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-rw-r--r--src/history.cc218
1 files changed, 147 insertions, 71 deletions
diff --git a/src/history.cc b/src/history.cc
index c4f6b3fc..22ac4494 100644
--- a/src/history.cc
+++ b/src/history.cc
@@ -42,13 +42,89 @@ struct f_max : public std::binary_function<T, T, bool> {
namespace ledger {
+template <typename EdgeWeightMap,
+ typename PricePointMap,
+ typename PriceRatioMap>
+class recent_edge_weight
+{
+public:
+ EdgeWeightMap weight;
+ PricePointMap price_point;
+ PriceRatioMap ratios;
+
+ datetime_t reftime;
+ datetime_t oldest;
+
+ recent_edge_weight() { }
+ recent_edge_weight(EdgeWeightMap _weight,
+ PricePointMap _price_point,
+ PriceRatioMap _ratios,
+ const datetime_t& _reftime,
+ const datetime_t& _oldest = datetime_t())
+ : weight(_weight), price_point(_price_point), ratios(_ratios),
+ reftime(_reftime), oldest(_oldest) { }
+
+ template <typename Edge>
+ bool operator()(const Edge& e) const
+ {
+#if defined(DEBUG_ON)
+ DEBUG("history.find", " reftime = " << reftime);
+ if (! oldest.is_not_a_date_time()) {
+ DEBUG("history.find", " oldest = " << oldest);
+ }
+#endif
+
+ const price_map_t& prices(get(ratios, e));
+ if (prices.empty()) {
+ DEBUG("history.find", " prices map is empty for this edge");
+ return false;
+ }
+
+ price_map_t::const_iterator low = prices.upper_bound(reftime);
+ if (low != prices.end() && low == prices.begin()) {
+ DEBUG("history.find", " don't use this edge");
+ return false;
+ } else {
+ --low;
+ assert(((*low).first <= reftime));
+
+ if (! oldest.is_not_a_date_time() && (*low).first < oldest) {
+ DEBUG("history.find", " edge is out of range");
+ return false;
+ }
+
+ long secs = (reftime - (*low).first).total_seconds();
+ assert(secs >= 0);
+
+ put(weight, e, secs);
+ put(price_point, e, price_point_t((*low).first, (*low).second));
+
+ DEBUG("history.find", " using edge at price point "
+ << (*low).first << " " << (*low).second);
+ return true;
+ }
+ }
+};
+
+typedef filtered_graph
+ <commodity_history_t::Graph,
+ recent_edge_weight<commodity_history_t::EdgeWeightMap,
+ commodity_history_t::PricePointMap,
+ commodity_history_t::PriceRatioMap> > FGraph;
+
+typedef property_map<FGraph, vertex_name_t>::type FNameMap;
+typedef property_map<FGraph, vertex_index_t>::type FIndexMap;
+typedef iterator_property_map
+ <commodity_history_t::vertex_descriptor*, FIndexMap,
+ commodity_history_t::vertex_descriptor,
+ commodity_history_t::vertex_descriptor&> FPredecessorMap;
+typedef iterator_property_map<long*, FIndexMap, long, long&> FDistanceMap;
+
void commodity_history_t::add_commodity(commodity_t& comm)
{
if (! comm.graph_index()) {
- std::size_t index = num_vertices(price_graph);
- comm.set_graph_index(index);
- const vertex_descriptor vert = add_vertex(&comm, price_graph);
- put(indexmap, vert, index);
+ comm.set_graph_index(num_vertices(price_graph));
+ add_vertex(/* vertex_name= */ &comm, price_graph);
}
}
@@ -59,7 +135,10 @@ void commodity_history_t::add_price(const commodity_t& source,
vertex_descriptor sv = vertex(*source.graph_index(), price_graph);
vertex_descriptor tv = vertex(*price.commodity().graph_index(), price_graph);
- std::pair<edge_descriptor, bool> e1 = add_edge(sv, tv, 0, price_graph);
+ std::pair<edge_descriptor, bool> e1 = edge(sv, tv, price_graph);
+ if (! e1.second)
+ e1 = add_edge(sv, tv, price_graph);
+
price_map_t& prices(get(ratiomap, e1.first));
std::pair<price_map_t::iterator, bool> result =
@@ -67,9 +146,6 @@ void commodity_history_t::add_price(const commodity_t& source,
if (! result.second) {
// There is already an entry for this moment, so update it
(*result.first).second = price;
- } else {
- last_reftime = none; // invalidate the FGraph cache
- last_oldest = none;
}
}
@@ -80,31 +156,30 @@ void commodity_history_t::remove_price(const commodity_t& source,
vertex_descriptor sv = vertex(*source.graph_index(), price_graph);
vertex_descriptor tv = vertex(*target.graph_index(), price_graph);
- std::pair<edge_descriptor, bool> e1 = add_edge(sv, tv, 0, price_graph);
- price_map_t& prices(get(ratiomap, e1.first));
+ std::pair<Graph::edge_descriptor, bool> e1 = edge(sv, tv, price_graph);
+ if (e1.second) {
+ price_map_t& prices(get(ratiomap, e1.first));
- // jww (2012-03-04): If it fails, should we give a warning?
