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617 lines
15 KiB
617 lines
15 KiB
package numeric
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// Incorporated from cosmos-sdk
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import (
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"encoding/json"
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"errors"
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"fmt"
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"math/big"
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"strconv"
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"strings"
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)
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// Dec represent a decimal. NOTE: never use new(Dec) or else we will panic unmarshalling into the
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// nil embedded big.Int
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type Dec struct {
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*big.Int `json:"int"`
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}
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// number of decimal places
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const (
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Precision = 18
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// bytes required to represent the above precision
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// Ceiling[Log2[999 999 999 999 999 999]]
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DecimalPrecisionBits = 60
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)
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var (
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precisionReuse = new(big.Int).Exp(big.NewInt(10), big.NewInt(Precision), nil)
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fivePrecision = new(big.Int).Quo(precisionReuse, big.NewInt(2))
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precisionMultipliers []*big.Int
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zeroInt = big.NewInt(0)
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oneInt = big.NewInt(1)
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tenInt = big.NewInt(10)
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)
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// Set precision multipliers
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func init() {
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precisionMultipliers = make([]*big.Int, Precision+1)
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for i := 0; i <= Precision; i++ {
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precisionMultipliers[i] = calcPrecisionMultiplier(int64(i))
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}
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}
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func precisionInt() *big.Int {
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return new(big.Int).Set(precisionReuse)
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}
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// ZeroDec ...
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func ZeroDec() Dec { return Dec{new(big.Int).Set(zeroInt)} }
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// OneDec ...
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func OneDec() Dec { return Dec{precisionInt()} }
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// SmallestDec ...
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func SmallestDec() Dec { return Dec{new(big.Int).Set(oneInt)} }
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// calculate the precision multiplier
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func calcPrecisionMultiplier(prec int64) *big.Int {
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if prec > Precision {
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panic(fmt.Sprintf("too much precision, maximum %v, provided %v", Precision, prec))
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}
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zerosToAdd := Precision - prec
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multiplier := new(big.Int).Exp(tenInt, big.NewInt(zerosToAdd), nil)
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return multiplier
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}
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// get the precision multiplier, do not mutate result
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func precisionMultiplier(prec int64) *big.Int {
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if prec > Precision {
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panic(fmt.Sprintf("too much precision, maximum %v, provided %v", Precision, prec))
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}
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return precisionMultipliers[prec]
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}
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//______________________________________________________________________________________________
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// NewDec creates a new Dec from integer assuming whole number
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func NewDec(i int64) Dec {
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return NewDecWithPrec(i, 0)
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}
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// NewDecWithPrec creates a new Dec from integer with decimal place at prec
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// CONTRACT: prec <= Precision
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func NewDecWithPrec(i, prec int64) Dec {
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return Dec{
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new(big.Int).Mul(big.NewInt(i), precisionMultiplier(prec)),
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}
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}
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// NewDecFromBigInt creates a new Dec from big integer assuming whole numbers
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// CONTRACT: prec <= Precision
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func NewDecFromBigInt(i *big.Int) Dec {
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return NewDecFromBigIntWithPrec(i, 0)
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}
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// NewDecFromBigIntWithPrec creates a new Dec from big integer assuming whole numbers
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// CONTRACT: prec <= Precision
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func NewDecFromBigIntWithPrec(i *big.Int, prec int64) Dec {
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return Dec{
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new(big.Int).Mul(i, precisionMultiplier(prec)),
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}
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}
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// NewDecFromInt creates a new Dec from big integer assuming whole numbers
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// CONTRACT: prec <= Precision
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func NewDecFromInt(i *big.Int) Dec {
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return NewDecFromIntWithPrec(i, 0)
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}
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// NewDecFromIntWithPrec creates a new Dec from big integer with decimal place at prec
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// CONTRACT: prec <= Precision
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func NewDecFromIntWithPrec(i *big.Int, prec int64) Dec {
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return Dec{
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new(big.Int).Mul(i, precisionMultiplier(prec)),
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}
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}
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// NewDecFromStr creates a decimal from an input decimal string.
