class FVal(object):
"""A value to represent numbers for financial applications. At the moment
we use the python Decimal library but the abstraction will help us change the
underlying implementation if needed.
At the moment we do not allow any operations against floating points. Even though
floating points could be converted to Decimals before each operation we will
use this restriction to make sure floating point numbers are rooted from the codebase first.
"""
__slots__ = ('num',)
def __init__(self, data):
try:
if isinstance(data, float):
self.num = Decimal(str(data))
elif isinstance(data, bytes):
# assume it's an ascii string and try to decode the bytes to one
self.num = Decimal(data.decode())
elif isinstance(data, (Decimal, int, str)):
self.num = Decimal(data)
elif isinstance(data, FVal):
self.num = data.num
else:
self.num = None
except InvalidOperation as e:
self.num = None
if not self.num:
raise ValueError(
'Expected string, int, float, or Decimal to initialize an FVal.'
'Found {}.'.format(type(data))
)
def __str__(self):
return str(self.num)
def __repr__(self):
return 'FVal({})'.format(str(self.num))
def __gt__(self, other):
other = evaluate_input(other)
return self.num.compare_signal(other) == Decimal('1')
def __lt__(self, other):
other = evaluate_input(other)
return self.num.compare_signal(other) == Decimal('-1')
def __le__(self, other):
other = evaluate_input(other)
return self.num.compare_signal(other) in (Decimal('-1'), Decimal('0'))
def __ge__(self, other):
other = evaluate_input(other)
return self.num.compare_signal(other) in (Decimal('1'), Decimal('0'))
def __eq__(self, other):
other = evaluate_input(other)
return self.num.compare_signal(other) == Decimal('0')
def __add__(self, other):
other = evaluate_input(other)
return FVal(self.num.__add__(other))
def __sub__(self, other):
other = evaluate_input(other)
return FVal(self.num.__sub__(other))
def __mul__(self, other):
other = evaluate_input(other)
return FVal(self.num.__mul__(other))
def __truediv__(self, other):
other = evaluate_input(other)
return FVal(self.num.__truediv__(other))
def __floordiv__(self, other):
other = evaluate_input(other)
return FVal(self.num.__floordiv__(other))
def __pow__(self, other):
other = evaluate_input(other)
return FVal(self.num.__pow__(other))
def __radd__(self, other):
other = evaluate_input(other)
return FVal(self.num.__radd__(other))
def __rsub__(self, other):
other = evaluate_input(other)
return FVal(self.num.__rsub__(other))
def __rmul__(self, other):
other = evaluate_input(other)
return FVal(self.num.__rmul__(other))
def __rtruediv__(self, other):
other = evaluate_input(other)
return FVal(self.num.__rtruediv__(other))
def __rfloordiv__(self, other):
other = evaluate_input(other)
return FVal(self.num.__rfloordiv__(other))
def __float__(self):
return float(self.num)
# --- Unary operands
def __neg__(self):
return FVal(self.num.__neg__())
def __abs__(self):
return FVal(self.num.copy_abs())
# --- Other oparations
def fma(self, other, third):
"""
Fused multiply-add. Return self*other+third with no rounding of the
intermediate product self*other
"""
other = evaluate_input(other)
third = evaluate_input(third)
return FVal(self.num.fma(other, third))
def to_percentage(self):
return '{:.5%}'.format(self.num)
def to_int(self, exact):
"""Tries to convert to int, If `exact` is true then it will convert only if
it is a whole decimal number; i.e.: if it has got nothing after the decimal point"""
if exact and self.num.to_integral_exact() != self.num:
raise ValueError('Tried to ask for exact int from {}'.format(self.num))
return int(self.num)
def is_close(self, other, max_diff="1e-9"):
max_diff = FVal(max_diff)
if not isinstance(other, FVal):
other = FVal(other)
diff_num = abs(self.num - other.num)
return diff_num <= max_diff.num
class FVal():
"""A value to represent numbers for financial applications. At the moment
we use the python Decimal library but the abstraction will help us change the
underlying implementation if needed.
At the moment we do not allow any operations against floating points. Even though
floating points could be converted to Decimals before each operation we will
use this restriction to make sure floating point numbers are rooted from the codebase first.
