@c9up/atom 0.1.12 → 0.1.14

package/README.md

@@ -25,6 +25,22 @@ Decimal.tryParse('bad') // null
 Prefer string or bigint inputs for exact user/business data. Unsafe JS integer
 numbers are rejected.
 
+### Batch arithmetic
+
+```ts
+Decimal.sum(values)             // Σ vᵢ
+Decimal.dot(quantities, prices) // Σ qᵢ·pᵢ — one valuation pass
+```
+
+Same digits as folding `plus`/`times`, one crossing of the native boundary
+instead of one per operation. The arithmetic was never the cost: each call
+serialises its operands, crosses into the engine and returns a string, which
+is where a long fold spends its time. Measured on 100 000 values: 132 ms → 47 ms
+for a sum, 250 ms → 70 ms for a quantity × price valuation.
+
+`sum`, `avg` and `stddev` already route through it, so existing callers get
+this without changing a line.
+
 ## Money
 
 ```ts
@@ -56,6 +72,46 @@ configureAtomContext({ precision: 8, roundMode: 'trunc' })
 withAtomContext({ precision: 2 }, () => decimal('1').div('8').toString())
 ```
 
+## Bulk
+
+```ts
+import { Atom } from '@c9up/atom'
+
+const { net, biggest } = Atom.bulk((b) => {
+  const gross = b.column(quantities).times(b.column(prices))
+  const total = gross.sum()
+  return {
+    net: total.minus(total.times(b.of('0.0025'))),
+    biggest: gross.max(),
+  }
+})
+```
+
+`Atom.bulk` plans a computation and runs the whole of it in one crossing into
+the engine. It is for chains of dependent operations — a schedule, a rate
+solver, a statistic over a column — where the cost is the boundary rather than
+the arithmetic: a 2 160 step schedule takes 0.30 ms against 2.23 ms through
+`Decimal`.
+
+It is not for a lone sum. Below roughly three operations per element a plain
+loop over a `BigInt64Array` beats anything that crosses; `pnpm bench:bulk`
+prints that comparison next to the others so it stays visible.
+
+A column already held as minor units — the way a money column usually is —
+takes the fast lane, at a fourteenth of what the same column costs as decimal
+strings:
+
+```ts
+const { total } = Atom.bulk((b) => ({
+  total: b.minorUnits(rows.map((row) => row.amountCents), 2).sum(),
+}))
+```
+
+Planned values carry `Decimal`'s method names and refuse to be read until the
+plan has been run. Arithmetic is checked against a 128-bit width, and anything
+too wide re-runs on the BigInt executor, so the fast path can be too narrow but
+never wrong.
+
 ## Atlas
 
 ```ts
@@ -75,6 +131,7 @@ pnpm test
 pnpm test:napi
 pnpm test:coverage
 pnpm bench
+pnpm bench:bulk
 pnpm build:wasm && node scripts/verify-wasm.mjs
 ```
 

package/dist/Decimal.d.ts

@@ -55,6 +55,38 @@ export declare class Decimal {
     static tryParse(value: unknown): Decimal | null;
     static safeParse(value: unknown): DecimalSafeParseResult;
     static isDecimal(value: unknown): value is Decimal;
+    /**
+     * Add a whole batch in ONE crossing of the native boundary.
+     *
+     * **This exists for the crossing, not for the arithmetic.** Parsing and
+     * adding a decimal is cheap; doing it from JavaScript one pair at a time is
+     * not, because every call serialises both operands to strings, crosses into
+     * Rust and comes back with a third. Folding `plus` over a hundred thousand
+     * values pays that toll a hundred thousand times for work the engine does
+     * in one pass — measured at roughly a microsecond per operation, which is
+     * where a multi-year portfolio rebuild spends almost all of its time.
+     *
+     * Exactly equal to folding {@link plus} over the same values, by
+     * construction and by test: decimal addition is exact and associative, and
+     * every value is raised to the common scale rather than rounded to it.
+     *
+     * An empty batch is zero — the additive identity, and the only answer that
+     * keeps `sum(a) + sum(b) === sum([...a, ...b])` true when one side is
+     * empty.
+     */
+    static sum(values: Iterable<DecimalInput>): Decimal;
+    /**
+     * The sum of pairwise products — `Σ aᵢ·bᵢ` — in one crossing.
+     *
+     * The shape of every valuation in this ecosystem: a quantity times a price,
+     * added up. Two crossings per position become one for the whole book.
+     *
+     * Throws on mismatched lengths rather than stopping at the shorter list: a
+     * quantity list and a price list of different lengths is a caller's bug,
+     * and valuing the first n positions would return a plausible figure for a
+     * portfolio nobody holds.
+     */
+    static dot(a: Iterable<DecimalInput>, b: Iterable<DecimalInput>): Decimal;
     static zero(): Decimal;
     static one(): Decimal;
     static fromMinorUnits(value: string | number | bigint, scale: number): Decimal;

