algotradelib::Decimal64 Class Reference

An exact signed decimal: an int64 coefficient times 10^-scale. More...

#include <algotradelib/src/core/types.hpp>

Public Member Functions
	Decimal64 ()=default
	Constructs zero.
	Decimal64 (std::int64_t coefficient, std::uint8_t scale)
	Constructs coefficient * 10^-scale, keeping the scale as given.
std::int64_t	coefficient () const noexcept
	Returns the coefficient.
std::uint8_t	scale () const noexcept
	Returns the scale.
std::string	str () const
	Formats the value as a decimal string.

Static Public Member Functions
static Decimal64	parse (std::string_view input)
	Parses a decimal string exactly (no binary floating point).

Friends
bool	operator== (const Decimal64 &lhs, const Decimal64 &rhs)
	Compares the coefficient and the scale.

Detailed Description

An exact signed decimal: an int64 coefficient times 10^-scale.

Prices, quantities and money are Decimal64 wherever they come from or go to a broker. The arithmetic is the decimal_* free functions, which return std::nullopt when a coefficient, scale or intermediate value does not fit (a result whose final value would fit can still fail).

Definition at line 297 of file types.hpp.

Constructor & Destructor Documentation

Decimal64() [1/2]

algotradelib::Decimal64::Decimal64 ( )

default

Constructs zero.

Referenced by algotradelib::decimal_add(), algotradelib::decimal_divide(), algotradelib::decimal_floor_to_multiple(), algotradelib::decimal_halve(), algotradelib::decimal_multiply(), algotradelib::decimal_normalized(), algotradelib::decimal_subtract(), algotradelib::strategy::RiskGuard::evaluate(), algotradelib::strategy::vanilla::EqualWeightRebalance::on_phase(), operator==, parse(), algotradelib::analytics::round_scalar_to_tick(), and algotradelib::analytics::to_decimal().

Decimal64() [2/2]

algotradelib::Decimal64::Decimal64 ( std::int64_t coefficient, std::uint8_t scale )

inline

Constructs coefficient * 10^-scale, keeping the scale as given.

Parameters

coefficient	The integer coefficient.
scale	The number of fractional digits.

Definition at line 307 of file types.hpp.

Member Function Documentation

coefficient()

std::int64_t algotradelib::Decimal64::coefficient ( ) const

inlinenoexcept

Returns the coefficient.

Returns

The signed integer coefficient.

Definition at line 399 of file types.hpp.

Referenced by algotradelib::backtest::SlippageModel::apply(), Decimal64(), algotradelib::decimal_halve(), algotradelib::decimal_less(), algotradelib::decimal_multiply(), algotradelib::decimal_normalized(), parse(), algotradelib::strategy::reconcile(), algotradelib::analytics::to_scalar(), and algotradelib::kiwoom::valid_trigger_value().

parse()

Decimal64 algotradelib::Decimal64::parse ( std::string_view input )

inlinestatic

Parses a decimal string exactly (no binary floating point).

Accepts an optional sign, digits and at most one .. Trailing fractional zeros are removed, so parse("1.50") == parse("1.5").

Parameters

input

The text, such as "-12.345".

Returns

The value.

Exceptions

std::invalid_argument	if input is empty, has no digits, has more than one ., or contains any other character.
std::out_of_range	if the digits as written (before trailing zeros are removed) or the scale do not fit.

Definition at line 323 of file types.hpp.

Referenced by algotradelib::backtest::ReplayLedger::apply(), algotradelib::backtest::SlippageModel::apply(), algotradelib::backtest::CommissionPolicy::charge(), algotradelib::strategy::closes_toward_flat(), algotradelib::backtest::NextBarFillModel::decide(), algotradelib::backtest::ReplayLedger::equity_in(), algotradelib::strategy::RiskGuard::evaluate(), algotradelib::PriceRule::krx_equity(), algotradelib::strategy::Portfolio< Broker >::net_quantity_of(), algotradelib::backtest::CommissionModel::of(), algotradelib::backtest::CommissionModel::on(), algotradelib::strategy::vanilla::DonchianBreakout::on_bar(), algotradelib::strategy::vanilla::MovingAverageCrossover::on_bar(), algotradelib::strategy::vanilla::RsiThreshold::on_bar(), algotradelib::strategy::vanilla::ZScoreReversion::on_bar(), algotradelib::strategy::vanilla::EqualWeightRebalance::on_phase(), algotradelib::strategy::projected_gross_exposure(), algotradelib::backtest::ReplayLedger::realized_in(), algotradelib::strategy::reconcile(), algotradelib::runner::ChargedCosts::since(), algotradelib::strategy::weight_target(), algotradelib::backtest::NextBarFillModel::with_sell_tax(), and algotradelib::strategy::Portfolio< Broker >::working_quantity().

scale()

std::uint8_t algotradelib::Decimal64::scale ( ) const

inlinenoexcept

Returns the scale.

Returns

The number of fractional digits.

Definition at line 405 of file types.hpp.

Referenced by Decimal64(), algotradelib::decimal_halve(), algotradelib::decimal_less(), algotradelib::decimal_multiply(), algotradelib::decimal_normalized(), parse(), algotradelib::analytics::to_scalar(), and algotradelib::kiwoom::valid_trigger_value().

str()

std::string algotradelib::Decimal64::str ( ) const

inline

Formats the value as a decimal string.

Returns

The text, with exactly scale() fractional digits (no exponent).

Definition at line 411 of file types.hpp.

Referenced by algotradelib::runner::journal_entry_to_line().

Friends And Related Symbol Documentation

operator==

bool operator== ( const Decimal64 & lhs, const Decimal64 & rhs )

friend

Compares the coefficient and the scale.

Values from parse and the decimal_* functions are normalized, so for them this compares the numbers. A value built with an explicit scale is not: Decimal64(150, 2) does not equal Decimal64(15, 1). To compare numbers at any scale, use decimal_less both ways or decimal_normalized first.

Parameters

lhs	The first value.
rhs	The second value.

Returns

true if coefficient and scale are both equal.

Definition at line 441 of file types.hpp.

---

The documentation for this class was generated from the following file:

• algotradelib/src/core/types.hpp