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// valid must come in the form:
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// (-) whole integers (.) decimal integers
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// examples of acceptable input include:
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// -123.456
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// 456.7890
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// 345
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// -456789
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//
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// NOTE - An error will return if more decimal places
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// are provided in the string than the constant Precision.
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//
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// CONTRACT - This function does not mutate the input str.
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func NewDecFromStr(str string) (d Dec, err error) {
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if len(str) == 0 {
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return d, errors.New("decimal string is empty")
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}
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// first extract any negative symbol
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neg := false
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if str[0] == '-' {
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neg = true
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str = str[1:]
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}
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if len(str) == 0 {
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return d, errors.New("decimal string is empty")
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}
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strs := strings.Split(str, ".")
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lenDecs := 0
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combinedStr := strs[0]
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if len(strs) == 2 { // has a decimal place
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lenDecs = len(strs[1])
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if lenDecs == 0 || len(combinedStr) == 0 {
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return d, errors.New("bad decimal length")
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}
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combinedStr += strs[1]
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} else if len(strs) > 2 {
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return d, errors.New("too many periods to be a decimal string")
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}
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if lenDecs > Precision {
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return d, fmt.Errorf("too much precision, maximum %v, len decimal %v", Precision, lenDecs)
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}
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// add some extra zero's to correct to the Precision factor
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zerosToAdd := Precision - lenDecs
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zeros := fmt.Sprintf(`%0`+strconv.Itoa(zerosToAdd)+`s`, "")
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combinedStr += zeros
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combined, ok := new(big.Int).SetString(combinedStr, 10) // base 10
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if !ok {
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return d, fmt.Errorf("bad string to integer conversion, combinedStr: %v", combinedStr)
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}
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if neg {
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combined = new(big.Int).Neg(combined)
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}
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return Dec{combined}, nil
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}
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// MustNewDecFromStr Decimal from string, panic on error
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func MustNewDecFromStr(s string) Dec {
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dec, err := NewDecFromStr(s)
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if err != nil {
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panic(err)
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}
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return dec
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}
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// Copy makes a deep copy of the dec
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func (d Dec) Copy() Dec {
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if d.IsNil() {
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return Dec{}
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}
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return Dec{
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new(big.Int).Set(d.Int),
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}
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}
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// IsNil ...
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func (d Dec) IsNil() bool { return d.Int == nil } // is decimal nil
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// IsZero ...
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func (d Dec) IsZero() bool { return (d.Int).Sign() == 0 } // is equal to zero
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// IsNegative ...
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func (d Dec) IsNegative() bool { return (d.Int).Sign() == -1 } // is negative
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// IsPositive ...
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func (d Dec) IsPositive() bool { return (d.Int).Sign() == 1 } // is positive
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// Equal ...
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func (d Dec) Equal(d2 Dec) bool { return (d.Int).Cmp(d2.Int) == 0 } // equal decimals
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// GT ...
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func (d Dec) GT(d2 Dec) bool { return (d.Int).Cmp(d2.Int) > 0 } // greater than
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// GTE ...
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func (d Dec) GTE(d2 Dec) bool { return (d.Int).Cmp(d2.Int) >= 0 } // greater than or equal
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// LT ...
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func (d Dec) LT(d2 Dec) bool { return (d.Int).Cmp(d2.Int) < 0 } // less than
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// LTE ...
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func (d Dec) LTE(d2 Dec) bool { return (d.Int).Cmp(d2.Int) <= 0 } // less than or equal
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// Neg ...
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func (d Dec) Neg() Dec { return Dec{new(big.Int).Neg(d.Int)} } // reverse the decimal sign
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// Abs ...
