decimal/decimal.go
Klaus Post cd690d0c9e Make NewFromFloat respect the precision of the input (#100)
* Make NewFromFloat respect the precision of the input

Restores the previous behaviour where input converted from float is truncated at the precision of the float.

The precision is depending on the actual value. Simply making it 15 digits would make it faster, but would in some cases lose some precision. So the code from the stdlib that does this calculation (very well) has been included.

Lots of good articles here: https://www.exploringbinary.com/decimal-precision-of-binary-floating-point-numbers/

Performance is around the same as the previous string roundtrip since it basically does the same, but allocations are a bit less.

`BenchmarkNewFromStringFloat` is the old method, `BenchmarkNewFromFloat` is the new.

```
BenchmarkNewFromFloatWithExponent-8     10000000               260 ns/op             174 B/op          4 allocs/op
BenchmarkNewFromFloat-8                  2000000               744 ns/op              90 B/op          2 allocs/op
BenchmarkNewFromStringFloat-8            2000000               822 ns/op             258 B/op          6 allocs/op
```

* Update Sin/Tan/Cos tests.
2018-07-09 16:31:17 -04:00

1434 lines
38 KiB
Go

// 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"
"encoding/binary"
"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
// MarshalJSONWithoutQuotes should be set 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)
// fiveDec used in Cash Rounding
var fiveDec = New(5, 0)
var zeroInt = big.NewInt(0)
var oneInt = big.NewInt(1)
var twoInt = big.NewInt(2)
var fourInt = big.NewInt(4)
var fiveInt = big.NewInt(5)
var tenInt = big.NewInt(10)
var twentyInt = big.NewInt(20)
// 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,
}
}
// NewFromBigInt returns a new Decimal from a big.Int, value * 10 ^ exp
func NewFromBigInt(value *big.Int, exp int32) Decimal {
return Decimal{
value: big.NewInt(0).Set(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 {
// strip the insignificant digits for more accurate comparisons.
decimalPart := strings.TrimRight(parts[1], "0")
intString = parts[0] + decimalPart
expInt := -len(decimalPart)
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
}
// RequireFromString returns a new Decimal from a string representation
// or panics if NewFromString would have returned an error.
//
// Example:
//
// d := RequireFromString("-123.45")
// d2 := RequireFromString(".0001")
//
func RequireFromString(value string) Decimal {
dec, err := NewFromString(value)
if err != nil {
panic(err)
}
return dec
}
// NewFromFloat converts a float64 to Decimal.
//
// The converted number will contain the number of significant digits that can be
// represented in a float with reliable roundtrip.
// This is typically 15 digits, but may be more in some cases.
// See https://www.exploringbinary.com/decimal-precision-of-binary-floating-point-numbers/ for more information.
//
// For slightly faster conversion, use NewFromFloatWithExponent where you can specify the precision in absolute terms.
//
// NOTE: this will panic on NaN, +/-inf
func NewFromFloat(value float64) Decimal {
if value == 0 {
return New(0, 0)
}
return newFromFloat(value, math.Float64bits(value), &float64info)
}
// NewFromFloat converts a float32 to Decimal.
//
// The converted number will contain the number of significant digits that can be
// represented in a float with reliable roundtrip.
// This is typically 6-8 digits depending on the input.
// See https://www.exploringbinary.com/decimal-precision-of-binary-floating-point-numbers/ for more information.
//
// For slightly faster conversion, use NewFromFloatWithExponent where you can specify the precision in absolute terms.
