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https://github.com/c9s/bbgo.git
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135 lines
3.2 KiB
Go
135 lines
3.2 KiB
Go
//go:build dnum
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// +build dnum
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// Copyright Suneido Software Corp. All rights reserved.
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// Governed by the MIT license found in the LICENSE file.
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package fixedpoint
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import (
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"math/bits"
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)
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const (
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e16 = 1_0000_0000_0000_0000
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longMask = 0xffffffff
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divNumBase = 1 << 32
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e16Hi = e16 >> 32
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e16Lo = e16 & longMask
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)
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// returns (1e16 * dividend) / divisor
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// Used by dnum divide
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// Based on cSuneido code
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// which is based on jSuneido code
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// which is based on Java BigDecimal code
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// which is based on Hacker's Delight and Knuth TAoCP Vol 2
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// A bit simpler with unsigned types
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func div128(dividend, divisor uint64) uint64 {
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//check(dividend != 0)
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//check(divisor != 0)
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// multiply dividend * e16
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d1Hi := dividend >> 32
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d1Lo := dividend & longMask
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product := uint64(e16Lo) * d1Lo
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d0 := product & longMask
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d1 := product >> 32
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product = uint64(e16Hi)*d1Lo + d1
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d1 = product & longMask
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d2 := product >> 32
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product = uint64(e16Lo)*d1Hi + d1
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d1 = product & longMask
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d2 += product >> 32
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d3 := d2 >> 32
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d2 &= longMask
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product = e16Hi*d1Hi + d2
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d2 = product & longMask
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d3 = ((product >> 32) + d3) & longMask
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dividendHi := make64(uint32(d3), uint32(d2))
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dividendLo := make64(uint32(d1), uint32(d0))
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// divide
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return divide128(dividendHi, dividendLo, divisor)
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}
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func divide128(dividendHi, dividendLo, divisor uint64) uint64 {
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// so we can shift dividend as much as divisor
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// don't allow equals to avoid quotient overflow (by 1)
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//check(dividendHi < divisor)
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// maximize divisor (bit wise), since we're mostly using the top half
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shift := uint(bits.LeadingZeros64(divisor))
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divisor = divisor << shift
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// split divisor
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v1 := divisor >> 32
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v0 := divisor & longMask
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// matching shift
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dls := dividendLo << shift
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// split dividendLo
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u1 := uint32(dls >> 32)
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u0 := uint32(dls & longMask)
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// tmp1 = top 64 of dividend << shift
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tmp1 := (dividendHi << shift) | (dividendLo >> (64 - shift))
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var q1, rtmp1 uint64
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if v1 == 1 {
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q1 = tmp1
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rtmp1 = 0
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} else {
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//check(tmp1 >= 0)
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q1 = tmp1 / v1 // DIVIDE top 64 / top 32
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rtmp1 = tmp1 % v1 // remainder
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}
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// adjust if quotient estimate too large
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//check(q1 < divNumBase)
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for q1*v0 > make64(uint32(rtmp1), u1) {
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// done about 5.5 per 10,000 divides
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q1--
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rtmp1 += v1
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if rtmp1 >= divNumBase {
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break
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}
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}
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//check(q1 >= 0)
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u2 := tmp1 & longMask // low half
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// u2,u1 is the MIDDLE 64 bits of the dividend
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tmp2 := mulsub(uint32(u2), uint32(u1), uint32(v1), uint32(v0), q1)
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var q0, rtmp2 uint64
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if v1 == 1 {
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q0 = tmp2
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rtmp2 = 0
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} else {
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q0 = tmp2 / v1 // DIVIDE dividend remainder 64 / divisor high 32
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rtmp2 = tmp2 % v1
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}
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// adjust if quotient estimate too large
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//check(q0 < divNumBase)
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for q0*v0 > make64(uint32(rtmp2), u0) {
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// done about .33 times per divide
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q0--
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rtmp2 += v1
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if rtmp2 >= divNumBase {
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break
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}
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//check(q0 < divNumBase)
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}
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//check(q1 <= math.MaxUint32)
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//check(q0 <= math.MaxUint32)
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return make64(uint32(q1), uint32(q0))
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}
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// mulsub returns u1,u0 - v1,v0 * q0
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func mulsub(u1, u0, v1, v0 uint32, q0 uint64) uint64 {
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tmp := uint64(u0) - q0*uint64(v0)
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return make64(u1+uint32(tmp>>32)-uint32(q0*uint64(v1)), uint32(tmp&longMask))
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}
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func make64(hi, lo uint32) uint64 {
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return uint64(hi)<<32 | uint64(lo)
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}
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