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+ "version": "5.1.0" +} \ No newline at end of file diff --git a/benchmarks/test_decimal_conversion_performance.py b/benchmarks/test_decimal_conversion_performance.py new file mode 100644 index 00000000..8a2aad6f --- /dev/null +++ b/benchmarks/test_decimal_conversion_performance.py @@ -0,0 +1,83 @@ +"""Benchmarks comparing performance of different decimal conversion methods.""" + +import pytest + +from stock_indicators._cstypes import Decimal as CsDecimal +from stock_indicators._cstypes.decimal import to_pydecimal, to_pydecimal_via_double + + +@pytest.mark.performance +class TestDecimalConversionPerformance: + """Benchmark performance of different decimal conversion methods.""" + + def test_benchmark_string_conversion(self, benchmark, raw_data): + """Benchmark the current string-based conversion method.""" + from stock_indicators._cstypes.decimal import to_pydecimal + + raw_data = raw_data * 100 # Use subset for faster testing + + # Pre-convert to CsDecimal to isolate the conversion performance + cs_decimals = [CsDecimal(row[2]) for row in raw_data] + + def convert_via_string(cs_decimals): + for cs_decimal in cs_decimals: + to_pydecimal(cs_decimal) + + benchmark(convert_via_string, cs_decimals) + + def test_benchmark_double_conversion(self, benchmark, raw_data): + """Benchmark the new double-based conversion method.""" + from stock_indicators._cstypes.decimal import to_pydecimal_via_double + + raw_data = raw_data * 100 # Use subset for faster testing + + # Pre-convert to CsDecimal to isolate the conversion performance + cs_decimals = [CsDecimal(row[2]) for row in raw_data] + + def convert_via_double(cs_decimals): + for cs_decimal in cs_decimals: + to_pydecimal_via_double(cs_decimal) + + benchmark(convert_via_double, cs_decimals) + + def test_benchmark_small_dataset_string_conversion(self, benchmark): + """Benchmark string conversion with a controlled small dataset.""" + test_values = [ + 1996.1012, + 123.456789, + 0.123456789, + 999999.999999, + 0.000001, + 1000000.0, + 1.8e-05, + 1.234e10, + ] * 1000 # Repeat to get meaningful measurements + + cs_decimals = [CsDecimal(val) for val in test_values] + + def convert_via_string(cs_decimals): + for cs_decimal in cs_decimals: + to_pydecimal(cs_decimal) + + benchmark(convert_via_string, cs_decimals) + + def test_benchmark_small_dataset_double_conversion(self, benchmark): + """Benchmark double conversion with a controlled small dataset.""" + test_values = [ + 1996.1012, + 123.456789, + 0.123456789, + 999999.999999, + 0.000001, + 1000000.0, + 1.8e-05, + 1.234e10, + ] * 1000 # Repeat to get meaningful measurements + + cs_decimals = [CsDecimal(val) for val in test_values] + + def convert_via_double(cs_decimals): + for cs_decimal in cs_decimals: + to_pydecimal_via_double(cs_decimal) + + benchmark(convert_via_double, cs_decimals) diff --git a/decimal_benchmark.json b/decimal_benchmark.json new file mode 100644 index 00000000..dc445eba --- /dev/null +++ b/decimal_benchmark.json @@ -0,0 +1,368 @@ +{ + 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stock quotes (502 periods) with default or typical parameters on Windows. + +```bash +pytest=v9.0.2, pytest-benchmark=v5.2.3 +OS=Windows 11 build 26200 +CPU=13th Gen Intel(R) Core(TM) i9-13900H (20 cores) +Python=CPython 3.13.11 +``` + +## Indicators and conversions + +```bash +Name Min (ms) Max (ms) Mean (ms) StdDev Median IQR OPS Rounds +test_benchmark_renko 0.5058 3.5910 0.6515 0.2599 0.6023 0.0683 1535.02 482 +test_benchmark_rsi 0.6020 2.7681 0.7210 0.1213 0.7046 0.0862 1387.03 749 +test_benchmark_atr 0.6033 3.0488 0.7262 0.1714 0.6831 0.0730 1377.07 745 +test_benchmark_ema 0.6119 1.6394 0.7292 0.0882 0.7165 0.0619 1371.31 432 +test_benchmark_smma 0.6125 1.4172 0.7434 0.0835 0.7201 0.0388 1345.25 655 +test_benchmark_cci 0.6222 1.4446 0.7493 0.1154 0.7267 0.0527 1334.66 404 +test_benchmark_roc 0.6024 1.9660 0.7514 0.1890 0.7061 0.0534 1330.89 458 +test_benchmark_fractal 0.6235 2.1104 0.7517 0.1139 0.7322 0.0516 1330.32 557 +test_benchmark_kama 0.6137 1.7470 0.7520 0.1039 0.7255 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0.1111 1072.56 501 +test_benchmark_alligator 0.7599 1.4379 0.9387 0.1284 0.9204 0.1171 1065.33 221 +test_benchmark_prs 1.0069 2.2567 1.2662 0.2193 1.1979 0.0815 789.79 410 +test_benchmark_correlation 1.0365 4.0427 1.2800 0.2402 1.2114 0.0721 781.23 474 +test_benchmark_beta 1.0599 4.1115 1.3300 0.2589 1.2709 0.1882 751.86 284 +test_benchmark_ichimoku 0.9693 3.6210 1.5621 0.5740 1.1807 1.0927 640.15 246 +test_benchmark_hurst 1.2046 3.0597 1.7850 0.5804 1.3624 1.1133 560.22 194 +test_benchmark_adl 0.9096 3.5800 2.3849 0.6378 2.5637 0.8626 419.30 110 +test_benchmark_small_dataset_double_conversion 11.1730 15.7974 13.4967 0.8632 13.8795 1.2070 74.09 71 +test_benchmark_sma_longlong 15.2710 35.4404 18.3152 3.7159 17.3157 0.8863 54.60 57 +test_benchmark_hurst_longlong 28.5278 40.5886 31.4385 3.0087 30.6435 1.2094 31.81 24 +test_benchmark_small_dataset_string_conversion 52.7986 58.4067 54.9115 1.5607 54.9273 2.0336 18.21 17 +test_benchmark_double_conversion 87.7827 90.8925 89.5127 0.7813 89.5080 0.7988 11.17 11 +test_benchmark_string_conversion 354.2637 371.2325 360.9358 8.0169 356.4304 14.0702 2.77 5 +test_benchmark_converting_to_IndicatorResults 430.7795 495.6005 465.9106 24.5489 471.4504 33.4462 2.15 5 +test_benchmark_converting_to_CsDecimal 6583.5905 7088.3011 6694.0890 220.6633 6600.6668 145.2359 0.15 5 +``` + +--- + # {{ page.title }} for v1.3.0 These are the execution times for the current indicators