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Merge pull request #774 from cppalliance/math_example
Add example using Boost.Math
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‎doc/decimal/examples.adoc‎

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@@ -228,3 +228,11 @@ This serves as a framework for other calculations for securities.
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=== Currency Conversion
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In the examples folder there is a file named `currency_conversion.cpp`.
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This example shows how to simply convert currencies based off a given exchange rate.
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== Boost.Math Integration
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=== Bollinger Bands
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In the examples folder there is a file named `statistics.cpp`.
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This example demonstrates how to parse a file, and then leverage Boost.Math to compute statistics of that data set culminating with the values of the Bollinger Bands.
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This example could be extended with the simple moving average to create full bands based on the period of the moving average you would like.

‎examples/moving_average.cpp‎

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// Distributed under the Boost Software License, Version 1.0.
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// https://www.boost.org/LICENSE_1_0.txt
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#include "where_file.hpp"
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#include <boost/decimal.hpp>
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#include <iostream>
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#include <iomanip>
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using namespace boost::decimal;
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auto where_file(const std::string& test_vectors_filename) -> std::string
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{
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// Try to open the file in each of the known relative paths
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// in order to find out where it is located.
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// Boost-root
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std::string test_vectors_filename_relative = "libs/decimal/examples/" + test_vectors_filename;
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std::ifstream in_01(test_vectors_filename_relative.c_str());
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const bool file_01_is_open { in_01.is_open() };
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if(file_01_is_open)
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{
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in_01.close();
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}
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else
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{
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// Local test directory or IDE
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test_vectors_filename_relative = "../examples/" + test_vectors_filename;
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std::ifstream in_02(test_vectors_filename_relative.c_str());
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const bool file_02_is_open { in_02.is_open() };
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if(file_02_is_open)
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{
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in_02.close();
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}
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else
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{
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// test/cover
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test_vectors_filename_relative = "../../examples/" + test_vectors_filename;
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std::ifstream in_03(test_vectors_filename_relative.c_str());
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const bool file_03_is_open { in_03.is_open() };
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if(file_03_is_open)
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{
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in_03.close();
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}
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else
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{
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// CMake builds
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test_vectors_filename_relative = "../../../../libs/decimal/examples/" + test_vectors_filename;
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std::ifstream in_04(test_vectors_filename_relative.c_str());
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const bool file_04_is_open { in_04.is_open() };
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if(file_04_is_open)
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{
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in_04.close();
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}
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else
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{
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// Try to open the file from the absolute path.
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test_vectors_filename_relative = test_vectors_filename;
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std::ifstream in_05(test_vectors_filename_relative.c_str());
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const bool file_05_is_open { in_05.is_open() };
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if(file_05_is_open)
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{
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in_05.close();
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}
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else
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{
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// Clion Cmake builds
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test_vectors_filename_relative = "../../../libs/decimal/examples/" + test_vectors_filename;
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std::ifstream in_06(test_vectors_filename_relative.c_str());
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const bool file_06_is_open { in_06.is_open() };
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if (file_06_is_open)
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{
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in_06.close();
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}
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else
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{
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test_vectors_filename_relative = "";
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}
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}
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}
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}
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}
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}
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return test_vectors_filename_relative;
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}
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struct daily_data
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{
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std::string date;
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std::getline(file, line);
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// Read data
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while (std::getline(file, line)) {
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while (std::getline(file, line))
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{
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stock_data.push_back(parse_csv_line(line));
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}
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decimal64 sum(0);
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// Calculate sum for the window
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for (size_t j = 0; j < window_size; ++j) {
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for (size_t j = 0; j < window_size; ++j)
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{
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sum += stock_data[i - j].close;
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}
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‎examples/statistics.cpp‎

