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decimal

githubb codecovb goreportb godocb licenseb versionb awesomeb

Package decimal implements immutable decimal floating-point numbers for Go. This package is designed specifically for use in transactional financial systems.

Features

  • Optimized Performance - Utilizes uint64 for coefficients, reducing heap allocations and memory consumption.
  • Immutability - Once a decimal is set, it remains unchanged. This immutability ensures safe concurrent access across goroutines.
  • Banker's Rounding - Methods use half even rounding, also known as "banker's rounding", which minimizes cumulative rounding errors commonly seen in financial calculations.
  • No Panics - All methods are designed to be panic-free. Instead of potentially crashing your application, they return errors for issues such as overflow or division by zero.
  • Simple String Representation - Decimals are represented without the complexities of scientific or engineering notation.
  • Correctness - Fuzz testing is used to cross-validate arithmetic operations against both the cockroachdb and shopspring decimal packages.

Getting Started

Installation

To add the decimal package to your Go workspace:

go get github.com/govalues/decimal

Usage

Create decimal values using one of the constructors. After creating a decimal value, various operations can be performed:

package main

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

func main() {
    // Constructors
    d, _ := decimal.New(8, 0)               // d = 8
    e, _ := decimal.Parse("12.5")           // e = 12.5
    f, _ := decimal.NewFromFloat64(2.567)   // f = 2.567
    g, _ := decimal.NewFromInt64(7, 896, 3) // g = 7.896

    // Operations
    fmt.Println(d.Add(e))          // 8 + 12.5
    fmt.Println(d.Sub(e))          // 8 - 12.5
    fmt.Println(d.Mul(e))          // 8 * 12.5
    fmt.Println(d.Quo(e))          // 8 / 12.5
    fmt.Println(d.QuoRem(e))       // 8 div 12.5, 8 mod 12.5
    fmt.Println(d.FMA(e, f))       // 8 * 12.5 + 2.567
    fmt.Println(d.Pow(2))          // 8 ^ 2
    fmt.Println(d.Inv())           // 1 / 8

    // Rounding to 2 decimal places
    fmt.Println(g.Round(2))        // 7.90
    fmt.Println(g.Ceil(2))         // 7.90
    fmt.Println(g.Floor(2))        // 7.89
    fmt.Println(g.Trunc(2))        // 7.89

    // Conversions
    fmt.Println(f.Int64(9))        // 2 567000000
    fmt.Println(f.Float64())       // 2.567
    fmt.Println(f.String())        // 2.567

    // Formatting
    fmt.Printf("%.2f\n", f)        // 2.57
    fmt.Printf("%.2k\n", f)        // 256.70%
}

Documentation

For detailed documentation and additional examples, visit the package documentation. For examples related to financial calculations, see the money package documentation.

Comparison

Comparison with other popular packages:

Feature govalues cockroachdb v3.2.1 shopspring v1.3.1
Speed High Medium Low1
Mutability Immutable Mutable1 Immutable
Memory Footprint Low Medium High
Panic Free Yes Yes No
Precision 19 digits Arbitrary Arbitrary
Default Rounding Half to even Half up Half away from 0
Context Implicit Explicit Implicit

Benchmarks

goos: linux
goarch: amd64
pkg: github.com/govalues/decimal-tests
cpu: AMD Ryzen 7 3700C  with Radeon Vega Mobile Gfx
Test Case Expression govalues cockroachdb v3.2.1 shopspring v1.3.1 govalues vs cockroachdb govalues vs shopspring
Add 2 + 3 15.53n 46.68n 142.30n +200.45% +816.00%
Mul 2 * 3 15.64n 52.83n 137.35n +237.76% +778.20%
QuoFinite 2 / 4 51.65n 179.60n 619.40n +247.76% +1099.34%
QuoInfinite 2 / 3 568.80n 935.20n 2749.00n +64.43% +383.30%
Pow 1.1^60 1.28µ 3.28µ 16.03µ +156.99% +1156.09%
Pow 1.01^600 4.31µ 10.43µ 37.00µ +142.15% +758.69%
Pow 1.001^6000 7.54µ 20.39µ 651.51µ +170.58% +8544.78%
Parse 1 17.14n 77.64n 129.15n +353.00% +653.50%
Parse 123.456 36.15n 201.85n 235.25n +458.37% +550.76%
Parse 123456789.1234567890 98.90n 210.95n 475.05n +113.30% +380.33%
String 1 5.18n 21.43n 208.00n +313.99% +3918.16%
String 123.456 42.31n 67.55n 226.55n +59.66% +435.52%
String 123456789.1234567890 76.04n 209.50n 329.95n +175.49% +333.89%
Telco see specification 134.00n 947.60n 3945.50n +607.13% +2844.40%

The benchmark results shown in the table are provided for informational purposes only and may vary depending on your specific use case.

Contributing

Interested in contributing? Here's how to get started:

  1. Fork and clone the repository.
  2. Implement your changes.
  3. Write tests to cover your changes.
  4. Ensure all tests pass with go test.
  5. Commit and push to your fork.
  6. Open a pull request detailing your changes.

Note: If you're considering significant changes, please open an issue first to discuss with the maintainers. This ensures alignment with the project's objectives and roadmap.

Footnotes

  1. decimal package was created simply because shopspring's decimal was too slow and cockroachdb's decimal was mutable. ↩ ↩2