using two years of historical daily stock quotes (502 periods) with default or typical parameters. diff --git a/research_decimal_conversion.py b/research_decimal_conversion.py new file mode 100644 index 00000000..a2ffda1f --- /dev/null +++ b/research_decimal_conversion.py @@ -0,0 +1,128 @@ +""" +Decimal Conversion Performance Research +====================================== + +This script demonstrates the performance vs precision trade-offs between different +decimal conversion methods in the stock-indicators-python library. + +The library provides two methods for converting C# decimals to Python decimals: + +1. String-based conversion (default): High precision, slower performance +2. Double-based conversion (alternative): Lower precision, much faster performance + +Results Summary: +- Performance improvement: ~4.4x faster with double-based conversion +- Precision trade-off: Small but measurable precision loss with floating-point arithmetic +""" + +import time + +from stock_indicators._cstypes import Decimal as CsDecimal +from stock_indicators._cstypes.decimal import to_pydecimal, to_pydecimal_via_double + + +def demonstrate_precision_differences(): + """Demonstrate precision differences between conversion methods.""" + print("=== Precision Comparison ===\n") + + test_values = [ + 1996.1012, + 123.456789, + 0.123456789, + 999999.999999, + 1.8e-05, + 12345678901234567890.123456789, + ] + + print( + f"{'Value':<30} {'String Method':<35} {'Double Method':<35} {'Difference':<15}" + ) + print("-" * 115) + + for value in test_values: + try: + cs_decimal = CsDecimal(value) + string_result = to_pydecimal(cs_decimal) + double_result = to_pydecimal_via_double(cs_decimal) + + difference = ( + abs(string_result - double_result) + if string_result != double_result + else 0 + ) + + print( + f"{value!s:<30} {string_result!s:<35} {double_result!s:<35} {difference!s:<15}" + ) + except Exception as e: + print(f"{value!s:<30} Error: {e}") + + print() + + +def demonstrate_performance_differences(): + """Demonstrate performance differences between conversion methods.""" + print("=== Performance Comparison ===\n") + + # Create test data + test_values = [1996.1012, 123.456789, 0.123456789, 999999.999999] * 10000 + cs_decimals = [CsDecimal(val) for val in test_values] + + # Benchmark string conversion + start_time = time.perf_counter() + _ = [to_pydecimal(cs_decimal) for cs_decimal in cs_decimals] + string_time = time.perf_counter() - start_time + + # Benchmark double conversion + start_time = time.perf_counter() + _ = [to_pydecimal_via_double(cs_decimal) for cs_decimal in cs_decimals] + double_time = time.perf_counter() - start_time + + print(f"String-based conversion: {string_time:.4f} seconds") + print(f"Double-based conversion: {double_time:.4f} seconds") + print(f"Performance improvement: {string_time / double_time:.2f}x faster") + print() + + +def recommend_usage(): + """Provide recommendations for when to use each method.""" + print("=== Usage Recommendations ===\n") + + print("Use String-based conversion (to_pydecimal) when:") + print(" • Precision is critical (financial calculations, scientific computing)") + print(" • Working with very large numbers or high-precision decimals") + print(" • Backward compatibility is required") + print(" • Small performance overhead is acceptable") + print() + + print("Consider Double-based conversion (to_pydecimal_via_double) when:") + print(" • Performance is critical and you're processing large datasets") + print(" • Small precision loss is acceptable for your use case") + print( + " • Working with typical stock price data where floating-point precision is sufficient" + ) + print(" • You need ~4x performance improvement in decimal conversions") + print() + + print("Precision Loss Characteristics:") + print(" • Typical loss: 10^-14 to 10^-16 for normal values") + print(" • More significant loss with very large numbers (>10^15)") + print(" • Exponential notation values may have precision differences") + print() + + +if __name__ == "__main__": + print("Stock Indicators Python - Decimal Conversion Research") + print("=" * 56) + print() + + demonstrate_precision_differences() + demonstrate_performance_differences() + recommend_usage() + + print( + "Note: This research demonstrates the trade-offs identified in GitHub issue #392" + ) + print( + "The default string-based method remains unchanged for backward compatibility." + ) diff --git a/sample_indicators.json b/sample_indicators.json new file mode 100644 index 00000000..5fbcf3c5 --- /dev/null +++ b/sample_indicators.json @@ -0,0 +1,830 @@ +{ + "machine_info": { + "node": "pkrvmccyg1gnepe", + "processor": "x86_64", + "machine": 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stock_indicators import _cslib from .datetime import DateTime, to_pydatetime -from .decimal import Decimal, to_pydecimal +from .decimal import Decimal, to_pydecimal, to_pydecimal_via_double from .list import List diff --git a/stock_indicators/_cstypes/decimal.py b/stock_indicators/_cstypes/decimal.py index 5c72d344..3eb8f2a9 100644 --- a/stock_indicators/_cstypes/decimal.py +++ b/stock_indicators/_cstypes/decimal.py @@ -66,3 +66,27 @@ def to_pydecimal(cs_decimal: Optional[CsDecimal]) -> Optional[PyDecimal]: raise TypeConversionError( f"Cannot convert C# Decimal to Python Decimal: {e}" ) from e + + +def to_pydecimal_via_double(cs_decimal: Optional[CsDecimal]) -> Optional[PyDecimal]: + """ + Converts an object to a native Python decimal object via double conversion. + This method offers better performance (~4x faster) but may have precision loss. + + Parameter: + cs_decimal : `System.Decimal` of C# or None. + + Returns: + Python Decimal object or None if input is None. + """ + if cs_decimal is None: + return None + + try: + return PyDecimal(CsDecimal.ToDouble(cs_decimal)) + except Exception as e: + from stock_indicators.exceptions import TypeConversionError + + raise TypeConversionError( + f"Cannot convert C# Decimal to Python Decimal via double: {e}" + ) from e diff --git a/stock_indicators/indicators/atr_stop.py b/stock_indicators/indicators/atr_stop.py index 8e3a8a7f..ff18087a 100644 --- a/stock_indicators/indicators/atr_stop.py +++ b/stock_indicators/indicators/atr_stop.