Numeric.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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#pragma once

#include "OnixS/CME/DropCopy/Export.h"

#include <cassert>
#include <cmath>
#include <ostream>
#include <string>
#include <stdexcept>

namespace OnixS { namespace CME { namespace DropCopy {

typedef int Int32;
typedef unsigned int UInt32;

typedef long long Int64;
typedef unsigned long long UInt64;

typedef double Double;

typedef Int64 DecimalMantissa;
typedef Int32 DecimalExponent;

/// Decimal type for better precision.
class ONIXS_CME_DROP_COPY_EXPORT Decimal
{
public:
    /// Initializes instance from compound components.
    Decimal (DecimalMantissa mantissa = 0, DecimalExponent exponent = 0);

    /// Converts Double value to decimal.
    /// \param value double precision floating-point value.
    /// \param precision defines conversion precision.
    Decimal (Double value, size_t precision);

    /// Initializes as copy of given value.
    Decimal (const Decimal& other);

    /// Returns mantissa part of decimal.
    DecimalMantissa mantissa() const;

    /// Updates mantissa part of decimal.
    void mantissa (DecimalMantissa);

    /// Returns exponent part of decimal.
    DecimalExponent exponent() const;

    /// Updates exponent part of decimal.
    void exponent (DecimalExponent);

    /// Compares two numbers.
    bool operator == (const Decimal&) const;

    /// Compares two numbers.
    bool operator != (const Decimal&) const;

    /// Establishes order between two values.
    bool operator <(const Decimal&) const;

    /// Establishes order between two values.
    bool operator >(const Decimal&) const;

    /// Casts to whole integer number as regular
    /// floating point value is casted.
    /// \throw domain_error exception on failure.
    operator Int32() const;

    /// Casts to whole integer number as regular
    /// floating point value is casted.
    /// \throw domain_error exception on failure.
    operator UInt32() const;

    /// Casts to whole integer number as regular
    /// floating point value is casted.
    /// \throw domain_error exception on failure.
    operator Int64() const;

    /// Casts to whole integer number as regular
    /// floating point value is casted.
    /// \throw domain_error exception on failure.
    operator UInt64() const;

    /// Casts to whole floating point as regular
    /// value is casted to a smaller precision.
    /// \throw domain_error exception on failure.
    operator Double() const;

    /// Casts to whole integer number as regular
    /// floating point value is casted.
    /// \return false if conversion fails.
    bool toNumber (Int32&) const;

    /// Casts to whole integer number as regular
    /// floating point value is casted.
    /// \return false if conversion fails.
    bool toNumber (UInt32&) const;

    /// Casts to whole integer number as regular
    /// floating point value is casted.
    /// \return false if conversion fails.
    bool toNumber (Int64&) const;

    /// Casts to whole integer number as regular
    /// floating point value is casted.
    /// \return false if conversion fails.
    bool toNumber (UInt64&) const;

    /// Casts to double floating point number.
    /// \return false if conversion fails.
    bool toNumber (Double&) const;

    /// Fast cast to double floating point number.
    /// \note For the sake of performance no range checks are done.
    ///       Result may be invalid if decimal cannot be represented as double value.
    ///       Warning: result may be different (less precise) from toNumber(Double&)
    ///       result due to performance vs precision trade-off.
    Double toDoubleUnchecked() const;

    /// Fast cast from double floating point number.
    /// \note For the sake of performance no range checks are done.
    ///       Result may be invalid if decimal cannot be represented as double value.
    ///       Warning: result may be different (less precise) from Decimal(Double, size_t)
    ///       result due to performance vs precision trade-off.
    static Decimal fromDoubleUnchecked(Double value, size_t precision);

    /// Appends text presentation to given string.
    void toString(std::string&) const;

    /// Returns text presentation of decimal.
    std::string toString() const;

    /// Reinitializes instance from another one.
    Decimal& operator=(const Decimal& other);

