Skip to content

Commit

Permalink
utils: fix rounding functions (#38)
Browse files Browse the repository at this point in the history 
Standard MathMod() function may return not-so-correct results
so it cannot be relied upon when rounding. For example,
MathMod(0.6,0.1) yields 0.099999.. which may be deceiving.
This caveat makes rounding completely incorrect with current
logic. Use MathRound() instead.

Changes:
* modify roundUpToMultiple/roundDownToMultiple to use MathRound();
* add roundUpToStep/roundDownToStep functions calculating value
  with regard to a minimum value and a step.

New functions are useful to calculate correct lots with
SYMBOL_VOLUME_MIN/SYMBOL_VOLUME_STEP.

Signed-off-by: Yerden Zhumabekov <[email protected]>
  • Loading branch information
@yerden @dingmaotu
yerden authored and dingmaotu committed Apr 9, 2018
1 parent e89e4f4 commit 0d20d72
Showing 1 changed file with 89 additions and 70 deletions.
159 changes: 89 additions & 70 deletions Utils/Math.mqh
View file
Original file line number Diff line number Diff line change
@@ -1,70 +1,89 @@
//+------------------------------------------------------------------+
//| Module: Utils/Math.mqh |
//| This file is part of the mql4-lib project: |
//| https://github.com/dingmaotu/mql4-lib |
//| |
//| Copyright 2016 Li Ding <[email protected]> |
//| |
//| Licensed under the Apache License, Version 2.0 (the "License"); |
//| you may not use this file except in compliance with the License. |
//| You may obtain a copy of the License at |
//| |
//| http://www.apache.org/licenses/LICENSE-2.0 |
//| |
//| Unless required by applicable law or agreed to in writing, |
//| software distributed under the License is distributed on an |
//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, |
//| either express or implied. |
//| See the License for the specific language governing permissions |
//| and limitations under the License. |
//+------------------------------------------------------------------+
#property strict
#include "../Lang/Mql.mqh"
#include "../Lang/Number.mqh"
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class Math
{
public:
template<typename T>
static T max(T value1,T value2)
{
return value1 > value2 ? value1 : value2;
}
template<typename T>
static T min(T value1,T value2)
{
return value1 < value2 ? value1 : value2;
}
template<typename T>
static T abs(T value)
{
return value < 0 ? -value : value;
}
template<typename T>
static int sign(T value)
{
return value < 0 ? -1 : 1;
}

//--- round value up to a multiple of min
static double roundUpToMultiple(double value,double min)
{
double r=MathMod(value,min);
return Mql::isEqual(r,0.0) ? value : (value-r+min);
}
//--- round value down to a multiple of min
static double roundDownToMultiple(double value,double min)
{
double r=MathMod(value,min);
return Mql::isEqual(r,0.0) ? value : (value-r);
}

static double linearInterpolate(double x1,double x2,double y1,double y2,double x)
{
if(Mql::isEqual(x1,x2)) return Double::NaN;
return y1 + (y1-y2)*(x-x1)/(x1-x2);
}
};
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Module: Utils/Math.mqh |
//| This file is part of the mql4-lib project: |
//| https://github.com/dingmaotu/mql4-lib |
//| |
//| Copyright 2016 Li Ding <[email protected]> |
//| |
//| Licensed under the Apache License, Version 2.0 (the "License"); |
//| you may not use this file except in compliance with the License. |
//| You may obtain a copy of the License at |
//| |
//| http://www.apache.org/licenses/LICENSE-2.0 |
//| |
//| Unless required by applicable law or agreed to in writing, |
//| software distributed under the License is distributed on an |
//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, |
//| either express or implied. |
//| See the License for the specific language governing permissions |
//| and limitations under the License. |
//+------------------------------------------------------------------+
#property strict
#include "../Lang/Mql.mqh"
#include "../Lang/Number.mqh"
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class Math
{
public:
template<typename T>
static T max(T value1,T value2)
{
return value1 > value2 ? value1 : value2;
}
template<typename T>
static T min(T value1,T value2)
{
return value1 < value2 ? value1 : value2;
}
template<typename T>
static T abs(T value)
{
return value < 0 ? -value : value;
}
template<typename T>
static int sign(T value)
{
return value < 0 ? -1 : 1;
}

//--- round value up to a multiple of min
static double roundUpToMultiple(double value,double min)
{
int n=(int)MathRound(value/min);
return Mql::isEqual(n*min,value) ? n*min : ((int)(value/min)+1)*min;
}
//--- round value down to a multiple of min
static double roundDownToMultiple(double value,double min)
{
int n=(int)MathRound(value/min);
return Mql::isEqual(n*min,value) ? n*min : (int)(value/min)*min;
}

//--- round value up to a min+multiple*step
static double roundUpToStep(double value,double min,double step)
{
value-=min;
int n=(int)MathRound(value/step);
if(!Mql::isEqual(n*step,value)) n=(int)(value/step)+1;
return n*step+min;
}

//--- round value down to a min+multiple*step
static double roundDownToStep(double value,double min,double step)
{
value-=min;
int n=(int)MathRound(value/step);
if(!Mql::isEqual(n*step,value)) n=(int)(value/step);
return n*step+min;
}

static double linearInterpolate(double x1,double x2,double y1,double y2,double x)
{
if(Mql::isEqual(x1,x2)) return Double::NaN;
return y1 + (y1-y2)*(x-x1)/(x1-x2);
}
};
//+------------------------------------------------------------------+

0 comments on commit 0d20d72

Please sign in to comment.