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finlint-vectors

v1.0.0

Published

Financial math test vector validation for JavaScript

Readme

finlint-vectors

Financial math test vectors for JavaScript. Validate that your Decimal arithmetic produces correct, verified results.

Install

npm install finlint-vectors

Usage

import Decimal from 'decimal.js';
import { runSuite } from 'finlint-vectors';

// Implement the operation under test
function allocate({ amount, parts, method }) {
  const d = new Decimal(amount);
  const base = d.div(parts).toDecimalPlaces(2, Decimal.ROUND_DOWN);
  const remainder = d.minus(base.times(parts));
  const pennies = remainder.div('0.01').toNumber();
  const splits = [];
  for (let i = 0; i < parts; i++) {
    splits.push(i < pennies ? base.plus('0.01') : base);
  }
  return { splits, sum: splits.reduce((a, b) => a.plus(b), new Decimal(0)) };
}

// Run all allocation vectors
runSuite('allocation', allocate);

API

  • loadSuite(name) — Load vectors for a named suite
  • runVector(vector, impl) — Run one vector against an implementation
  • runSuite(name, impl) — Run all vectors in a suite
  • compare(id, expected, actual, precision) — Precision-aware deep comparison
  • parseDecimalValues(obj) — Recursively parse string values to Decimal

Available Suites

allocation, rounding, aggregation, percentage, gain-loss, ratio, weighted-average, serialization

License

Apache-2.0 — github.com/kanso-finance/finlint