conversion.hpp File Reference

Conversions between exact Decimal64 values and the analytics Scalar. More...

#include "./numeric.hpp"
#include <algotradelib/core>
#include <algorithm>
#include <cmath>
#include <cstdint>
#include <limits>
#include <optional>

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Namespaces
namespace	algotradelib
	The library: broker-neutral types (core), and the modules below.
namespace	algotradelib::analytics
	Returns, rolling statistics, indicators and performance metrics over numeric series.

Functions
Scalar	algotradelib::analytics::to_scalar (const Decimal64 &value)
	Converts an exact decimal to the nearest Scalar.
std::optional< Decimal64 >	algotradelib::analytics::to_decimal (Scalar value, std::uint8_t scale)
	Converts a Scalar to an exact decimal with a given number of decimal places.
std::optional< Decimal64 >	algotradelib::analytics::round_scalar_to_tick (Scalar value, const PriceRule &rule, OrderSide side, std::uint8_t scale=0)
	Converts a computed value into a price an order can carry.

Detailed Description

Conversions between exact Decimal64 values and the analytics Scalar.

Use to_scalar to analyze a price or quantity, and round_scalar_to_tick to turn a computed value back into an order price.

Definition in file conversion.hpp.