More efficient rounding #42
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Math::BigFloat is one of the reasons pip sizing is so slow Replace it with Math::Round
junbon-deriv
approved these changes
Oct 27, 2021
|
we probably need a PR in |
Numbers like 0.5 has floating point issues for very big precisions. For instance you get 0.499999999999999944 for 0.5 with 18 decimal point precision. By turning this number into string as the input of sprintf, we avoid this issue
In crypto repo we use `roundcommon` function for precisions up to 18 digits. This is while double precision data types can hold up to around 15 digits numbers. So we use the BigFloat for big numbers and keep nearest for smaller numbers (faster!)
Count the digits and based on that choose which technique to use
…underlyings/refactor_pip_size
junbon-deriv
approved these changes
Nov 17, 2021
nearest function does not do any magic. It's rather easy to understand what's happening in the code. The tricky part if when to swtich to Math::BigFloat
Since in here we only want to do rounding and no mathematical operation is happening, we will do our rounding based on string values
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Math::BigFloat is one of the reasons pip sizing is so slow
Replace it with Math::Round