create-dwy 0.12.2 → 0.13.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/bin/index.js +22 -0
- package/package.json +1 -1
- package/src/sync-codex.js +368 -0
- package/src/sync.js +24 -9
- package/templates/claude-global/rules/Android/dwy-android-core.md +256 -80
- package/templates/claude-global/rules/Android/dwy-android-support-only.md +112 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/SKILL.md +140 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/references/comparison-matrix.md +89 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/references/lint-checklist.md +103 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/references/memory-rules.md +234 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/references/settings-permissions-hooks.md +323 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/references/skills.md +220 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/references/slash-commands.md +169 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/references/subagents.md +353 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/references/url-manifest.json +68 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/scripts/lint.py +652 -0
- package/templates/claude-global/skills//345/205/203/345/267/245/345/205/267/dwy-claude-code-features/scripts/refresh_docs.py +177 -0
- package/templates/claude-global/skills//345/256/211/345/205/250/dwy-sdk-spec/scripts/check_python_publish.sh +2 -2
- package/templates/claude-global/skills//345/256/211/345/205/250/dwy-sdk-spec/scripts/detect_sdk.sh +3 -3
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/SKILL.md +108 -87
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/INDEX.md +2874 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/data-ingest.md +142 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/deploy-ops.md +133 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/engines.md +102 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/finance-patterns.md +181 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/functions-aggregate-window.md +153 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/functions-string.md +150 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/functions-temporal.md +154 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/partitioning.md +149 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/perf-tuning.md +141 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/python-sdk.md +189 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/sql-essentials.md +142 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/digest/stream-engine.md +141 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/about/ddb_intro.md +89 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/api/connapi_intro.md +366 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/backtest/backtest_intro.md +27 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/cfg/cluster.md +104 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/cfg/db_intro.md +30 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/cfg/function_configuration.md +1149 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/cfg/init.md +54 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/cfg/para_cfg.md +18 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/cfg/standalone.md +95 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/clients.md +19 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/catalog.md +394 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/db_architecture.md +30 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/db_partitioning.md +315 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/ha.md +78 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/imoltp.md +381 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/iotdb.md +419 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/limits.md +40 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/multimodal_storage.md +65 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/olap.md +107 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/pkey_engine.md +361 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/rdma.md +177 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/rebalance.md +61 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/recovery.md +78 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/storage_compute_separation.md +308 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/textdb.md +342 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/three_centers_in_two_places.md +187 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/tiered_storage.md +225 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/transaction.md +208 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/tsdb.md +557 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db/vectordb.md +160 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_distr_comp.md +16 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/GettingStart.md +223 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/Shell.md +271 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/access_man.md +214 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/cep.md +52 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/cfg_man.md +157 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/cluster_overview.md +55 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/feature_settings.md +132 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/git_multiple_tabs.md +171 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/intro.md +22 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/job_man.md +20 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/kafka_mqtt.md +332 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/log.md +15 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/plugin_management.md +96 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/querybuilder.md +350 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/regulr_inspection.md +101 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/session_management.md +13 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/stream_graph.md +61 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_man/web/stream_monitor.md +112 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/FunctionView.md +151 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/add_partitions.md +87 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/binary_records_import.md +105 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/create_db_tb.md +231 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/data_import_method.md +100 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/drop_db_tb.md +120 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/drop_partitions.md +158 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/hdf5_files_import.md +447 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/insert_data.md +330 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/parquet_files_import.md +318 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/queries.md +334 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/db_oper/text_files_import.md +1007 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/drop_database_table.md +86 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/gui.md +221 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/jupyter.md +90 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/mod_data.md +144 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/modify_table_structure.md +133 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/terminal.md +170 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/db_distr_comp/vscode.md +588 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/deploy/deploy_intro.md +147 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/deploy/license_fingerprint_collection.md +122 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S00001.md +33 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S00002.md +69 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S00003.md +25 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S00004.md +31 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S00006.md +35 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S00007.md +46 -0
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- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01001.md +25 -0
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- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01003.md +30 -0
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- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01006.md +32 -0
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- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01013.md +41 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01014.md +40 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01015.md +26 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01016.md +29 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01018.md +27 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01019.md +33 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01020.md +26 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01021.md +26 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01022.md +26 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01023.md +28 -0
- package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/error_codes/S01024.md +28 -0
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source_url: https://docs.dolphindb.cn/zh/tutorials/DECIMAL.html
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fetched_at: 2026-05-19T09:48:28Z
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category: tutorials
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title: DECIMAL 类型之于 DolphinDB
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sha1: 3d99ada0dfbd2dbf78d0f748383f9ad3b4ff71f3
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---
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# DECIMAL 类型之于 DolphinDB
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数字运算在数据库中是很常见的需求,例如计算数量、重量、价格等,为了满足各种需求,数据库系统通常支持精准的数据类型和近似的数据类型。在金融领域中,对数据的计算精度要求极高,为保证数据的一致性以及计算结果的精准性,DolphinDB 数据库在 v2.00.8 版本中专门引入两个新的数据类型 DECIMAL32、DECIMAL64。
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本文将简要介绍 DECIMAL 类型在 DolphinDB 数据库中的使用方法、计算规则,以及对比现有浮点数类型 (DOUBLE/FLOAT) 所具备的差异性。
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## 1. DECIMAL 在 DolphinDB 中的用法
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### 1.1. 语法特征
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与目前 DolphinDB 中现有的浮点数数据类型 FLOAT 和 DOUBLE 不同,DECIMAL 在创建时需要指定一个输入数据和一个描述精度范围的数据,分别是 X 和 scale:即 `decimal32(X, scale)` 或者`decimal64(X, scale)`。其中:
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- X 是整型/浮点型/字符串类型的标量或者向量;
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例如,decimal32(3, 2) 就是将整数3转换成含有两位小数的 DECIMAL32 类型的数据。
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### 1.2. 数据结构及定义
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DolphinDB 目前支持 DECIMAL 类型的数据结构有:标量、向量、表等,本节主要介绍如何创建 DECIMAL 类型的各种数据结构。