package/dist/Decimal.d.ts.map

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package/dist/Decimal.js

@@ -44,6 +44,56 @@ export class Decimal {
     static isDecimal(value) {
         return value instanceof Decimal;
     }
+    /**
+     * Add a whole batch in ONE crossing of the native boundary.
+     *
+     * **This exists for the crossing, not for the arithmetic.** Parsing and
+     * adding a decimal is cheap; doing it from JavaScript one pair at a time is
+     * not, because every call serialises both operands to strings, crosses into
+     * Rust and comes back with a third. Folding `plus` over a hundred thousand
+     * values pays that toll a hundred thousand times for work the engine does
+     * in one pass — measured at roughly a microsecond per operation, which is
+     * where a multi-year portfolio rebuild spends almost all of its time.
+     *
+     * Exactly equal to folding {@link plus} over the same values, by
+     * construction and by test: decimal addition is exact and associative, and
+     * every value is raised to the common scale rather than rounded to it.
+     *
+     * An empty batch is zero — the additive identity, and the only answer that
+     * keeps `sum(a) + sum(b) === sum([...a, ...b])` true when one side is
+     * empty.
+     */
+    static sum(values) {
+        const parts = [...values].map(normalizeInput);
+        const native = tryNativeAtom();
+        if (native)
+            return new Decimal(native.sum(parts));
+        // The fallback folds, because the TypeScript engine has no boundary to
+        // cross and therefore nothing to save by batching.
+        return new Decimal(parts.reduce((total, part) => addTs(total, part), "0"));
+    }
+    /**
+     * The sum of pairwise products — `Σ aᵢ·bᵢ` — in one crossing.
+     *
+     * The shape of every valuation in this ecosystem: a quantity times a price,
+     * added up. Two crossings per position become one for the whole book.
+     *
+     * Throws on mismatched lengths rather than stopping at the shorter list: a
+     * quantity list and a price list of different lengths is a caller's bug,
+     * and valuing the first n positions would return a plausible figure for a
+     * portfolio nobody holds.
+     */
+    static dot(a, b) {
+        const left = [...a].map(normalizeInput);
+        const right = [...b].map(normalizeInput);
+        if (left.length !== right.length) {
+            throw new Error(`Mismatched batch lengths: ${left.length} and ${right.length}`);
+        }
+        const native = tryNativeAtom();
+        if (native)
+            return new Decimal(native.dot(left, right));
+        return new Decimal(left.reduce((total, value, index) => addTs(total, mulTs(value, right[index])), "0"));
+    }
     static zero() {
         return new Decimal("0");
     }

package/dist/Decimal.js.map

@@ -1 +1 @@
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package/dist/bulk.d.ts

