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Store currency/security values/prices using big.Rat natively
This adds 'shadow' types used only by the store/db internal package whch handle converting these types to their DB-equivalent values. This change should allow reports to be generated significantly faster since it allows a large portion of the computation to be shifted to the database engines.
This commit is contained in:
156
internal/models/amounts.go
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156
internal/models/amounts.go
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package models
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import (
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"encoding/json"
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"fmt"
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"math"
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"math/big"
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"strings"
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)
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type Amount struct {
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big.Rat
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}
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type PrecisionError struct {
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message string
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}
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func (p PrecisionError) Error() string {
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return p.message
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}
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// Whole returns the integral portion of the Amount
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func (amount Amount) Whole() (int64, error) {
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var whole big.Int
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whole.Quo(amount.Num(), amount.Denom())
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if whole.IsInt64() {
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return whole.Int64(), nil
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}
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return 0, PrecisionError{"integral portion of Amount cannot be represented as an int64"}
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}
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// Fractional returns the fractional portion of the Amount, multiplied by
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// 10^precision
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func (amount Amount) Fractional(precision uint64) (int64, error) {
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if precision < amount.Precision() {
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return 0, PrecisionError{"Fractional portion of Amount cannot be represented with the given precision"}
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}
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// Reduce the fraction to its simplest form
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var r, gcd, d, n big.Int
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r.Rem(amount.Num(), amount.Denom())
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gcd.GCD(nil, nil, &r, amount.Denom())
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if gcd.Sign() != 0 {
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n.Quo(&r, &gcd)
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d.Quo(amount.Denom(), &gcd)
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} else {
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n.Set(&r)
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d.Set(amount.Denom())
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}
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// Figure out what we need to multiply the numerator by to get the
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// denominator to be 10^precision
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var prec, multiplier big.Int
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prec.SetUint64(precision)
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multiplier.SetInt64(10)
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multiplier.Exp(&multiplier, &prec, nil)
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multiplier.Quo(&multiplier, &d)
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n.Mul(&n, &multiplier)
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if n.IsInt64() {
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return n.Int64(), nil
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}
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return 0, fmt.Errorf("Fractional portion of Amount does not fit in int64 with given precision")
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}
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// FromParts re-assembles an Amount from the results from previous calls to
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// Whole and Fractional
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func (amount *Amount) FromParts(whole, fractional int64, precision uint64) {
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var fracnum, fracdenom, power big.Int
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fracnum.SetInt64(fractional)
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fracdenom.SetInt64(10)
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power.SetUint64(precision)
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fracdenom.Exp(&fracdenom, &power, nil)
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var fracrat big.Rat
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fracrat.SetFrac(&fracnum, &fracdenom)
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amount.Rat.SetInt64(whole)
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amount.Rat.Add(&amount.Rat, &fracrat)
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}
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// Round rounds the given Amount to the given precision
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func (amount *Amount) Round(precision uint64) {
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// This probably isn't exactly the most efficient way to do this...
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amount.SetString(amount.FloatString(int(precision)))
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}
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func (amount Amount) String() string {
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return amount.FloatString(int(amount.Precision()))
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}
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func (amount *Amount) UnmarshalJSON(bytes []byte) error {
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var value string
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if err := json.Unmarshal(bytes, &value); err != nil {
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return err
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}
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value = strings.TrimSpace(value)
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if _, ok := amount.SetString(value); !ok {
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return fmt.Errorf("Failed to parse '%s' into Amount", value)
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}
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return nil
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}
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func (amount Amount) MarshalJSON() ([]byte, error) {
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return json.Marshal(amount.String())
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}
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// Precision returns the minimum positive integer p such that if you multiplied
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// this Amount by 10^p, it would become an integer
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func (amount Amount) Precision() uint64 {
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if amount.IsInt() || amount.Sign() == 0 {
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return 0
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}
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// Find d, the denominator of the reduced fractional portion of 'amount'
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var r, gcd, d big.Int
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r.Rem(amount.Num(), amount.Denom())
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gcd.GCD(nil, nil, &r, amount.Denom())
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if gcd.Sign() != 0 {
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d.Quo(amount.Denom(), &gcd)
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} else {
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d.Set(amount.Denom())
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}
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d.Abs(&d)
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var power, result big.Int
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one := big.NewInt(1)
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ten := big.NewInt(10)
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// Estimate an initial power
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if d.IsUint64() {
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power.SetInt64(int64(math.Log10(float64(d.Uint64()))))
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} else {
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// If the simplified denominator wasn't a uint64, its > 10^19
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power.SetInt64(19)
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}
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// If the initial estimate was too high, bring it down
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result.Exp(ten, &power, nil)
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for result.Cmp(&d) > 0 {
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power.Sub(&power, one)
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result.Exp(ten, &power, nil)
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}
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// If it was too low, bring it up
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for result.Cmp(&d) < 0 {
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power.Add(&power, one)
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result.Exp(ten, &power, nil)
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}
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if !power.IsUint64() {
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panic("Unable to represent Amount's precision as a uint64")
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}
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return power.Uint64()
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}
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