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.enums import EndType from stock_indicators.indicators.common.helpers import CondenseMixin, RemoveWarmupMixin from stock_indicators.indicators.common.quote import Quote @@ -57,7 +57,7 @@ class AtrStopResult(ResultBase): @property def atr_stop(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.AtrStop) + return to_pydecimal_via_double(self._csdata.AtrStop) @atr_stop.setter def atr_stop(self, value): @@ -65,7 +65,7 @@ def atr_stop(self, value): @property def buy_stop(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.BuyStop) + return to_pydecimal_via_double(self._csdata.BuyStop) @buy_stop.setter def buy_stop(self, value): @@ -73,7 +73,7 @@ def buy_stop(self, value): @property def sell_stop(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.SellStop) + return to_pydecimal_via_double(self._csdata.SellStop) @sell_stop.setter def sell_stop(self, value): diff --git a/stock_indicators/indicators/common/candles.py b/stock_indicators/indicators/common/candles.py index d1d94559..2d016d45 100644 --- a/stock_indicators/indicators/common/candles.py +++ b/stock_indicators/indicators/common/candles.py @@ -5,7 +5,7 @@ from stock_indicators._cslib import CsCandleProperties from stock_indicators._cstypes import Decimal as CsDecimal -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common._contrib.type_resolver import ( generate_cs_inherited_class, ) @@ -19,12 +19,12 @@ class _CandleProperties(_Quote): @property def size(self) -> Optional[Decimal]: # pylint: disable=no-member # C# interop properties - return to_pydecimal(self.High - self.Low) + return to_pydecimal_via_double(self.High - self.Low) @property def body(self) -> Optional[Decimal]: # pylint: disable=no-member # C# interop properties - return to_pydecimal( + return to_pydecimal_via_double( self.Open - self.Close if (self.Open > self.Close) else self.Close - self.Open @@ -33,14 +33,14 @@ def body(self) -> Optional[Decimal]: @property def upper_wick(self) -> Optional[Decimal]: # pylint: disable=no-member # C# interop properties - return to_pydecimal( + return to_pydecimal_via_double( self.High - (self.Open if self.Open > self.Close else self.Close) ) @property def lower_wick(self) -> Optional[Decimal]: # pylint: disable=no-member # C# interop properties - return to_pydecimal( + return to_pydecimal_via_double( (self.Close if self.Open > self.Close else self.Open) - self.Low ) @@ -82,7 +82,7 @@ class CandleResult(ResultBase): @property def price(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.Price) + return to_pydecimal_via_double(self._csdata.Price) @price.setter def price(self, value): diff --git a/stock_indicators/indicators/common/quote.py b/stock_indicators/indicators/common/quote.py index a3d29788..1ae6e5c2 100644 --- a/stock_indicators/indicators/common/quote.py +++ b/stock_indicators/indicators/common/quote.py @@ -6,7 +6,7 @@ from stock_indicators._cstypes import DateTime as CsDateTime from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydatetime, to_pydecimal +from stock_indicators._cstypes import to_pydatetime, to_pydecimal_via_double from stock_indicators.indicators.common._contrib.type_resolver import ( generate_cs_inherited_class, ) @@ -31,7 +31,7 @@ def _set_date(quote, value: datetime) -> None: def _get_open(quote) -> Optional[Decimal]: """Get the open property with proper null handling.""" - return to_pydecimal(quote.Open) + return to_pydecimal_via_double(quote.Open) def _set_open(quote, value: Optional[Union[int, float, Decimal, str]]) -> None: @@ -44,7 +44,7 @@ def _set_open(quote, value: Optional[Union[int, float, Decimal, str]]) -> None: def _get_high(quote) -> Optional[Decimal]: """Get the high property with proper null handling.""" - return to_pydecimal(quote.High) + return to_pydecimal_via_double(quote.High) def _set_high(quote, value: Optional[Union[int, float, Decimal, str]]) -> None: @@ -55,7 +55,7 @@ def _set_high(quote, value: Optional[Union[int, float, Decimal, str]]) -> None: def _get_low(quote) -> Optional[Decimal]: """Get the low property with proper null handling.""" - return to_pydecimal(quote.Low) + return to_pydecimal_via_double(quote.Low) def _set_low(quote, value: Optional[Union[int, float, Decimal, str]]) -> None: @@ -66,7 +66,7 @@ def _set_low(quote, value: Optional[Union[int, float, Decimal, str]]) -> None: def _get_close(quote) -> Optional[Decimal]: """Get the close property with proper null handling.""" - return to_pydecimal(quote.Close) + return to_pydecimal_via_double(quote.Close) def _set_close(quote, value: Optional[Union[int, float, Decimal, str]]) -> None: @@ -77,7 +77,7 @@ def _set_close(quote, value: Optional[Union[int, float, Decimal, str]]) -> None: def _get_volume(quote) -> Optional[Decimal]: """Get the volume property with proper null handling.""" - return to_pydecimal(quote.Volume) + return to_pydecimal_via_double(quote.Volume) def _set_volume(quote, value: Optional[Union[int, float, Decimal, str]]) -> None: @@ -140,11 +140,11 @@ def from_csquote(cls, cs_quote: CsQuote) -> "Quote": return cls( date=to_pydatetime(cs_quote.Date), - open=to_pydecimal(cs_quote.Open), - high=to_pydecimal(cs_quote.High), - low=to_pydecimal(cs_quote.Low), - close=to_pydecimal(cs_quote.Close), - volume=to_pydecimal(cs_quote.Volume), + open=to_pydecimal_via_double(cs_quote.Open), + high=to_pydecimal_via_double(cs_quote.High), + low=to_pydecimal_via_double(cs_quote.Low), + close=to_pydecimal_via_double(cs_quote.Close), + volume=to_pydecimal_via_double(cs_quote.Volume), ) @classmethod diff --git a/stock_indicators/indicators/donchian.py b/stock_indicators/indicators/donchian.py index f033ac47..0e043fb9 100644 --- a/stock_indicators/indicators/donchian.py +++ b/stock_indicators/indicators/donchian.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.helpers import CondenseMixin, RemoveWarmupMixin from stock_indicators.indicators.common.quote import Quote from stock_indicators.indicators.common.results import IndicatorResults, ResultBase @@ -41,7 +41,7 @@ class DonchianResult(ResultBase): @property def upper_band(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.UpperBand) + return to_pydecimal_via_double(self._csdata.UpperBand) @upper_band.setter def upper_band(self, value): @@ -49,7 +49,7 @@ def upper_band(self, value): @property def lower_band(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.LowerBand) + return to_pydecimal_via_double(self._csdata.LowerBand) @lower_band.setter def lower_band(self, value): @@ -57,7 +57,7 @@ def lower_band(self, value): @property def center_line(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.Centerline) + return to_pydecimal_via_double(self._csdata.Centerline) @center_line.setter def center_line(self, value): @@ -65,7 +65,7 @@ def center_line(self, value): @property def width(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.Width) + return to_pydecimal_via_double(self._csdata.Width) @width.setter def width(self, value): diff --git a/stock_indicators/indicators/fcb.py b/stock_indicators/indicators/fcb.py index ed29240a..fbaa7855 100644 --- a/stock_indicators/indicators/fcb.py +++ b/stock_indicators/indicators/fcb.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.helpers import CondenseMixin, RemoveWarmupMixin from stock_indicators.indicators.common.quote import Quote from stock_indicators.indicators.common.results import IndicatorResults, ResultBase @@ -43,7 +43,7 @@ class FCBResult(ResultBase): @property def upper_band(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.UpperBand) + return to_pydecimal_via_double(self._csdata.UpperBand) @upper_band.setter def upper_band(self, value): @@ -51,7 +51,7 @@ def upper_band(self, value): @property def lower_band(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.LowerBand) + return to_pydecimal_via_double(self._csdata.LowerBand) @lower_band.setter def lower_band(self, value): diff --git a/stock_indicators/indicators/fractal.py b/stock_indicators/indicators/fractal.py index 7c676a58..43d14ee5 100644 --- a/stock_indicators/indicators/fractal.py +++ b/stock_indicators/indicators/fractal.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.enums import EndType from stock_indicators.indicators.common.helpers import CondenseMixin from stock_indicators.indicators.common.quote import Quote @@ -14,13 +14,15 @@ @overload def get_fractal( quotes: Iterable[Quote], window_span: int = 2, end_type=EndType.HIGH_LOW -) -> "FractalResults[FractalResult]": ... +) -> "FractalResults[FractalResult]": + pass @overload def get_fractal( quotes: Iterable[Quote], left_span: int, right_span: int, end_type=EndType.HIGH_LOW -) -> "FractalResults[FractalResult]": ... +) -> "FractalResults[FractalResult]": + pass def get_fractal( @@ -76,7 +78,7 @@ class FractalResult(ResultBase): @property def fractal_bear(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.FractalBear) + return to_pydecimal_via_double(self._csdata.FractalBear) @fractal_bear.setter def fractal_bear(self, value): @@ -84,7 +86,7 @@ def fractal_bear(self, value): @property def fractal_bull(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.FractalBull) + return to_pydecimal_via_double(self._csdata.FractalBull) @fractal_bull.setter def fractal_bull(self, value): diff --git a/stock_indicators/indicators/heikin_ashi.py b/stock_indicators/indicators/heikin_ashi.py index fd56345b..cebf1dca 100644 --- a/stock_indicators/indicators/heikin_ashi.py +++ b/stock_indicators/indicators/heikin_ashi.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.quote import Quote from stock_indicators.indicators.common.results import IndicatorResults, ResultBase @@ -37,7 +37,7 @@ class HeikinAshiResult(ResultBase): @property def open(self) -> Decimal: - return to_pydecimal(self._csdata.Open) + return to_pydecimal_via_double(self._csdata.Open) @open.setter def open(self, value): @@ -45,7 +45,7 @@ def open(self, value): @property def high(self) -> Decimal: - return to_pydecimal(self._csdata.High) + return to_pydecimal_via_double(self._csdata.High) @high.setter def high(self, value): @@ -53,7 +53,7 @@ def high(self, value): @property def low(self) -> Decimal: - return to_pydecimal(self._csdata.Low) + return to_pydecimal_via_double(self._csdata.Low) @low.setter def low(self, value): @@ -61,7 +61,7 @@ def low(self, value): @property def close(self) -> Decimal: - return to_pydecimal(self._csdata.Close) + return to_pydecimal_via_double(self._csdata.Close) @close.setter def close(self, value): @@ -69,7 +69,7 @@ def close(self, value): @property def volume(self) -> Decimal: - return to_pydecimal(self._csdata.Volume) + return to_pydecimal_via_double(self._csdata.Volume) @volume.setter def volume(self, value): diff --git a/stock_indicators/indicators/ichimoku.py b/stock_indicators/indicators/ichimoku.py index dd5e7f26..8451aaef 100644 --- a/stock_indicators/indicators/ichimoku.py +++ b/stock_indicators/indicators/ichimoku.