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Arithmetic operations

To simplify works with arithmetic operations on such values as percent, points or pips, the Unit data type can be used. It allows transparently operate with operations of addition, subtraction, multiplication and division. Unit may be converted into Decimal (not possible, of the value is percentage, i.e. the type UnitType is set to UnitTypesPercent) and vice versa (in this case the created value is always of the absolute value, i.e. the UnitType is set to UnitTypesAbsolute).

Usage of Unit

  • The Unit can be created using special design kits, or using shorter recording by UnitHelper:

    C#
    // test instrument with pips = 1 cent and points = 10 usd
    var security = new Security
    {
        Id = "AAPL@NASDAQ",
        StepPrice = 10,
        PriceStep = 0.01m,
    };
    
    var absolute = new Unit(30);
    var percent = 30.0.Percents();
    var pips = 30.0.Pips(security);
    var point = 30.0.Points(security);
  • Unit features formatted output. Therefore, reducing the values to a string depending on the UnitTypes type:

    C#
    Console.WriteLine("absolute = " + absolute);
    Console.WriteLine("percent = " + percent);
    Console.WriteLine("pips = " + pips);
    Console.WriteLine("point = " + point);

    will output the following strings:

    absolute = 30
    percent = 30%
    pips = 30s
    point = 30p

    The s symbol means minimal price increment (pips), p - cost of price increment (point).

  • Arithmetic operations with Unit are performed in the same way, as with normal numbers:

    C#
    // addition of all values
    Console.WriteLine("testValue + absolute = " + (testValue + absolute));
    Console.WriteLine("testValue + percent = " + (testValue + percent));
    Console.WriteLine("testValue + pips = " + (testValue + pips));
    Console.WriteLine("testValue + point = " + (testValue + point));
    Console.WriteLine();
    
    // multiplication of all values
    Console.WriteLine("testValue * absolute = " + (testValue * absolute));
    Console.WriteLine("testValue * percent = " + (testValue * percent));
    Console.WriteLine("testValue * pips = " + (testValue * pips));
    Console.WriteLine("testValue * point = " + (testValue * point));
    Console.WriteLine();
    
    // subtraction of values
    Console.WriteLine("testValue - absolute = " + (testValue - absolute));
    Console.WriteLine("testValue - percent = " + (testValue - percent));
    Console.WriteLine("testValue - pips = " + (testValue - pips));
    Console.WriteLine("testValue - point = " + (testValue - point));
    Console.WriteLine();
    
    // division of all values
    Console.WriteLine("testValue / absolute = " + (testValue / absolute));
    Console.WriteLine("testValue / percent = " + (testValue / percent));
    Console.WriteLine("testValue / pips = " + (testValue / pips));
    Console.WriteLine("testValue / point = " + (testValue / point));
    Console.WriteLine();
  • The result of arithmetic operations Unit itself becomes Unit, type of each is equal to the first operand type. For example, when adding pips and points, the result will be in pips:

    C#
    // addition of pips and points
    var resultPipsPoint = pips + point;
    // and casting to decimal
    var resultPipsPointDecimal = (decimal)resultPipsPoint;
    
    Console.WriteLine("pips + point = " + resultPipsPoint);
    Console.WriteLine("(decimal)(pips + point) = " + resultPipsPointDecimal);

    Output of such operation will be as follows:

    pips + point = 30030s
    (decimal)(pips + point) = 300.3

    Or, when adding pips and percent:

    C#
    // addition of pips and percents
    var resultPipsPercents = pips + percent;
    // and casting to decimal
    var resultPipsPercentsDecimal = (decimal)resultPipsPercents;
    
    Console.WriteLine("pips + percent = " + resultPipsPercents);
    Console.WriteLine("(decimal)(pips + percent) = " + resultPipsPercentsDecimal);

    The output will be as follows:

    pips + percent = 39s
    (decimal)(pips + percent) = 0.39
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