Add example using Boost.Math

doc/decimal/examples.adoc

@@ -228,3 +228,11 @@ 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.
+
+== Boost.Math Integration
+
+=== Bollinger Bands
+
+In the examples folder there is a file named `statistics.cpp`.
+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.
+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

@@ -2,7 +2,7 @@
 // Distributed under the Boost Software License, Version 1.0.
 // https://www.boost.org/LICENSE_1_0.txt
 
-
+#include "where_file.hpp"
 #include <boost/decimal.hpp>
 #include <iostream>
 #include <iomanip>
@@ -13,100 +13,6 @@
 
 using namespace boost::decimal;
 
-auto where_file(const std::string& test_vectors_filename) -> std::string
-{
-    // Try to open the file in each of the known relative paths
-    // in order to find out where it is located.
-
-    // Boost-root
-    std::string test_vectors_filename_relative = "libs/decimal/examples/" + test_vectors_filename;
-
-    std::ifstream in_01(test_vectors_filename_relative.c_str());
-
-    const bool file_01_is_open { in_01.is_open() };
-
-
-    if(file_01_is_open)
-    {
-        in_01.close();
-    }
-    else
-    {
-        // Local test directory or IDE
-        test_vectors_filename_relative = "../examples/" + test_vectors_filename;
-
-        std::ifstream in_02(test_vectors_filename_relative.c_str());
-
-        const bool file_02_is_open { in_02.is_open() };
-
-        if(file_02_is_open)
-        {
-            in_02.close();
-        }
-        else
-        {
-            // test/cover
-            test_vectors_filename_relative = "../../examples/" + test_vectors_filename;
-
-            std::ifstream in_03(test_vectors_filename_relative.c_str());
-
-            const bool file_03_is_open { in_03.is_open() };
-
-            if(file_03_is_open)
-            {
-                in_03.close();
-            }
-            else
-            {
-                // CMake builds
-                test_vectors_filename_relative = "../../../../libs/decimal/examples/" + test_vectors_filename;
-
-                std::ifstream in_04(test_vectors_filename_relative.c_str());
-
-                const bool file_04_is_open { in_04.is_open() };
-
-                if(file_04_is_open)
-                {
-                    in_04.close();
-                }
-                else
-                {
-                    // Try to open the file from the absolute path.
-                    test_vectors_filename_relative = test_vectors_filename;
-
-                    std::ifstream in_05(test_vectors_filename_relative.c_str());
-
-                    const bool file_05_is_open { in_05.is_open() };
-
-                    if(file_05_is_open)
-                    {
-                        in_05.close();
-                    }
-                    else
-                    {
-                        // Clion Cmake builds
-                        test_vectors_filename_relative = "../../../libs/decimal/examples/" + test_vectors_filename;
-
-                        std::ifstream in_06(test_vectors_filename_relative.c_str());
-
-                        const bool file_06_is_open { in_06.is_open() };
-                        if (file_06_is_open)
-                        {
-                            in_06.close();
-                        }
-                        else
-                        {
-                            test_vectors_filename_relative = "";
-                        }
-                    }
-                }
-            }
-        }
-    }
-
-    return test_vectors_filename_relative;
-}
-
 struct daily_data
 {
     std::string date;
@@ -157,7 +63,8 @@ int main()
     std::getline(file, line);
 
     // Read data
-    while (std::getline(file, line)) {
+    while (std::getline(file, line))
+    {
         stock_data.push_back(parse_csv_line(line));
     }
 
@@ -170,7 +77,8 @@ int main()
         decimal64 sum(0);
 
         // Calculate sum for the window
-        for (size_t j = 0; j < window_size; ++j) {
+        for (size_t j = 0; j < window_size; ++j)
+        {
             sum += stock_data[i - j].close;
         }
 