    /// Attempts to parse decimal value
    /// from its string/text presentation.
    /// \return false on parsing failure.
    static bool tryParse(const char* buffer, size_t bufferSize, Decimal&);

    /// Parses decimal from string presentation.
    /// \throw std::exception on failure.
    static Decimal parse(const char* buffer, size_t bufferSize);

private:
    /// Mantissa.
    DecimalMantissa mantissa_;

    /// Exponent.
    DecimalExponent exponent_;
};

inline Decimal::Decimal(DecimalMantissa mantissa, DecimalExponent exponent)
    : mantissa_(mantissa)
    , exponent_(exponent)
{
}

inline Decimal::Decimal(const Decimal& other)
    : mantissa_(other.mantissa_)
    , exponent_(other.exponent_)
{
}

inline DecimalMantissa Decimal::mantissa() const
{
    return mantissa_;
}

inline void Decimal::mantissa(DecimalMantissa value)
{
    mantissa_ = value;
}

inline DecimalExponent Decimal::exponent() const
{
    return exponent_;
}

inline void Decimal::exponent(DecimalExponent value)
{
    exponent_ = value;
}

inline Decimal& Decimal::operator=(const Decimal& other)
{
    mantissa_ = other.mantissa_;
    exponent_ = other.exponent_;

    return *this;
}

inline Decimal::operator Int32() const
{
    Int32 number;

    if (toNumber(number))
        return number;

    throw std::domain_error("Cannot cast value to target type. ");
}

inline Decimal::operator UInt32() const
{
    UInt32 number;

    if (toNumber(number))
        return number;

    throw std::domain_error("Cannot cast value to target type. ");
}

inline Decimal::operator Int64() const
{
    Int64 number;

    if (toNumber(number))
        return number;

    throw std::domain_error("Cannot cast value to target type. ");
}

inline Decimal::operator UInt64() const
{
    UInt64 number;

    if (toNumber(number))
        return number;

    throw std::domain_error("Cannot cast value to target type. ");
}

inline Decimal::operator Double() const
{
    Double number;

    if (toNumber (number))
        return number;

    throw std::domain_error("Cannot cast value to target type. ");
}

inline std::string Decimal::toString() const
{
    std::string presentation;
    toString (presentation);
    return presentation;
}

namespace NumericDetails {
static const int maxAbsPower10 = 20;
static const int powers10Size = maxAbsPower10 * 2 + 1; // Negative, positive and zero powers

static const double powers10[] =
{
    1E-20, 1E-19, 1E-18, 1E-17, 1E-16, 1E-15, 1E-14, 1E-13, 1E-12, 1E-11,
    1E-10, 1E-9, 1E-8, 1E-7, 1E-6, 1E-5, 1E-4, 1E-3, 1E-2, 1E-1,
    1E0,
    1E1, 1E2, 1E3, 1E4, 1E5, 1E6, 1E7, 1E8, 1E9, 1E10,
    1E11, 1E12, 1E13, 1E14, 1E15, 1E16, 1E17, 1E18, 1E19, 1E20
};

inline OnixS::CME::DropCopy::Double fastPower10(int power)
{
    const int offset = power + maxAbsPower10;
    if(offset >= 0 && offset < powers10Size)
    {
        return powers10[offset];
    }

    throw std::invalid_argument("Invalid power argument, must be in range [-20, 20]");
}
}

inline Double Decimal::toDoubleUnchecked() const
{
    using namespace NumericDetails;
    return mantissa_ * fastPower10(exponent_);
}

inline Decimal Decimal::fromDoubleUnchecked(Double value, size_t precision)
{
    using namespace NumericDetails;
    DecimalExponent convertedExponent = 0;

    Double dummy;
    if(fabs(modf(value, &dummy)) != 0.0)
    {
        const DecimalExponent exp = static_cast<DecimalExponent>(precision);

