Use precise integer arithmetic in decode_multiplier to prevent precision loss #2895
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…recision loss The decode_multiplier function was using floating-point arithmetic (value as f64 / 1e9) followed by string formatting, which introduced precision loss for financial calculations. This could lead to incorrect multipliers affecting P&L, position sizing, and risk calculations. Changes: - Replace floating-point division with exact integer arithmetic - Handle fixed-point scaling (1e-9) using integer operations only - Preserve exact decimal representation without rounding errors - Add comprehensive test coverage for edge cases - Remove unused DATABENTO_FIXED_SCALAR constant The fix ensures multipliers are decoded with perfect precision, maintaining consistency with other decode functions that use exact integer arithmetic for financial values.
nicolad
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Thanks for the improvement @nicolad 👌 |
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The decode_multiplier function was using floating-point arithmetic (value as f64 / 1e9)
followed by string formatting, which introduced precision loss for financial calculations.
This could lead to incorrect multipliers affecting P&L, position sizing, and risk calculations.
Changes:
The fix ensures multipliers are decoded with perfect precision, maintaining consistency
with other decode functions that use exact integer arithmetic for financial values.