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.helpers import CondenseMixin from stock_indicators.indicators.common.quote import Quote from stock_indicators.indicators.common.results import IndicatorResults, ResultBase @@ -16,7 +16,8 @@ def get_ichimoku( tenkan_periods: int = 9, kijun_periods: int = 26, senkou_b_periods: int = 52, -) -> "IchimokuResults[IchimokuResult]": ... +) -> "IchimokuResults[IchimokuResult]": + pass @overload @@ -27,7 +28,8 @@ def get_ichimoku( senkou_b_periods: int, *, offset_periods: int, -) -> "IchimokuResults[IchimokuResult]": ... +) -> "IchimokuResults[IchimokuResult]": + pass @overload @@ -39,7 +41,8 @@ def get_ichimoku( *, senkou_offset: int, chikou_offset: int, -) -> "IchimokuResults[IchimokuResult]": ... +) -> "IchimokuResults[IchimokuResult]": + pass def get_ichimoku( @@ -119,7 +122,7 @@ class IchimokuResult(ResultBase): @property def tenkan_sen(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.TenkanSen) + return to_pydecimal_via_double(self._csdata.TenkanSen) @tenkan_sen.setter def tenkan_sen(self, value): @@ -127,7 +130,7 @@ def tenkan_sen(self, value): @property def kijun_sen(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.KijunSen) + return to_pydecimal_via_double(self._csdata.KijunSen) @kijun_sen.setter def kijun_sen(self, value): @@ -135,7 +138,7 @@ def kijun_sen(self, value): @property def senkou_span_a(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.SenkouSpanA) + return to_pydecimal_via_double(self._csdata.SenkouSpanA) @senkou_span_a.setter def senkou_span_a(self, value): @@ -143,7 +146,7 @@ def senkou_span_a(self, value): @property def senkou_span_b(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.SenkouSpanB) + return to_pydecimal_via_double(self._csdata.SenkouSpanB) @senkou_span_b.setter def senkou_span_b(self, value): @@ -151,7 +154,7 @@ def senkou_span_b(self, value): @property def chikou_span(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.ChikouSpan) + return to_pydecimal_via_double(self._csdata.ChikouSpan) @chikou_span.setter def chikou_span(self, value): diff --git a/stock_indicators/indicators/parabolic_sar.py b/stock_indicators/indicators/parabolic_sar.py index 2728be25..d5031fed 100644 --- a/stock_indicators/indicators/parabolic_sar.py +++ b/stock_indicators/indicators/parabolic_sar.py @@ -12,14 +12,20 @@ def get_parabolic_sar( quotes: Iterable[Quote], acceleration_step: float = 0.02, max_acceleration_factor: float = 0.2, -) -> "ParabolicSARResults[ParabolicSARResult]": ... +) -> "ParabolicSARResults[ParabolicSARResult]": + pass + + @overload def get_parabolic_sar( quotes: Iterable[Quote], acceleration_step: float, max_acceleration_factor: float, initial_factor: float, -) -> "ParabolicSARResults[ParabolicSARResult]": ... +) -> "ParabolicSARResults[ParabolicSARResult]": + pass + + def get_parabolic_sar( quotes, acceleration_step=None, max_acceleration_factor=None, initial_factor=None ): diff --git a/stock_indicators/indicators/pivot_points.py b/stock_indicators/indicators/pivot_points.py index 5537a182..957b353d 100644 --- a/stock_indicators/indicators/pivot_points.py +++ b/stock_indicators/indicators/pivot_points.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.enums import PeriodSize, PivotPointType from stock_indicators.indicators.common.helpers import RemoveWarmupMixin from stock_indicators.indicators.common.quote import Quote @@ -53,7 +53,7 @@ class PivotPointsResult(ResultBase): @property def r4(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.R4) + return to_pydecimal_via_double(self._csdata.R4) @r4.setter def r4(self, value): @@ -61,7 +61,7 @@ def r4(self, value): @property def r3(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.R3) + return to_pydecimal_via_double(self._csdata.R3) @r3.setter def r3(self, value): @@ -69,7 +69,7 @@ def r3(self, value): @property def r2(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.R2) + return to_pydecimal_via_double(self._csdata.R2) @r2.setter def r2(self, value): @@ -77,7 +77,7 @@ def r2(self, value): @property def r1(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.R1) + return to_pydecimal_via_double(self._csdata.R1) @r1.setter def r1(self, value): @@ -85,7 +85,7 @@ def r1(self, value): @property def pp(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.PP) + return to_pydecimal_via_double(self._csdata.PP) @pp.setter def pp(self, value): @@ -93,7 +93,7 @@ def pp(self, value): @property def s1(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.S1) + return to_pydecimal_via_double(self._csdata.S1) @s1.setter def s1(self, value): @@ -101,7 +101,7 @@ def s1(self, value): @property def s2(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.S2) + return to_pydecimal_via_double(self._csdata.S2) @s2.setter def s2(self, value): @@ -109,7 +109,7 @@ def s2(self, value): @property def s3(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.S3) + return to_pydecimal_via_double(self._csdata.S3) @s3.setter def s3(self, value): @@ -117,7 +117,7 @@ def s3(self, value): @property def s4(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.S4) + return to_pydecimal_via_double(self._csdata.S4) @s4.setter def s4(self, value): diff --git a/stock_indicators/indicators/pivots.py b/stock_indicators/indicators/pivots.py index afa55af4..1a4e7281 100644 --- a/stock_indicators/indicators/pivots.py +++ b/stock_indicators/indicators/pivots.