        // Apply last digit rounding
        const Double rounding = 0.5 * fastPower10(-exp);
        value += (value > 0) ? rounding : -rounding;

        value *= fastPower10(exp);
        convertedExponent = -exp;
    }

    return Decimal(static_cast<DecimalMantissa>(value), convertedExponent);
}

/// Helper class for conversion from string to number.
struct ONIXS_CME_DROP_COPY_EXPORT Number
{
    static bool tryParse(const char* buffer, size_t bufferSize, Int32& number);
    static bool tryParse(const char* buffer, size_t bufferSize, UInt32& number);
    static bool tryParse(const char* buffer, size_t bufferSize, Int64& number);
    static bool tryParse(const char* buffer, size_t bufferSize, UInt64& number);
    static bool tryParse(const char* buffer, size_t bufferSize, Double& number);
    static bool tryParse(const char* buffer, size_t bufferSize, Decimal& number);
};

/// Comparator aggregate providing compare functions.
/// Such functions can be generic (slower, but able to deal
/// with any decimal) or fixed point based (faster, but assuming that
/// all compating values have the same exponent).
struct ONIXS_CME_DROP_COPY_EXPORT DecimalComparator
{
    /// Comparing function signature.
    typedef bool(*CompareFunction)(const Decimal&, const Decimal&);

    /// Comparing functions.
    const CompareFunction equal;
    const CompareFunction nonEqual;
    const CompareFunction less;
    const CompareFunction greater;

    /// Constructor.
    DecimalComparator(
        const CompareFunction equalFunc
        , const CompareFunction nonEqualFunc
        , const CompareFunction lessFunc
        , const CompareFunction greaterFunc
    )
        : equal(equalFunc)
        , nonEqual(nonEqualFunc)
        , less(lessFunc)
        , greater(greaterFunc)
    {}

    // Assignment operator: not defined.
    DecimalComparator& operator=(const DecimalComparator&);

    /// Returns true if this instance is fixed point decimal comparator.
    bool fixedPoint() const;

    /// Returns true if this instance is generic decimal comparator.
    bool genericDecimal() const;
};

/// Helper functions for generic decimal case.
namespace GenericDecimal {
inline bool equal(const Decimal& lhs, const Decimal& rhs)
{
    return lhs == rhs;
}

inline bool nonEqual(const Decimal& lhs, const Decimal& rhs)
{
    return lhs != rhs;
}

inline bool less(const Decimal& lhs, const Decimal& rhs)
{
    return lhs < rhs;
}

inline bool greater(const Decimal& lhs, const Decimal& rhs)
{
    return lhs > rhs;
}

ONIXS_CME_DROP_COPY_EXPORT extern const DecimalComparator Comparator;
}

/// Helper functions for CME fixed point decimal case.
namespace FixedPointDecimal {
inline bool equal(const Decimal& lhs, const Decimal& rhs)
{
    assert(lhs.exponent() == rhs.exponent());
    return lhs.mantissa() == rhs.mantissa();
}

inline bool nonEqual(const Decimal& lhs, const Decimal& rhs)
{
    assert(lhs.exponent() == rhs.exponent());
    return lhs.mantissa() != rhs.mantissa();
}

inline bool less(const Decimal& lhs, const Decimal& rhs)
{
    assert(lhs.exponent() == rhs.exponent());
    return lhs.mantissa() < rhs.mantissa();
}

inline bool greater(const Decimal& lhs, const Decimal& rhs)
{
    assert(lhs.exponent() == rhs.exponent());
    return lhs.mantissa() > rhs.mantissa();
}

ONIXS_CME_DROP_COPY_EXPORT extern const DecimalComparator Comparator;
}

inline bool DecimalComparator::fixedPoint() const
{
    return this == &FixedPointDecimal::Comparator;
}

inline bool DecimalComparator::genericDecimal() const
{
    return this == &GenericDecimal::Comparator;
}

static const DecimalComparator& defaultDecimalComparator = GenericDecimal::Comparator;

}}}

namespace std {

// Outputs decimal into standard stream.
ONIXS_CME_DROP_COPY_EXPORT std::ostream& operator<<(std::ostream&, const OnixS::CME::DropCopy::Decimal&);

}