//
// NOTE: this will panic on NaN, +/-inf
func NewFromFloat32(value float32) Decimal {
if value == 0 {
return New(0, 0)
}
// XOR is workaround for https://github.com/golang/go/issues/26285
a := math.Float32bits(value) ^ 0x80808080
return newFromFloat(float64(value), uint64(a)^0x80808080, &float32info)
}
func newFromFloat(val float64, bits uint64, flt *floatInfo) Decimal {
if math.IsNaN(val) || math.IsInf(val, 0) {
panic(fmt.Sprintf("Cannot create a Decimal from %v", val))
}
exp := int(bits>>flt.mantbits) & (1<<flt.expbits - 1)
mant := bits & (uint64(1)<<flt.mantbits - 1)
switch exp {
case 0:
// denormalized
exp++
default:
// add implicit top bit
mant |= uint64(1) << flt.mantbits
}
exp += flt.bias
var d decimal
d.Assign(mant)
d.Shift(exp - int(flt.mantbits))
d.neg = bits>>(flt.expbits+flt.mantbits) != 0
roundShortest(&d, mant, exp, flt)
// If less than 19 digits, we can do calculation in an int64.
if d.nd < 19 {
tmp := int64(0)
m := int64(1)
for i := d.nd - 1; i >= 0; i-- {
tmp += m * int64(d.d[i]-'0')
m *= 10
}
if d.neg {
tmp *= -1
}
return Decimal{value: big.NewInt(tmp), exp: int32(d.dp) - int32(d.nd)}
}
dValue := new(big.Int)
dValue, ok := dValue.SetString(string(d.d[:d.nd]), 10)
if ok {
return Decimal{value: dValue, exp: int32(d.dp) - int32(d.nd)}
}
return NewFromFloatWithExponent(val, int32(d.dp)-int32(d.nd))
}
// 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 {
if math.IsNaN(value) || math.IsInf(value, 0) {
panic(fmt.Sprintf("Cannot create a Decimal from %v", value))
}
bits := math.Float64bits(value)
mant := bits & (1<<52 - 1)
exp2 := int32((bits >> 52) & (1<<11 - 1))
sign := bits >> 63
if exp2 == 0 {
// specials
if mant == 0 {
return Decimal{}
} else {
// subnormal
exp2++
}
} else {
// normal
mant |= 1 << 52
}
exp2 -= 1023 + 52
// normalizing base-2 values
for mant&1 == 0 {
mant = mant >> 1
exp2++
}
// maximum number of fractional base-10 digits to represent 2^N exactly cannot be more than -N if N<0
if exp < 0 && exp < exp2 {
if exp2 < 0 {
exp = exp2
} else {
exp = 0
}
}
// representing 10^M * 2^N as 5^M * 2^(M+N)
exp2 -= exp
temp := big.NewInt(1)
dMant := big.NewInt(int64(mant))
// applying 5^M
if exp > 0 {
temp = temp.SetInt64(int64(exp))
temp = temp.Exp(fiveInt, temp, nil)
} else if exp < 0 {
temp = temp.SetInt64(-int64(exp))
temp = temp.Exp(fiveInt, temp, nil)
dMant = dMant.Mul(dMant, temp)
temp = temp.SetUint64(1)
}
// applying 2^(M+N)
if exp2 > 0 {
dMant = dMant.Lsh(dMant, uint(exp2))
} else if exp2 < 0 {
temp = temp.Lsh(temp, uint(-exp2))
}
// rounding and downscaling
if exp > 0 || exp2 < 0 {
halfDown := new(big.Int).Rsh(temp, 1)
dMant = dMant.Add(dMant, halfDown)
dMant = dMant.Quo(dMant, temp)
}
if sign == 1 {
dMant = dMant.Neg(dMant)
}
return Decimal{
value: dMant,
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,
}
}
// Neg returns -d.
func (d Decimal) Neg() Decimal {
d.ensureInitialized()
val := new(big.Int).Neg(d.value)
return Decimal{
value: val,
exp: d.exp,
}
}
// 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),
}
}
// Shift shifts the decimal in base 10.
// It shifts left when shift is positive and right if shift is negative.
