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author | John Wiegley <johnw@newartisans.com> | 2012-03-04 05:22:30 -0600 |
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committer | John Wiegley <johnw@newartisans.com> | 2012-03-05 05:03:52 -0600 |
commit | 5d8cb30774cf630cddd26407202c1cad8568bbef (patch) | |
tree | c97ae3166261d9a0feb78144d380d8cc78f743dd /src/history.cc | |
parent | e9108783122ae4d775046ced646b14552f1e184d (diff) | |
download | fork-ledger-5d8cb30774cf630cddd26407202c1cad8568bbef.tar.gz fork-ledger-5d8cb30774cf630cddd26407202c1cad8568bbef.tar.bz2 fork-ledger-5d8cb30774cf630cddd26407202c1cad8568bbef.zip |
Implemented first cut at price conversion logic
Diffstat (limited to 'src/history.cc')
-rw-r--r-- | src/history.cc | 152 |
1 files changed, 94 insertions, 58 deletions
diff --git a/src/history.cc b/src/history.cc index c92a0102..a3d9139b 100644 --- a/src/history.cc +++ b/src/history.cc @@ -85,19 +85,50 @@ void commodity_history_t::remove_price(const commodity_t& source, } optional<price_point_t> -commodity_history_t::find_price(const commodity_t& source, - const datetime_t& moment, - const optional<datetime_t>& oldest, - const optional<commodity_t&>& target) +commodity_history_t::find_price(const commodity_t& source, + const datetime_t& moment, + const optional<datetime_t>& oldest) { vertex_descriptor sv = vertex(*source.graph_index(), price_graph); - // jww (2012-03-04): What to do when target is null? In that case, - // should we just return whatever is the most recent price for that - // commodity? - vertex_descriptor tv = vertex(*target->graph_index(), price_graph); // Filter out edges which came into being after the reference time + FGraph fg(price_graph, + recent_edge_weight<EdgeWeightMap, PricePointMap, PriceRatioMap> + (get(edge_weight, price_graph), pricemap, ratiomap, + moment, oldest)); + + datetime_t most_recent = moment; + amount_t price; + + graph_traits<FGraph>::adjacency_iterator f_vi, f_vend; + for (tie(f_vi, f_vend) = adjacent_vertices(sv, fg); f_vi != f_vend; ++f_vi) { + std::pair<Graph::edge_descriptor, bool> edgePair = edge(sv, *f_vi, fg); + Graph::edge_descriptor edge = edgePair.first; + + const price_point_t& point(get(pricemap, edge)); + + if (price.is_null() || point.when > most_recent) { + most_recent = point.when; + price = point.price; + } + } + + if (price.is_null()) + return none; + else + return price_point_t(most_recent, price); +} + +optional<price_point_t> +commodity_history_t::find_price(const commodity_t& source, + const commodity_t& target, + const datetime_t& moment, + const optional<datetime_t>& oldest) +{ + vertex_descriptor sv = vertex(*source.graph_index(), price_graph); + vertex_descriptor tv = vertex(*target.graph_index(), price_graph); + // Filter out edges which came into being after the reference time FGraph fg(price_graph, recent_edge_weight<EdgeWeightMap, PricePointMap, PriceRatioMap> (get(edge_weight, price_graph), pricemap, ratiomap, @@ -118,6 +149,8 @@ commodity_history_t::find_price(const commodity_t& source, datetime_t least_recent = moment; amount_t price; + FNameMap ptrs = get(vertex_name, fg); + vertex_descriptor v = tv; for (vertex_descriptor u = predecessorMap[v]; u != v; @@ -128,70 +161,73 @@ commodity_history_t::find_price(const commodity_t& source, const price_point_t& point(get(pricemap, edge)); + const commodity_t * last_source = &source; + + bool first_run = false; if (price.is_null()) { least_recent = point.when; price = point.price; + first_run = true; } - else if (point.when < least_recent) + else if (point.when < least_recent) { least_recent = point.when; + } - // jww (2012-03-04): TODO - //price *= point.price; - } - - return price_point_t(least_recent, price); -} + DEBUG("history.find", "u commodity = " << get(ptrs, u)->symbol()); + DEBUG("history.find", "v commodity = " << get(ptrs, v)->symbol()); + DEBUG("history.find", "last source = " << last_source->symbol()); -#if 0 - print_vertices(fg, f_commmap); - print_edges(fg, f_commmap); - print_graph(fg, f_commmap); - - graph_traits<FGraph>::vertex_iterator f_vi, f_vend; - for(tie(f_vi, f_vend) = vertices(fg); f_vi != f_vend; ++f_vi) - std::cerr << get(f_commmap, *f_vi) << " is in the filtered graph" - << std::endl; - - for (tie(f_vi, f_vend) = vertices(fg); f_vi != f_vend; ++f_vi) { - std::cerr << "distance(" << get(f_commmap, *f_vi) << ") = " - << distanceMap[*f_vi] << ", "; - std::cerr << "parent(" << get(f_commmap, *f_vi) << ") = " - << get(f_commmap, predecessorMap[*f_vi]) - << std::endl; - } + // Determine which direction we are converting in + amount_t pprice(point.price); + DEBUG("history.find", "pprice = " << pprice); - // Write shortest path - FCommMap f_commmap = get(vertex_comm, fg); + DEBUG("history.find", "price was = " << price); + if (! first_run) { + if (pprice.commodity() == *last_source) + price *= pprice.inverted(); + else + price *= pprice; + } + else if (price.commodity() == *last_source) { + price = price.inverted(); + } + DEBUG("history.find", "price is = " << price); - std::cerr << "Shortest path from CAD to EUR:" << std::endl; - for (PathType::reverse_iterator pathIterator = path.rbegin(); - pathIterator != path.rend(); - ++pathIterator) - { - std::cerr << get(f_commmap, source(*pathIterator, fg)) - << " -> " << get(f_commmap, target(*pathIterator, fg)) - << " = " << get(edge_weight, fg, *pathIterator) - << std::endl; + if (*last_source == *get(ptrs, v)) + last_source = get(ptrs, u); + else + last_source = get(ptrs, v); } - std::cerr << std::endl; - std::cerr << "Distance: " << distanceMap[vd4] << std::endl; -#endif + price.set_commodity(const_cast<commodity_t&>(target)); + DEBUG("history.find", "final price is = " << price); -#if 0 - #include <boost/graph/graphviz.hpp> + if (price.is_null()) + return none; + else + return price_point_t(least_recent, price); +} - // Writing graph to file - { - std::ofstream f("test.dot"); - - dynamic_properties p; - p.property("label", get(edge_weight, g)); - p.property("weight", get(edge_weight, g)); - p.property("node_id", get(vertex_comm, g)); - write_graphviz(f,g,p); - f.close(); +void commodity_history_t::print_map(std::ostream& out, + const optional<datetime_t>& moment) +{ +#if 0 + dynamic_properties p; + p.property("label", get(edge_weight, price_graph)); + p.property("weight", get(edge_weight, price_graph)); + p.property("node_id", get(vertex_index, price_graph)); + + if (moment) { + // Filter out edges which came into being after the reference time + FGraph fg(price_graph, + recent_edge_weight<EdgeWeightMap, PricePointMap, PriceRatioMap> + (get(edge_weight, price_graph), pricemap, ratiomap, + *moment)); + write_graphviz(out, fg, p); + } else { + write_graphviz(out, price_graph, p); } #endif +} } // namespace ledger |