Testing percent summation using BigDecimal values

big-decimal-test.rb

require 'bigdecimal'
require 'benchmark'
require 'rspec/autorun'

module Calculator

  ONE = BigDecimal('1')
  ONE_HUNDRED = BigDecimal('100')

  DECIMAL_ROUNDING_SCALE = 6 # number of fractional digits to retain

  # no rounding
  def self.sum_percent_deltas_procedural_no_rounding(pds)
    result = ONE
    pds.each { |pd|
      result = (result * (1 + pd / ONE_HUNDRED))
    }
    (result - 1) * ONE_HUNDRED
  end

  # rounding each intermediate result
  def self.sum_percent_deltas_procedural_intermediate_rounding(pds)
    result = ONE
    pds.each { |pd|
      # There is no need to call #round explicitly.
      # BigDecimal#mult supports # inherent rounding to a specified scale.
      #
      # See http://ruby-doc.org/stdlib-1.8.7/libdoc/bigdecimal/rdoc/BigDecimal.html#method-i-mult
      result = result.mult(ONE + pd / ONE_HUNDRED, DECIMAL_ROUNDING_SCALE)
    }
    (result - 1) * ONE_HUNDRED
  end

end

NR_OF_ELEMENTS = 2_000
PERCENT_DELTAS = Array.new(NR_OF_ELEMENTS) { i = rand * 100.0 - 50.0; BigDecimal.new(i.to_s, 6) }

Benchmark.bm(60) do |x|
  Calculator.singleton_methods.sort.each do |meth|
    x.report(meth.to_s) { Calculator.send(meth, PERCENT_DELTAS) }
  end 
end

describe Calculator do

  GOLD_STANDARD = Calculator.sum_percent_deltas_procedural_no_rounding(PERCENT_DELTAS)

  context 'comparing non-rounded results' do
    result = Calculator::sum_percent_deltas_procedural_intermediate_rounding(PERCENT_DELTAS)

    specify { result.should_not == GOLD_STANDARD }
    specify { result.should be_within(BigDecimal('0.00001')).of(GOLD_STANDARD) }
  end

  context 'comparing rounded results' do
    result = Calculator::sum_percent_deltas_procedural_intermediate_rounding(PERCENT_DELTAS).round(Calculator::DECIMAL_ROUNDING_SCALE)
    rounded_gold_standard = GOLD_STANDARD.round(Calculator::DECIMAL_ROUNDING_SCALE)

    specify { result.should_not == GOLD_STANDARD }
    specify { result.should be_within(BigDecimal('0.00001')).of(rounded_gold_standard) }
  end

end

output-1.9.3-1.9.2-jruby1.6.5.txt

~ $ rvm 1.9.3,1.9.2,1.6.5@us exec ruby -rrubygems big-decimal-test.rb                                                        -- INSERT --
                                                                   user     system      total        real
sum_percent_deltas_procedural_intermediate_rounding            0.010000   0.000000   0.010000 (  0.011952)
sum_percent_deltas_procedural_no_rounding                      0.150000   0.010000   0.160000 (  0.156943)
....

Finished in 0.49579 seconds
4 examples, 0 failures
                                                                  user     system      total        real
sum_percent_deltas_procedural_intermediate_rounding           0.010000   0.000000   0.010000 (  0.004836)
sum_percent_deltas_procedural_no_rounding                     0.180000   0.010000   0.190000 (  0.189087)
....

Finished in 0.66567 seconds
4 examples, 0 failures
                                                                  user     system      total        real
sum_percent_deltas_procedural_intermediate_rounding           0.728000   0.000000   0.728000 (  0.728000)
sum_percent_deltas_procedural_no_rounding                    17.135000   0.000000  17.135000 ( 17.136000)
....

Finished in 38.6 seconds
4 examples, 0 failures