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utils: fix rounding functions #38

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Apr 9, 2018
Merged

utils: fix rounding functions #38

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159 changes: 89 additions & 70 deletions Utils/Math.mqh
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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);
}
};
//+------------------------------------------------------------------+