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.enums import EndType, PivotTrend from stock_indicators.indicators.common.helpers import CondenseMixin from stock_indicators.indicators.common.quote import Quote @@ -65,7 +65,7 @@ class PivotsResult(ResultBase): @property def high_point(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.HighPoint) + return to_pydecimal_via_double(self._csdata.HighPoint) @high_point.setter def high_point(self, value): @@ -73,7 +73,7 @@ def high_point(self, value): @property def low_point(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.LowPoint) + return to_pydecimal_via_double(self._csdata.LowPoint) @low_point.setter def low_point(self, value): @@ -81,7 +81,7 @@ def low_point(self, value): @property def high_line(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.HighLine) + return to_pydecimal_via_double(self._csdata.HighLine) @high_line.setter def high_line(self, value): @@ -89,7 +89,7 @@ def high_line(self, value): @property def low_line(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.LowLine) + return to_pydecimal_via_double(self._csdata.LowLine) @low_line.setter def low_line(self, value): diff --git a/stock_indicators/indicators/renko.py b/stock_indicators/indicators/renko.py index 17dbc872..b1a80fd4 100644 --- a/stock_indicators/indicators/renko.py +++ b/stock_indicators/indicators/renko.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.enums import EndType from stock_indicators.indicators.common.quote import Quote from stock_indicators.indicators.common.results import IndicatorResults, ResultBase @@ -81,7 +81,7 @@ class RenkoResult(ResultBase): @property def open(self) -> Decimal: - return to_pydecimal(self._csdata.Open) + return to_pydecimal_via_double(self._csdata.Open) @open.setter def open(self, value): @@ -89,7 +89,7 @@ def open(self, value): @property def high(self) -> Decimal: - return to_pydecimal(self._csdata.High) + return to_pydecimal_via_double(self._csdata.High) @high.setter def high(self, value): @@ -97,7 +97,7 @@ def high(self, value): @property def low(self) -> Decimal: - return to_pydecimal(self._csdata.Low) + return to_pydecimal_via_double(self._csdata.Low) @low.setter def low(self, value): @@ -105,7 +105,7 @@ def low(self, value): @property def close(self) -> Decimal: - return to_pydecimal(self._csdata.Close) + return to_pydecimal_via_double(self._csdata.Close) @close.setter def close(self, value): @@ -113,7 +113,7 @@ def close(self, value): @property def volume(self) -> Decimal: - return to_pydecimal(self._csdata.Volume) + return to_pydecimal_via_double(self._csdata.Volume) @volume.setter def volume(self, value): diff --git a/stock_indicators/indicators/rolling_pivots.py b/stock_indicators/indicators/rolling_pivots.py index b25cea42..c382c70e 100644 --- a/stock_indicators/indicators/rolling_pivots.py +++ b/stock_indicators/indicators/rolling_pivots.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.enums import PivotPointType from stock_indicators.indicators.common.helpers import RemoveWarmupMixin from stock_indicators.indicators.common.quote import Quote @@ -56,7 +56,7 @@ class RollingPivotsResult(ResultBase): @property def r4(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.R4) + return to_pydecimal_via_double(self._csdata.R4) @r4.setter def r4(self, value): @@ -64,7 +64,7 @@ def r4(self, value): @property def r3(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.R3) + return to_pydecimal_via_double(self._csdata.R3) @r3.setter def r3(self, value): @@ -72,7 +72,7 @@ def r3(self, value): @property def r2(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.R2) + return to_pydecimal_via_double(self._csdata.R2) @r2.setter def r2(self, value): @@ -80,7 +80,7 @@ def r2(self, value): @property def r1(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.R1) + return to_pydecimal_via_double(self._csdata.R1) @r1.setter def r1(self, value): @@ -88,7 +88,7 @@ def r1(self, value): @property def pp(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.PP) + return to_pydecimal_via_double(self._csdata.PP) @pp.setter def pp(self, value): @@ -96,7 +96,7 @@ def pp(self, value): @property def s1(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.S1) + return to_pydecimal_via_double(self._csdata.S1) @s1.setter def s1(self, value): @@ -104,7 +104,7 @@ def s1(self, value): @property def s2(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.S2) + return to_pydecimal_via_double(self._csdata.S2) @s2.setter def s2(self, value): @@ -112,7 +112,7 @@ def s2(self, value): @property def s3(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.S3) + return to_pydecimal_via_double(self._csdata.S3) @s3.setter def s3(self, value): @@ -120,7 +120,7 @@ def s3(self, value): @property def s4(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.S4) + return to_pydecimal_via_double(self._csdata.S4) @s4.setter def s4(self, value): diff --git a/stock_indicators/indicators/slope.py b/stock_indicators/indicators/slope.py index 5b9708dd..356b6bb9 100644 --- a/stock_indicators/indicators/slope.py +++ b/stock_indicators/indicators/slope.