// In simpler terms, the given value for shift is added to the exponent
// of the decimal.
func (d Decimal) Shift(shift int32) Decimal {
d.ensureInitialized()
return Decimal{
value: new(big.Int).Set(d.value),
exp: d.exp + shift,
}
}
// 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 {
return d.DivRound(d2, int32(DivisionPrecision))
}
// QuoRem does divsion with remainder
// d.QuoRem(d2,precision) returns quotient q and remainder r such that
// d = d2 * q + r, q an integer multiple of 10^(-precision)
// 0 <= r < abs(d2) * 10 ^(-precision) if d>=0
// 0 >= r > -abs(d2) * 10 ^(-precision) if d<0
// Note that precision<0 is allowed as input.
func (d Decimal) QuoRem(d2 Decimal, precision int32) (Decimal, Decimal) {
d.ensureInitialized()
d2.ensureInitialized()
if d2.value.Sign() == 0 {
panic("decimal division by 0")
}
scale := -precision
e := int64(d.exp - d2.exp - scale)
if e > math.MaxInt32 || e < math.MinInt32 {
panic("overflow in decimal QuoRem")
}
var aa, bb, expo big.Int
var scalerest int32
// d = a 10^ea
// d2 = b 10^eb
if e < 0 {
aa = *d.value
expo.SetInt64(-e)
bb.Exp(tenInt, &expo, nil)
bb.Mul(d2.value, &bb)
scalerest = d.exp
// now aa = a
// bb = b 10^(scale + eb - ea)
} else {
expo.SetInt64(e)
aa.Exp(tenInt, &expo, nil)
aa.Mul(d.value, &aa)
bb = *d2.value
scalerest = scale + d2.exp
// now aa = a ^ (ea - eb - scale)
// bb = b
}
var q, r big.Int
q.QuoRem(&aa, &bb, &r)
dq := Decimal{value: &q, exp: scale}
dr := Decimal{value: &r, exp: scalerest}
return dq, dr
}
// DivRound divides and rounds to a given precision
// i.e. to an integer multiple of 10^(-precision)
// for a positive quotient digit 5 is rounded up, away from 0
// if the quotient is negative then digit 5 is rounded down, away from 0
// Note that precision<0 is allowed as input.
func (d Decimal) DivRound(d2 Decimal, precision int32) Decimal {
// QuoRem already checks initialization
q, r := d.QuoRem(d2, precision)
// the actual rounding decision is based on comparing r*10^precision and d2/2
// instead compare 2 r 10 ^precision and d2
var rv2 big.Int
rv2.Abs(r.value)
rv2.Lsh(&rv2, 1)
// now rv2 = abs(r.value) * 2
r2 := Decimal{value: &rv2, exp: r.exp + precision}
// r2 is now 2 * r * 10 ^ precision
var c = r2.Cmp(d2.Abs())
if c < 0 {
return q
}
if d.value.Sign()*d2.value.Sign() < 0 {
return q.Sub(New(1, -precision))
}
return q.Add(New(1, -precision))
}
// Mod returns d % d2.
func (d Decimal) Mod(d2 Decimal) Decimal {
quo := d.Div(d2).Truncate(0)
return d.Sub(d2.Mul(quo))
}
// Pow returns d to the power d2
func (d Decimal) Pow(d2 Decimal) Decimal {
var temp Decimal
if d2.IntPart() == 0 {
return NewFromFloat(1)
}
temp = d.Pow(d2.Div(NewFromFloat(2)))
if d2.IntPart()%2 == 0 {
return temp.Mul(temp)
}
if d2.IntPart() > 0 {
return temp.Mul(temp).Mul(d)
}
return temp.Mul(temp).Div(d)
}
// 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)
}
// Equal returns whether the numbers represented by d and d2 are equal.
func (d Decimal) Equal(d2 Decimal) bool {
return d.Cmp(d2) == 0
}
// Equals is deprecated, please use Equal method instead
func (d Decimal) Equals(d2 Decimal) bool {
return d.Equal(d2)
}
// GreaterThan (GT) returns true when d is greater than d2.