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#### 1.2.1. 标量
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DolphinDB 中的 DECIMAL 类型的数据创建方式不同于 mysql 。在 mysql 中 DECIMAL 在创建时需要指定两个描述精度的数字,分别是 precision 和 scale,即 decimal (p, s),p 代表整个 DECIMAL 包括整数和小数部分一共有多少位数字,s 代表 DECIMAL 的小数部分包含多少位数字。而在 DolphinDB 中定义一个 DECIMAL 类型的标量,我们只需要输入一个整型/浮点型/字符串类型的标量,并通过指定 scale,便可将其转换成DECIMAL 类型的数据,比如:
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```dolphindb
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a=decimal32(142, 2)
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//output:142.00
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b=decimal32(1.23456, 3)
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//output: 1.234
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c=decimal32(`1.23456, 3)
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//output: 1.234
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```
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#### 1.2.2. 向量
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在 DolphinDB 中定义一个 DECIMAL32/DECIMAL64 类型的向量,主要有以下几种方式(注意:一个DECIMAL 类型向量里的所有数据,类型和 scale 都需相同。):
|
|
48
|
+
|
|
49
|
+
用户可以使用函数 bigarray 声明一个 DECIMAL32/DECIMAL64 类型的大数组,语法如下:
|
|
50
|
+
|
|
51
|
+
```dolphindb
|
|
52
|
+
bigarray(DECIMAL32(scale), initialSize, [capacity], [defaultValue])
|
|
53
|
+
bigarray(DECIMAL64(scale), initialSize, [capacity], [defaultValue])
|
|
54
|
+
|
|
55
|
+
x=bigarray(DECIMAL32(3),0,10000000);
|
|
56
|
+
x.append!(1..1000)
|
|
57
|
+
//output:[1.000,2.000,3.000,4.000,5.000,6.000,7.000,8.000,9.000,10.000]
|
|
58
|
+
```
|
|
59
|
+
|
|
60
|
+
用户可以使用函数 array 声明一个 DECIMAL32/DECIMAL64 类型的数组,语法如下:
|
|
61
|
+
|
|
62
|
+
```dolphindb
|
|
63
|
+
array(DECIMAL32(scale), [initialSize], [capacity], [defaultValue])
|
|
64
|
+
array(DECIMAL64(scale), [initialSize], [capacity], [defaultValue])
|
|
65
|
+
|
|
66
|
+
x=array(DECIMAL32(3), 10, 10, 2.3)
|
|
67
|
+
//output: [2.300,2.300,2.300,2.300,2.300,2.300,2.300,2.300,2.300,2.300]
|
|
68
|
+
```
|
|
69
|
+
|
|
70
|
+
或者使用以下方式进行数据类型转换:
|
|
71
|
+
|
|
72
|
+
```dolphindb
|
|
73
|
+
m=[decimal32(1.2356, 3), decimal32(2.59874, 3), decimal32(-5.23564, 3)]
|
|
74
|
+
n=decimal32([1.2356, 2.59874, -5.23564], 3)
|
|
75
|
+
```
|
|
76
|
+
|
|
77
|
+
用户可以使用数组向量 arrayVector 声明一个 DECIMAL32/DECIMAL64 类型的大数组,语法如下:
|
|
78
|
+
|
|
79
|
+
```dolphindb
|
|
80
|
+
array(DECIMAL32(scale)[], [initialSize], [capacity], [defaultValue])
|
|
81
|
+
array(DECIMAL64(scale)[], [initialSize], [capacity], [defaultValue])
|
|
82
|
+
|
|
83
|
+
x = array(DECIMAL32(5)[], 0, 10)
|
|
84
|
+
val1 = [1.77, 2.8, -3.77, -3.77, 77.32, 1.77]
|
|
85
|
+
val2 = [1.77, 2.8, NULL, -3.77, -3.77, 77.32, 1.77, NULL]
|
|
86
|
+
x.append!([val1, val2])
|
|
87
|
+
//output:[[1.77000,2.80000,-3.77000,-3.77000,77.31999,1.77000],[1.77000,2.80000,,-3.77000,-3.77000,77.31999,1.77000,]]
|
|
88
|
+
```
|
|
89
|
+
|
|
90
|
+
#### 1.2.3. 表
|
|
91
|
+
|
|
92
|
+
在 DolphinDB 中定义一个含有 DECIMAL 类型的 column,可以在建表时参考如下定义方式:
|
|
93
|
+
|
|
94
|
+
```dolphindb
|
|
95
|
+
t=table(100:0, `id`val1`val2, [INT, DECIMAL32(4), DECIMAL64(8)])
|
|
96
|
+
```
|
|
97
|
+
|
|
98
|
+
可以向该表中插入 DECIMAL 类型的数据或整型/浮点型/字符串类型的数据。例如:
|
|
99
|
+
|
|
100
|
+
```dolphindb
|
|
101
|
+
insert into t values(1, decimal32(2.345, 4), decimal64(2.3654, 8));
|
|
102
|
+
or
|
|
103
|
+
insert into t values(1, 2.345, 2.3654);
|
|
104
|
+
```
|
|
105
|
+
|
|
106
|
+
除了内存表支持存储 DECIMAL 类型的数据, 同样在 OLAP 和 TSDB 引擎中也支持存储 DECIMAL 类型的数据。示例如下:
|
|
107
|
+
|
|
108
|
+
```dolphindb
|
|
109
|
+
// 在olap引擎中:
|
|
110
|
+
dbName="dfs://testDecimal_olap"
|
|
111
|
+
if(existsDatabase(dbName)){
|
|
112
|
+
dropDatabase(dbName)
|
|
113
|
+
}
|
|
114
|
+
t=table(100:0, `id`sym`timev`val1`val2, [INT, SYMBOL, TIMESTAMP, DECIMAL32(4), DECIMAL64(8)])
|
|
115
|
+
db=database(dbName, VALUE, 1..10)
|
|
116
|
+
pt=db.createPartitionedTable(t, `pt, `id)
|
|
117
|
+
n=1000
|
|
118
|
+
data=table(rand(1..10, n) as id, rand("A"+string(1..10), n) as sym, rand(2022.11.24T12:23:45.456+1..100, n) as timev, rand(100.0, n) as val1, rand(100.0, n) as val2)
|
|
119
|
+
t.append!(data)
|
|
120
|
+
pt.append!(t)
|
|
121
|
+
select * from loadTable(dbName, `pt)
|
|
122
|
+
|
|
123
|
+
// 在tsdb引擎中:
|
|
124
|
+
dbName="dfs://testDecimal_tsdb"
|
|
125
|
+
if(existsDatabase(dbName)){
|
|
126
|
+
dropDatabase(dbName)
|
|
127
|
+
}
|
|
128
|
+
t=table(100:0, `id`sym`timev`val1`val2, [INT, SYMBOL, TIMESTAMP, DECIMAL32(4), DECIMAL64(8)])
|
|
129
|
+
db=database(dbName, VALUE, 1..10, , "TSDB")
|
|
130
|
+
pt=db.createPartitionedTable(t, `pt, `id, , `sym`timev)
|
|
131
|
+
n=1000
|
|
132
|
+
data=table(rand(1..10, n) as id, rand("A"+string(1..10), n) as sym, rand(2022.11.24T12:23:45.456+1..100, n) as timev, rand(100.0, n) as val1, rand(100.0, n) as val2)
|
|
133
|
+
t.append!(data)
|
|
134
|
+
pt.append!(t)
|
|
135
|
+
select * from loadTable(dbName, `pt)
|
|
136
|
+
```
|
|
137
|
+
|
|
138
|
+
## 2. 数值范围
|
|
139
|
+
|
|
140
|
+
DECIMAL32/DECIMAL64 类型的数值范围如下表所示,其中,DECIMAL32(S) 和 DECIMAL64(S) 中的 S 表示保留的小数位数。
|
|
141
|
+
|
|
142
|
+
| | **底层存储数据类型** | **字节占用** | **Scale有效范围** | **有效数值范围** | **最大表示位数** |
|
|
143
|
+
| --- | --- | --- | --- | --- | --- |
|
|
144
|
+
| **DECIMAL32(S)** | int32\_t | 占用4个字节 | [0, 9] | (-1 \* 10 (9 - S), 1 \* 10 (9 - S)) | 9位 |
|
|
145
|
+
| **DECIMAL64(S)** | int64\_t | 占用8个字节 | [0, 18] | (-1 \* 10 (18 - S), 1 \* 10 (18 - S)) | 18位 |
|
|
146
|
+
|
|
147
|
+
