Unit type

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 Unit.Type is set to UnitTypes.Percent) and vice versa (in this case the created value is always of the absolute value, i.e. the Unit.Type is set to UnitTypes.Absolute).

Usage of Unit

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

  // 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:

  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:

  // 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:

  // 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:

  // 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