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func (d Dec) Abs() Dec { return Dec{new(big.Int).Abs(d.Int)} } // absolute value
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// Add addition
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func (d Dec) Add(d2 Dec) Dec {
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res := new(big.Int).Add(d.Int, d2.Int)
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if res.BitLen() > 255+DecimalPrecisionBits {
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panic("Int overflow")
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}
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return Dec{res}
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}
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// Sub subtraction
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func (d Dec) Sub(d2 Dec) Dec {
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res := new(big.Int).Sub(d.Int, d2.Int)
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if res.BitLen() > 255+DecimalPrecisionBits {
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panic("Int overflow")
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}
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return Dec{res}
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}
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// Mul multiplication
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func (d Dec) Mul(d2 Dec) Dec {
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mul := new(big.Int).Mul(d.Int, d2.Int)
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chopped := chopPrecisionAndRound(mul)
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if chopped.BitLen() > 255+DecimalPrecisionBits {
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panic("Int overflow")
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}
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return Dec{chopped}
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}
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// MulTruncate multiplication truncate
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func (d Dec) MulTruncate(d2 Dec) Dec {
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mul := new(big.Int).Mul(d.Int, d2.Int)
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chopped := chopPrecisionAndTruncate(mul)
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if chopped.BitLen() > 255+DecimalPrecisionBits {
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panic("Int overflow")
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}
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return Dec{chopped}
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}
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// MulInt multiplication
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func (d Dec) MulInt(i *big.Int) Dec {
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mul := new(big.Int).Mul(d.Int, i)
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if mul.BitLen() > 255+DecimalPrecisionBits {
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panic("Int overflow")
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}
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return Dec{mul}
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}
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// MulInt64 - multiplication with int64
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func (d Dec) MulInt64(i int64) Dec {
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mul := new(big.Int).Mul(d.Int, big.NewInt(i))
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if mul.BitLen() > 255+DecimalPrecisionBits {
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panic("Int overflow")
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}
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return Dec{mul}
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}
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// Quo quotient
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func (d Dec) Quo(d2 Dec) Dec {
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// multiply precision twice
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mul := new(big.Int).Mul(d.Int, precisionReuse)
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mul.Mul(mul, precisionReuse)
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quo := new(big.Int).Quo(mul, d2.Int)
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chopped := chopPrecisionAndRound(quo)
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if chopped.BitLen() > 255+DecimalPrecisionBits {
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panic("Int overflow")
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}
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return Dec{chopped}
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}
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// QuoTruncate quotient truncate
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func (d Dec) QuoTruncate(d2 Dec) Dec {
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// multiply precision twice
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mul := new(big.Int).Mul(d.Int, precisionReuse)
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mul.Mul(mul, precisionReuse)
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quo := new(big.Int).Quo(mul, d2.Int)
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chopped := chopPrecisionAndTruncate(quo)
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if chopped.BitLen() > 255+DecimalPrecisionBits {
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panic("Int overflow")
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}
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return Dec{chopped}
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}
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// QuoRoundUp quotient, round up
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func (d Dec) QuoRoundUp(d2 Dec) Dec {
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// multiply precision twice
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mul := new(big.Int).Mul(d.Int, precisionReuse)
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mul.Mul(mul, precisionReuse)
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quo := new(big.Int).Quo(mul, d2.Int)
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chopped := chopPrecisionAndRoundUp(quo)
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if chopped.BitLen() > 255+DecimalPrecisionBits {
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panic("Int overflow")
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}
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return Dec{chopped}
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}
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// QuoInt quotient
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func (d Dec) QuoInt(i *big.Int) Dec {
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mul := new(big.Int).Quo(d.Int, i)
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return Dec{mul}
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}
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// QuoInt64 - quotient with int64
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func (d Dec) QuoInt64(i int64) Dec {
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mul := new(big.Int).Quo(d.Int, big.NewInt(i))
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return Dec{mul}
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}
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// IsInteger is integer, e.g. decimals are zero
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func (d Dec) IsInteger() bool {
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return new(big.Int).Rem(d.Int, precisionReuse).Sign() == 0
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}
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// Format decimal state
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func (d Dec) Format(s fmt.State, verb rune) {
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_, err := s.Write([]byte(d.String()))
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if err != nil {
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panic(err)
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}
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}
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func (d Dec) String() string {
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if d.Int == nil {
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return d.Int.String()
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}
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isNeg := d.IsNegative()
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if d.IsNegative() {
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d = d.Neg()
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}
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bzInt, err := d.Int.MarshalText()
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if err != nil {
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return ""
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}
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inputSize := len(bzInt)
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var bzStr []byte
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// TODO: Remove trailing zeros
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// case 1, purely decimal
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if inputSize <= Precision {
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bzStr = make([]byte, Precision+2)
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// 0. prefix
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bzStr[0] = byte('0')
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bzStr[1] = byte('.')
