Add, subtract, multiply, and divide with specified rounding direction.

CAUTION: This is still untested and undebugged code. Only divRound
has been even slightly tested.
This commit is contained in:
JoelKatz
2013-03-10 21:22:01 -07:00
parent 92318a47bd
commit 27a7ac75de
3 changed files with 280 additions and 0 deletions

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@@ -0,0 +1,266 @@
#include <boost/test/unit_test.hpp>
#include "SerializedTypes.h"
#include "Log.h"
SETUP_LOG();
#if (ULONG_MAX > UINT_MAX)
#define BN_add_word64(bn, word) BN_add_word(bn, word)
#define BN_sub_word64(bn, word) BN_sub_word(bn, word)
#define BN_mul_word64(bn, word) BN_mul_word(bn, word)
#define BN_div_word64(bn, word) BN_div_word(bn, word)
#else
#include "BigNum64.h"
#endif
static const uint64 tenTo14 = 100000000000000ull;
static const uint64 tenTo14m1 = tenTo14 - 1;
static const uint64 tenTo17 = tenTo14 * 1000;
static const uint64 tenTo17m1 = tenTo17 - 1;
// CAUTION: This is still very early code and is *NOT* ready for real use yet.
// Only divRound is tested, and that's only slightly tested.
static void canonicalizeRound(bool isNative, uint64& value, int& offset, bool roundUp)
{
cLog(lsINFO) << "canonicalize< " << value << ":" << offset << (roundUp ? " up" : " down");
if (isNative && (offset < 0))
{
if (roundUp)
value += 9;
else
value -= 9;
value /= 10;
++offset;
}
else if (!isNative && (value > STAmount::cMinValue))
{
if (roundUp)
value += 9;
else
value -= 9;
value /= 10;
++offset;
}
cLog(lsINFO) << "canonicalize> " << value << ":" << offset << (roundUp ? " up" : " down");
}
STAmount STAmount::addRound(const STAmount& v1, const STAmount& v2, bool roundUp)
{
v1.throwComparable(v2);
if (v2.mValue == 0)
return v1;
if (v1.mValue == 0)
return STAmount(v1.getFName(), v1.mCurrency, v1.mIssuer, v2.mValue, v2.mOffset, v2.mIsNegative);
if (v1.mIsNative)
return STAmount(v1.getFName(), v1.getSNValue() + v2.getSNValue());
int ov1 = v1.mOffset, ov2 = v2.mOffset;
int64 vv1 = static_cast<int64>(v1.mValue), vv2=static_cast<uint64>(v2.mValue);
if (v1.mIsNegative) vv1 = -vv1;
if (v2.mIsNegative) vv2 = -vv2;
while (ov1 < ov2)
{
if (roundUp)
vv1 += 9;
else
vv1 -= 9;
vv1 /= 10;
++ov1;
}
while (ov2 < ov1)
{
if (roundUp)
vv1 += 9;
else
vv1 -= 9;
vv1 /= 10;
++ov2;
}
int64 fv = vv1 + vv2;
if (fv >= 0)
{
uint64 v = static_cast<uint64>(fv);
canonicalizeRound(false, v, ov1, roundUp);
return STAmount(v1.getFName(), v1.mCurrency, v1.mIssuer, v, ov1, false);
}
else
{
uint64 v = static_cast<uint64>(-fv);
canonicalizeRound(false, v, ov1, !roundUp);
return STAmount(v1.getFName(), v1.mCurrency, v1.mIssuer, v, ov1, true);
}
}
STAmount STAmount::subRound(const STAmount& v1, const STAmount& v2, bool roundUp)
{
v1.throwComparable(v2);
if (v2.mValue == 0)
return v1;
if (v1.mValue == 0)
return STAmount(v1.getFName(), v1.mCurrency, v1.mIssuer, v2.mValue, v2.mOffset, !v2.mIsNegative);
if (v1.mIsNative)
return STAmount(v1.getFName(), v1.getSNValue() - v2.getSNValue());
int ov1 = v1.mOffset, ov2 = v2.mOffset;
int64 vv1 = static_cast<int64>(v1.mValue), vv2=static_cast<uint64>(v2.mValue);
if (v1.mIsNegative) vv1 = -vv1;
if (v2.mIsNegative) vv2 = -vv2;
while (ov1 < ov2)
{
if (roundUp)
vv1 += 9;
else
vv1 -= 9;
vv1 /= 10;
++ov1;
}
while (ov2 < ov1)
{
if (roundUp)
vv1 -= 9;
else
vv1 += 9;
vv1 /= 10;
++ov2;
}
int64 fv = vv1 + vv2;
if (fv >= 0)
return STAmount(v1.getFName(), v1.mCurrency, v1.mIssuer, fv, ov1, false);
else
return STAmount(v1.getFName(), v1.mCurrency, v1.mIssuer, -fv, ov1, true);
}
STAmount STAmount::mulRound(const STAmount& v1, const STAmount& v2,
const uint160& uCurrencyID, const uint160& uIssuerID, bool roundUp)
{
if (v1.isZero() || v2.isZero())
return STAmount(uCurrencyID, uIssuerID);
if (v1.mIsNative && v2.mIsNative && uCurrencyID.isZero())
{
uint64 minV = (v1.getSNValue() < v2.getSNValue()) ? v1.getSNValue() : v2.getSNValue();
uint64 maxV = (v1.getSNValue() < v2.getSNValue()) ? v2.getSNValue() : v1.getSNValue();
if (minV > 3000000000ull) // sqrt(cMaxNative)
throw std::runtime_error("Native value overflow");
if (((maxV >> 32) * minV) > 2095475792ull) // cMaxNative / 2^32
