feat(osmomath): BigDec power function with integer exponent, overflow tests at max spot price #3676
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
… tests at max spot price
ValarDragon
reviewed
Dec 9, 2022
| // PowerInteger takes a given decimal to an integer power | ||
| // and returns the result. Non-mutative. Uses square and multiply | ||
| // algorithm for performing the calculation. | ||
| func (d BigDec) PowerInteger(power uint64) BigDec { |
There was a problem hiding this comment.
Do we have mutative multiplication on bigdec?
If so, lets make a PowerIntegerMut, have this create a copy, and then run PowerIntegerMut on the copy
There was a problem hiding this comment.
There is no mutative multiplication. This would require introducing MulMut and refactoring Mul to utilize that.
I'm going to implement that in a separate PR. As soon as the new PR is merged, I will rebase this and implement the requested change.
ValarDragon
reviewed
Dec 9, 2022
Comment on lines
+1113
to
+1118
| "-3 ^ 4 = 81": { | ||
| base: NewBigDec(-3), | ||
| exponent: 4, | ||
|
|
||
| expectedResult: NewBigDec(81), | ||
| }, |
There was a problem hiding this comment.
Can we do one to an exponent like 50 (something longer, with both 1's and 0's)
ValarDragon
approved these changes
Dec 9, 2022
p0mvn
added
V:state/compatible/backport
p0mvn
added a commit
that referenced
this pull request
Dec 10, 2022
* feat(scripts): polynomial and rational approximations * typos * md lint * osmomath things * rename solve -> evaluate * terminology corrections for actual function * correct terminology for rational matrix * Revert "osmomath things" This reverts commit 90f137e. * compute and print max error * increase num_points_plot * polynomial_num_terms = numerator_terms + denominator_terms * add ability to approximate errors * clean up plot errors * clean up * clean up * clean up * clean up * refactores equispaced with higher precision * fix chebyshev poly * refactor chebyshev rational * clean up * updates * updates * updates * plot errors on range * isolate exponent approximation choice with expected precision * add comments in main.py * README updates * update readme and requirements * requirements.txt and gitignore updates * clean ups and docs * readme * update test test_construct_matrix_3_3 * feat(osmomath): BigDec power function with integer exponent, overflow tests at max spot price (#3676) * feat(osmomath): BigDec power function with integer exponent, overflow tests at max spot price * euler's number * nolint * more tests * changelog * feat(osmomath): mutative `PowerIntegerMut` function on `osmomath.BigDec` (#3680)
mergify bot
pushed a commit
that referenced
this pull request
Dec 10, 2022
* feat(scripts): polynomial and rational approximations * typos * md lint * osmomath things * rename solve -> evaluate * terminology corrections for actual function * correct terminology for rational matrix * Revert "osmomath things" This reverts commit 90f137e. * compute and print max error * increase num_points_plot * polynomial_num_terms = numerator_terms + denominator_terms * add ability to approximate errors * clean up plot errors * clean up * clean up * clean up * clean up * refactores equispaced with higher precision * fix chebyshev poly * refactor chebyshev rational * clean up * updates * updates * updates * plot errors on range * isolate exponent approximation choice with expected precision * add comments in main.py * README updates * update readme and requirements * requirements.txt and gitignore updates * clean ups and docs * readme * update test test_construct_matrix_3_3 * feat(osmomath): BigDec power function with integer exponent, overflow tests at max spot price (#3676) * feat(osmomath): BigDec power function with integer exponent, overflow tests at max spot price * euler's number * nolint * more tests * changelog * feat(osmomath): mutative `PowerIntegerMut` function on `osmomath.BigDec` (#3680) (cherry picked from commit 5f55d1b) # Conflicts: # .gitignore # CHANGELOG.md
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Progress towards: #3013
What is the purpose of the change
This PR introduces a
PowerIntegerfunction defined onBigDecto compute the power with an integer exponent.The implementation is copied over from
sdk.Decand uses square and multiply algorithm.All pre-existing tests are also copied from the SDK and pass. More tests around max spot price are added to ensure that there are no-overflows occurring in geometric twap.
This function will be used by the future
Powerfunction that takes a decimal exponent. In that function, we split integer and non-integer part of the exponent. The integer part will be computed using thisPowerIntegerfunction. The non-integer part will be computed using Chebyshev Rational Approximation with 13 parameters. The progress towards that can be seen in: #3620