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xo-unit: bugfix: need handling for power=-1/2

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This commit is contained in:
Roland Conybeare 2024-05-04 14:50:58 -04:00
commit 9a5def616b
2 changed files with 21 additions and 11 deletions
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9
utest/natural_unit.test.cpp
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@ -232,12 +232,13 @@ namespace xo {
constexpr auto p = power_ratio_type(-1, 2);
constexpr auto orig_bpu = bpu<int64_t>(dim::time,
scalefactor_ratio_type(360*24*3600, 1),
power_ratio_type(-1, 2));
scalefactor_ratio_type(360*24*3600, 1),
power_ratio_type(-1, 2));
static_assert(orig_bpu.native_dim() == dim::time);
constexpr auto new_scalefactor = scalefactor_ratio_type(30*24*3600, 1);
/* orig ~ 360d volatility, new = 30d volatility */
constexpr auto mult = orig_bpu.scalefactor() / new_scalefactor;
log && log(xtag("mult", mult));
static_assert(mult.num() == 12);
@ -263,7 +264,7 @@ namespace xo {
static_assert(rr.bpu_rescaled_.power() == power_ratio_type(-1,2));
static_assert(rr.outer_scale_factor_ == outer_sf_exact);
static_assert(rr.outer_scale_sq_ == 12.0);
static_assert(rr.outer_scale_sq_ == 1 / 12.0);
}
/* keep spelled-out test. Will generalize to other fractional powers when c++26 available */
@ -302,7 +303,7 @@ namespace xo {
static_assert(rr.bpu_rescaled_.power() == power_ratio_type(-3,2));
static_assert(rr.outer_scale_factor_ == outer_sf_exact);
static_assert(rr.outer_scale_sq_ == 12.0);
static_assert(rr.outer_scale_sq_ == 1 / 12.0);
}
} /*TEST_CASE(bpu_rescale)*/