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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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23
include/xo/unit/natural_unit.hpp
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@ -215,20 +215,29 @@ namespace xo {
bpu2_rescale(const bpu<Int> & orig,
const scalefactor_ratio_type & new_scalefactor)
{
/* we have orig, representing qty (b.u)^p,
* with b=orig.scalefactor, u=native dimension, p=orig.power
*/
ratio::ratio<Int> mult = (orig.scalefactor() / new_scalefactor);
/* inv: p_frac in [0, 1) */
/* inv: p_frac in (-1, 1) */
auto p_frac = orig.power().frac();
/* asof c++26: replace mult_sq with ::pow(mult, p_frac) */
double mult_sq = std::numeric_limits<double>::quiet_NaN();
if (p_frac.den() == 1) {
mult_sq = 1.0;
} else if(p_frac.den() == 2) {
mult_sq = mult.template convert_to<double>();
} else {
// remaining possibilities not supported until c++26
/* pre-c++26 workaround */
{
if (p_frac.den() == 1) {
mult_sq = 1.0;
} else if(p_frac.num() == 1 && p_frac.den() == 2) {
mult_sq = mult.template convert_to<double>();
} else if(p_frac.num() == -1 && p_frac.den() == 2) {
mult_sq = 1.0 / mult.template convert_to<double>();
} else {
// remaining possibilities not supported until c++26
}
}
ratio::ratio<Int> mult_p = mult.power(orig.power().floor());

9
utest/natural_unit.test.cpp
View file

@ -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)*/