#############################################################################
# Anti "float" argument generator.                                          #
#                                                                           #
# The goal of this script is to find a use case where                       #
# using float will produce a different result then using                    #
# decimal for calculation.                                                  #
#                                                                           #
# The reason for the difference is that, while float has                    #
# a pretty large precision (see EPSILON) more than enough                   #
# to handle day-to-day business trasactions, the lost precision             #
# will show eventually when aggregating a not so large data set.            #
# Especially if you apply small percentages to them (like                   #
# interests or taxes).                                                      #
#                                                                           #
# The scenario simulated by this is script is:                              #
#    * A company has an initial balance on an interest-bearing              #
#      account.                                                             #
#    * The account pays a daily interest based on an essentialy             #
#      random market rate.                                                  #
#    * This is simulated a few times and eventually an error should pop.    #
#                                                                           #
# Author: Cloves Almeida (cjalmeida_at_gmail_dot_com)                       #
# Copyright: None. Use at will.                                             #
#############################################################################

from decimal import *
import sys


INITIAL_BALANCE = 116250.00
DAYS = 3650
TABLE_FILE = '/tmp/fdtest.txt'
EPSILON = pow(2,-30)

fout = open(TABLE_FILE,'w')
prec = Decimal('.01')

def roundf(f):
    return round(f + cmp(f,0)*EPSILON,2)

def write_table(tbl):
    for d, s,r,e in tbl:
        write("%s\t%.2f\t%.6f\t%.2f" % (d,s,r,e))

def find_error(tblf,tbld):
    for day in xrange(DAYS):
        f = "%.2f" % (tblf[day][3])
        d = str(tbld[day][3])
        if not f == d:
            return day

def write(msg):
    fout.write(msg+'\n')

def float_decimal_test():
    import random

    # generate daily interest rates
    rates = []
    for i in xrange(DAYS):
        rates.append(round(random.random() * 0.001,6))

    # store statement lines
    float_lines = []
    dec_lines = []


    ### iterate calculating daily interest using floats ###
    balance = INITIAL_BALANCE
    for i in xrange(DAYS):
        start_balance = balance
        rate = rates[i]
        interest = roundf(balance*rate)
        balance = roundf(balance + interest)
        float_lines.append((i, start_balance, rates[i], balance))

    b1 = "%.2f" % balance


    ### iterate calculating daily interest using decimals ###
    balance = Decimal(str(INITIAL_BALANCE)).quantize(prec,rounding=ROUND_HALF_UP)
    for i in xrange(DAYS):
        start_balance = balance
        rate = Decimal(str(rates[i]))
        interest = (balance * rate).quantize(prec,rounding=ROUND_HALF_UP)
        balance += interest
        dec_lines.append((i, start_balance, rate, balance))

    b2 = str(balance)

    if not b1 == b2:
        write("Float table:")
        write_table(float_lines)
        write("---")
        write("Decimal table:")
        write_table(dec_lines)

        print "There you got a use case for using decimal instead of float!"
        day = find_error(float_lines, dec_lines)
        print "Try looking at day %s in file %s" % (day,TABLE_FILE)

        raise Exception("bfloat: %s, bdec: %s" % (b1, b2))


for x in xrange(1000):
    try:
        float_decimal_test()
    except Exception as e:
        print 'Error found in iteration %s: %s' % (x, e.message)
        fout.close()
        sys.exit(1)

fout.close()
print 'No error found.'