在将其他数值类型转换为 DECIMAL 时,DolphinDB 不会检查其数值范围是否有效,仅在将字符串解析为DECIMAL 时进行检查。由此可知,将数值型数据强制转换为 DECIMAL32,若该数值的整数部分超过 DECIMAL32 的有效数值范围,但仍属于 [-2147483648, 2147483647](4 字节整数(INT32)的有效数值范围),仍可转换成功;而将字符串类型数据强制转换成 DECIMAL32,其长度超过有效位数时系统抛异常。例如:强制类型转换整型数据 1000000000 为 DECIMAL32 时不会报错,因为 1000000000∈[-2147483647, 2147483648],没有 overflow。但强制类型转换字符串"1000000000"为 DECIMAL32 时,系统会抛异常,这是因为该字符串包含10位数字,而 DECIMAL32 最多表示9位数。
|
|
148
|
+
|
|
149
|
+
因此,对 DECIMAL32/DECIMAL64 类型执行特定操作时,数值会溢出。为了保证数据结果的一致性和精准性,DolphinDB 会对计算结果做溢出校验。本章节将介绍 DolphinDB 系统中常见的三种溢出检查。
|
|
150
|
+
|
|
151
|
+
### 2.1. 创建数据时的溢出检查
|
|
152
|
+
|
|
153
|
+
在创建 DECIMAL32/DECIMAL64 类型的数据时,会首先考虑有效数值范围和 scale 的有效范围,超出限定范围,则做溢出处理。若小数位超出 DECIMAL32/DECIMAL64 的 scale 有效范围,系统将报错:“Scale is out of bounds”。例如:
|
|
154
|
+
|
|
155
|
+
```dolphindb
|
|
156
|
+
decimal32(1.2, 10)
|
|
157
|
+
decimal64(1.2, 19)
|
|
158
|
+
```
|
|
159
|
+
|
|
160
|
+
同样,若整数位数超出数据类型所能表示的最大位数也会做溢出处理,系统将报错:“Decimal math overflow”。例如:
|
|
161
|
+
|
|
162
|
+
```dolphindb
|
|
163
|
+
decimal32(1000000000, 1)
|
|
164
|
+
decimal32(`1000000000, 1)
|
|
165
|
+
```
|
|
166
|
+
|
|
167
|
+
### 2.2. 算术计算的溢出检查
|
|
168
|
+
|
|
169
|
+
即使创建数值时其没有超出有效数值范围,但随着数据在计算过程中小数位数的增多或者数值的增大,也有可能超出有效数值范围,导致溢出。例如:
|
|
170
|
+
|
|
171
|
+
```dolphindb
|
|
172
|
+
6*decimal32(4.2, 8)
|
|
173
|
+
6*decimal32(100000000, 1)
|
|
174
|
+
```
|
|
175
|
+
|
|
176
|
+
### 2.3. 比较运算中的溢出检查
|
|
177
|
+
|
|
178
|
+
溢出检查不仅存在于算术运算中,也存在于比较运算中。在比较 DECIMAL 类型的数据和其他数值类型的数据时,系统会自动将其他数值类型转换成 DECIMAL 类型,再进行比较运算。
|
|
179
|
+
|
|
180
|
+
注意:
|
|
181
|
+
|
|
182
|
+
1. 2.00.8 版本 server 会将其它数据类型转换为对应的 DECIMAL 类型。如下例,将100与 DECIMAL32 比较,会将100转换为 decimal32(100,8),此时会报数据溢出的错误:
|
|
183
|
+
|
|
184
|
+
```dolphindb
|
|
185
|
+
decimal32(1, 8) < 100
|
|
186
|
+
//output: Decimal math overflow
|
|
187
|
+
```
|
|
188
|
+
|
|
189
|
+
1. 2.00.9 及以上版本,在进行 DECIMAL 类型与其它数据类型的比较时,系统会将所有数据类型都转换为 DECIMAL64。此时运行上例,不会出现数据溢出的报错。
|
|
190
|
+
|
|
191
|
+
```dolphindb
|
|
192
|
+
decimal32(1, 8) < 100
|
|
193
|
+
//output: true
|
|
194
|
+
```
|
|
195
|
+
|
|
196
|
+
## 3. 算术运算规则
|
|
197
|
+
|
|
198
|
+
### 3.1. DECIMAL 类型之间的算数规则及 scale 的规则
|
|
199
|
+
|
|
200
|
+
DolphinDB 数据库规定了 DECIMAL 类型的数据之间进行算术运算的规则,规则如下:
|
|
201
|
+
|
|
202
|
+
规则一:`DECIMAL32(S1) <op> DECIMAL32(S2) => DECIMAL32(S)`
|
|
203
|
+
|
|
204
|
+
```dolphindb
|
|
205
|
+
m=decimal32(1.23, 3)+decimal32(2.45, 2)
|
|
206
|
+
//output:3.680
|
|
207
|
+
//typestr:DECIMAL32
|
|
208
|
+
```
|
|
209
|
+
|
|
210
|
+
规则二:`DECIMAL64(S1) <op> DECIMAL64(S2) => DECIMAL64(S)`
|
|
211
|
+
|
|
212
|
+
```dolphindb
|
|
213
|
+
m=decimal64(1.23, 3)+decimal64(2.45, 2)
|
|
214
|
+
//output:3.680
|
|
215
|
+
//typestr:DECIMAL64
|
|
216
|
+
```
|
|
217
|
+
|
|
218
|
+
规则三:`DECIMAL64(S1) <op> DECIMAL32(S2) => DECIMAL64(S)`
|
|
219
|
+
|
|
220
|
+
```dolphindb
|
|
221
|
+
m=decimal64(1.23, 3)+decimal32(2.45, 2)
|
|
222
|
+
//output:3.680
|
|
223
|
+
//typestr:DECIMAL64
|
|
224
|
+
```
|
|
225
|
+
|
|
226
|
+
规则四:`DECIMAL32(S1) <op> DECIMAL64(S2) => DECIMAL64(S)`
|
|
227
|
+
|
|
228
|
+
```dolphindb
|
|
229
|
+
m=decimal32(1.23, 3)+decimal64(2.45, 2)
|
|
230
|
+
//output:3.680
|
|
231
|
+
//typestr:DECIMAL64
|
|
232
|
+
```
|
|
233
|
+
|
|
234
|
+
DolphinDB 数据库中 DECIMAL 类型的数据算术运算结果的 `scale` 由以下规则来确定:
|
|
235
|
+
|
|
236
|
+
- 对于加法和减法: `S = max(S1, S2)`
|
|
237
|
+
- 对于乘法: `S = S1 + S2`
|
|
238
|
+
|
|
239
|
+
```dolphindb
|
|
240
|
+
m=decimal64(1.23, 3)*decimal32(2.45, 2)
|
|
241
|
+
//output:3.01350
|
|
242
|
+
//typestr:DECIMAL64
|
|
243
|
+
```
|
|
244
|
+
|
|
245
|
+
- 对于除法: `S = S1`
|
|
246
|
+
|
|
247
|
+
```dolphindb
|
|
248
|
+
m=decimal64(1.23, 3)/decimal32(2.45, 2)
|
|
249
|
+
//output:0.502
|
|
250
|
+
//typestr:DECIMAL64
|
|
251
|
+
```
|
|
252
|
+
|
|
253
|
+
### 3.2. DECIMAL 类型与整型进行计算
|
|
254
|
+
|
|
255
|
+
在 DolphinDB 数据库中,DECIMAL 类型与整型 (INT/LONG) 进行运算时,会将整型转换成相同类型的 DECIMAL 再进行运算。计算 `decimal32(10, 2)*6`,相当于 `decimal32(10, 2)*decimal32(6, 0)`。因此,整数型数值乘以 scale 为 `S` 的DECIMAL类型的数据,结果的 scale 仍然为 `S`。
|
|
256
|
+
|
|
257
|
+
### 3.3. DECIMAL 类型与浮点数进行计算
|
|
258
|
+
|
|
259
|
+
在 DolphinDB 数据库中,DECIMAL 类型与浮点数之间的算术运算是未定义的,但是系统不会抛出异常, 如果确实需要这么做,建议先将浮点数强制转换成 DECIMAL 类型的数据。
|
|
260
|
+
|
|
261
|
+
## 4. 导入数据成 DECIMAL 类型
|
|
262
|
+
|
|
263
|
+
通过以下步骤,可以将导入数据转换成 DECIMAL 类型:
|
|
264
|
+
|
|
265
|
+
1. 使用 saveText 函数获得一个 *test\_decimal.csv* 文件。
|
|
266
|
+
|
|
267
|
+
```dolphindb
|
|
268
|
+
WORK_DIR="/hdd/hdd1/test_decimal/"
|
|
269
|
+
n=1000
|
|
270
|
+
t=table(rand(1..100, n) as id, rand(2022.11.23T12:39:56+1..100, n) as datetimev, rand(`AAPL`ARS`BSA, n) as sym, rand(rand(100.0, 10) join take(00f, 10), n) as val1, rand(rand(100.0, 10) join take(00f, 10), n) as val2)
|
|
271
|
+
saveText(t, WORK_DIR+"test_decimal.csv")
|
|
272
|
+
```
|
|
273
|
+
|
|
274
|
+
2. 使用 loadText 函数将 *test\_decimal.csv* 中的部分列转换为 DECIMAL 类型。
|
|
275
|
+
|
|
276
|
+
```dolphindb
|
|
277
|
+
shemaTable=table(`id`timev`sym`val1`val2 as name, [`INT, `DATETIME, `SYMBOL, "DECIMAL32(4)", "DECIMAL64(5)"] as type)
|
|
278
|
+
re=loadText(filePath, , shemaTable)
|
|
279
|
+
```
|
|
280
|
+
|
|
281
|
+
## 5. 对比 DECIMAL32/DECIMAL64 和 DOUBLE/FLOAT
|
|
282
|
+
|
|
283
|
+
### 5.1. 指定小数位数
|
|
284
|
+
|
|
285
|
+
将无限多的实数压缩成有限的位数需要近似表示。尽管整数有无穷多个,但在大多数程序中,整数计算的结果可以用 32 位存储。相反,给定任何固定位数,大多数实数计算将产生无法使用那么多位数精确表示的量。因此,浮点计算的结果通常必须四舍五入以适应其有限表示。
|
|
286
|
+
|
|
287
|
+
DOUBLE 和 FLOAT 类型精度遵循 IEEE 754 标准,在表示有限的小数位数时,对数据进行四舍五入,如: 将 1.2356789 的小数位数缩减为三位,输出结果为:1.236。而 DECIMAL32/DECIMAL64 类型精度遵循 IEEE 754-2008 标准,在表示有限的小数位数时,将1.2356789 的小数位数缩减为三位,输出结果为:1.235。
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### 5.2. 精度差异