- prices.erase(date);
+ // jww (2012-03-04): If it fails, should we give a warning?
+ prices.erase(date);
- last_reftime = none; // invalidate the FGraph cache
- last_oldest = none;
+ if (prices.empty())
+ remove_edge(e1.first, price_graph);
+ }
}
void commodity_history_t::map_prices(function<void(datetime_t,
const amount_t&)> fn,
- const commodity_t& source,
- const datetime_t& moment,
- const optional<datetime_t>& _oldest)
+ const commodity_t& source,
+ const datetime_t& moment,
+ const datetime_t& oldest)
{
vertex_descriptor sv = vertex(*source.graph_index(), price_graph);
- reftime = moment;
- oldest = _oldest;
-
FGraph fg(price_graph,
recent_edge_weight<EdgeWeightMap, PricePointMap, PriceRatioMap>
(get(edge_weight, price_graph), pricemap, ratiomap,
- &reftime, &last_reftime, &oldest, &last_oldest));
+ moment, oldest));
FNameMap namemap(get(vertex_name, fg));
@@ -118,7 +193,7 @@ void commodity_history_t::map_prices(function<void(datetime_t,
foreach (const price_map_t::value_type& pair, prices) {
const datetime_t& when(pair.first);
- if ((! _oldest || when >= *_oldest) && when <= moment) {
+ if ((oldest.is_not_a_date_time() || when >= oldest) && when <= moment) {
if (pair.second.commodity() == source) {
amount_t price(pair.second);
price.in_place_invert();
@@ -134,19 +209,16 @@ void commodity_history_t::map_prices(function<void(datetime_t,
}
optional<price_point_t>
-commodity_history_t::find_price(const commodity_t& source,
- const datetime_t& moment,
- const optional<datetime_t>& _oldest)
+commodity_history_t::find_price(const commodity_t& source,
+ const datetime_t& moment,
+ const datetime_t& oldest)
{
vertex_descriptor sv = vertex(*source.graph_index(), price_graph);
- reftime = moment;
- oldest = _oldest;
-
FGraph fg(price_graph,
recent_edge_weight<EdgeWeightMap, PricePointMap, PriceRatioMap>
(get(edge_weight, price_graph), pricemap, ratiomap,
- &reftime, &last_reftime, &oldest, &last_oldest));
+ moment, oldest));
FNameMap namemap(get(vertex_name, fg));
@@ -188,9 +260,6 @@ commodity_history_t::find_price(const commodity_t& source,
DEBUG("history.find", "price is = " << price.unrounded());
}
- last_reftime = reftime; // invalidate the FGraph cache
- last_oldest = oldest;
-
if (price.is_null()) {
DEBUG("history.find", "there is no final price");
return none;
@@ -201,32 +270,30 @@ commodity_history_t::find_price(const commodity_t& source,
}
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)
+commodity_history_t::find_price(const commodity_t& source,
+ const commodity_t& target,
+ const datetime_t& moment,
+ const datetime_t& oldest)
{
vertex_descriptor sv = vertex(*source.graph_index(), price_graph);
vertex_descriptor tv = vertex(*target.graph_index(), price_graph);
- reftime = moment;
- oldest = _oldest;
-
FGraph fg(price_graph,
recent_edge_weight<EdgeWeightMap, PricePointMap, PriceRatioMap>
(get(edge_weight, price_graph), pricemap, ratiomap,
- &reftime, &last_reftime, &oldest, &last_oldest));
+ moment, oldest));
FNameMap namemap(get(vertex_name, fg));
DEBUG("history.find", "sv commodity = " << get(namemap, sv)->symbol());
DEBUG("history.find", "tv commodity = " << get(namemap, tv)->symbol());
- std::vector<vertex_descriptor> predecessors(num_vertices(fg));
- std::vector<long> distances(num_vertices(fg));
-
- PredecessorMap predecessorMap(&predecessors[0]);
- DistanceMap distanceMap(&distances[0]);
+ std::size_t vector_len(num_vertices(fg));
+ std::vector<vertex_descriptor> predecessors(vector_len);
+ std::vector<long> distances(vector_len);
+
+ FPredecessorMap predecessorMap(&predecessors[0]);
+ FDistanceMap distanceMap(&distances[0]);
dijkstra_shortest_paths(fg, /* start= */ sv,
predecessor_map(predecessorMap)
@@ -235,10 +302,15 @@ commodity_history_t::find_price(const commodity_t& source,
