Modern C++11 - Day 12: constexpr

After learning constexpr, you should understand:

1. What compile-time evaluation means.
2. Why C++11 introduced constexpr.
3. The difference between const and constexpr.
4. How to write simple constexpr variables and functions.
5. Common mistakes when using constexpr.

constexpr means a value or function can be evaluated at compile time.

Before C++11, compile-time constants were often written with macros or simple const variables.

#define MAX_ORDERS 1000
const int maxOrders = 1000;

C++11 introduced constexpr to express compile-time constants more clearly and safely.

constexpr int maxOrders = 1000;

Main idea:

Use constexpr when a value should be known at compile time.

Compile-time variable:

constexpr int maxOrders = 1000;
constexpr double tickSize = 0.01;

Compile-time function:

constexpr int square(int x) {
    return x * x;
}

Use it:

constexpr int value = square(10);

const means the variable cannot be modified after initialization.

const int x = 10;

constexpr means the value can be known at compile time.

constexpr int x = 10;

Simple rule:

const     = cannot be changed
constexpr = compile-time constant when possible

Not every const is compile-time.

int n;
std::cin >> n;
const int x = n; // const, but not compile-time

5.1. Thinking all const values are constexpr

int n;
std::cin >> n;

const int x = n;

x is const, but its value is only known at runtime.

5.2. Using runtime values in constexpr variables

int n;
std::cin >> n;

constexpr int x = n; // Error

A constexpr variable must be initialized with a compile-time value.

5.3. Writing complex C++11 constexpr functions

C++11 constexpr functions are limited.

They should be simple and usually contain one return statement.

Use constexpr when:

1. The value should be known at compile time.
2. You define constants such as sizes, limits, or fixed parameters.
3. You write small pure functions for compile-time calculation.
4. You want safer alternatives to macros.

Avoid it when:

1. The value depends on user input.
2. The value depends on runtime data.
3. The logic is too complex for C++11 constexpr.

Trading systems often use fixed constants:

Maximum orders
Price scale
Lot size
Tick size
Risk limits
Array sizes

Example:

constexpr int MaxOrders = 1000;
constexpr double TickSize = 0.01;

constexpr makes these constants explicit and available at compile time.

You should remember:

constexpr = can be evaluated at compile time

You should be able to answer:

1. What does constexpr mean?
2. What is the difference between const and constexpr?
3. Can constexpr depend on user input?
4. Why is constexpr better than macro constants?
5. When is a constexpr function useful?

constexpr is used for values and functions that can be evaluated at compile time.

The key idea:

Use constexpr for true compile-time constants.
Use const when you only need immutability.

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