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目前有很多种实数的表示方法, 其中最为广泛使用的是浮点数表示法(IEEE floating-point representation)。浮点数表示法有一个基数 β(通常假定为偶数)和一个精度 p,如果 β=10 且 p=3,则数字 0.1 被表示为 1.00 × 10 -1;如果 β=2 且 p=24,无法精确表示十进制数 0.1,近似为 1.10011001100110011001101 × 2 -4。
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实数无法精确地表示为浮点数的原因主要有两个。第一个原因是类似于 0.1 这样的数字,具有有限的十进制表示,但是在二进制中能表示为无穷重复的数据,等于 0.1 的近似值,无法得精确数据。第二个原因是超出数据的数值范围,系统将对数据做一定处理。
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数据类型 FLOAT/DOUBLE 属于 binary floating-point types,DOUBLE 型数据在运算时会先将数值转换成二进制的数值表示再做运算,但转换成二进制时,只能表示为无限循环小数,存在一定误差。而当数据超出 FLOAT 和 DOUBLE 的数值范围,在 DolphinDB 系统将结果置为 NULL,保证数据在溢出时可以继续计算。如 0/0 的结果为 NULL。而 DECIMAL 类型属于 decimal floating-point types,0.1 被表示为 1.00 × 10 -1,无精度缺失,且在数据溢出时,直接报 overflow 的错误,避免了数据超出数值范围时,结果精度的缺失。
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### 5.3. 局限性
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在 DolphinDB 中,DECIMAL 类型与 FLOAT/DOUBLE 类型相比,目前所支持的功能和结构较少。
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- 在功能方面,目前暂未支持流数据。
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- 在函数支持方面,尚有少部分计算函数不支持 DECIMAL 类型。
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- 数据结构方面,DolphinDB 系统目前暂未支持 DECIMAL 类型在 matrix 和 set 中使用。
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- 数据类型转换方面,DolphinDB 系统暂不支持 BOOL/CHAR/SYMBOL/UUID/IPADDR/INT128 等类型和 temporal 集合下的时间相关类型与 DECIMAL 类型相互转换,其中 STRING/BLOB 类型的数据如需转换成 DECIMAL 类型,必须满足 STRING/BLOB 类型的数据可以转换成数值类型的前提。
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综上所述,在选择一个合适的数据类型处理浮点数时,需要综合考虑类型的数值范围以及数据对精确度的要求等。
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@@ -0,0 +1,327 @@
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---
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source_url: https://docs.dolphindb.cn/zh/tutorials/DECIMAL_Calculation_Characteristics.html
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fetched_at: 2026-05-19T09:48:29Z
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category: tutorials
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title: 计算精度问题与 DECIMAL 类型
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sha1: 2205e203a3fc9cf2dd731b33f577793c2671c9aa
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---
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# 计算精度问题与 DECIMAL 类型
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## 1. DECIMAL 的计算特性
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### 1.1. DECIMAL 的计算方式
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DECIMAL 的存储分为两部分,即存储整型数据的 raw data 和存储小数位数的 scale。例如,对于DECIMAL32(2) 类型的 1.23, 它存储了两个数据:(1) raw data:即整型 123,(2) scale:即 2。这样存储的好处是,在计算时可以直接使用整型的 raw data 进行计算,从而避免精度损失。
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对于大多数计算函数,如果最后返回的结果是浮点数类型,DECIMAL 在进行计算时, 会使用 raw data 参与计算,尽量延迟转换成浮点数的时机,从而确保得到精确结果。比如计算 avg 时,假设数据为 DECIMAL32(2) 类型:[1.11, 2.22, 3.33],其 raw data 为:[111, 222, 333]。在计算时,先算出 raw data 的 sum:111 + 222 + 333 = 666,然后转换成浮点数:double(666) / 10^2 / 3 = 2.22。
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对于DECIMAL算术运算的规则,可参照:[DECIMAL.md](DECIMAL.html#%E7%AE%97%E6%9C%AF%E8%AE%A1%E7%AE%97%E7%9A%84%E6%BA%A2%E5%87%BA%E6%A3%80%E6%9F%A5)。
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### 1.2. DECIMAL 的计算输出
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本节主要讲述DECIMAL作为计算函数输入的输出结果。
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在 DolphinDB 计算函数中,以 DECIMAL 类型作为输入,输出结果仍为 DECIMAL 类型的函数较少,仅有:`sum`、`max`、`min`、`first`、`last`、`firstNot`、`lastNot` 及其 cum、m、tm、TopN 系列函数,如 `cummax`、`mmin`、`tmsum`、`msumTopN`,`cumsumTopN`,`tmsumTopN` 等;以及 `cumPositiveStreak`。
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|
|
27
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```dolphindb
|
|
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|
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a = decimal64(rand(10,100),4)
|
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|
+
|
|
30
|
+
typestr(sum(a))
|
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31
|
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>> DECIMAL128
|
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32
|
+
|
|
33
|
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typestr(cummax(a))
|
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34
|
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>> FAST DECIMAL64 VECTOR
|
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35
|
+
|
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36
|
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typestr(mmin(a,5))
|
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37
|
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>> FAST DECIMAL64 VECTOR
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38
|
+
|
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39
|
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T = 2023.03.23..2023.06.30
|
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40
|
+
typestr(tmsum(T, a, 3))
|
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41
|
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>> FAST DECIMAL128 VECTOR
|
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42
|
+
|
|
43
|
+
typestr(cumPositiveStreak(a))
|
|
44
|
+
>> FAST DECIMAL128 VECTOR
|
|
45
|
+
```
|
|
46
|
+
|
|
47
|
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需要注意的是,在引入 DECIMAL128 类型后,自 2.00.10 版本起,sum 系列函数和 `cumPositiveStreak` 的输入输出类型对应规则如下:
|
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48
|
+
|
|
49
|
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| **计算函数** | **输入类型** | **输出类型** |
|
|
50
|
+
