// The MIT License (MIT) // // Copyright (c) 2018 Mateusz Pusz // // Permission is hereby granted, free of charge, to any person obtaining a copy // of this software and associated documentation files (the "Software"), to deal // in the Software without restriction, including without limitation the rights // to use, copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the Software is // furnished to do so, subject to the following conditions: // // The above copyright notice and this permission notice shall be included in all // copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR // IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, // FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE // AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER // LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, // OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE // SOFTWARE. // !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! // !!! Before you commit any changes to this file please make sure to check if it !!! // !!! renders correctly in the documentation "Examples" section. !!! // !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! #include #ifdef MP_UNITS_IMPORT_STD import std; #else #include #include #include #include #include #include #endif #ifdef MP_UNITS_MODULES import mp_units.core; #else #include #endif using namespace mp_units; // clang-format off inline constexpr struct dim_currency final : base_dimension<"$"> {} dim_currency; QUANTITY_SPEC(currency, dim_currency); inline constexpr struct euro final : named_unit<"EUR", kind_of> {} euro; inline constexpr struct us_dollar final : named_unit<"USD", kind_of> {} us_dollar; inline constexpr struct great_british_pound final : named_unit<"GBP", kind_of> {} great_british_pound; inline constexpr struct japanese_jen final : named_unit<"JPY", kind_of> {} japanese_jen; // clang-format on namespace unit_symbols { inline constexpr auto EUR = euro; inline constexpr auto USD = us_dollar; inline constexpr auto GBP = great_british_pound; inline constexpr auto JPY = japanese_jen; } // namespace unit_symbols static_assert(!std::equality_comparable_with, quantity>); template [[nodiscard]] double exchange_rate(std::chrono::sys_seconds timestamp) { (void)timestamp; // get conversion ratios for this timestamp // Paired rates are not exact inverses — the asymmetry encodes the bid/ask spread static const std::map, double> rates = { {{"USD", "EUR"}, 0.9215}, {{"EUR", "USD"}, 1.0848}, {{"USD", "GBP"}, 0.7897}, {{"GBP", "USD"}, 1.2650}, {{"USD", "JPY"}, 142.88}, {{"JPY", "USD"}, 0.00693}, // ... }; return rates.at(std::make_pair(unit_symbol(From), unit_symbol(To))); } template auto To, QuantityOf From> QuantityOf auto exchange_to(From q, std::chrono::sys_seconds timestamp) { const double rate = exchange_rate(timestamp) * q.numerical_value_in(q.unit); return rate * From::quantity_spec[To]; } template auto To, QuantityPointOf From> QuantityPointOf auto exchange_to(From qp, std::chrono::sys_seconds timestamp) { return quantity_point{exchange_to(qp.quantity_from_zero(), timestamp), From::point_origin}; } int main() { using namespace unit_symbols; using namespace std::chrono; const auto timestamp = time_point_cast(system_clock::now() - hours{24}); // FX conversion of a single price (quantity_point: $0 is a meaningful absolute reference) const quantity_point price_usd{100 * USD}; const quantity_point price_eur = exchange_to(price_usd, timestamp); std::cout << price_usd << " -> " << price_eur << "\n"; // the below don't compile // std::cout << (price_usd + price_usd).quantity_from_zero() << "\n"; // std::cout << price_usd.quantity_from_zero() + price_eur.quantity_from_zero() << "\n"; // Multi-currency portfolio: positions held in native currencies (quantities, not prices) const quantity pos_usd = 14'230 * USD; const quantity pos_eur = 4'902 * EUR; const quantity pos_gbp = 1'464 * GBP; const quantity pos_jpy = 890'000 * JPY; // Cross-currency arithmetic does not compile — must go through explicit FX conversion: // const quantity bad = pos_usd + pos_eur; // does not compile const quantity pos_eur_usd = round(exchange_to(pos_eur, timestamp)).force_in(); const quantity pos_gbp_usd = round(exchange_to(pos_gbp, timestamp)).force_in(); const quantity pos_jpy_usd = round(exchange_to(pos_jpy, timestamp)).force_in(); const quantity total_usd = pos_usd + pos_eur_usd + pos_gbp_usd + pos_jpy_usd; std::cout << "Portfolio positions:\n"; std::cout << " " << pos_usd << "\n"; std::cout << " " << pos_eur << " => " << pos_eur_usd << "\n"; std::cout << " " << pos_gbp << " => " << pos_gbp_usd << "\n"; std::cout << " " << pos_jpy << " => " << pos_jpy_usd << "\n"; std::cout << "Portfolio total (USD): " << total_usd << "\n"; }