diff options
Diffstat (limited to 'vendor/github.com/shopspring/decimal/decimal.go')
-rw-r--r-- | vendor/github.com/shopspring/decimal/decimal.go | 473 |
1 files changed, 450 insertions, 23 deletions
diff --git a/vendor/github.com/shopspring/decimal/decimal.go b/vendor/github.com/shopspring/decimal/decimal.go index 801c1a045..84405ec1c 100644 --- a/vendor/github.com/shopspring/decimal/decimal.go +++ b/vendor/github.com/shopspring/decimal/decimal.go @@ -22,6 +22,7 @@ import ( "fmt" "math" "math/big" + "regexp" "strconv" "strings" ) @@ -51,6 +52,10 @@ var DivisionPrecision = 16 // silently lose precision. var MarshalJSONWithoutQuotes = false +// ExpMaxIterations specifies the maximum number of iterations needed to calculate +// precise natural exponent value using ExpHullAbrham method. +var ExpMaxIterations = 1000 + // Zero constant, to make computations faster. // Zero should never be compared with == or != directly, please use decimal.Equal or decimal.Cmp instead. var Zero = New(0, 1) @@ -63,6 +68,8 @@ var fiveInt = big.NewInt(5) var tenInt = big.NewInt(10) var twentyInt = big.NewInt(20) +var factorials = []Decimal{New(1, 0)} + // Decimal represents a fixed-point decimal. It is immutable. // number = value * 10 ^ exp type Decimal struct { @@ -113,7 +120,7 @@ func NewFromInt32(value int32) Decimal { // 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), + value: new(big.Int).Set(value), exp: exp, } } @@ -146,23 +153,45 @@ func NewFromString(value string) (Decimal, error) { exp = expInt } - parts := strings.Split(value, ".") - if len(parts) == 1 { + pIndex := -1 + vLen := len(value) + for i := 0; i < vLen; i++ { + if value[i] == '.' { + if pIndex > -1 { + return Decimal{}, fmt.Errorf("can't convert %s to decimal: too many .s", value) + } + pIndex = i + } + } + + if pIndex == -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) + if pIndex+1 < vLen { + intString = value[:pIndex] + value[pIndex+1:] + } else { + intString = value[:pIndex] + } + expInt := -len(value[pIndex+1:]) + exp += int64(expInt) } - dValue := new(big.Int) - _, ok := dValue.SetString(intString, 10) - if !ok { - return Decimal{}, fmt.Errorf("can't convert %s to decimal", value) + var dValue *big.Int + // strconv.ParseInt is faster than new(big.Int).SetString so this is just a shortcut for strings we know won't overflow + if len(intString) <= 18 { + parsed64, err := strconv.ParseInt(intString, 10, 64) + if err != nil { + return Decimal{}, fmt.Errorf("can't convert %s to decimal", value) + } + dValue = big.NewInt(parsed64) + } else { + 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 { @@ -176,6 +205,30 @@ func NewFromString(value string) (Decimal, error) { }, nil } +// NewFromFormattedString returns a new Decimal from a formatted string representation. +// The second argument - replRegexp, is a regular expression that is used to find characters that should be +// removed from given decimal string representation. All matched characters will be replaced with an empty string. +// +// Example: +// +// r := regexp.MustCompile("[$,]") +// d1, err := NewFromFormattedString("$5,125.99", r) +// +// r2 := regexp.MustCompile("[_]") +// d2, err := NewFromFormattedString("1_000_000", r2) +// +// r3 := regexp.MustCompile("[USD\\s]") +// d3, err := NewFromFormattedString("5000 USD", r3) +// +func NewFromFormattedString(value string, replRegexp *regexp.Regexp) (Decimal, error) { + parsedValue := replRegexp.ReplaceAllString(value, "") + d, err := NewFromString(parsedValue) + if err != nil { + return Decimal{}, err + } + return d, nil +} + // RequireFromString returns a new Decimal from a string representation // or panics if NewFromString would have returned an error. // @@ -361,6 +414,15 @@ func NewFromFloatWithExponent(value float64, exp int32) Decimal { } } +// Copy returns a copy of decimal with the same value and exponent, but a different pointer to value. +func (d Decimal) Copy() Decimal { + d.ensureInitialized() + return Decimal{ + value: &(*d.value), + exp: d.