| --- | --- | --- |
|
|
51
|
+
| sum/cumsum/msum/tmsum/msumTopN/cumsumTopN/tmsumTopN/cumPositiveStreak | DECIMAL32 | DECIMAL64 |
|
|
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|
+
| | DECIMAL64 | DECIMAL128 |
|
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53
|
+
| | DECIMAL128 | DECIMAL128 |
|
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54
|
+
|
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55
|
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除了上述函数外,cum、m、tm、TopN 系列的函数,包括它们对应的原始的函数,比如 `avg`、`std`、`var`、`skew` 等,以 DECIMAL 类型作为输入,都将返回 DOUBLE 类型的输出结果。
|
|
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|
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|
|
57
|
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```dolphindb
|
|
58
|
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a = decimal64(rand(10,100),4)
|
|
59
|
+
|
|
60
|
+
typestr(avg(a))
|
|
61
|
+
>> DOUBLE
|
|
62
|
+
|
|
63
|
+
typestr(cumstd(a))
|
|
64
|
+
>> FAST DOUBLE VECTOR
|
|
65
|
+
|
|
66
|
+
typestr(mvar(a,5))
|
|
67
|
+
>> FAST DOUBLE VECTOR
|
|
68
|
+
|
|
69
|
+
T = 2023.03.23..2023.06.30
|
|
70
|
+
typestr(tmskew(T, a, 3))
|
|
71
|
+
>> FAST DOUBLE VECTOR
|
|
72
|
+
```
|
|
73
|
+
|
|
74
|
+
下面将以 DECIMAL64 作为输入为例,列出常见计算函数的输出结果类型。
|
|
75
|
+
|
|
76
|
+
| **计算函数** | **输入类型** | **输出类型** |
|
|
77
|
+
| --- | --- | --- |
|
|
78
|
+
| sum/cumsum/msum/tmsum | DECIMAL64 | DECIMAL128 |
|
|
79
|
+
| msumTopN/cumsumTopN/tmsumTopN | DECIMAL64 | DECIMAL128 |
|
|
80
|
+
| max/cummax/mmax/tmmax | DECIMAL64 | DECIMAL64 |
|
|
81
|
+
| min/cummin/mmin/tmmin | DECIMAL64 | DECIMAL64 |
|
|
82
|
+
| first/mfirst/tmfirst | DECIMAL64 | DECIMAL64 |
|
|
83
|
+
| last/mlast/tmlast | DECIMAL64 | DECIMAL64 |
|
|
84
|
+
| firstNot/cumfirstNot | DECIMAL64 | DECIMAL64 |
|
|
85
|
+
| lastNot/cumlastNot | DECIMAL64 | DECIMAL64 |
|
|
86
|
+
| cumPositiveStreak | DECIMAL64 | DECIMAL128 |
|
|
87
|
+
| avg/cumavg/mavg/tmavg/mavgTopN/cumavgTopN/tmavgTopN | DECIMAL64 | DOUBLE |
|
|
88
|
+
| sum2/cumsum2/msum2/tmsum2 | DECIMAL64 | DOUBLE |
|
|
89
|
+
| prod/cumprod/mprod/tmprod | DECIMAL64 | DOUBLE |
|
|
90
|
+
| med/cummed/mmed/tmmed | DECIMAL64 | DOUBLE |
|
|
91
|
+
| std/cumstd/mstd/tmstd/mstdTopN/cumstdTopN/tmstdTopN | DECIMAL64 | DOUBLE |
|
|
92
|
+
| skew/mskew/tmskew/mskewTopN/cumskewTopN/tmskewTopN | DECIMAL64 | DOUBLE |
|
|
93
|
+
| kurtosis/mkurtosis/tmkurtosis/mkurtosisTopN/cumkurtosisTopN/tmkurtosisTopN | DECIMAL64 | DOUBLE |
|
|
94
|
+
| corr/cumcorr/mcorr/tmcorr/mcorrTopN/cumcorrTopN/tmcorrTopN | DECIMAL64 | DOUBLE |
|
|
95
|
+
| covar/cumcovar/mcovar/tmcovar/mcovarTopN/cumcovarTopN/tmcovarTopN | DECIMAL64 | DOUBLE |
|
|
96
|
+
| beta/cumbeta/mbeta/tmbeta/mbetaTopN/cumbetaTopN/tmbetaTopN | DECIMAL64 | DOUBLE |
|
|
97
|
+
|
|
98
|
+
## 2. DECIMAL 的优缺点
|
|
99
|
+
|
|
100
|
+
### 2.1. DECIMAL 的优点
|
|
101
|
+
|
|
102
|
+
实数在计算机内部无法被精确地表示为浮点数的原因主要有两个:第一个原因是类似于 0.1 这样的数字,具有有限的十进制表示,但是在二进制中能表示为无穷重复的数据,等于 0.1 的近似值,无法被精确表示;第二个原因是数值超出了数据类型能表示的数值范围,系统将对数据做一定处理。与浮点数相比,DECIMAL 类型最大的优点,就在于它能够精确地表示和计算数据。
|
|
103
|
+
|
|
104
|
+
例如,在表示123.0001时:
|
|
105
|
+
|
|
106
|
+
```dolphindb
|
|
107
|
+
a =123.0001
|
|
108
|
+
print(a)
|
|
109
|
+
>> 123.000100000000003
|
|
110
|
+
|
|
111
|
+
b = decimal64(`123.0001,15)
|
|
112
|
+
print(b)
|
|
113
|
+
>> 123.000100000000000
|
|
114
|
+
```
|
|
115
|
+
|
|
116
|
+
可见,浮点数无法精确表示123.0001,而 DECIMAL 可以。
|
|
117
|
+
|
|
118
|
+
在计算 avg 时:
|
|
119
|
+
|
|
120
|
+
```dolphindb
|
|
121
|
+
a = array(DOUBLE,0)
|
|
122
|
+
for (i in 1..100){
|
|
123
|
+
a.append!(123.0000+0.0003*i)
|
|
124
|
+
}
|
|
125
|
+
avg(a)
|
|
126
|
+
>> 123.015149999999
|
|
127
|
+
avg(a) == 123.01515
|
|
128
|
+
>> false
|
|
129
|
+
eqFloat(avg(a),123.01515)
|
|
130
|
+
>> true
|
|
131
|
+
|
|
132
|
+
b= array(DECIMAL64(4),0)
|
|
133
|
+
for (i in 1..100){
|
|
134
|
+
b.append!(123.0000+0.0003*i)
|
|
135
|
+
}
|
|
136
|
+
avg(b)
|
|
137
|
+
>> 123.015150000000
|
|
138
|
+
typestr(avg(b))
|
|
139
|
+
>> DOUBLE
|
|
140
|
+
avg(b) == 123.01515
|
|
141
|
+
>> true
|
|
142
|
+
```
|
|
143
|
+
|
|
144
|
+
可见,在进行 avg 计算时,浮点数没有返回精确结果,而 DECIMAL 虽然返回结果也是 DOUBLE 类型,但返回了精确结果。
|
|
145
|
+
|
|
146
|
+
### 2.2. DECIMAL 的缺点
|
|
147
|
+
|
|
148
|
+
#### 2.2.1. 容易溢出
|
|
149
|
+
|
|
150
|
+
DECIMAL32/DECIMAL64/DECIMAL128 类型的数值范围如下表所示,其中,DECIMAL32(S)、DECIMAL64(S) 和 DECIMAL128(S) 中的 S 表示保留的小数位数。
|
|
151
|
+
|
|
152
|
+
| | **底层存储数据类型** | **字节占用** | **Scale有效范围** | **有效数值范围** | **最大表示位数** |
|
|
153
|
+
| --- | --- | --- | --- | --- | --- |
|
|
154
|
+
| DECIMAL32 | int32\_t | 占用4个字节 | [0,9] | (-1 \* 10(9 - S), 1 \* 10(9 - S))) | 9位 |
|
|
155
|
+
| DECIMAL64 | int64\_t | 占用8个字节 | [0,18] | (-1 \* 10 (18 - S), 1 \* 10 (18 - S)) | 18位 |
|
|
156
|
+
| DECIMAL128 | int128\_t | 占用16个字节 | [0,38] | (-1 \* 10 (38 - S), 1 \* 10 (38 - S)) | 38位 |
|
|
157
|
+
|
|
158
|
+
在有效数值范围和最大表示位数的限制下,DECIMAL 类型很容易溢出。自 2.00.10 版本起,我们支持算术运算溢出后,若存在更高精度的类型,则将自动拓展结果的数据类型,从而降低溢出风险:
|
|
159
|
+
|
|
160
|
+
```dolphindb
|
|
161
|
+
version 2.00.9.6:
|
|
162
|
+
|
|
163
|
+
a = decimal32(4.0000,4)
|
|
164
|
+
b = decimal32(8.0000,4)
|
|
165
|
+
c = a*b
|
|
166
|
+
>> Server response: 'c = a * b => Decimal math overflow'
|
|
167
|
+
|
|
168
|
+
version 2.00.10:
|
|
169
|
+
a = decimal32(4.0000,4)
|
|
170
|
+
b = decimal32(8.0000,4)
|
|
171
|
+
c = a*b
|
|
172
|
+
print(c)
|
|
173
|
+
>> 32.00000000
|
|
174
|
+
typestr(c)
|
|
175
|
+
>> DECIMAL64
|
|
176
|
+
```
|
|
177
|
+
|
|
178
|
+
但即使如此,DECIMAL128 仍存在溢出风险:
|
|
179
|
+
|
|
180
|
+
```dolphindb
|
|
181
|
+
a = decimal128(36.00000000,8)
|
|
182
|
+
b = a*a*a*a
|
|
183
|
