Merge pull request #765 from cppalliance/finance

Add financial calculations to examples

Author: mborland

doc/decimal.adoc

@@ -4,7 +4,6 @@ Distributed under the Boost Software License, Version 1.0.
 https://www.boost.org/LICENSE_1_0.txt
 ////
 
-= Decimal: IEEE 754 Decimal Floating Point Numbers
 :toc: left
 :toclevels: 4
 :idprefix:
@@ -15,6 +14,9 @@ https://www.boost.org/LICENSE_1_0.txt
 
 :leveloffset: +1
 
+= Decimal: IEEE 754 Decimal Floating Point Numbers
+Matt Borland and Chris Kormanyos
+
 include::decimal/overview.adoc[]
 include::decimal/api_reference.adoc[]
 include::decimal/generic_decimal.adoc[]

doc/decimal/examples.adoc

@@ -217,3 +217,14 @@ BID format: 31fc4b40
 DPD format: 35f00000
 ----
 
+== Financial Applications
+
+=== Simple Moving Average
+
+In the examples folder there is a file named `moving_average.cpp`.
+This example shows how to parse historical stock data from file and use it.
+This serves as a framework for other calculations for securities.
+
+=== Currency Conversion
+In the examples folder there is a file named `currency_conversion.cpp`.
+This example shows how to simply convert currencies based off a given exchange rate.

