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

[Joerg T. <Joe...@ma...>]

Hello Oren,

I wonder how the method is called which enables me to directly set the=20
String value of a DoubleField. Does version 1.6.0 include this method=20
also for the Java API?

Thanks, J=F6rg

> A method like this already exists in the C++ API, it just needs to be=20
> wrapped in Java so you can access it.  In the meantime can't you do=20
> something like this:
> =20
> BigDecimal number =3D new BigDecimal(=20
> Double.toString(doubleField.getValue()) );
>=20
> Or do you still get a rounding error that way?
>=20
> */Joerg Thoennes <Joe...@ma...>/* wrote:
>=20
>     Hi all,
>=20
>     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.
>=20
>     But to convert a QF java DoubleField into a BigDecimal I have to do
>     the following:
>=20
>     BigDecimal number =3D new BigDecimal( doubleField.getValue() );
>=20
>     Using this procedure, we get for e.g.
>=20
>     100.22 the BigDecimal value
>     100.219999999999998863131622783839702606201171875
>=20
>     which leads to errors at the exchange (invalid PRICE_STEP). A
>     workaround would be to use
>     rounding.
>=20
>     I would prefer to have a way to get the underlying String
>     representation of the DoubleField to
>     hand it over to BigDecimal:
>=20
>     BigDecimal number =3D new BigDecimal( doubleField.getStringValue() =
);
>=20
>     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.
>=20
>     Cheers, J=F6rg
>=20
>     --=20
>     Joerg Thoennes
>     http://macd.com
>     Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH
>     Fax : +49 (0)241 44597-10 LLothringer Str. 52, D-52070 Aachen
>=20
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>=20
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>=20
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--=20
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