+
>> Server response: 'b = a * a * a * a => Decimal math overflow'
|
|
184
|
+
```
|
|
185
|
+
|
|
186
|
+
如上所示,由于 DolphinDB 中 DECIMAL 类型的数据乘法运算结果的 scale 是逐个累加的,b 的预期结果将会是 1679616.00000000000000000000000000000000,将会有39位数字,超出了 DECIMAL128 的最大表示位数38位,导致了溢出。
|
|
187
|
+
|
|
188
|
+
2.00.10版本新增支持了 DECIMAL 类型的乘法函数 `decimalMultiply`,与 `multiply` 函数 (`*` 运算符) 相比,该函数可以指定计算结果的精度。当 DEICMAL 类型的乘法运算导致 scale 累加存在溢出风险时,可以按需使用 `decimalMultiply` 函数,指定计算结果精度。
|
|
189
|
+
|
|
190
|
+
```dolphindb
|
|
191
|
+
a = decimal64(36.00000000,8)
|
|
192
|
+
decimalMultiply(a, a, 8)
|
|
193
|
+
>> 1296.00000000
|
|
194
|
+
```
|
|
195
|
+
|
|
196
|
+
#### 2.2.2. 转换误差
|
|
197
|
+
|
|
198
|
+
当我们直接使用常量生成 DECIMAL 类型时,可能会因为浮点数的转换产生误差:
|
|
199
|
+
|
|
200
|
+
```dolphindb
|
|
201
|
+
a = 0.5599
|
|
202
|
+
decimal64(a,4)
|
|
203
|
+
>> 0.5598
|
|
204
|
+
```
|
|
205
|
+
|
|
206
|
+
为了避免这种误差,可以使用字符串来生成 DECIMAL:
|
|
207
|
+
|
|
208
|
+
```dolphindb
|
|
209
|
+
a = "0.5599"
|
|
210
|
+
decimal64(a,4)
|
|
211
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+
>> 0.5599
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212
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+
```
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213
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+
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214
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+
#### 2.2.3. 内存占用
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215
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+
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216
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DECIMAL32、DECIMAL64 和 DECIMAL128 类型在内存中分别占用4个字节、8个字节和16个字节,而 FLOAT 和 DOUBLE 类型在内存中占用4个字节和8个字节。因此,在数据量相同的情况下,DECIMAL128 占用的内存是 DOUBLE 的两倍。
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217
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+
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218
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+
且由于算术运算溢出后,将自动拓展结果的数据类型,每次拓展后等量数据占用的内存将翻倍,存在一定的内存风险。
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219
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+
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220
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#### 2.2.4. 性能差异
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与 FLOAT 和 DOUBLE 类型相比,DECIMAL 类型的计算速度更慢,我们将在第三节中进行详细比较。
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+
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#### 2.2.5. 局限性
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在 DolphinDB 中,DECIMAL 类型与 FLOAT/DOUBLE 类型相比,目前所支持的功能和结构较少。
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+
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- 在函数支持方面,尚有少部分计算函数不支持 DECIMAL 类型。
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- 计算结果方面,cum, tm, m, TopN 系列的函数,包括它们对应的原始的函数(`sum`、`max`、`min`、`firstNot`、`lastNot`、`cumPositiveStreak` 除外),即使原始数据是 DECIMAL 类型,返回结果还是浮点数类型。
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+
- 数据结构方面,DolphinDB 系统目前暂未支持 DECIMAL 类型在 matrix 和 set 中使用。
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- 数据类型转换方面,DolphinDB 系统暂不支持 BOOL/CHAR/SYMBOL/UUID/IPADDR/INT128 等类型和 temporal 集合下的时间相关类型与 DECIMAL 类型相互转换,其中 STRING/BLOB 类型的数据如需转换成 DECIMAL 类型,必须满足 STRING/BLOB 类型的数据可以转换成数值类型的前提。
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+
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## 3. 浮点数与 DECIMAL 计算性能差异比较
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为了比较浮点数类型与 DECIMAL 类型的计算性能差异,我们选取了一些常用的计算函数,比较相同数据情况下,各个数据类型的计算耗时。
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首先,模拟数据脚本如下:
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239
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```dolphindb
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n = 1000000
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+
data1 = rand(float(100.0),n)
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data2 = double(data1)
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data3 = decimal32(data1,4)
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data4 = decimal64(data1,4)
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data5 = decimal128(data1,4)
|
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246
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+
```
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247
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+
|
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248
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+
随后,使用 `timer` 语句统计常用计算函数对于各个类型数据的计算耗时:
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249
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+
|
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250
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+
```dolphindb
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timer(100){sum(data1)} //执行100次,避免单次计算误差,并放大不同类型间的耗时差异
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+
timer(100){sum(data2)}
|
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253
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+
timer(100){sum(data3)}
|
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254
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+
timer(100){sum(data4)}
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255
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+
timer(100){sum(data5)}
|
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256
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+
... ...