examples/AAPL.csv

@@ -0,0 +1,253 @@
+Date,Open,High,Low,Close,Volume
+1/2/24,187.15,188.44,183.89,185.64,"82,488,672"
+1/3/24,184.22,185.88,183.43,184.25,"58,414,461"
+1/4/24,182.15,183.09,180.88,181.91,"71,983,570"
+1/5/24,181.99,182.76,180.17,181.18,"62,379,660"
+1/8/24,182.09,185.6,181.5,185.56,"59,144,473"
+1/9/24,183.92,185.15,182.73,185.14,"42,841,809"
+1/10/24,184.35,186.4,183.92,186.19,"46,792,910"
+1/11/24,186.54,187.05,183.62,185.59,"49,128,406"
+1/12/24,186.06,186.74,185.19,185.92,"40,477,781"
+1/16/24,182.16,184.26,180.93,183.63,"65,603,039"
+1/17/24,181.27,182.93,180.3,182.68,"47,317,434"
+1/18/24,186.09,189.14,185.83,188.63,"78,005,750"
+1/19/24,189.33,191.95,188.82,191.56,"68,902,992"
+1/22/24,192.3,195.33,192.26,193.89,"60,133,848"
+1/23/24,195.02,195.75,193.83,195.18,"42,355,594"
+1/24/24,195.42,196.38,194.34,194.5,"53,631,320"
+1/25/24,195.22,196.27,193.11,194.17,"54,822,129"
+1/26/24,194.27,194.76,191.94,192.42,"44,594,008"
+1/29/24,192.01,192.2,189.58,191.73,"47,145,621"
+1/30/24,190.94,191.8,187.47,188.04,"55,859,367"
+1/31/24,187.04,187.1,184.35,184.4,"55,467,801"
+2/1/24,183.99,186.95,183.82,186.86,"64,885,406"
+2/2/24,179.86,187.33,179.25,185.85,"102,551,695"
+2/5/24,188.15,189.25,185.84,187.68,"69,668,812"
+2/6/24,186.86,189.31,186.77,189.3,"43,490,762"
+2/7/24,190.64,191.05,188.61,189.41,"53,438,961"
+2/8/24,189.39,189.54,187.35,188.32,"40,962,047"
+2/9/24,188.65,189.99,188,188.85,"45,155,219"
+2/12/24,188.42,188.67,186.79,187.15,"41,781,930"
+2/13/24,185.77,186.21,183.51,185.04,"56,529,527"
+2/14/24,185.32,185.53,182.44,184.15,"54,630,520"
+2/15/24,183.55,184.49,181.35,183.86,"65,434,500"
+2/16/24,183.42,184.85,181.67,182.31,"49,752,473"
+2/20/24,181.79,182.43,180,181.56,"53,665,551"
+2/21/24,181.94,182.89,180.66,182.32,"41,529,672"
+2/22/24,183.48,184.96,182.46,184.37,"52,292,207"
+2/23/24,185.01,185.04,182.23,182.52,"45,119,680"
+2/26/24,182.24,182.76,180.65,181.16,"40,867,422"
+2/27/24,181.1,183.92,179.56,182.63,"54,318,848"
+2/28/24,182.51,183.12,180.13,181.42,"48,953,941"
+2/29/24,181.27,182.57,179.53,180.75,"136,682,594"
+3/1/24,179.55,180.53,177.38,179.66,"73,563,078"
+3/4/24,176.15,176.9,173.79,175.1,"81,510,094"
+3/5/24,170.76,172.04,169.62,170.12,"95,132,359"
+3/6/24,171.06,171.24,168.68,169.12,"68,587,711"
+3/7/24,169.15,170.73,168.49,169,"71,765,055"
+3/8/24,169,173.7,168.94,170.73,"76,267,039"
+3/11/24,172.94,174.38,172.05,172.75,"60,139,473"
+3/12/24,173.15,174.03,171.01,173.23,"59,825,367"
+3/13/24,172.77,173.19,170.76,171.13,"52,488,688"
+3/14/24,172.91,174.31,172.05,173,"72,913,516"
+3/15/24,171.17,172.62,170.29,172.62,"121,752,703"
+3/18/24,175.57,177.71,173.52,173.72,"75,604,180"
+3/19/24,174.34,176.61,173.03,176.08,"55,215,238"
+3/20/24,175.72,178.67,175.09,178.67,"53,423,102"
+3/21/24,177.05,177.49,170.84,171.37,"106,181,297"
+3/22/24,171.76,173.05,170.06,172.28,"71,160,141"
+3/25/24,170.57,171.94,169.45,170.85,"54,288,328"
+3/26/24,170,171.42,169.58,169.71,"57,388,449"
+3/27/24,170.41,173.6,170.11,173.31,"60,273,273"
+3/28/24,171.75,172.23,170.51,171.48,"65,672,688"
+4/1/24,171.19,171.25,169.48,170.03,"46,240,500"
+4/2/24,169.08,169.34,168.23,168.84,"49,329,480"
+4/3/24,168.79,170.68,168.58,169.65,"47,691,719"
+4/4/24,170.29,171.92,168.82,168.82,"53,704,391"
+4/5/24,169.59,170.39,168.95,169.58,"42,104,832"
+4/8/24,169.03,169.2,168.24,168.45,"37,425,512"
+4/9/24,168.7,170.08,168.35,169.67,"42,451,207"
+4/10/24,168.8,169.09,167.11,167.78,"49,709,340"
+4/11/24,168.34,175.46,168.16,175.04,"91,070,281"
+4/12/24,174.26,178.36,174.21,176.55,"101,670,898"
+4/15/24,175.36,176.63,172.5,172.69,"73,531,766"
+4/16/24,171.75,173.76,168.27,169.38,"73,711,242"
+4/17/24,169.61,170.65,168,168,"50,901,207"
+4/18/24,168.03,168.64,166.55,167.04,"43,122,898"
+4/19/24,166.21,166.4,164.08,165,"68,149,375"
+4/22/24,165.52,167.26,164.77,165.84,"48,116,441"
+4/23/24,165.35,167.05,164.92,166.9,"49,537,762"
+4/24/24,166.54,169.3,166.21,169.02,"48,251,840"
+4/25/24,169.53,170.61,168.15,169.89,"50,558,328"
+4/26/24,169.88,171.34,169.18,169.3,"44,838,352"
+4/29/24,173.37,176.03,173.1,173.5,"68,169,422"
+4/30/24,173.33,174.99,170,170.33,"65,934,781"
+5/1/24,169.58,172.71,169.11,169.3,"50,383,152"
+5/2/24,172.51,173.42,170.89,173.03,"94,214,922"
+5/3/24,186.65,187,182.66,183.38,"163,224,094"
+5/6/24,182.35,184.2,180.42,181.71,"78,569,672"
+5/7/24,183.45,184.9,181.32,182.4,"77,305,766"
+5/8/24,182.85,183.07,181.45,182.74,"45,057,090"
+5/9/24,182.56,184.66,182.11,184.57,"48,982,969"
