ch.algotrader.util.RoundUtil.java Source code

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Here is the source code for ch.algotrader.util.RoundUtil.java

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/***********************************************************************************
 * AlgoTrader Enterprise Trading Framework
 *
 * Copyright (C) 2015 AlgoTrader GmbH - All rights reserved
 *
 * All information contained herein is, and remains the property of AlgoTrader GmbH.
 * The intellectual and technical concepts contained herein are proprietary to
 * AlgoTrader GmbH. Modification, translation, reverse engineering, decompilation,
 * disassembly or reproduction of this material is strictly forbidden unless prior
 * written permission is obtained from AlgoTrader GmbH
 *
 * Fur detailed terms and conditions consult the file LICENSE.txt or contact
 *
 * AlgoTrader GmbH
 * Aeschstrasse 6
 * 8834 Schindellegi
 ***********************************************************************************/
package ch.algotrader.util;

import java.math.BigDecimal;

import org.apache.commons.math.util.MathUtils;

import ch.algotrader.config.CommonConfig;
import ch.algotrader.config.ConfigLocator;

/**
 * Provides general rounding methods.
 *
 * @author <a href="mailto:aflury@algotrader.ch">Andy Flury</a>
 */
public class RoundUtil {

    public static double roundToNextN(double value, double n) {

        return MathUtils.round((value) / n, 0) * n;
    }

    public static BigDecimal roundToNextN(BigDecimal value, BigDecimal n) {

        return RoundUtil.getBigDecimal(roundToNextN(value.doubleValue(), n.doubleValue()), getDigits(n));
    }

    public static double roundToNextN(double value, double n, int roundingMethod) {

        return MathUtils.round((value) / n, 0, roundingMethod) * n;
    }

    public static BigDecimal roundToNextN(BigDecimal value, BigDecimal n, int roundingMethod) {

        return RoundUtil.getBigDecimal(roundToNextN(value.doubleValue(), n.doubleValue(), roundingMethod),
                getDigits(n));
    }

    public static BigDecimal getBigDecimal(double value) {

        if (Double.isNaN(value) || Double.isInfinite(value)) {
            return null;
        } else {
            BigDecimal decimal = new BigDecimal(value);
            CommonConfig commonConfig = ConfigLocator.instance().getCommonConfig();
            return decimal.setScale(commonConfig.getPortfolioDigits(), BigDecimal.ROUND_HALF_UP);
        }
    }

    public static BigDecimal getBigDecimal(double value, int scale) {

        if (Double.isNaN(value) || Double.isInfinite(value)) {
            return null;
        } else {
            BigDecimal decimal = new BigDecimal(value);
            return decimal.setScale(scale, BigDecimal.ROUND_HALF_UP);
        }
    }

    public static BigDecimal getBigDecimalNullSafe(Double value) {

        if (value == null) {
            return null;
        } else {
            return getBigDecimal(value);
        }
    }

    public static int getDigits(BigDecimal value) {
        String string = value.stripTrailingZeros().toPlainString();
        int index = string.indexOf(".");
        int scale = index < 0 ? 0 : string.length() - index - 1;
        return scale;
    }
}