func (d Decimal) GreaterThan(d2 Decimal) bool {
return d.Cmp(d2) == 1
}
// GreaterThanOrEqual (GTE) returns true when d is greater than or equal to d2.
func (d Decimal) GreaterThanOrEqual(d2 Decimal) bool {
cmp := d.Cmp(d2)
return cmp == 1 || cmp == 0
}
// LessThan (LT) returns true when d is less than d2.
func (d Decimal) LessThan(d2 Decimal) bool {
return d.Cmp(d2) == -1
}
// LessThanOrEqual (LTE) returns true when d is less than or equal to d2.
func (d Decimal) LessThanOrEqual(d2 Decimal) bool {
cmp := d.Cmp(d2)
return cmp == -1 || cmp == 0
}
// Sign returns:
//
// -1 if d < 0
// 0 if d == 0
// +1 if d > 0
//
func (d Decimal) Sign() int {
if d.value == nil {
return 0
}
return d.value.Sign()
}
// IsPositive return
//
// true if d > 0
// false if d == 0
// false if d < 0
func (d Decimal) IsPositive() bool {
return d.Sign() == 1
}
// IsNegative return
//
// true if d < 0
// false if d == 0
// false if d > 0
func (d Decimal) IsNegative() bool {
return d.Sign() == -1
}
// IsZero return
//
// true if d == 0
// false if d > 0
// false if d < 0
func (d Decimal) IsZero() bool {
return d.Sign() == 0
}
// Exponent returns the exponent, or scale component of the decimal.
func (d Decimal) Exponent() int32 {
return d.exp
}
// Coefficient returns the coefficient of the decimal. It is scaled by 10^Exponent()
func (d Decimal) Coefficient() *big.Int {
// we copy the coefficient so that mutating the result does not mutate the
// Decimal.
return big.NewInt(0).Set(d.value)
}
// 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)
}
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)
}
// StringFixedBank returns a banker 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: "5.4"
// 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) StringFixedBank(places int32) string {
rounded := d.RoundBank(places)
return rounded.string(false)
}
// StringFixedCash returns a Swedish/Cash rounded fixed-point string. For
// more details see the documentation at function RoundCash.
func (d Decimal) StringFixedCash(interval uint8) string {
rounded := d.RoundCash(interval)
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++
if ret.value.Sign() < 0 && m.Cmp(zeroInt) != 0 {
ret.value.Add(ret.value, oneInt)
}
return ret
}
// RoundBank rounds the decimal to places decimal places.
// If the final digit to round is equidistant from the nearest two integers the
// rounded value is taken as the even number
//
// If places < 0, it will round the integer part to the nearest 10^(-places).
//
// Examples:
//
// NewFromFloat(5.45).Round(1).String() // output: "5.4"
// NewFromFloat(545).Round(-1).String() // output: "540"
// NewFromFloat(5.46).Round(1).String() // output: "5.5"
// NewFromFloat(546).Round(-1).String() // output: "550"
// NewFromFloat(5.55).Round(1).String() // output: "5.6"
// NewFromFloat(555).Round(-1).String() // output: "560"
//
func (d Decimal) RoundBank(places int32) Decimal {
round := d.Round(places)
remainder := d.Sub(round).Abs()
half := New(5, -places-1)
if remainder.Cmp(half) == 0 && round.value.Bit(0) != 0 {
if round.value.Sign() < 0 {
round.value.Add(round.value, oneInt)
} else {
round.value.Sub(round.value, oneInt)
}
}
return round
}
// RoundCash aka Cash/Penny/öre rounding rounds decimal to a specific
// interval. The amount payable for a cash transaction is rounded to the nearest
// multiple of the minimum currency unit available. The following intervals are
// available: 5, 10, 15, 25, 50 and 100; any other number throws a panic.