@@ -0,0 +1,193 @@
+/**
+ * Bulk — plan a computation in JavaScript, execute it in one crossing.
+ *
+ * The cost of arithmetic through N-API is not the arithmetic. A crossing costs
+ * about 200 ns whatever it carries, and a `Vec<String>` argument costs the same
+ * again for every element in it, so a caller that walks a schedule one
+ * operation at a time spends nearly all of its time on the boundary. Bulk
+ * crosses once: the values go over as a typed array, which is a pointer rather
+ * than a walk, and the operations go over beside them as bytecode.
+ *
+ * What that buys, measured on a 360-row schedule of six operations each: 0.012 ms
+ * against 0.806 ms for one native call per operation, and 2.363 ms for the same
+ * work through {@link Decimal}.
+ *
+ * What it does not buy is worth saying as plainly. Below roughly three
+ * operations per element, a plain loop over a `BigInt64Array` beats anything
+ * that crosses at all. Bulk is for chains of dependent operations — a schedule,
+ * a rate solver, a statistic over a column — and not for a lone sum.
+ *
+ * @example
+ *   const { net, biggest } = Atom.bulk((b) => {
+ *     const gross = b.column(quantities).times(b.column(prices))
+ *     return { net: gross.sum().minus(gross.sum().times('0.0025')), biggest: gross.max() }
+ *   })
+ */
+import { Decimal, type DecimalInput } from "./Decimal.js";
+import type { ParsedDecimal } from "./math.js";
+/**
+ * One planned operation.
+ *
+ * The graph this forms is the program. It is compiled to bytecode for the Rust
+ * engine, and it is also what the TypeScript executor walks directly — so the
+ * two executors share a description rather than each holding an opinion.
+ */
+interface PlanNode {
+    readonly shape: "column" | "scalar";
+    readonly code: number;
+    readonly inputs: readonly PlanNode[];
+    readonly imm0: number;
+    /**
+     * Present only on loads: the values this node puts into the buffer, in the
+     * one form both executors can start from.
+     *
+     * Parsed once, when the load is made. Keeping the original strings beside
+     * this was how it worked first, and it cost twice: every value was
+     * normalised on the way in and parsed again while laying out the buffer.
+     * It also left two descriptions of one column free to disagree.
+     */
+    readonly parsed?: readonly ParsedDecimal[];
+    /**
+     * Compiler scratch: which compilation last touched this node, and the
+     * position it was given in that one. Kept on the node because the
+     * alternative — a `Map` keyed by node — was measured as the whole remaining
+     * cost of compiling a long chain.
+     */
+    stamp: number;
+    slot: number;
+}
+/**
+ * A value that has been planned but not computed.
+ *
+ * It carries {@link Decimal}'s method names, deliberately: moving a hot path
+ * into bulk should be a change of where the value comes from and nothing else.
+ */
+declare abstract class BulkValue {
+    #private;
+    protected constructor(node: PlanNode);
+    /**
+     * Refused on purpose.
+     *
+     * Without this, `` `${total}` `` yields "[object Object]" and `total + 1`
+     * yields a string — silently, inside a financial calculation. A planned
+     * value has no string form until it has been run.
+     */
+    toString(): never;
+    /** Refused for the same reason as {@link toString}. */
+    valueOf(): never;
+    toJSON(): never;
+}
+/** Options accepted wherever a planned division happens. */
+export interface BulkDivOptions {
+    precision?: number;
+}
+/** Options for {@link BulkColumn.stddev}. */
+export interface BulkStddevOptions extends BulkDivOptions {
+    sample?: boolean;
+}
+/** A single planned value. */
+export declare class BulkScalar extends BulkValue {
+    constructor(node: PlanNode);
+    plus(other: BulkScalar): BulkScalar;
+    minus(other: BulkScalar): BulkScalar;
+    times(other: BulkScalar): BulkScalar;
+    div(other: BulkScalar, options?: BulkDivOptions): BulkScalar;
+    neg(): BulkScalar;
+    abs(): BulkScalar;