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// set relevant digits to 0
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for i := 0; i < Precision-inputSize; i++ {
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bzStr[i+2] = byte('0')
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}
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// set final digits
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copy(bzStr[2+(Precision-inputSize):], bzInt)
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} else {
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// inputSize + 1 to account for the decimal point that is being added
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bzStr = make([]byte, inputSize+1)
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decPointPlace := inputSize - Precision
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copy(bzStr, bzInt[:decPointPlace]) // pre-decimal digits
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bzStr[decPointPlace] = byte('.') // decimal point
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copy(bzStr[decPointPlace+1:], bzInt[decPointPlace:]) // post-decimal digits
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}
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if isNeg {
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return "-" + string(bzStr)
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}
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return string(bzStr)
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}
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// ____
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// __| |__ "chop 'em
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// ` \ round!"
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// ___|| ~ _ -bankers
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// | | __
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// | | | __|__|__
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// |_____: / | $$$ |
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// |________|
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// nolint - go-cyclo
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// Remove a Precision amount of rightmost digits and perform bankers rounding
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// on the remainder (gaussian rounding) on the digits which have been removed.
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//
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// Mutates the input. Use the non-mutative version if that is undesired
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func chopPrecisionAndRound(d *big.Int) *big.Int {
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// remove the negative and add it back when returning
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if d.Sign() == -1 {
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// make d positive, compute chopped value, and then un-mutate d
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d = d.Neg(d)
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d = chopPrecisionAndRound(d)
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d = d.Neg(d)
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return d
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}
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// get the truncated quotient and remainder
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quo, rem := d, big.NewInt(0)
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quo, rem = quo.QuoRem(d, precisionReuse, rem)
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if rem.Sign() == 0 { // remainder is zero
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return quo
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}
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switch rem.Cmp(fivePrecision) {
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case -1:
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return quo
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case 1:
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return quo.Add(quo, oneInt)
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default: // bankers rounding must take place
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// always round to an even number
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if quo.Bit(0) == 0 {
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return quo
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}
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return quo.Add(quo, oneInt)
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}
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}
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func chopPrecisionAndRoundUp(d *big.Int) *big.Int {
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// remove the negative and add it back when returning
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if d.Sign() == -1 {
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// make d positive, compute chopped value, and then un-mutate d
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d = d.Neg(d)
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// truncate since d is negative...
