[GT] Re: Re: perl floating point great-equal bug?

["Thomas Weigert" <weigert AT mst.edu>]

I think this warrants a broader examination.

I think that prices, if they need to be matched precisely, should not be
implemented as floating point numbers, or if we do so, they should be
compared using an epsilon region.

But it might be best to treat prices as fixed point numbers, to ensure
that we can make exact comparisons?

In either case, a systematic review of the use of prices is warranted....

Th.

Robert A. Schmied wrote:
> fr.gamberale
AT
tiscali.it wrote:
>> Hello,
>>     i'm new to this  mailing list, i started using GT at the
>> beginning of this year but i didnt realize the project was going on,
>> so i used the older version and i modified it a little bit.
>> Now that i discoved the svn version im switching to it.
>>
>> One of the things that i changed on the library that seems not
>> corrected in the svn version is a little bug using the >= and <=
>> operators in floating context.
>>
>> The problem is that if you create the order using for the price
>> ($order->price) a division like ($var/100)*100, the $order->price
>> will not be exactly $var but $var ± 0.000....01 (this is a known perl
>> problem)
>> and the is_executed function could return false if the $order->price
>> is equal to the HIGH or the LOW of the bar.
>>
>> In particular i created 2 functions in Tools.pm and changed all the
>> <= and >= with these functions in
>>
>> Portfolio/Order.pm
>> is_executed function
>> lines 372 373 389 394 402 403 408 409
>>
>> I dont know if this problem is present in other part of GT but i
>> fixed only in Order.pm
>>
>> If someone is interested in the problem i can send  the
>> Portfolio/Order.pm and Tools.pm modified.
>>
>> I hope this is usefull.
>>
>> PS: im using the http://www.geniustrader.org/wws/compose_mail/devel
>> to write this post but i cant attach anything here.Is possible to
>> send a post
>> from thunderbird?
>>
>> thx
>
>
> aloha fr.gamberale
>
> your observation could very well be the cause of many of the odd
> results one
> sees from time to time.
>
> as there are three (at least) gt branches on the svn at
> http://geniustrader.org/
> you need to identify the one you're using so we can get on the same
> page (or at
> least identify it as a reference).
>
> as far as sharing your fixes you can either post differences or the
> complete files.
> differences might be the preferred method, but it probably doesn't
> matter much.
> see man page diff(1) and/or info diff for details on how to create
> difference files.
> for reference diff -u orig_file changed_file. there are probably diff
> equivalents
> built-in in svn, but i don't know about them, so you are on your own
> there.
>
> if you have subscribed to the gt devel mailing list you should be able
> to post
> messages with attachments to the list with any email client. see the
> gt website
> (http://geniustrader.org/) main page 'Mailing lists' section. for
> reference you
> post to devel
AT
geniustrader.org.
>
> ciao
>
> ras
>