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// Copyright 2025 Matt Borland
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// Distributed under the Boost Software License, Version 1.0.
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// https://www.boost.org/LICENSE_1_0.txt
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#include "where_file.hpp"
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#include <boost/decimal.hpp>
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#include <iostream>
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#include <iomanip>
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#include <string>
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#include <vector>
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#include <fstream>
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#include <sstream>
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#if defined(__clang__)
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# pragma clang diagnostic push
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# pragma clang diagnostic ignored "-Wfloat-equal"
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# pragma clang diagnostic ignored "-Wsign-conversion"
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#elif defined(__GNUC__)
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# pragma GCC diagnostic push
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# pragma GCC diagnostic ignored "-Wfloat-equal"
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# pragma GCC diagnostic ignored "-Wsign-conversion"
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#endif
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#include <boost/math/statistics/univariate_statistics.hpp>
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#if defined(__clang__)
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# pragma clang diagnostic pop
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#elif defined(__GNUC__)
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# pragma GCC diagnostic pop
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#endif
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using namespace boost::decimal;
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struct daily_data
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{
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std::string date;
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decimal64 open;
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decimal64 high;
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decimal64 low;
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decimal64 close;
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decimal64 volume;
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};
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// Function to split a CSV line into daily_data
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auto parse_csv_line(const std::string& line) -> daily_data
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{
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std::stringstream ss(line);
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std::string token;
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daily_data data;
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// Parse each column
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std::getline(ss, data.date, ',');
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std::getline(ss, token, ',');
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from_chars(token, data.open);
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std::getline(ss, token, ',');
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from_chars(token, data.high);
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std::getline(ss, token, ',');
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from_chars(token, data.low);
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std::getline(ss, token, ',');
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from_chars(token, data.close);
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std::getline(ss, token, ',');
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from_chars(token, data.volume);
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return data;
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}
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int main()
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{
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std::vector<daily_data> stock_data;
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// Open and read the CSV file
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std::ifstream file(where_file("AAPL.csv"));
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std::string line;
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// Skip header line
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std::getline(file, line);
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// Read data
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while (std::getline(file, line))
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{
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stock_data.push_back(parse_csv_line(line));
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}
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// Get the closing prices for the entire year
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std::vector<decimal64> closing_prices;
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for (const auto& day : stock_data)
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{
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closing_prices.emplace_back(day.close);
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}
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const auto mean_closing_price = boost::math::statistics::mean(closing_prices);
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const auto median_closing_price = boost::math::statistics::median(closing_prices);
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const auto variance_closing_price = boost::math::statistics::variance(closing_prices);
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const auto std_dev_closing_price = sqrt(variance_closing_price);
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// 2-Sigma Bollinger Bands
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const auto upper_band = mean_closing_price + 2 * std_dev_closing_price;
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const auto lower_band = mean_closing_price - 2 * std_dev_closing_price;
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std::cout << std::fixed << std::setprecision(2)
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<< " Mean Closing Price: " << mean_closing_price << '\n'
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<< " Standard Deviation: " << std_dev_closing_price << '\n'
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<< "Upper Bollinger Band: " << upper_band << '\n'
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<< "Lower Bollinger Band: " << lower_band << std::endl;
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// Mean = 207.21
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// Median = 214.27
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return mean_closing_price > median_closing_price;
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}
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‎examples/where_file.hpp‎

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// Copyright 2025 Matt Borland
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// Distributed under the Boost Software License, Version 1.0.
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// https://www.boost.org/LICENSE_1_0.txt
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#ifndef BOOST_DECIMAL_EXAMPLE_WHERE_FILE_HPP
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#define BOOST_DECIMAL_EXAMPLE_WHERE_FILE_HPP
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#include <string>
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#include <vector>
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#include <fstream>
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#include <sstream>
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namespace boost {
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namespace decimal {
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auto where_file(const std::string& test_vectors_filename) -> std::string
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{
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// Try to open the file in each of the known relative paths
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// in order to find out where it is located.
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// Boost-root
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std::string test_vectors_filename_relative = "libs/decimal/examples/" + test_vectors_filename;
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std::ifstream in_01(test_vectors_filename_relative.c_str());
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const bool file_01_is_open { in_01.is_open() };
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if(file_01_is_open)
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{
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in_01.close();
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}
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else
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{
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// Local test directory or IDE
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test_vectors_filename_relative = "../examples/" + test_vectors_filename;
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std::ifstream in_02(test_vectors_filename_relative.c_str());
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const bool file_02_is_open { in_02.is_open() };
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if(file_02_is_open)
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{
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in_02.close();
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}
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else
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{
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// test/cover
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test_vectors_filename_relative = "../../examples/" + test_vectors_filename;
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std::ifstream in_03(test_vectors_filename_relative.c_str());
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const bool file_03_is_open { in_03.is_open() };
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if(file_03_is_open)
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{
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in_03.close();
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}
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else
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{
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// CMake builds
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test_vectors_filename_relative = "../../../../libs/decimal/examples/" + test_vectors_filename;
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std::ifstream in_04(test_vectors_filename_relative.c_str());
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const bool file_04_is_open { in_04.is_open() };
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if(file_04_is_open)
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{
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in_04.close();
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}
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else
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{
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// Try to open the file from the absolute path.
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test_vectors_filename_relative = test_vectors_filename;
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std::ifstream in_05(test_vectors_filename_relative.c_str());
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const bool file_05_is_open { in_05.is_open() };
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if(file_05_is_open)
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{
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in_05.close();
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}
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else
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{
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// Clion Cmake builds
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test_vectors_filename_relative = "../../../libs/decimal/examples/" + test_vectors_filename;
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std::ifstream in_06(test_vectors_filename_relative.c_str());
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const bool file_06_is_open { in_06.is_open() };
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if (file_06_is_open)
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{
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in_06.close();
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}
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else
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{
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test_vectors_filename_relative = "";
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}
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}
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}
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}
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}
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}
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return test_vectors_filename_relative;
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}
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} // namespace decimal
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} // namespace boost
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#endif //BOOST_DECIMAL_EXAMPLE_WHERE_FILE_HPP

‎test/Jamfile‎

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@@ -152,3 +152,4 @@ run ../examples/literals.cpp ;
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run ../examples/rounding_mode.cpp ;
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run ../examples/moving_average.cpp ;
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run ../examples/currency_conversion.cpp ;
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run ../examples/statistics.cpp ;

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