"""
__slots__ = ('num',)
def __init__(self, data: AcceptableFValInitInput):
try:
if isinstance(data, float):
self.num = Decimal(str(data))
elif isinstance(data, bytes):
# assume it's an ascii string and try to decode the bytes to one
self.num = Decimal(data.decode())
elif isinstance(data, bool):
# This elif has to come before the isinstance(int) check due to
# https://stackoverflow.com/questions/37888620/comparing-boolean-and-int-using-isinstance
raise ValueError(f'Invalid type bool for data given to FVal constructor')
elif isinstance(data, (Decimal, int, str)):
self.num = Decimal(data)
elif isinstance(data, FVal):
self.num = data.num
else:
raise ValueError(f'Invalid type {type(data)} of data given to FVal constructor')
except InvalidOperation:
raise ValueError(
'Expected string, int, float, or Decimal to initialize an FVal.'
'Found {}.'.format(type(data)),
)
def __str__(self) -> str:
return str(self.num)
def __repr__(self) -> str:
return 'FVal({})'.format(str(self.num))
def __gt__(self, other: AcceptableFValOtherInput) -> bool:
evaluated_other = evaluate_input(other)
return self.num.compare_signal(evaluated_other) == Decimal('1')
def __lt__(self, other: AcceptableFValOtherInput) -> bool:
evaluated_other = evaluate_input(other)
return self.num.compare_signal(evaluated_other) == Decimal('-1')
def __le__(self, other: AcceptableFValOtherInput) -> bool:
evaluated_other = evaluate_input(other)
return self.num.compare_signal(evaluated_other) in (Decimal('-1'), Decimal('0'))
def __ge__(self, other: AcceptableFValOtherInput) -> bool:
evaluated_other = evaluate_input(other)
return self.num.compare_signal(evaluated_other) in (Decimal('1'), Decimal('0'))
def __eq__(self, other: object) -> bool:
evaluated_other = evaluate_input(other)
return self.num.compare_signal(evaluated_other) == Decimal('0')
def __add__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__add__(evaluated_other))
def __sub__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__sub__(evaluated_other))
def __mul__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__mul__(evaluated_other))
def __truediv__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__truediv__(evaluated_other))
def __floordiv__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__floordiv__(evaluated_other))
def __pow__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__pow__(evaluated_other))
def __radd__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__radd__(evaluated_other))
def __rsub__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__rsub__(evaluated_other))
def __rmul__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__rmul__(evaluated_other))
def __rtruediv__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__rtruediv__(evaluated_other))
def __rfloordiv__(self, other: AcceptableFValOtherInput) -> 'FVal':
evaluated_other = evaluate_input(other)
return FVal(self.num.__rfloordiv__(evaluated_other))
def __float__(self) -> float:
return float(self.num)
# --- Unary operands
def __neg__(self) -> 'FVal':
return FVal(self.num.__neg__())
def __abs__(self) -> 'FVal':
return FVal(self.num.copy_abs())
# --- Other operations
def fma(self, other: AcceptableFValOtherInput, third: AcceptableFValOtherInput) -> 'FVal':
"""
Fused multiply-add. Return self*other+third with no rounding of the
intermediate product self*other
"""
evaluated_other = evaluate_input(other)
evaluated_third = evaluate_input(third)
return FVal(self.num.fma(evaluated_other, evaluated_third))
def to_percentage(self, precision: int = 4) -> str:
return '{:.{}%}'.format(self.num, precision)
def to_int(self, exact: bool) -> int:
"""
Tries to convert to int, If `exact` is true then it will convert only if
it is a whole decimal number; i.e.: if it has got nothing after the decimal point
Raises:
ConversionError: If exact was True but the FVal is actually not an exact integer.
"""
if exact and self.num.to_integral_exact() != self.num:
raise ConversionError(f'Tried to ask for exact int from {self.num}')
return int(self.num)
def is_close(self, other: AcceptableFValInitInput, max_diff: str = "1e-6") -> bool:
evaluated_max_diff = FVal(max_diff)
if not isinstance(other, FVal):
other = FVal(other)
diff_num = abs(self.num - other.num)
return diff_num <= evaluated_max_diff.num