// 5: 5 cent rounding 3.43 => 3.45
// 10: 10 cent rounding 3.45 => 3.50 (5 gets rounded up)
// 15: 10 cent rounding 3.45 => 3.40 (5 gets rounded down)
// 25: 25 cent rounding 3.41 => 3.50
// 50: 50 cent rounding 3.75 => 4.00
// 100: 100 cent rounding 3.50 => 4.00
// For more details: https://en.wikipedia.org/wiki/Cash_rounding
func (d Decimal) RoundCash(interval uint8) Decimal {
var iVal *big.Int
switch interval {
case 5:
iVal = twentyInt
case 10:
iVal = tenInt
case 15:
if d.exp < 0 {
// TODO: optimize and reduce allocations
orgExp := d.exp
dOne := New(10^-int64(orgExp), orgExp)
d2 := d
d2.exp = 0
if d2.Mod(fiveDec).Equal(Zero) {
d2.exp = orgExp
d2 = d2.Sub(dOne)
d = d2
}
}
iVal = tenInt
case 25:
iVal = fourInt
case 50:
iVal = twoInt
case 100:
iVal = oneInt
default:
panic(fmt.Sprintf("Decimal does not support this Cash rounding interval `%d`. Supported: 5, 10, 15, 25, 50, 100", interval))
}
dVal := Decimal{
value: iVal,
}
// TODO: optimize those calculations to reduce the high allocations (~29 allocs).
return d.Mul(dVal).Round(0).Div(dVal).Truncate(2)
}
// Floor returns the nearest integer value less than or equal to d.
func (d Decimal) Floor() Decimal {
d.ensureInitialized()
if d.exp >= 0 {
return d
}
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()
if d.exp >= 0 {
return d
}
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 {
if string(decimalBytes) == "null" {
return nil
}
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
}
// UnmarshalBinary implements the encoding.BinaryUnmarshaler interface. As a string representation
// is already used when encoding to text, this method stores that string as []byte
func (d *Decimal) UnmarshalBinary(data []byte) error {
// Extract the exponent
d.exp = int32(binary.BigEndian.Uint32(data[:4]))
// Extract the value
d.value = new(big.Int)
return d.value.GobDecode(data[4:])
}
// MarshalBinary implements the encoding.BinaryMarshaler interface.
func (d Decimal) MarshalBinary() (data []byte, err error) {
// Write the exponent first since it's a fixed size
v1 := make([]byte, 4)
binary.BigEndian.PutUint32(v1, uint32(d.exp))
// Add the value
var v2 []byte
if v2, err = d.value.GobEncode(); err != nil {
return
}
// Return the byte array
data = append(v1, v2...)
return
}
// 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 float32:
*d = NewFromFloat(float64(v))
return nil
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) {
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
}
// GobEncode implements the gob.GobEncoder interface for gob serialization.
func (d Decimal) GobEncode() ([]byte, error) {
return d.MarshalBinary()
}
// GobDecode implements the gob.GobDecoder interface for gob serialization.
func (d *Decimal) GobDecode(data []byte) error {
return d.UnmarshalBinary(data)
}
// StringScaled first scales the decimal then calls .String() on it.
// NOTE: buggy, unintuitive, and DEPRECATED! Use StringFixed instead.
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)
}
}
// Min 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
}
// Max 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
}
// Sum returns the combined total of the provided first and rest Decimals
func Sum(first Decimal, rest ...Decimal) Decimal {
total := first
for _, item := range rest {
total = total.Add(item)
}
return total
}
// Avg returns the average value of the provided first and rest Decimals
func Avg(first Decimal, rest ...Decimal) Decimal {
count := New(int64(len(rest)+1), 0)
sum := Sum(first, rest...)
return sum.Div(count)
}
func min(x, y int32) int32 {
if x >= y {
return y
}
return x
}
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 of type '%T'",
value, 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
}
// NullDecimal represents a nullable decimal with compatibility for
// scanning null values from the database.