throw std::runtime_error("Native value overflow");
return STAmount(v1.getFName(), minV * maxV);
}
uint64 value1 = v1.mValue, value2 = v2.mValue;
int offset1 = v1.mOffset, offset2 = v2.mOffset;
if (v1.mIsNative)
{
while (value1 < STAmount::cMinValue)
{
value1 *= 10;
--offset1;
}
}
if (v2.mIsNative)
{
while (value2 < STAmount::cMinValue)
{
value2 *= 10;
--offset2;
}
}
bool resultNegative = v1.mIsNegative != v2.mIsNegative;
// Compute (numerator * denominator) / 10^14 with rounding
// 10^16 <= result <= 10^18
CBigNum v;
if ((BN_add_word64(&v, value1) != 1) || (BN_mul_word64(&v, value2) != 1) ||
(BN_add_word64(&v, (resultNegative == roundUp) ? (-tenTo14m1) : tenTo14m1) != 1) ||
(BN_div_word64(&v, tenTo14) == ((uint64) -1)))
throw std::runtime_error("internal bn error");
// 10^16 <= product <= 10^18
assert(BN_num_bytes(&v) <= 64);
uint64 amount = v.getuint64();
int offset = offset1 + offset2 + 14;
canonicalizeRound(uCurrencyID.isZero(), amount, offset, resultNegative != roundUp);
return STAmount(uCurrencyID, uIssuerID, amount, offset, resultNegative);
}
STAmount STAmount::divRound(const STAmount& num, const STAmount& den,
const uint160& uCurrencyID, const uint160& uIssuerID, bool roundUp)
{
if (den.isZero()) throw std::runtime_error("division by zero");
if (num.isZero()) return STAmount(uCurrencyID, uIssuerID);
uint64 numVal = num.mValue, denVal = den.mValue;
int numOffset = num.mOffset, denOffset = den.mOffset;
if (num.mIsNative)
while (numVal < STAmount::cMinValue)
{ // Need to bring into range
numVal *= 10;
--numOffset;
}
if (den.mIsNative)
while (denVal < STAmount::cMinValue)
{
denVal *= 10;
--denOffset;
}
bool resultNegative = num.mIsNegative != num.mIsNegative;
// Compute (numerator * 10^17) / denominator
CBigNum v;
if ((BN_add_word64(&v, numVal) != 1) || (BN_mul_word64(&v, tenTo17) != 1))
throw std::runtime_error("internal bn error");
if (resultNegative != roundUp)
BN_add_word64(&v, denVal - 1);
else
BN_sub_word64(&v, denVal - 1);
if (BN_div_word64(&v, denVal) == ((uint64) -1))
throw std::runtime_error("internal bn error");
// 10^16 <= quotient <= 10^18
assert(BN_num_bytes(&v) <= 64);
uint64 amount = v.getuint64();
int offset = numOffset - denOffset - 17;
canonicalizeRound(uCurrencyID.isZero(), amount, offset, resultNegative != roundUp);
return STAmount(uCurrencyID, uIssuerID, amount, offset, resultNegative);
}
BOOST_AUTO_TEST_SUITE(amountRound)
BOOST_AUTO_TEST_CASE( amountRound_test )
{
STAmount one(CURRENCY_ONE, ACCOUNT_ONE, 1);
STAmount two(CURRENCY_ONE, ACCOUNT_ONE, 2);
STAmount three(CURRENCY_ONE, ACCOUNT_ONE, 3);
STAmount oneThird1 = STAmount::divRound(one, three, CURRENCY_ONE, ACCOUNT_ONE, false);
STAmount oneThird2 = STAmount::divide(one, three, CURRENCY_ONE, ACCOUNT_ONE);
STAmount oneThird3 = STAmount::divRound(one, three, CURRENCY_ONE, ACCOUNT_ONE, true);
cLog(lsINFO) << oneThird1;
cLog(lsINFO) << oneThird2;
cLog(lsINFO) << oneThird3;
}
BOOST_AUTO_TEST_SUITE_END()
// vim:ts=4

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@@ -7,6 +7,12 @@ static int BN_add_word64(BIGNUM *a, uint64 w)
return BN_add(a, &bn, a);
}
static int BN_sub_word64(BIGNUM *a, uint64 w)
{
CBigNum bn(w);
return BN_sub(a, &bn, a);
}
static int BN_mul_word64(BIGNUM *a, uint64 w)
{
CBigNum bn(w);

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@@ -427,6 +427,14 @@ public:
static STAmount multiply(const STAmount& v1, const STAmount& v2)
{ return multiply(v1, v2, v1); }
// Add, subtract, multiply, or divide rounding result in specified direction
static STAmount addRound(const STAmount& v1, const STAmount& v2, bool roundUp);
static STAmount subRound(const STAmount& v1, const STAmount& v2, bool roundUp);
static STAmount mulRound(const STAmount& v1, const STAmount& v2,
const uint160& currency, const uint160& issuer, bool roundUp);
static STAmount divRound(const STAmount& v1, const STAmount& v2,
const uint160& currency, const uint160& issuer, bool roundUp);
// Someone is offering X for Y, what is the rate?
// Rate: smaller is better, the taker wants the most out: in/out
static uint64 getRate(const STAmount& offerOut, const STAmount& offerIn);