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. @@ -410,6 +472,9 @@ func (d Decimal) rescale(exp int32) Decimal { // Abs returns the absolute value of the decimal. func (d Decimal) Abs() Decimal { + if !d.IsNegative() { + return d + } d.ensureInitialized() d2Value := new(big.Int).Abs(d.value) return Decimal{ @@ -583,6 +648,207 @@ func (d Decimal) Pow(d2 Decimal) Decimal { return temp.Mul(temp).Div(d) } +// ExpHullAbrham calculates the natural exponent of decimal (e to the power of d) using Hull-Abraham algorithm. +// OverallPrecision argument specifies the overall precision of the result (integer part + decimal part). +// +// ExpHullAbrham is faster than ExpTaylor for small precision values, but it is much slower for large precision values. +// +// Example: +// +// NewFromFloat(26.1).ExpHullAbrham(2).String() // output: "220000000000" +// NewFromFloat(26.1).ExpHullAbrham(20).String() // output: "216314672147.05767284" +// +func (d Decimal) ExpHullAbrham(overallPrecision uint32) (Decimal, error) { + // Algorithm based on Variable precision exponential function. + // ACM Transactions on Mathematical Software by T. E. Hull & A. Abrham. + if d.IsZero() { + return Decimal{oneInt, 0}, nil + } + + currentPrecision := overallPrecision + + // Algorithm does not work if currentPrecision * 23 < |x|. + // Precision is automatically increased in such cases, so the value can be calculated precisely. + // If newly calculated precision is higher than ExpMaxIterations the currentPrecision will not be changed. + f := d.Abs().InexactFloat64() + if ncp := f / 23; ncp > float64(currentPrecision) && ncp < float64(ExpMaxIterations) { + currentPrecision = uint32(math.Ceil(ncp)) + } + + // fail if abs(d) beyond an over/underflow threshold + overflowThreshold := New(23*int64(currentPrecision), 0) + if d.Abs().Cmp(overflowThreshold) > 0 { + return Decimal{}, fmt.Errorf("over/underflow threshold, exp(x) cannot be calculated precisely") + } + + // Return 1 if abs(d) small enough; this also avoids later over/underflow + overflowThreshold2 := New(9, -int32(currentPrecision)-1) + if d.Abs().Cmp(overflowThreshold2) <= 0 { + return Decimal{oneInt, d.exp}, nil + } + + // t is the smallest integer >= 0 such that the corresponding abs(d/k) < 1 + t := d.exp + int32(d.NumDigits()) // Add d.NumDigits because the paper assumes that d.value [0.1, 1) + + if t < 0 { + t = 0 + } + + k := New(1, t) // reduction factor + r := Decimal{new(big.Int).Set(d.value), d.exp - t} // reduced argument + p := int32(currentPrecision) + t + 2 // precision for calculating the sum + + // Determine n, the number of therms for calculating sum + // use first Newton step (1.435p - 1.182) / log10(p/abs(r)) + // for solving appropriate equation, along with directed + // roundings and simple rational bound for log10(p/abs(r)) + rf := r.Abs().InexactFloat64() + pf := float64(p) + nf := math.Ceil((1.453*pf - 1.182) / math.Log10(pf/rf)) + if nf > float64(ExpMaxIterations) || math.IsNaN(nf) { + return Decimal{}, fmt.Errorf("exact value cannot be calculated in <=ExpMaxIterations iterations") + } + n := int64(nf) + + tmp := New(0, 0) + sum := New(1, 0) + one := New(1, 0) + for i := n - 1; i > 0; i-- { + tmp.value.SetInt64(i) + sum = sum.Mul(r.DivRound(tmp, p)) + sum = sum.Add(one) + } + + ki := k.IntPart() + res := New(1, 0) + for i := ki; i > 0; i-- { + res = res.Mul(sum) + } + + resNumDigits := int32(res.NumDigits()) + + var roundDigits int32 + if resNumDigits > abs(res.exp) { + roundDigits = int32(currentPrecision) - resNumDigits - res.exp + } else { + roundDigits = int32(currentPrecision) + } + + res = res.Round(roundDigits) + + return res, nil +} + +// ExpTaylor calculates the natural exponent of decimal (e to the power of d) using Taylor series expansion. +// Precision argument specifies how precise the result must be (number of digits after decimal point). +// Negative precision is allowed. +// +// ExpTaylor is much faster for large precision values than ExpHullAbrham. +// +// Example: +// +// d, err := NewFromFloat(26.1).ExpTaylor(2).String() +// d.String() // output: "216314672147.06" +// +// NewFromFloat(26.1).ExpTaylor(20).String() +// d.String() // output: "216314672147.05767284062928674083" +// +// NewFromFloat(26.1).ExpTaylor(-10).String() +// d.String() // output: "220000000000" +// +func (d Decimal) ExpTaylor(precision int32) (Decimal, error) { + // Note(mwoss): Implementation can be optimized by exclusively using big.Int API only + if d.IsZero() { + return Decimal{oneInt, 0}.Round(precision), nil + } + + var epsilon Decimal + var divPrecision int32 + if precision < 0 { + epsilon = New(1, -1) + divPrecision = 8 + } else { + epsilon = New(1, -precision-1) + divPrecision = precision + 1 + } + + decAbs := d.Abs() + pow := d.Abs() + factorial := New(1, 0) + + result := New(1, 0) + + for i := int64(1); ; { + step := pow.DivRound(factorial, divPrecision) + result = result.Add(step) + + // Stop Taylor series when current step is smaller than epsilon + if step.Cmp(epsilon) < 0 { + break + } + + pow = pow.Mul(decAbs) + + i++ + + // Calculate next factorial number or retrieve cached value + if len(factorials) >= int(i) && !factorials[i-1].IsZero() { + factorial = factorials[i-1] + } else { + // To avoid any race conditions, firstly the zero value is appended to a slice to create + // a spot for newly calculated factorial. After that, the zero value is replaced by calculated + // factorial using the index notation. + factorial = factorials[i-2].Mul(New(i, 0)) + factorials = append(factorials, Zero) + factorials[i-1] = factorial + } + } + + if d.Sign() < 0 { + result = New(1, 0).DivRound(result, precision+1) + } + + result = result.Round(precision) + return result, nil +} + +// NumDigits returns the number of digits of the decimal coefficient (d.Value) +// Note: Current implementation is extremely slow for large decimals and/or decimals with large fractional part +func (d Decimal) NumDigits() int { + // Note(mwoss): It can be optimized, unnecessary cast of big.Int to string + if d.IsNegative() { + return len(d.value.String()) - 1 + } + return len(d.value.String()) +} + +// IsInteger returns true when decimal can be represented as an integer value, otherwise, it returns false. +func (d Decimal) IsInteger() bool { + // The most typical case, all decimal with exponent higher or equal 0 can be represented as integer + if d.exp >= 0 { + return true + } + // When the exponent is negative we have to check every number after the decimal place + // If all of them are zeroes, we are sure that given decimal can be represented as an integer + var r big.Int + q := new(big.Int).Set(d.value) + for z := abs(d.exp); z > 0; z-- { + q.QuoRem(q, tenInt, &r) + if r.Cmp(zeroInt) != 0 { + return false + } + } + return true +} + +// Abs calculates absolute value of any int32. Used for calculating absolute value of decimal's exponent. +func abs(n int32) int32 { + if n < 0 { + return -n + } + return n +} + // Cmp compares the numbers represented by d and d2 and returns: // // -1 if d < d2 @@ -679,12 +945,18 @@ func (d Decimal) Exponent() int32 { return d.exp } -// Coefficient returns the coefficient of the decimal. It is scaled by 10^Exponent() +// Coefficient returns the coefficient of the decimal. It is scaled by 10^Exponent() func (d Decimal) Coefficient() *big.Int { d.ensureInitialized() - // we copy the coefficient so that mutating the result does not mutate the - // Decimal. - return big.NewInt(0).Set(d.value) + // we copy the coefficient so that mutating the result does not mutate the Decimal. + return new(big.Int).Set(d.value) +} + +// CoefficientInt64 returns the coefficient of the decimal as int64. It is scaled by 10^Exponent() +// If coefficient cannot be represented in an int64, the result will be undefined. +func (d Decimal) CoefficientInt64() int64 { + d.ensureInitialized() + return d.value.Int64() } // IntPart returns the integer component of the decimal. @@ -730,6 +1002,13 @@ func (d Decimal) Float64() (f float64, exact bool) { return d.Rat().Float64() } +// InexactFloat64 returns the nearest float64 value for d. +// It doesn't indicate if the returned value represents d exactly. +func (d Decimal) InexactFloat64() float64 { + f, _ := d.Float64() + return f +} + // String returns the string representation of the decimal // with the fixed point. // @@ -798,6 +1077,9 @@ func (d Decimal) StringFixedCash(interval uint8) string { // NewFromFloat(545).Round(-1).String() // output: "550" // func (d Decimal) Round(places int32) Decimal { + if d.exp == -places { + return d + } // truncate to places + 1 ret := d.rescale(-places - 1) @@ -818,6 +1100,107 @@ func (d Decimal) Round(places int32) Decimal { return ret } +// RoundCeil rounds the decimal towards +infinity. +// +// Example: +// +// NewFromFloat(545).RoundCeil(-2).String() // output: "600" +// NewFromFloat(500).RoundCeil(-2).String() // output: "500" +// NewFromFloat(1.1001).RoundCeil(2).String() // output: "1.11" +// NewFromFloat(-1.454).RoundCeil(1).String() // output: "-1.5" +// +func (d Decimal) RoundCeil(places int32) Decimal { + if d.exp >= -places { + return d + } + + rescaled := d.rescale(-places) + if d.Equal(rescaled) { + return d + } + + if d.value.Sign() > 0 { + rescaled.value.Add(rescaled.value, oneInt) + } + + return rescaled +} + +// RoundFloor rounds the decimal towards -infinity. +// +// Example: +// +// NewFromFloat(545).RoundFloor(-2).String() // output: "500" +// NewFromFloat(-500).RoundFloor(-2).String() // output: "-500" +// NewFromFloat(1.1001).RoundFloor(2).String() // output: "1.1" +// NewFromFloat(-1.454).RoundFloor(1).String() // output: "-1.4" +// +func (d Decimal) RoundFloor(places int32) Decimal { + if d.exp >= -places { + return d + } + + rescaled := d.rescale(-places) + if d.Equal(rescaled) { + return d + } + + if d.value.Sign() < 0 { + rescaled.value.Sub(rescaled.value, oneInt) + } + + return rescaled +} + +// RoundUp rounds the decimal away from zero. +// +// Example: +// +// NewFromFloat(545).RoundUp(-2).String() // output: "600" +// NewFromFloat(500).RoundUp(-2).String() // output: "500" +// NewFromFloat(1.1001).RoundUp(2).String() // output: "1.11" +// NewFromFloat(-1.454).RoundUp(1).String() // output: "-1.4" +// +func (d Decimal) RoundUp(places int32) Decimal { + if d.exp >= -places { + return d + } + + rescaled := d.rescale(-places) + if d.Equal(rescaled) { + return d + } + + if d.value.Sign() > 0 { + rescaled.value.Add(rescaled.value, oneInt) + } else if d.value.Sign() < 0 { + rescaled.value.Sub(rescaled.value, oneInt) + } + + return rescaled +} + +// RoundDown rounds the decimal towards zero. +// +// Example: +// +// NewFromFloat(545).RoundDown(-2).String() // output: "500" +// NewFromFloat(-500).RoundDown(-2).String() // output: "-500" +// NewFromFloat(1.1001).RoundDown(2).String() // output: "1.1" +// NewFromFloat(-1.454).RoundDown(1).String() // output: "-1.5" +// +func (d Decimal) RoundDown(places int32) Decimal { + if d.exp >= -places { + return d + } + + rescaled := d.rescale(-places) + if d.Equal(rescaled) { + return d + } + return rescaled +} + // 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 @@ -826,12 +1209,12 @@ func (d Decimal) Round(places int32) Decimal { // // 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" +// NewFromFloat(5.45).RoundBank(1).String() // output: "5.4" +// NewFromFloat(545).RoundBank(-1).String() // output: "540" +// NewFromFloat(5.46).RoundBank(1).String() // output: "5.5" +// NewFromFloat(546).RoundBank(-1).String() // output: "550" +// NewFromFloat(5.55).RoundBank(1).String() // output: "5.6" +// NewFromFloat(555).RoundBank(-1).String() // output: "560" // func (d Decimal) RoundBank(places int32) Decimal { @@ -970,12 +1353,22 @@ func (d Decimal) MarshalJSON() ([]byte, error) { // 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 { + // Verify we have at least 4 bytes for the exponent. The GOB encoded value + // may be empty. + if len(data) < 4 { + return fmt.Errorf("error decoding binary %v: expected at least 4 bytes, got %d", data, len(data)) + } + // 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:]) + if err := d.value.GobDecode(data[4:]); err != nil { + return fmt.Errorf("error decoding binary %v: %s", data, err) + } + + return nil } // MarshalBinary implements the encoding.BinaryMarshaler interface. @@ -1219,6 +1612,13 @@ type NullDecimal struct { Valid bool } +func NewNullDecimal(d Decimal) NullDecimal { + return NullDecimal{ + Decimal: d, + Valid: true, + } +} + // Scan implements the sql.Scanner interface for database deserialization. func (d *NullDecimal) Scan(value interface{}) error { if value == nil { @@ -1255,6 +1655,33 @@ func (d NullDecimal) MarshalJSON() ([]byte, error) { return d.Decimal.MarshalJSON() } +// UnmarshalText implements the encoding.TextUnmarshaler interface for XML +// deserialization +func (d *NullDecimal) UnmarshalText(text []byte) error { + str := string(text) + + // check for empty XML or XML without body e.g., <tag></tag> + if str == "" { + d.Valid = false + return nil + } + if err := d.Decimal.UnmarshalText(text); err != nil { + d.Valid = false + return err + } + d.Valid = true + return nil +} + +// MarshalText implements the encoding.TextMarshaler interface for XML +// serialization. +func (d NullDecimal) MarshalText() (text []byte, err error) { + if !d.Valid { + return []byte{}, nil + } + return d.Decimal.MarshalText() +} + // Trig functions // Atan returns the arctangent, in radians, of x. |