[This message was posted by Dimitry London of Morgan Stanley <[EMAIL PROTECTED]> to the "FAST Protocol" discussion forum at http://fixprotocol.org/discuss/46. You can reply to it on-line at http://fixprotocol.org/discuss/read/1555bebd - PLEASE DO NOT REPLY BY MAIL.]
Daniel, thanks very much, this approach looks very promising. I will run performance tests in the next few days. Dimitry > Dimity, There are two ways to look at this problem. If you know ahead of > time that you are going to always use a fixed number of decimal > precision (again, let's say your business rules require a precision of 4 > decimal points), and you have already either rounded your float to those > 4 points of precision, or truncation is okay for your application, then > the conversion is simple: > > float x = 123.4500 int64_t mantissa = (int64_t)(x * 10000); int32_t > exponent = 4; > > > The more complicated case is when you are trying to generically convert > a floating point number to a FAST scaled decimal with > a.) not losing any precision, and > b.) optimizing the exponent as to keep the mantissa as small as > possible. > > For this, take a look at modf() in the standard C library. It breaks a > float into the whole and fractional parts. You can then cast or convert > the float whole and fractional parts to integers. Next, you would remove > any unnecessary precision from the fractional integer by using a mod and > divide by 10 while there are trailing zeros left. > > Finally, to create the FAST scaled decimal mantissa, you must determine > the FAST exponent by inspecting the size of the fractional integer, and > then adjust the whole integer by that factor, and add back the > fractional part. > > I am working on C/C++ an example for you... > > /Daniel [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to FIX-Protocol@googlegroups.com To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