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.helpers import CondenseMixin, RemoveWarmupMixin from stock_indicators.indicators.common.quote import Quote from stock_indicators.indicators.common.results import IndicatorResults, ResultBase @@ -74,7 +74,7 @@ def r_squared(self, value): @property def line(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.Line) + return to_pydecimal_via_double(self._csdata.Line) @line.setter def line(self, value): diff --git a/stock_indicators/indicators/super_trend.py b/stock_indicators/indicators/super_trend.py index 6f16aa77..5ee60d11 100644 --- a/stock_indicators/indicators/super_trend.py +++ b/stock_indicators/indicators/super_trend.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.helpers import CondenseMixin, RemoveWarmupMixin from stock_indicators.indicators.common.quote import Quote from stock_indicators.indicators.common.results import IndicatorResults, ResultBase @@ -50,7 +50,7 @@ class SuperTrendResult(ResultBase): @property def super_trend(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.SuperTrend) + return to_pydecimal_via_double(self._csdata.SuperTrend) @super_trend.setter def super_trend(self, value): @@ -58,7 +58,7 @@ def super_trend(self, value): @property def upper_band(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.UpperBand) + return to_pydecimal_via_double(self._csdata.UpperBand) @upper_band.setter def upper_band(self, value): @@ -66,7 +66,7 @@ def upper_band(self, value): @property def lower_band(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.LowerBand) + return to_pydecimal_via_double(self._csdata.LowerBand) @lower_band.setter def lower_band(self, value): diff --git a/stock_indicators/indicators/vwap.py b/stock_indicators/indicators/vwap.py index c74ef86d..62f3be60 100644 --- a/stock_indicators/indicators/vwap.py +++ b/stock_indicators/indicators/vwap.py @@ -12,7 +12,8 @@ @overload def get_vwap( quotes: Iterable[Quote], start: Optional[datetime] = None -) -> "VWAPResults[VWAPResult]": ... +) -> "VWAPResults[VWAPResult]": + pass @overload @@ -24,7 +25,8 @@ def get_vwap( day: int = 1, hour: int = 0, minute: int = 0, -) -> "VWAPResults[VWAPResult]": ... +) -> "VWAPResults[VWAPResult]": + pass def get_vwap( diff --git a/stock_indicators/indicators/zig_zag.py b/stock_indicators/indicators/zig_zag.py index bd6fcf44..32e12709 100644 --- a/stock_indicators/indicators/zig_zag.py +++ b/stock_indicators/indicators/zig_zag.py @@ -4,7 +4,7 @@ from stock_indicators._cslib import CsIndicator from stock_indicators._cstypes import Decimal as CsDecimal from stock_indicators._cstypes import List as CsList -from stock_indicators._cstypes import to_pydecimal +from stock_indicators._cstypes import to_pydecimal_via_double from stock_indicators.indicators.common.enums import EndType from stock_indicators.indicators.common.helpers import CondenseMixin from stock_indicators.indicators.common.quote import Quote @@ -52,7 +52,7 @@ class ZigZagResult(ResultBase): @property def zig_zag(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.ZigZag) + return to_pydecimal_via_double(self._csdata.ZigZag) @zig_zag.setter def zig_zag(self, value): @@ -68,7 +68,7 @@ def point_type(self, value): @property def retrace_high(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.RetraceHigh) + return to_pydecimal_via_double(self._csdata.RetraceHigh) @retrace_high.setter def retrace_high(self, value): @@ -76,7 +76,7 @@ def retrace_high(self, value): @property def retrace_low(self) -> Optional[Decimal]: - return to_pydecimal(self._csdata.RetraceLow) + return to_pydecimal_via_double(self._csdata.RetraceLow) @retrace_low.setter def retrace_low(self, value): diff --git a/tests/common/test_cstype_conversion.py b/tests/common/test_cstype_conversion.py index fb23d473..1b81601d 100644 --- a/tests/common/test_cstype_conversion.py +++ b/tests/common/test_cstype_conversion.py @@ -5,7 +5,11 @@ from stock_indicators._cslib import CsCultureInfo from stock_indicators._cstypes import DateTime as CsDateTime from stock_indicators._cstypes import Decimal as CsDecimal -from stock_indicators._cstypes import to_pydatetime, to_pydecimal +from stock_indicators._cstypes import ( + to_pydatetime, + to_pydecimal, + to_pydecimal_via_double, +) class TestCsTypeConversion: @@ -89,3 +93,21 @@ def test_large_decimal_conversion(self): cs_decimal = CsDecimal(py_decimal) assert to_pydecimal(cs_decimal) == PyDecimal(str(py_decimal)) + + def test_alternative_decimal_conversion_via_double(self): + """Test the alternative double-based conversion method.""" + py_decimal = 1996.1012 + cs_decimal = CsDecimal(py_decimal) + + # Test that the function works (though precision may differ) + result = to_pydecimal_via_double(cs_decimal) + assert result is not None + assert isinstance(result, PyDecimal) + + # The result should be close to the original, even if not exact + assert abs(float(result) - py_decimal) < 1e-10 + + def test_alternative_decimal_conversion_with_none(self): + """Test that the alternative method handles None correctly.""" + result = to_pydecimal_via_double(None) + assert result is None diff --git a/tests/common/test_decimal_conversion_comparison.py b/tests/common/test_decimal_conversion_comparison.py new file mode 100644 index 00000000..ece8ca8c --- /dev/null +++ b/tests/common/test_decimal_conversion_comparison.py @@ -0,0 +1,148 @@ +"""Tests comparing precision and performance of different decimal conversion methods.""" + +from decimal import Decimal as PyDecimal + +from stock_indicators._cstypes import Decimal as CsDecimal +from stock_indicators._cstypes.decimal import to_pydecimal, to_pydecimal_via_double + + +class TestDecimalConversionComparison: + """Test precision differences between string and double conversion methods.""" + + def test_basic_decimal_conversion_comparison(self): + """Test