+5/10/24,184.9,185.09,182.13,183.05,"50,759,500"
+5/13/24,185.44,187.1,184.62,186.28,"72,044,805"
+5/14/24,187.51,188.3,186.29,187.43,"52,393,621"
+5/15/24,187.91,190.65,187.37,189.72,"70,399,992"
+5/16/24,190.47,191.1,189.66,189.84,"52,845,230"
+5/17/24,189.51,190.81,189.18,189.87,"41,282,930"
+5/20/24,189.33,191.92,189.01,191.04,"44,361,281"
+5/21/24,191.09,192.73,190.92,192.35,"42,309,398"
+5/22/24,192.27,192.82,190.27,190.9,"34,648,551"
+5/23/24,190.98,191,186.63,186.88,"51,005,922"
+5/24/24,188.82,190.58,188.04,189.98,"36,326,980"
+5/28/24,191.51,193,189.1,189.99,"52,280,047"
+5/29/24,189.61,192.25,189.51,190.29,"53,068,020"
+5/30/24,190.76,192.18,190.63,191.29,"49,947,941"
+5/31/24,191.44,192.57,189.91,192.25,"75,158,281"
+6/3/24,192.9,194.99,192.52,194.03,"50,080,539"
+6/4/24,194.64,195.32,193.03,194.35,"47,471,449"
+6/5/24,195.4,196.9,194.87,195.87,"54,156,793"
+6/6/24,195.69,196.5,194.17,194.48,"41,181,754"
+6/7/24,194.65,196.94,194.14,196.89,"53,103,910"
+6/10/24,196.9,197.3,192.15,193.12,"97,262,078"
+6/11/24,193.65,207.16,193.63,207.15,"172,373,297"
+6/12/24,207.37,220.2,206.9,213.07,"198,134,297"
+6/13/24,214.74,216.75,211.6,214.24,"97,862,727"
+6/14/24,213.85,215.17,211.3,212.49,"70,122,750"
+6/17/24,213.37,218.95,212.72,216.67,"93,728,305"
+6/18/24,217.59,218.63,213,214.29,"79,943,250"
+6/20/24,213.93,214.24,208.85,209.68,"86,172,445"
+6/21/24,210.39,211.89,207.11,207.49,"246,421,406"
+6/24/24,207.72,212.7,206.59,208.14,"80,727,008"
+6/25/24,209.15,211.38,208.61,209.07,"56,713,871"
+6/26/24,211.5,214.86,210.64,213.25,"66,213,195"
+6/27/24,214.69,215.74,212.35,214.1,"49,772,711"
+6/28/24,215.77,216.07,210.3,210.62,"82,542,719"
+7/1/24,212.09,217.51,211.92,216.75,"60,402,930"
+7/2/24,216.15,220.38,215.1,220.27,"58,046,180"
+7/3/24,220,221.55,219.03,221.55,"37,369,801"
+7/5/24,221.65,226.45,221.65,226.34,"60,412,406"
+7/8/24,227.09,227.85,223.25,227.82,"59,085,859"
+7/9/24,227.93,229.4,226.37,228.68,"48,169,820"
+7/10/24,229.3,233.08,229.25,232.98,"62,627,688"
+7/11/24,231.39,232.39,225.77,227.57,"64,710,621"
+7/12/24,228.92,232.64,228.68,230.54,"53,046,527"
+7/15/24,236.48,237.23,233.09,234.4,"62,631,246"
+7/16/24,235,236.27,232.33,234.82,"43,234,281"
+7/17/24,229.45,231.46,226.64,228.88,"57,345,879"
+7/18/24,230.28,230.44,222.27,224.18,"66,034,594"
+7/19/24,224.82,226.8,223.28,224.31,"49,151,449"
+7/22/24,227.01,227.78,223.09,223.96,"48,201,840"
+7/23/24,224.37,226.94,222.68,225.01,"39,960,262"
+7/24/24,224,224.8,217.13,218.54,"61,777,578"
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+7/31/24,221.44,223.82,220.63,222.08,"50,036,262"
+8/1/24,224.37,224.48,217.02,218.36,"62,501,000"
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+8/29/24,230.1,232.92,228.88,229.79,"51,906,301"
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+9/17/24,215.75,216.9,214.5,216.79,"45,519,340"
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+9/30/24,230.04,233,229.65,233,"54,793,391"
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+10/4/24,227.9,228,224.13,226.8,"37,345,102"
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+11/27/24,234.47,235.69,233.81,234.93,"33,498,441"
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+12/20/24,248.04,255,245.69,254.49,"147,495,297"
+12/23/24,254.77,255.65,253.45,255.27,"40,858,770"
+12/24/24,255.49,258.21,255.29,258.2,"23,234,711"
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+12/27/24,257.83,258.7,253.06,255.59,"42,355,320"
+12/30/24,252.23,253.5,250.75,252.2,"35,557,539"
+12/31/24,252.44,253.28,249.43,250.42,"39,480,719"

examples/currency_conversion.cpp

@@ -0,0 +1,28 @@
+// Copyright 2025 Matt Borland
+// Distributed under the Boost Software License, Version 1.0.
+// https://www.boost.org/LICENSE_1_0.txt
+
+#include <boost/decimal.hpp>
+#include <iostream>
+#include <iomanip>
+
+using namespace boost::decimal;
+
+auto convert_currency(decimal64 amount, decimal64 exchange_rate) -> decimal64
+{
+    return amount * exchange_rate;
+}
+
+int main()
+{
+    const auto usd_amount = strtod64("1000.50", nullptr);
+    const auto usd_to_eur_rate = strtod64("0.92", nullptr);
+
+    const decimal64 eur_amount = convert_currency(usd_amount, usd_to_eur_rate);
+    constexpr decimal64 exact_eur_amount(92046, -2);
+
+    std::cout << "USD: " << std::fixed << std::setprecision(2) << usd_amount << "\n";
+    std::cout << "EUR: " << std::fixed << std::setprecision(2) << eur_amount << "\n";
+
+    return !(eur_amount == exact_eur_amount);
+}