examples/statistics.cpp

@@ -0,0 +1,114 @@
+// Copyright 2025 Matt Borland
+// Distributed under the Boost Software License, Version 1.0.
+// https://www.boost.org/LICENSE_1_0.txt
+
+#include "where_file.hpp"
+#include <boost/decimal.hpp>
+#include <iostream>
+#include <iomanip>
+#include <string>
+#include <vector>
+#include <fstream>
+#include <sstream>
+
+#if defined(__clang__)
+#  pragma clang diagnostic push
+#  pragma clang diagnostic ignored "-Wfloat-equal"
+#  pragma clang diagnostic ignored "-Wsign-conversion"
+#elif defined(__GNUC__)
+#  pragma GCC diagnostic push
+#  pragma GCC diagnostic ignored "-Wfloat-equal"
+#  pragma GCC diagnostic ignored "-Wsign-conversion"
+#endif
+
+#include <boost/math/statistics/univariate_statistics.hpp>
+
+#if defined(__clang__)
+#  pragma clang diagnostic pop
+#elif defined(__GNUC__)
+#  pragma GCC diagnostic pop
+#endif
+
+using namespace boost::decimal;
+
+struct daily_data
+{
+    std::string date;
+    decimal64 open;
+    decimal64 high;
+    decimal64 low;
+    decimal64 close;
+    decimal64 volume;
+};
+
+// Function to split a CSV line into daily_data
+auto parse_csv_line(const std::string& line) -> daily_data
+{
+    std::stringstream ss(line);
+    std::string token;
+    daily_data data;
+
+    // Parse each column
+    std::getline(ss, data.date, ',');
+    std::getline(ss, token, ',');
+    from_chars(token, data.open);
+
+    std::getline(ss, token, ',');
+    from_chars(token, data.high);
+
+    std::getline(ss, token, ',');
+    from_chars(token, data.low);
+
+    std::getline(ss, token, ',');
+    from_chars(token, data.close);
+
+    std::getline(ss, token, ',');
+    from_chars(token, data.volume);
+
+    return data;
+}
+
+int main()
+{
+    std::vector<daily_data> stock_data;
+
+    // Open and read the CSV file
+    std::ifstream file(where_file("AAPL.csv"));
+    std::string line;
+
+    // Skip header line
+    std::getline(file, line);
+
+    // Read data
+    while (std::getline(file, line))
+    {
+        stock_data.push_back(parse_csv_line(line));
+    }
+
+    // Get the closing prices for the entire year
+    std::vector<decimal64> closing_prices;
+    for (const auto& day : stock_data)
+    {
+        closing_prices.emplace_back(day.close);
+    }
+
+    const auto mean_closing_price = boost::math::statistics::mean(closing_prices);
+    const auto median_closing_price = boost::math::statistics::median(closing_prices);
+    const auto variance_closing_price = boost::math::statistics::variance(closing_prices);
+    const auto std_dev_closing_price = sqrt(variance_closing_price);
+
+    // 2-Sigma Bollinger Bands
+    const auto upper_band = mean_closing_price + 2 * std_dev_closing_price;
+    const auto lower_band = mean_closing_price - 2 * std_dev_closing_price;
+
+    std::cout << std::fixed << std::setprecision(2)
+              << "  Mean Closing Price: " << mean_closing_price << '\n'
+              << "  Standard Deviation: " << std_dev_closing_price << '\n'
+              << "Upper Bollinger Band: " << upper_band << '\n'
+              << "Lower Bollinger Band: " << lower_band << std::endl;
+
+    //   Mean = 207.21
+    // Median = 214.27
+    return mean_closing_price > median_closing_price;
+}
+

examples/where_file.hpp

@@ -0,0 +1,113 @@
+// Copyright 2025 Matt Borland
+// Distributed under the Boost Software License, Version 1.0.
+// https://www.boost.org/LICENSE_1_0.txt
+
+#ifndef BOOST_DECIMAL_EXAMPLE_WHERE_FILE_HPP
+#define BOOST_DECIMAL_EXAMPLE_WHERE_FILE_HPP
+
+#include <string>
+#include <vector>
+#include <fstream>
+#include <sstream>
+
+namespace boost {
+namespace decimal {
+
+auto where_file(const std::string& test_vectors_filename) -> std::string
+{
+    // Try to open the file in each of the known relative paths
+    // in order to find out where it is located.
+
+    // Boost-root
+    std::string test_vectors_filename_relative = "libs/decimal/examples/" + test_vectors_filename;
+
+    std::ifstream in_01(test_vectors_filename_relative.c_str());
+
+    const bool file_01_is_open { in_01.is_open() };
+
+
+    if(file_01_is_open)
+    {
+        in_01.close();
+    }
+    else
+    {
+        // Local test directory or IDE
+        test_vectors_filename_relative = "../examples/" + test_vectors_filename;
+
+        std::ifstream in_02(test_vectors_filename_relative.c_str());
+
+        const bool file_02_is_open { in_02.is_open() };
+
+        if(file_02_is_open)
+        {
+            in_02.close();
+        }
+        else
+        {
+            // test/cover
+            test_vectors_filename_relative = "../../examples/" + test_vectors_filename;
+
+            std::ifstream in_03(test_vectors_filename_relative.c_str());
+
+            const bool file_03_is_open { in_03.is_open() };
+
+            if(file_03_is_open)
+            {
+                in_03.close();
+            }
+            else
+            {
+                // CMake builds
+                test_vectors_filename_relative = "../../../../libs/decimal/examples/" + test_vectors_filename;
+
+                std::ifstream in_04(test_vectors_filename_relative.c_str());
+
+                const bool file_04_is_open { in_04.is_open() };
+
+                if(file_04_is_open)
+                {
+                    in_04.close();
+                }
+                else
+                {
+                    // Try to open the file from the absolute path.
+                    test_vectors_filename_relative = test_vectors_filename;
+
+                    std::ifstream in_05(test_vectors_filename_relative.c_str());
+
+                    const bool file_05_is_open { in_05.is_open() };
+
+                    if(file_05_is_open)
+                    {
+                        in_05.close();
+                    }
+                    else
+                    {
+                        // Clion Cmake builds
+                        test_vectors_filename_relative = "../../../libs/decimal/examples/" + test_vectors_filename;
+
+                        std::ifstream in_06(test_vectors_filename_relative.c_str());
+
+                        const bool file_06_is_open { in_06.is_open() };
+                        if (file_06_is_open)
+                        {
+                            in_06.close();
+                        }
+                        else
+                        {
+                            test_vectors_filename_relative = "";
+                        }
+                    }
+                }
+            }
+        }
+    }
+
+    return test_vectors_filename_relative;
+}
+
+} // namespace decimal
+} // namespace boost
+
+#endif //BOOST_DECIMAL_EXAMPLE_WHERE_FILE_HPP

test/Jamfile

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