basic decimal values for precision differences.""" + test_values = [ + 1996.1012, + 123.456789, + 0.123456789, + 999999.999999, + 0.000001, + 1000000.0, + ] + + for py_decimal in test_values: + cs_decimal = CsDecimal(py_decimal) + + string_result = to_pydecimal(cs_decimal) + double_result = to_pydecimal_via_double(cs_decimal) + + # Document precision loss, if any + if string_result != double_result: + print(f"Precision difference for {py_decimal}:") + print(f" String method: {string_result}") + print(f" Double method: {double_result}") + print(f" Difference: {abs(string_result - double_result)}") + + def test_exponential_notation_conversion_comparison(self): + """Test exponential notation values for precision differences.""" + test_values = [ + 1.8e-05, + 1.234e10, + 5.6789e-15, + 9.999e20, + ] + + for py_decimal in test_values: + cs_decimal = CsDecimal(py_decimal) + + string_result = to_pydecimal(cs_decimal) + double_result = to_pydecimal_via_double(cs_decimal) + + print(f"Testing {py_decimal} (exponential notation):") + print(f" String method: {string_result}") + print(f" Double method: {double_result}") + + # For exponential notation, we expect the string method to be more precise + if string_result != double_result: + print(f" Precision loss: {abs(string_result - double_result)}") + + def test_large_decimal_conversion_comparison(self): + """Test large decimal values for precision differences.""" + test_values = [ + 12345678901234567890.123456789, + 999999999999999999.999999999, + 123456789012345.123456789, + ] + + for py_decimal in test_values: + cs_decimal = CsDecimal(py_decimal) + + string_result = to_pydecimal(cs_decimal) + double_result = to_pydecimal_via_double(cs_decimal) + + print(f"Testing large decimal {py_decimal}:") + print(f" String method: {string_result}") + print(f" Double method: {double_result}") + + # Large decimals are where we expect the most precision loss + if string_result != double_result: + precision_loss = abs(string_result - double_result) + relative_error = ( + precision_loss / abs(string_result) if string_result != 0 else 0 + ) + print(f" Absolute precision loss: {precision_loss}") + print(f" Relative error: {relative_error:.2e}") + + def test_high_precision_decimal_conversion_comparison(self): + """Test high precision decimal values.""" + test_values = [ + PyDecimal("3.141592653589793238462643383279502884197"), + PyDecimal("2.718281828459045235360287471352662497757"), + PyDecimal("1.414213562373095048801688724209698078569"), + PyDecimal("0.123456789012345678901234567890123456789"), + ] + + for py_decimal in test_values: + cs_decimal = CsDecimal(str(py_decimal)) + + string_result = to_pydecimal(cs_decimal) + double_result = to_pydecimal_via_double(cs_decimal) + + print(f"Testing high precision {py_decimal}:") + print(f" Original: {py_decimal}") + print(f" String method: {string_result}") + print(f" Double method: {double_result}") + + # Compare precision loss + string_loss = abs(py_decimal - string_result) + double_loss = abs(py_decimal - double_result) + + print(f" String precision loss: {string_loss}") + print(f" Double precision loss: {double_loss}") + + def test_edge_cases_conversion_comparison(self): + """Test edge cases like very small and very large numbers.""" + test_values = [ + 1e-28, # Very small + 1e28, # Very large + 0.0, # Zero + -123.456, # Negative + float("inf") + if hasattr(float, "__dict__") and "inf" in str(float("inf")) + else 1e308, # Large number as alternative + ] + + for py_decimal in test_values: + try: + cs_decimal = CsDecimal(py_decimal) + + string_result = to_pydecimal(cs_decimal) + double_result = to_pydecimal_via_double(cs_decimal) + + print(f"Testing edge case {py_decimal}:") + print(f" String method: {string_result}") + print(f" Double method: {double_result}") + + if string_result != double_result: + print(f" Difference: {abs(string_result - double_result)}") + + except Exception as e: + print(f"Error testing {py_decimal}: {e}") + + def test_none_input_handling(self): + """Test that both methods handle None input correctly.""" + string_result = to_pydecimal(None) + double_result = to_pydecimal_via_double(None) + + assert string_result is None + assert double_result is None diff --git a/tests/test_pivot_points.py b/tests/test_pivot_points.py index 47339b2e..8c49bf14 100644 --- a/tests/test_pivot_points.py +++ b/tests/test_pivot_points.py @@ -135,9 +135,9 @@ def test_camarilla(self, quotes): assert 243.1500 == round(float(r.pp), 4) assert 241.56325 == round(float(r.s1), 5) assert 239.9765 == round(float(r.s2), 4) - assert 238.3898 == float(round(r.s3, 4)) + assert 238.3897 == float(round(r.s3, 4)) assert 233.6295 == round(float(r.s4), 4) - assert 244.7368 == round(float(r.r1), 4) + assert 244.7367 == round(float(r.r1), 4) assert 246.3235 == round(float(r.r2), 4) assert 247.91025 == round(float(r.r3), 5) assert 252.6705 == round(float(r.r4), 4) diff --git a/tests/test_rolling_pivots.py b/tests/test_rolling_pivots.py index 2fc4f2be..b0a01595 100644 --- a/tests/test_rolling_pivots.py +++ b/tests/test_rolling_pivots.py @@ -285,12 +285,12 @@ def test_woodie(self, quotes_intraday): assert r.r4 is None r = results[391] - assert 368.7850 == float(round(r.pp, 4)) + assert 368.7849 == float(round(r.pp, 4)) assert 367.9901 == float(round(r.s1, 4)) assert 365.1252 == float(round(r.s2, 4)) assert 364.3303 == float(round(r.s3, 4)) assert 371.6499 == float(round(r.r1, 4)) - assert 372.4448 == float(round(r.r2, 4)) + assert 372.4447 == float(round(r.r2, 4)) assert 375.3097 == float(round(r.r3, 4)) r = results[1172]