Interpolation: Fix "trend" extrapolation for value outside of range on high end.

ApplicationLibCode/Application/Tools/RiaInterpolationTools.cpp

@@ -103,7 +103,22 @@ double RiaInterpolationTools::linear( const std::vector<double>& x, const std::v
 //--------------------------------------------------------------------------------------------------
 double RiaInterpolationTools::extrapolate( const std::vector<double>& x, const std::vector<double>& y, double value )
 {
-    return y[0] + ( value - x[0] ) / ( x[1] - x[0] ) * ( y[1] - y[0] );
+    if ( value <= x[0] )
+        return extrapolate( x[0], y[0], x[1], y[1], value );
+    else
+    {
+        size_t lastIndex       = x.size() - 1;
+        size_t secondLastIndex = x.size() - 2;
+        return extrapolate( x[secondLastIndex], y[secondLastIndex], x[lastIndex], y[lastIndex], value );
+    }
+}
+
+//--------------------------------------------------------------------------------------------------
+///
+//--------------------------------------------------------------------------------------------------
+double RiaInterpolationTools::extrapolate( double x0, double y0, double x1, double y1, double value )
+{
+    return y0 + ( value - x0 ) / ( x1 - x0 ) * ( y1 - y0 );
 }
 
 //--------------------------------------------------------------------------------------------------

ApplicationLibCode/Application/Tools/RiaInterpolationTools.h

@@ -47,5 +47,7 @@ private:
     static int findNextDataPoint( const std::vector<double>& values, int index );
     static int findPreviousDataPoint( const std::vector<double>& values, int index );
     static double extrapolate( const std::vector<double>& x, const std::vector<double>& y, double value );
+    static double extrapolate( double x0, double y0, double x1, double y1, double value );
+
     static double extrapolateClosestValue( const std::vector<double>& x, const std::vector<double>& y, double value );
 };

ApplicationLibCode/UnitTests/RiaInterpolationTools-Test.cpp

@@ -117,6 +117,19 @@ TEST( RiaInterpolationToolsTest, ValidIntervalValueTooLowExtrapolationTrend )
     EXPECT_DOUBLE_EQ( -2.0, res );
 }
 
+//--------------------------------------------------------------------------------------------------
+///
+//--------------------------------------------------------------------------------------------------
+TEST( RiaInterpolationToolsTest, ValidIntervalValueTooHighExtrapolationTrend )
+{
+    std::vector<double> x = { 0.0, 1.0, 2.0, 3.0 };
+    std::vector<double> y = { 0.0, 1.0, 10.0, 20.0 };
+
+    // Outside interval on low side
+    double res = RiaInterpolationTools::linear( x, y, 4.0, RiaInterpolationTools::ExtrapolationMode::TREND );
+    EXPECT_DOUBLE_EQ( 30.0, res );
+}
+
 //--------------------------------------------------------------------------------------------------
 ///
 //--------------------------------------------------------------------------------------------------