// Extract the shortest path and performance the calculations
datetime_t least_recent = moment;
- amount_t price;
+ amount_t price;
const commodity_t * last_target = &target;
+ typedef tuple<const commodity_t *, const commodity_t *,
+ const price_point_t *> results_tuple;
+ std::vector<results_tuple> results;
+ bool results_reversed = false;
+
vertex_descriptor v = tv;
for (vertex_descriptor u = predecessorMap[v];
u != v;
@@ -247,8 +319,24 @@ commodity_history_t::find_price(const commodity_t& source,
std::pair<Graph::edge_descriptor, bool> edgePair = edge(u, v, fg);
Graph::edge_descriptor edge = edgePair.first;
+ const commodity_t * u_comm = get(namemap, u);
+ const commodity_t * v_comm = get(namemap, v);
const price_point_t& point(get(pricemap, edge));
+ if (v == tv && u_comm != last_target && v_comm != last_target)
+ results_reversed = true;
+
+ results.push_back(results_tuple(u_comm, v_comm, &point));
+ }
+
+ if (results_reversed)
+ std::reverse(results.begin(), results.end());
+
+ foreach (const results_tuple& edge, results) {
+ const commodity_t * u_comm = edge.get<0>();
+ const commodity_t * v_comm = edge.get<1>();
+ const price_point_t& point(*edge.get<2>());
+
bool first_run = false;
if (price.is_null()) {
least_recent = point.when;
@@ -258,8 +346,8 @@ commodity_history_t::find_price(const commodity_t& source,
least_recent = point.when;
}
- DEBUG("history.find", "u commodity = " << get(namemap, u)->symbol());
- DEBUG("history.find", "v commodity = " << get(namemap, v)->symbol());
+ DEBUG("history.find", "u commodity = " << u_comm->symbol());
+ DEBUG("history.find", "v commodity = " << v_comm->symbol());
DEBUG("history.find", "last target = " << last_target->symbol());
// Determine which direction we are converting in
@@ -268,12 +356,12 @@ commodity_history_t::find_price(const commodity_t& source,
if (! first_run) {
DEBUG("history.find", "price was = " << price.unrounded());
- if (pprice.commodity() != *last_target)
+ if (pprice.commodity_ptr() != last_target)
price *= pprice.inverted();
else
price *= pprice;
}
- else if (pprice.commodity() != *last_target) {
+ else if (pprice.commodity_ptr() != last_target) {
price = pprice.inverted();
}
else {
@@ -281,17 +369,14 @@ commodity_history_t::find_price(const commodity_t& source,
}
DEBUG("history.find", "price is = " << price.unrounded());
- if (*last_target == *get(namemap, v))
- last_target = get(namemap, u);
+ if (last_target == v_comm)
+ last_target = u_comm;
else
- last_target = get(namemap, v);
+ last_target = v_comm;
DEBUG("history.find", "last target now = " << last_target->symbol());
}
- last_reftime = reftime; // invalidate the FGraph cache
- last_oldest = oldest;
-
if (price.is_null()) {
DEBUG("history.find", "there is no final price");
return none;
@@ -317,25 +402,16 @@ private:
Name name;
};
-void commodity_history_t::print_map(std::ostream& out,
- const optional<datetime_t>& moment)
+void commodity_history_t::print_map(std::ostream& out, const datetime_t& moment)
{
- if (moment) {
- reftime = *moment;
- oldest = none;
-
+ if (moment.is_not_a_date_time()) {
+ write_graphviz(out, price_graph,
+ label_writer<NameMap>(get(vertex_name, price_graph)));
+ } else {
FGraph fg(price_graph,
recent_edge_weight<EdgeWeightMap, PricePointMap, PriceRatioMap>
- (get(edge_weight, price_graph), pricemap, ratiomap,
- &reftime, &last_reftime, &oldest, &last_oldest));
-
+ (get(edge_weight, price_graph), pricemap, ratiomap, moment));
write_graphviz(out, fg, label_writer<FNameMap>(get(vertex_name, fg)));
-
- last_reftime = reftime;
- last_oldest = none;
- } else {
- write_graphviz(out, price_graph,
- label_writer<NameMap>(get(vertex_name, price_graph)));
}
}
generated by cgit v1.2.3 (git 2.39.1) at 2025-01-08 18:18:28 +0000