type NullDecimal struct {
Decimal Decimal
Valid bool
}
// Scan implements the sql.Scanner interface for database deserialization.
func (d *NullDecimal) Scan(value interface{}) error {
if value == nil {
d.Valid = false
return nil
}
d.Valid = true
return d.Decimal.Scan(value)
}
// Value implements the driver.Valuer interface for database serialization.
func (d NullDecimal) Value() (driver.Value, error) {
if !d.Valid {
return nil, nil
}
return d.Decimal.Value()
}
// UnmarshalJSON implements the json.Unmarshaler interface.
func (d *NullDecimal) UnmarshalJSON(decimalBytes []byte) error {
if string(decimalBytes) == "null" {
d.Valid = false
return nil
}
d.Valid = true
return d.Decimal.UnmarshalJSON(decimalBytes)
}
// MarshalJSON implements the json.Marshaler interface.
func (d NullDecimal) MarshalJSON() ([]byte, error) {
if !d.Valid {
return []byte("null"), nil
}
return d.Decimal.MarshalJSON()
}
// Trig functions
// Atan returns the arctangent, in radians, of x.
func (x Decimal) Atan() Decimal {
if x.Equal(NewFromFloat(0.0)) {
return x
}
if x.GreaterThan(NewFromFloat(0.0)) {
return x.satan()
}
return x.Neg().satan().Neg()
}
func (d Decimal) xatan() Decimal {
P0 := NewFromFloat(-8.750608600031904122785e-01)
P1 := NewFromFloat(-1.615753718733365076637e+01)
P2 := NewFromFloat(-7.500855792314704667340e+01)
P3 := NewFromFloat(-1.228866684490136173410e+02)
P4 := NewFromFloat(-6.485021904942025371773e+01)
Q0 := NewFromFloat(2.485846490142306297962e+01)
Q1 := NewFromFloat(1.650270098316988542046e+02)
Q2 := NewFromFloat(4.328810604912902668951e+02)
Q3 := NewFromFloat(4.853903996359136964868e+02)
Q4 := NewFromFloat(1.945506571482613964425e+02)
z := d.Mul(d)
b1 := P0.Mul(z).Add(P1).Mul(z).Add(P2).Mul(z).Add(P3).Mul(z).Add(P4).Mul(z)
b2 := z.Add(Q0).Mul(z).Add(Q1).Mul(z).Add(Q2).Mul(z).Add(Q3).Mul(z).Add(Q4)
z = b1.Div(b2)
z = d.Mul(z).Add(d)
return z
}
// satan reduces its argument (known to be positive)
// to the range [0, 0.66] and calls xatan.
func (d Decimal) satan() Decimal {
Morebits := NewFromFloat(6.123233995736765886130e-17) // pi/2 = PIO2 + Morebits
Tan3pio8 := NewFromFloat(2.41421356237309504880) // tan(3*pi/8)
pi := NewFromFloat(3.14159265358979323846264338327950288419716939937510582097494459)
if d.LessThanOrEqual(NewFromFloat(0.66)) {
return d.xatan()
}
if d.GreaterThan(Tan3pio8) {
return pi.Div(NewFromFloat(2.0)).Sub(NewFromFloat(1.0).Div(d).xatan()).Add(Morebits)
}
return pi.Div(NewFromFloat(4.0)).Add((d.Sub(NewFromFloat(1.0)).Div(d.Add(NewFromFloat(1.0)))).xatan()).Add(NewFromFloat(0.5).Mul(Morebits))
}
// sin coefficients
var _sin = [...]Decimal{
NewFromFloat(1.58962301576546568060E-10), // 0x3de5d8fd1fd19ccd
NewFromFloat(-2.50507477628578072866E-8), // 0xbe5ae5e5a9291f5d
NewFromFloat(2.75573136213857245213E-6), // 0x3ec71de3567d48a1
NewFromFloat(-1.98412698295895385996E-4), // 0xbf2a01a019bfdf03
NewFromFloat(8.33333333332211858878E-3), // 0x3f8111111110f7d0
NewFromFloat(-1.66666666666666307295E-1), // 0xbfc5555555555548
}
// Sin returns the sine of the radian argument x.
