Re: [Quickfix-developers] QF java interface: conversion from double fields to BigDecimal give imprecise results

[Oren M. <ore...@ya...>]

A method like this already exists in the C++ API, it just needs to be wrapped in Java so you can access it.  In the meantime can't you do something like this:
 
BigDecimal number = new BigDecimal( Double.toString(doubleField.getValue()) );

Or do you still get a rounding error that way?

Joerg Thoennes <Joe...@ma...> wrote:
Hi all,

we got a problem with the conversion of double fields to Java BigDecimal. We actually use
the BigDecimal class to represent values with fractional parts to avoid nasty rounding problems
with floating point values.

But to convert a QF java DoubleField into a BigDecimal I have to do the following:

BigDecimal number = new BigDecimal( doubleField.getValue() );

Using this procedure, we get for e.g.

100.22 the BigDecimal value 100.219999999999998863131622783839702606201171875

which leads to errors at the exchange (invalid PRICE_STEP). A workaround would be to use
rounding.

I would prefer to have a way to get the underlying String representation of the DoubleField to
hand it over to BigDecimal:

BigDecimal number = new BigDecimal( doubleField.getStringValue() );

This method should be in the Field base class and be available for all data types.
I think the same would be also make sense for the C++ and the other APIs.

Cheers, Jörg

-- 
Joerg Thoennes
http://macd.com
Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH
Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen



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