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d = chopPrecisionAndTruncate(d)
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d = d.Neg(d)
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return d
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}
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// get the truncated quotient and remainder
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quo, rem := d, big.NewInt(0)
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quo, rem = quo.QuoRem(d, precisionReuse, rem)
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if rem.Sign() == 0 { // remainder is zero
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return quo
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}
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return quo.Add(quo, oneInt)
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}
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func chopPrecisionAndRoundNonMutative(d *big.Int) *big.Int {
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tmp := new(big.Int).Set(d)
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return chopPrecisionAndRound(tmp)
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}
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// RoundInt64 rounds the decimal using bankers rounding
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func (d Dec) RoundInt64() int64 {
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chopped := chopPrecisionAndRoundNonMutative(d.Int)
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if !chopped.IsInt64() {
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panic("Int64() out of bound")
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}
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return chopped.Int64()
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}
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// RoundInt round the decimal using bankers rounding
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func (d Dec) RoundInt() *big.Int {
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return chopPrecisionAndRoundNonMutative(d.Int)
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}
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//___________________________________________________________________________________
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// similar to chopPrecisionAndRound, but always rounds down
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func chopPrecisionAndTruncate(d *big.Int) *big.Int {
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return d.Quo(d, precisionReuse)
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}
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func chopPrecisionAndTruncateNonMutative(d *big.Int) *big.Int {
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tmp := new(big.Int).Set(d)
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return chopPrecisionAndTruncate(tmp)
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}
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// TruncateInt64 truncates the decimals from the number and returns an int64
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func (d Dec) TruncateInt64() int64 {
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chopped := chopPrecisionAndTruncateNonMutative(d.Int)
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if !chopped.IsInt64() {
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panic("Int64() out of bound")
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}
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return chopped.Int64()
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}
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// TruncateInt truncates the decimals from the number and returns an Int
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func (d Dec) TruncateInt() *big.Int {
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return chopPrecisionAndTruncateNonMutative(d.Int)
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}
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// TruncateDec truncates the decimals from the number and returns a Dec
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func (d Dec) TruncateDec() Dec {
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return NewDecFromBigInt(chopPrecisionAndTruncateNonMutative(d.Int))
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}
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// Ceil returns the smallest interger value (as a decimal) that is greater than
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// or equal to the given decimal.
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func (d Dec) Ceil() Dec {
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tmp := new(big.Int).Set(d.Int)
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quo, rem := tmp, big.NewInt(0)
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quo, rem = quo.QuoRem(tmp, precisionReuse, rem)
|
|
|
|
// no need to round with a zero remainder regardless of sign
|
|
if rem.Cmp(zeroInt) == 0 {
|
|
return NewDecFromBigInt(quo)
|
|
}
|
|
|
|
if rem.Sign() == -1 {
|
|
return NewDecFromBigInt(quo)
|
|
}
|
|
|
|
return NewDecFromBigInt(quo.Add(quo, oneInt))
|
|
}
|
|
|
|
//___________________________________________________________________________________
|
|
|
|
// MarshalJSON marshals the decimal
|
|
func (d Dec) MarshalJSON() ([]byte, error) {
|
|
if d.Int == nil {
|
|
return []byte{}, nil
|
|
}
|
|
|
|
return json.Marshal(d.String())
|
|
}
|
|
|
|
// UnmarshalJSON defines custom decoding scheme
|
|
func (d *Dec) UnmarshalJSON(bz []byte) error {
|
|
if d.Int == nil {
|
|
d.Int = new(big.Int)
|
|
}
|
|
|
|
var text string
|
|
err := json.Unmarshal(bz, &text)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
// TODO: Reuse dec allocation
|
|
newDec, err := NewDecFromStr(text)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
d.Int = newDec.Int
|
|
return nil
|
|
}
|
|
|
|
// MarshalYAML returns Ythe AML representation.
|
|
func (d Dec) MarshalYAML() (interface{}, error) { return d.String(), nil }
|
|
|
|
//___________________________________________________________________________________
|
|
// helpers
|
|
|
|
// DecsEqual test if two decimal arrays are equal
|
|
func DecsEqual(d1s, d2s []Dec) bool {
|
|
if len(d1s) != len(d2s) {
|
|
return false
|
|
}
|
|
|
|
for i, d1 := range d1s {
|
|
if !d1.Equal(d2s[i]) {
|
|
return false
|
|
}
|
|
}
|
|
return true
|
|
}
|
|
|
|
// MinDec minimum decimal between two
|
|
func MinDec(d1, d2 Dec) Dec {
|
|
if d1.LT(d2) {
|
|
return d1
|
|
}
|
|
return d2
|
|
}
|
|
|
|
// MaxDec maximum decimal between two
|
|
func MaxDec(d1, d2 Dec) Dec {
|
|
if d1.LT(d2) {
|
|
return d2
|
|
}
|
|
return d1
|
|
}
|
|
|