Arbitrary-precision fixed-point decimal numbers in go
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klauspost and victorquinn 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.
Latest commit cd690d0 Jul 9, 2018

README.md

decimal

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Arbitrary-precision fixed-point decimal numbers in go.

NOTE: can "only" represent numbers with a maximum of 2^31 digits after the decimal point.

Features

  • the zero-value is 0, and is safe to use without initialization
  • addition, subtraction, multiplication with no loss of precision
  • division with specified precision
  • database/sql serialization/deserialization
  • json and xml serialization/deserialization

Install

Run go get github.com/shopspring/decimal

Usage

package main

import (
	"fmt"
	"github.com/shopspring/decimal"
)

func main() {
	price, err := decimal.NewFromString("136.02")
	if err != nil {
		panic(err)
	}

	quantity := decimal.NewFromFloat(3)

	fee, _ := decimal.NewFromString(".035")
	taxRate, _ := decimal.NewFromString(".08875")

	subtotal := price.Mul(quantity)

	preTax := subtotal.Mul(fee.Add(decimal.NewFromFloat(1)))

	total := preTax.Mul(taxRate.Add(decimal.NewFromFloat(1)))

	fmt.Println("Subtotal:", subtotal)                      // Subtotal: 408.06
	fmt.Println("Pre-tax:", preTax)                         // Pre-tax: 422.3421
	fmt.Println("Taxes:", total.Sub(preTax))                // Taxes: 37.482861375
	fmt.Println("Total:", total)                            // Total: 459.824961375
	fmt.Println("Tax rate:", total.Sub(preTax).Div(preTax)) // Tax rate: 0.08875
}

Documentation

http://godoc.org/github.com/shopspring/decimal

Production Usage

  • Spring, since August 14, 2014.
  • If you are using this in production, please let us know!

FAQ

Why don't you just use float64?

Because float64s (or any binary floating point type, actually) can't represent numbers such as 0.1 exactly.

Consider this code: http://play.golang.org/p/TQBd4yJe6B You might expect that it prints out 10, but it actually prints 9.999999999999831. Over time, these small errors can really add up!

Why don't you just use big.Rat?

big.Rat is fine for representing rational numbers, but Decimal is better for representing money. Why? Here's a (contrived) example:

Let's say you use big.Rat, and you have two numbers, x and y, both representing 1/3, and you have z = 1 - x - y = 1/3. If you print each one out, the string output has to stop somewhere (let's say it stops at 3 decimal digits, for simplicity), so you'll get 0.333, 0.333, and 0.333. But where did the other 0.001 go?

Here's the above example as code: http://play.golang.org/p/lCZZs0w9KE

With Decimal, the strings being printed out represent the number exactly. So, if you have x = y = 1/3 (with precision 3), they will actually be equal to 0.333, and when you do z = 1 - x - y, z will be equal to .334. No money is unaccounted for!

You still have to be careful. If you want to split a number N 3 ways, you can't just send N/3 to three different people. You have to pick one to send N - (2/3*N) to. That person will receive the fraction of a penny remainder.

But, it is much easier to be careful with Decimal than with big.Rat.

Why isn't the API similar to big.Int's?

big.Int's API is built to reduce the number of memory allocations for maximal performance. This makes sense for its use-case, but the trade-off is that the API is awkward and easy to misuse.

For example, to add two big.Ints, you do: z := new(big.Int).Add(x, y). A developer unfamiliar with this API might try to do z := a.Add(a, b). This modifies a and sets z as an alias for a, which they might not expect. It also modifies any other aliases to a.

Here's an example of the subtle bugs you can introduce with big.Int's API: https://play.golang.org/p/x2R_78pa8r

In contrast, it's difficult to make such mistakes with decimal. Decimals behave like other go numbers types: even though a = b will not deep copy b into a, it is impossible to modify a Decimal, since all Decimal methods return new Decimals and do not modify the originals. The downside is that this causes extra allocations, so Decimal is less performant. My assumption is that if you're using Decimals, you probably care more about correctness than performance.

License

The MIT License (MIT)

This is a heavily modified fork of fpd.Decimal, which was also released under the MIT License.