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lz_db
178
ccxt/base/decimal_to_precision.py
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178
ccxt/base/decimal_to_precision.py
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import decimal
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import numbers
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import itertools
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import re
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__all__ = [
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'TRUNCATE',
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'ROUND',
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'ROUND_UP',
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'ROUND_DOWN',
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'DECIMAL_PLACES',
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'SIGNIFICANT_DIGITS',
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'TICK_SIZE',
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'NO_PADDING',
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'PAD_WITH_ZERO',
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'decimal_to_precision',
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]
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# rounding mode
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TRUNCATE = 0
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ROUND = 1
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ROUND_UP = 2
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ROUND_DOWN = 3
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# digits counting mode
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DECIMAL_PLACES = 2
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SIGNIFICANT_DIGITS = 3
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TICK_SIZE = 4
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# padding mode
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NO_PADDING = 5
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PAD_WITH_ZERO = 6
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def decimal_to_precision(n, rounding_mode=ROUND, precision=None, counting_mode=DECIMAL_PLACES, padding_mode=NO_PADDING):
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assert precision is not None, 'precision should not be None'
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if isinstance(precision, str):
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precision = float(precision)
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assert isinstance(precision, float) or isinstance(precision, decimal.Decimal) or isinstance(precision, numbers.Integral), 'precision has an invalid number'
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if counting_mode == TICK_SIZE:
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assert precision > 0, 'negative or zero precision can not be used with TICK_SIZE precisionMode'
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else:
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assert isinstance(precision, numbers.Integral)
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assert rounding_mode in [TRUNCATE, ROUND]
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assert counting_mode in [DECIMAL_PLACES, SIGNIFICANT_DIGITS, TICK_SIZE]
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assert padding_mode in [NO_PADDING, PAD_WITH_ZERO]
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# end of checks
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context = decimal.getcontext()
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if counting_mode != TICK_SIZE:
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precision = min(context.prec - 2, precision)
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# all default except decimal.Underflow (raised when a number is rounded to zero)
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context.traps[decimal.Underflow] = True
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context.rounding = decimal.ROUND_HALF_UP # rounds 0.5 away from zero
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dec = decimal.Decimal(str(n))
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precision_dec = decimal.Decimal(str(precision))
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string = '{:f}'.format(dec) # convert to string using .format to avoid engineering notation
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precise = None
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def power_of_10(x):
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return decimal.Decimal('10') ** (-x)
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if precision < 0:
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if counting_mode == TICK_SIZE:
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raise ValueError('TICK_SIZE cant be used with negative numPrecisionDigits')
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to_nearest = power_of_10(precision)
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if rounding_mode == ROUND:
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return "{:f}".format(to_nearest * decimal.Decimal(decimal_to_precision(dec / to_nearest, rounding_mode, 0, DECIMAL_PLACES, padding_mode)))
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elif rounding_mode == TRUNCATE:
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return decimal_to_precision(dec - dec % to_nearest, rounding_mode, 0, DECIMAL_PLACES, padding_mode)
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if counting_mode == TICK_SIZE:
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# python modulo with negative numbers behaves different than js/php, so use abs first
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missing = abs(dec) % precision_dec
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if missing != 0:
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if rounding_mode == ROUND:
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if dec > 0:
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if missing >= precision_dec / 2:
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dec = dec - missing + precision_dec
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else:
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dec = dec - missing
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else:
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if missing >= precision_dec / 2:
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dec = dec + missing - precision_dec
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else:
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dec = dec + missing
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elif rounding_mode == TRUNCATE:
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if dec < 0:
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dec = dec + missing
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else:
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dec = dec - missing
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parts = re.sub(r'0+$', '', '{:f}'.format(precision_dec)).split('.')
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if len(parts) > 1:
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new_precision = len(parts[1])
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else:
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match = re.search(r'0+$', parts[0])
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if match is None:
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new_precision = 0
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else:
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new_precision = - len(match.group(0))
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return decimal_to_precision('{:f}'.format(dec), ROUND, new_precision, DECIMAL_PLACES, padding_mode)
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if rounding_mode == ROUND:
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if counting_mode == DECIMAL_PLACES:
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precise = '{:f}'.format(dec.quantize(power_of_10(precision))) # ROUND_HALF_EVEN is default context
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elif counting_mode == SIGNIFICANT_DIGITS:
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q = precision - dec.adjusted() - 1
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sigfig = power_of_10(q)
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if q < 0:
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string_to_precision = string[:precision]
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# string_to_precision is '' when we have zero precision
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below = sigfig * decimal.Decimal(string_to_precision if string_to_precision else '0')
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above = below + sigfig
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precise = '{:f}'.format(min((below, above), key=lambda x: abs(x - dec)))
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else:
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precise = '{:f}'.format(dec.quantize(sigfig))
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if precise.startswith('-0') and all(c in '0.' for c in precise[1:]):
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precise = precise[1:]
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elif rounding_mode == TRUNCATE:
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# Slice a string
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if counting_mode == DECIMAL_PLACES:
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before, after = string.split('.') if '.' in string else (string, '')
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precise = before + '.' + after[:precision]
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elif counting_mode == SIGNIFICANT_DIGITS:
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if precision == 0:
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return '0'
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dot = string.index('.') if '.' in string else len(string)
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start = dot - dec.adjusted()
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end = start + precision
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# need to clarify these conditionals
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if dot >= end:
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end -= 1
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if precision >= len(string.replace('.', '')):
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precise = string
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else:
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precise = string[:end].ljust(dot, '0')
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if precise.startswith('-0') and all(c in '0.' for c in precise[1:]):
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precise = precise[1:]
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precise = precise.rstrip('.')
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if padding_mode == NO_PADDING:
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return precise.rstrip('0').rstrip('.') if '.' in precise else precise
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elif padding_mode == PAD_WITH_ZERO:
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if '.' in precise:
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if counting_mode == DECIMAL_PLACES:
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before, after = precise.split('.')
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return before + '.' + after.ljust(precision, '0')
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elif counting_mode == SIGNIFICANT_DIGITS:
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fsfg = len(list(itertools.takewhile(lambda x: x == '.' or x == '0', precise)))
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if '.' in precise[fsfg:]:
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precision += 1
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return precise[:fsfg] + precise[fsfg:].rstrip('0').ljust(precision, '0')
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else:
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if counting_mode == SIGNIFICANT_DIGITS:
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if precision > len(precise):
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return precise + '.' + (precision - len(precise)) * '0'
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elif counting_mode == DECIMAL_PLACES:
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if precision > 0:
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return precise + '.' + precision * '0'
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return precise
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def number_to_string(x):
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# avoids scientific notation for too large and too small numbers
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if x is None:
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return None
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d = decimal.Decimal(str(x))
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formatted = '{:f}'.format(d)
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return formatted.rstrip('0').rstrip('.') if '.' in formatted else formatted
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