+    min(other: BulkScalar): BulkScalar;
+    max(other: BulkScalar): BulkScalar;
+    /**
+     * `this ** exp` for a whole `exp`.
+     *
+     * A non-negative exponent is exact — scale accumulates and nothing is
+     * dropped. A negative exponent has to divide, so it follows the same
+     * truncate-toward-zero contract as {@link div} at `precision` digits.
+     */
+    pow(exp: number, options?: BulkDivOptions): BulkScalar;
+    sqrt(options?: BulkDivOptions): BulkScalar;
+}
+/** A planned column of values, all of one length. */
+export declare class BulkColumn extends BulkValue {
+    #private;
+    constructor(node: PlanNode);
+    plus(other: BulkColumn | BulkScalar): BulkColumn;
+    minus(other: BulkColumn | BulkScalar): BulkColumn;
+    times(other: BulkColumn | BulkScalar): BulkColumn;
+    neg(): BulkColumn;
+    abs(): BulkColumn;
+    sorted(): BulkColumn;
+    sum(): BulkScalar;
+    min(): BulkScalar;
+    max(): BulkScalar;
+    /**
+     * `Σ aᵢ·bᵢ` in one pass.
+     *
+     * Fused rather than composed from {@link times} and {@link sum}: the
+     * products are never materialised, which measured about four times faster
+     * than allocating the intermediate column.
+     */
+    dot(other: BulkColumn): BulkScalar;
+    at(index: number): BulkScalar;
+    avg(options?: BulkDivOptions): BulkScalar;
+    median(options?: BulkDivOptions): BulkScalar;
+    /**
+     * The value below which `fraction` of the column falls, by nearest rank.
+     */
+    percentile(fraction: number): BulkScalar;
+    stddev(options?: BulkStddevOptions): BulkScalar;
+}
+/**
+ * A planned computation.
+ *
+ * Holds the values it was given as a typed array and the operations as a graph.
+ * Nothing is computed until {@link run}, and a `Bulk` can be run more than once:
+ * the buffer is built once and re-passed, which costs nothing, because handing a
+ * typed array across the boundary is a pointer rather than a walk.
+ */
+export declare class Bulk {
+    #private;
+    /**
+     * Take a column of values into the plan.
+     *
+     * Every column in one plan has to be the same length: a program over columns
+     * of different lengths is a caller's bug, and computing over the shorter one
+     * would return a plausible figure for data nobody has.
+     */
+    column(values: Iterable<DecimalInput>): BulkColumn;
+    /**
+     * Take a column that is already held as minor units.
+     *
+     * The counterpart of {@link Decimal.fromMinorUnits}, and the fast lane into
+     * a plan: `minorUnits([1234n, 99n], 2)` is 12.34 and 0.99. An integer needs
+     * no parsing and no normalising, so a column of them reaches the engine at
+     * about a sixteenth of what the same column costs as decimal strings —
+     * which is the shape money is usually stored in anyway.
+     */
+    minorUnits(values: Iterable<string | number | bigint>, scale: number): BulkColumn;
+    /** Take a single value into the plan. */
+    of(value: DecimalInput): BulkScalar;
+    /**
+     * Compute the requested values.
+     *
+     * Runs on the Rust engine when one is loaded and every value fits its 128-bit
+     * working width; otherwise, and on an overflow reported mid-run, the same
+     * plan is evaluated on the BigInt executor, which has no ceiling. The fast
+     * path is allowed to be too narrow. It is never allowed to be wrong.
+     */
+    run<T extends Readonly<Record<string, BulkScalar>>>(outputs: T): {
+        [K in keyof T]: Decimal;
+    };
+}
+/**
+ * Plan a computation and run it.
+ *
+ * The callback form runs once and hands back the results. Call it without a
+ * callback to keep the plan and run it more than once — the values are taken in
+ * once and re-passed at no cost.
+ */
+export declare function bulk<T extends Readonly<Record<string, BulkScalar>>>(build: (b: Bulk) => T): {
+    [K in keyof T]: Decimal;
+};
+export declare function bulk(): Bulk;
+export {};
+//# sourceMappingURL=bulk.d.ts.map

package/dist/bulk.d.ts.map

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