpInt := int(d.exp) if len(str) > -dExpInt { intPart = str[:len(str)+dExpInt] fractionalPart = str[len(str)+dExpInt:] } else { intPart = "0" num0s := -dExpInt - len(str) fractionalPart = strings.Repeat("0", num0s) + str } if trimTrailingZeros { i := len(fractionalPart) - 1 for ; i >= 0; i-- { if fractionalPart[i] != '0' { break } } fractionalPart = fractionalPart[:i+1] } number := intPart if len(fractionalPart) > 0 { number += "." + fractionalPart } if d.value.Sign() < 0 { return "-" + number } return number } func (d *Decimal) ensureInitialized() { if d.value == nil { d.value = new(big.Int) } } // Returns the smallest Decimal that was passed in the arguments. // // To call this function with an array, you must do: // // Min(arr[0], arr[1:]...) // // This makes it harder to accidentally call Min with 0 arguments. func Min(first Decimal, rest ...Decimal) Decimal { ans := first for _, item := range rest { if item.Cmp(ans) < 0 { ans = item } } return ans } // Returns the largest Decimal that was passed in the arguments. // // To call this function with an array, you must do: // // Max(arr[0], arr[1:]...) // // This makes it harder to accidentally call Max with 0 arguments. func Max(first Decimal, rest ...Decimal) Decimal { ans := first for _, item := range rest { if item.Cmp(ans) > 0 { ans = item } } return ans } func abs(x int64) int64 { if x < 0 { return -x } return x } func min(x, y int32) int32 { if x >= y { return y } return x } func round(n float64) int64 { if n < 0 { return int64(n - 0.5) } return int64(n + 0.5) } func unquoteIfQuoted(value interface{}) (string, error) { var bytes []byte switch v := value.(type) { case string: bytes = []byte(v) case []byte: bytes = v default: return "", fmt.Errorf("Could not convert value '%+v' to byte array", value) } // If the amount is quoted, strip the quotes if len(bytes) > 2 && bytes[0] == '"' && bytes[len(bytes)-1] == '"' { bytes = bytes[1 : len(bytes)-1] } return string(bytes), nil }