java - 有没有办法让 BigDecimal 比我这里更快？

Question

我正在开发一些需要处理大量数据的财务分析软件。我想使用 BigDecimal 来提高准确性(某些定价信息会精确到小数点右侧四位或五位数字)，但我担心速度。

我编写了以下测试应用程序，看来 BigDecimal 可能比 Doubles 慢 90 到 100 倍。我知道会有三角洲，但这超出了我的预期。这是经过多次试验后的典型输出。

BigDecimal took 17944 ms
Double took 181 ms

我错过了什么吗？

这是代码。我试图让它代表现实世界。我创建了一个常量，我可以在其中 (pi) 进行一些内联​​数学运算，这些数字因数据行而异，例如 pi * BigDecimal(i) + BigDecimal(1)。我的观点是，避免构造函数并不是唯一的答案。

幸运的是，Double 似乎具有足够的精度，因为数字通常采用 00000.00000 格式。不过，有什么我应该知道的隐藏问题吗？人们使用 Double 进行财务分析软件吗？

import java.math.BigDecimal

object Stopwatch {
    inline fun elapse(f: () -> Unit):Long {
        val start = System.currentTimeMillis()
        f()
        return System.currentTimeMillis() - start
    }
}


fun tryBigDecimal() {
    val arr: MutableList<BigDecimal> = arrayListOf()

    for (i in 1..10000000) {
        arr.add(BigDecimal(i))
    }

    val pi = BigDecimal(3.14159)

    for (i in 0..arr.size - 1) {
        arr[i] = arr[i] * pi / (pi * BigDecimal(i) + BigDecimal(1))
    }

    //arr.forEachIndexed { i, bigDecimal ->  println("$i, ${bigDecimal.toString()}")}
}

fun tryDouble() {
    val arr: MutableList<Double> = arrayListOf()

    for (i in 1..10000000) {
        arr.add(i.toDouble())
    }

    val pi = 3.14159

    for (i in 0..arr.size - 1) {
        arr[i] = arr[i] * pi / (pi * i + 1)
    }

    //arr.forEachIndexed { i, bigDecimal ->  println("$i, ${bigDecimal.toString()}")}

}

fun main(args: Array<String>) {
    val bigdecimalTime = Stopwatch.elapse(::tryBigDecimal)
    println("BigDecimal took $bigdecimalTime ms")

    val doubleTime = Stopwatch.elapse(::tryDouble)
    println("Double took $doubleTime ms")
}

Answer 1

您可以尝试Moneta ，JSR 354 引用实现 (JavaMoney RI)。它有一个 FastMoney 实现:

FastMoney represents numeric representation that was optimized for speed. It represents a monetary amount only as a integral number of type long, hereby using a number scale of 100'000 (10^5).

例如

operator fun MonetaryAmount.times(multiplicand: Double): MonetaryAmount {
    return multiply(multiplicand)
}

operator fun MonetaryAmount.div(divisor: Double): MonetaryAmount {
    return divide(divisor)
}

fun tryFastMoney() {
    val currency = Monetary.getCurrency("USD")
    val arr: MutableList<MonetaryAmount> = arrayListOf()

    for (i in 1..10000000) {
        arr.add(FastMoney.of(i, currency))
    }

    val pi = 3.14159

    for (i in 0..arr.size - 1) {
        arr[i] = arr[i] * pi / (pi * i + 1)
    }
}

fun main(args: Array<String>) {
    val fastMoneyTime = Stopwatch.elapse(::tryFastMoney)
    println("FastMoney took $fastMoneyTime ms")
    val doubleTime = Stopwatch.elapse(::tryDouble)
    println("Double took $doubleTime ms")
}

FastMoney took 7040 ms
Double took 4319 ms