func (d Decimal) Sin() Decimal {
PI4A := NewFromFloat(7.85398125648498535156E-1) // 0x3fe921fb40000000, Pi/4 split into three parts
PI4B := NewFromFloat(3.77489470793079817668E-8) // 0x3e64442d00000000,
PI4C := NewFromFloat(2.69515142907905952645E-15) // 0x3ce8469898cc5170,
M4PI := NewFromFloat(1.273239544735162542821171882678754627704620361328125) // 4/pi
if d.Equal(NewFromFloat(0.0)) {
return d
}
// make argument positive but save the sign
sign := false
if d.LessThan(NewFromFloat(0.0)) {
d = d.Neg()
sign = true
}
j := d.Mul(M4PI).IntPart() // integer part of x/(Pi/4), as integer for tests on the phase angle
y := NewFromFloat(float64(j)) // integer part of x/(Pi/4), as float
// map zeros to origin
if j&1 == 1 {
j++
y = y.Add(NewFromFloat(1.0))
}
j &= 7 // octant modulo 2Pi radians (360 degrees)
// reflect in x axis
if j > 3 {
sign = !sign
j -= 4
}
z := d.Sub(y.Mul(PI4A)).Sub(y.Mul(PI4B)).Sub(y.Mul(PI4C)) // Extended precision modular arithmetic
zz := z.Mul(z)
if j == 1 || j == 2 {
w := zz.Mul(zz).Mul(_cos[0].Mul(zz).Add(_cos[1]).Mul(zz).Add(_cos[2]).Mul(zz).Add(_cos[3]).Mul(zz).Add(_cos[4]).Mul(zz).Add(_cos[5]))
y = NewFromFloat(1.0).Sub(NewFromFloat(0.5).Mul(zz)).Add(w)
} else {
y = z.Add(z.Mul(zz).Mul(_sin[0].Mul(zz).Add(_sin[1]).Mul(zz).Add(_sin[2]).Mul(zz).Add(_sin[3]).Mul(zz).Add(_sin[4]).Mul(zz).Add(_sin[5])))
}
if sign {
y = y.Neg()
}
return y
}
// cos coefficients
var _cos = [...]Decimal{
NewFromFloat(-1.13585365213876817300E-11), // 0xbda8fa49a0861a9b
NewFromFloat(2.08757008419747316778E-9), // 0x3e21ee9d7b4e3f05
NewFromFloat(-2.75573141792967388112E-7), // 0xbe927e4f7eac4bc6
NewFromFloat(2.48015872888517045348E-5), // 0x3efa01a019c844f5
NewFromFloat(-1.38888888888730564116E-3), // 0xbf56c16c16c14f91
NewFromFloat(4.16666666666665929218E-2), // 0x3fa555555555554b
}
// Cos returns the cosine of the radian argument x.