|
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+
```
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258
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+
|
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259
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+
得到的计算耗时统计结果如下(单位:ms):
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260
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+
|
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261
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+
| | **FLOAT** | **DOUBLE** | **DECIMAL32** | **DECIMAL64** | **DECIMAL128** |
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+
| --- | --- | --- | --- | --- | --- |
|
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+
| **sum** | 52.985 | 64.331 | 28.721 | 57.234 | 107.126 |
|
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264
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+
| **sum2** | 173.278 | 211.772 | 176.261 | 180.051 | 603.422 |
|
|
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|
+
| **prod** | 63.650 | 55.641 | 171.718 | 174.389 | 18850.009 |
|
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266
|
+
| **avg** | 178.086 | 210.495 | 26.094 | 106.869 | 258.508 |
|
|
267
|
+
| **std** | 362.388 | 345.758 | 278.933 | 319.177 | 968.276 |
|
|
268
|
+
| **kurtosis** | 547.751 | 407.561 | 585.859 | 769.879 | 1013.591 |
|
|
269
|
+
| **skew** | 546.705 | 439.348 | 622.758 | 842.994 | 1074.128 |
|
|
270
|
+
|
|
271
|
+
根据上述统计结果,可以得知:
|
|
272
|
+
|
|
273
|
+
(1)对于大部分计算函数,DECIMAL 的性能都比 FLOAT/DOUBLE 差;
|
|
274
|
+
|
|
275
|
+
(2)DECIMAL128 在计算时,会转换成 LONG DOUBLE(DECIMAL32/DECIMAL64 会转换成 DOUBLE),而 LONG DOUBLE 的实现取决于编译器和 CPU,可能是 12 字节或者 16 字节,LONG DOUBLE 的乘法在数据很大时非常耗时。在本节的测试样例中,vector 里的元素的取值范围较大,所以其乘积非常大,计算非常耗时。而如果把取值范围取小一些,比如 [0.5, 1.0],则 DECIMAL128 的计算和 DECIMAL32/DECIMAL64 相差不大;
|
|
276
|
+
|
|
277
|
+
(3)对于 `sum`、`avg`、`std` 这样的函数,DECIMAL 类型在计算时都没有做循环展开,而浮点数类型对 `sum` 做了循环展开,`avg` 则没有。此外,由于 DECIMAL 计算时会使用 raw data 先参与计算,再直接返回 DECIMAL 类型或转化为浮点数,本质是整型计算,实际过程比浮点数运算更高效。因此,它们的性能相差不大,甚至 DECIMAL32/DECIMAL64 的性能比 FLOAT/DOUBLE 更好。
|
|
278
|
+
|
|
279
|
+
## 4. DECIMAL 最佳实践:避免 mavg 计算精度损失
|
|
280
|
+
|
|
281
|
+
本节将以具体场景,比较 DECIMAL 类型和浮点数类型在实际计算中的精度差异。
|
|
282
|
+
|
|
283
|
+
`mavg` 和 `moving(avg,…)` 虽然在含义上完全相同,但两者的实现方式并不一致。`mavg` 的算法是:随着窗口的移动,总和加上进入窗口的数,减去离开窗口的数,再计算 avg,所以在这个加减的过程中,会产生浮点数精度问题。
|
|
284
|
+
|
|
285
|
+
首先,我们导入样例数据 [tick.csv](https://cdn.dolphindb.cn/zh/tutorials/data/DECIMAL_Calculation_Characteristics/tick.csv),原始数据类型均为 DOUBLE 类型,并计算 `mavg`、`moving(avg,…)`:
|
|
286
|
+
|
|
287
|
+
```dolphindb
|
|
288
|
+
data = loadText("<yourDirectory>/tick.csv")
|
|
289
|
+
|
|
290
|
+
t = select
|
|
291
|
+
MDTime,
|
|
292
|
+
((LastPx - prev(LastPx)) / (prev(LastPx) + 1E-10) * 1000) as val,
|
|
293
|
+
mavg(((LastPx - prev(LastPx)) / (prev(LastPx) + 1E-10) * 1000), 20, 1),
|
|
294
|
+
moving(avg, ((LastPx - prev(LastPx)) / (prev(LastPx) + 1E-10) * 1000), 20, 1)
|
|
295
|
+
from data
|
|
296
|
+
```
|
|
297
|
+
|
|
298
|
+
得到的结果如下图所示:
|
|
299
|
+
|
|
300
|
+

|
|
301
|
+
|
|
302
|
+
可以看到,计算结果从09:31:53.000开始产生误差。
|
|
303
|
+
|
|
304
|
+
为了避免这种计算误差,我们先将中间计算结果转换为 DECIMAL128 类型,再计算 `mavg` 和 `moving(avg,…)`:
|
|
305
|
+
|
|
306
|
+
```dolphindb
|
|
307
|
+
t = select
|
|
308
|
+
MDTime,
|
|
309
|
+
((LastPx - prev(LastPx)) / (prev(LastPx) + 1E-10) * 1000) as val,
|
|
310
|
+
mavg(decimal128(((LastPx - prev(LastPx)) / (prev(LastPx) + 1E-10) * 1000),12), 20, 1),
|
|
311
|
+
moving(avg, decimal128(((LastPx - prev(LastPx)) / (prev(LastPx) + 1E-10) * 1000),12), 20, 1)
|
|
312
|
+
from data
|
|
313
|
+
```
|
|
314
|
+
|
|
315
|
+
得到的结果如下图所示:
|
|
316
|
+
|
|
317
|
+

|
|
318
|
+
|
|
319
|
+
可以看到,`mavg` 和 `moving(avg,…)` 的计算结果完全一致。
|
|
320
|
+
|
|
321
|
+
由于浮点数的精度问题,cum, tm, m, TopN 系列的函数,包括它们对应的原始的函数,比如 `avg`、`std` 等,都有可能导致计算的精度误差。在对精度极为关注的场景下,我们推荐使用 DECIMAL 进行计算。需要注意的是,除了 `sum`、`max`、`min`、`firstNot`、`lastNot`、`cumPositiveStreak` 及其对应的系列函数,在入参是 DECIMAL 类型时能够返回 DECIMAL 类型的计算结果,其他函数都将返回浮点数类型。虽然存在一定的 DECIMAL 类型转换为浮点数类型的精度误差风险,但避免了计算过程中的精度损失,也可以对计算结果使用 `round` 函数或再次转换为 DECIMAL 类型,得到相对精确的结果。
|
|
322
|
+
|
|
323
|
+
## 5. 总结
|
|
324
|
+
|
|
325
|
+
浮点数由于其实现方式,在计算机内部无法精确地表示某些数值,因而容易出现精度误差,导致存储或计算结果与预期不符。DECIMAL 可以精确表示数值,但存在容易溢出、内存占用大、性能较劣、有一定局限性等缺点。尽管如此,在某些场景中,选用 DECIMAL 类型依旧能够很好地避免存储或计算结果与预期不符的情况出现。
|
|
326
|
+
|
|
327
|
+
综上所述,在实际应用时,需要考虑具体需要,选用合适的数据类型,对数据进行相应的精度管理。
|