func (d Decimal) Cos() Decimal {
PI4A := NewFromFloat(7.85398125648498535156E-1) // 0x3fe921fb40000000, Pi/4 split into three parts
PI4B := NewFromFloat(3.77489470793079817668E-8) // 0x3e64442d00000000,
PI4C := NewFromFloat(2.69515142907905952645E-15) // 0x3ce8469898cc5170,
M4PI := NewFromFloat(1.273239544735162542821171882678754627704620361328125) // 4/pi
// make argument positive
sign := false
if d.LessThan(NewFromFloat(0.0)) {
d = d.Neg()
}
j := d.Mul(M4PI).IntPart() // integer part of x/(Pi/4), as integer for tests on the phase angle
y := NewFromFloat(float64(j)) // integer part of x/(Pi/4), as float
// map zeros to origin
if j&1 == 1 {
j++
y = y.Add(NewFromFloat(1.0))
}
j &= 7 // octant modulo 2Pi radians (360 degrees)
// reflect in x axis
if j > 3 {
sign = !sign
j -= 4
}
if j > 1 {
sign = !sign
}
z := d.Sub(y.Mul(PI4A)).Sub(y.Mul(PI4B)).Sub(y.Mul(PI4C)) // Extended precision modular arithmetic
zz := z.Mul(z)
if j == 1 || j == 2 {
y = z.Add(z.Mul(zz).Mul(_sin[0].Mul(zz).Add(_sin[1]).Mul(zz).Add(_sin[2]).Mul(zz).Add(_sin[3]).Mul(zz).Add(_sin[4]).Mul(zz).Add(_sin[5])))
} else {
w := zz.Mul(zz).Mul(_cos[0].Mul(zz).Add(_cos[1]).Mul(zz).Add(_cos[2]).Mul(zz).Add(_cos[3]).Mul(zz).Add(_cos[4]).Mul(zz).Add(_cos[5]))
y = NewFromFloat(1.0).Sub(NewFromFloat(0.5).Mul(zz)).Add(w)
}
if sign {
y = y.Neg()
}
return y
}
var _tanP = [...]Decimal{
NewFromFloat(-1.30936939181383777646E+4), // 0xc0c992d8d24f3f38
NewFromFloat(1.15351664838587416140E+6), // 0x413199eca5fc9ddd
NewFromFloat(-1.79565251976484877988E+7), // 0xc1711fead3299176
}
var _tanQ = [...]Decimal{
NewFromFloat(1.00000000000000000000E+0),
NewFromFloat(1.36812963470692954678E+4), //0x40cab8a5eeb36572
NewFromFloat(-1.32089234440210967447E+6), //0xc13427bc582abc96
NewFromFloat(2.50083801823357915839E+7), //0x4177d98fc2ead8ef
NewFromFloat(-5.38695755929454629881E+7), //0xc189afe03cbe5a31
}
// Tan returns the tangent of the radian argument x.
func (d Decimal) Tan() Decimal {
PI4A := NewFromFloat(7.85398125648498535156E-1) // 0x3fe921fb40000000, Pi/4 split into three parts
PI4B := NewFromFloat(3.77489470793079817668E-8) // 0x3e64442d00000000,
PI4C := NewFromFloat(2.69515142907905952645E-15) // 0x3ce8469898cc5170,
M4PI := NewFromFloat(1.273239544735162542821171882678754627704620361328125) // 4/pi
if d.Equal(NewFromFloat(0.0)) {
return d
}
// make argument positive but save the sign
sign := false
if d.LessThan(NewFromFloat(0.0)) {
d = d.Neg()
sign = true
}
j := d.Mul(M4PI).IntPart() // integer part of x/(Pi/4), as integer for tests on the phase angle
y := NewFromFloat(float64(j)) // integer part of x/(Pi/4), as float
// map zeros to origin
if j&1 == 1 {
j++
y = y.Add(NewFromFloat(1.0))
}
z := d.Sub(y.Mul(PI4A)).Sub(y.Mul(PI4B)).Sub(y.Mul(PI4C)) // Extended precision modular arithmetic
zz := z.Mul(z)
if zz.GreaterThan(NewFromFloat(1e-14)) {
w := zz.Mul(_tanP[0].Mul(zz).Add(_tanP[1]).Mul(zz).Add(_tanP[2]))
x := zz.Add(_tanQ[1]).Mul(zz).Add(_tanQ[2]).Mul(zz).Add(_tanQ[3]).Mul(zz).Add(_tanQ[4])
y = z.Add(z.Mul(w.Div(x)))
} else {
y = z
}
if j&2 == 2 {
y = NewFromFloat(-1.0).Div(y)
}
if sign {
y = y.Neg()
}
return y
}