From 48ab6ad1dbab100bb8abd87029a0ca5bc501a3db Mon Sep 17 00:00:00 2001 From: John Wiegley Date: Sun, 4 Mar 2012 03:35:06 -0600 Subject: Switched to using Boost.Graph for commodity pricing --- src/history.h | 184 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 184 insertions(+) create mode 100644 src/history.h (limited to 'src/history.h') diff --git a/src/history.h b/src/history.h new file mode 100644 index 00000000..486602dd --- /dev/null +++ b/src/history.h @@ -0,0 +1,184 @@ +/* + * Copyright (c) 2003-2012, John Wiegley. All rights reserved. + * + * Redistribution and use in source and binary forms, with or without + * modification, are permitted provided that the following conditions are + * met: + * + * - Redistributions of source code must retain the above copyright + * notice, this list of conditions and the following disclaimer. + * + * - Redistributions in binary form must reproduce the above copyright + * notice, this list of conditions and the following disclaimer in the + * documentation and/or other materials provided with the distribution. + * + * - Neither the name of New Artisans LLC nor the names of its + * contributors may be used to endorse or promote products derived from + * this software without specific prior written permission. + * + * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS + * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT + * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR + * A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT + * OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, + * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT + * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, + * DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY + * THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT + * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE + * OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + */ + +/** + * @addtogroup math + */ + +/** + * @file history.h + * @author John Wiegley + * + * @ingroup math + * + * @brief Types for managing commodity historys + * + * Long. + */ +#ifndef _HISTORY_H +#define _HISTORY_H + +#include "amount.h" +#include "commodity.h" + +namespace boost { + enum edge_price_point_t { edge_price_point }; + enum edge_price_ratio_t { edge_price_ratio }; + BOOST_INSTALL_PROPERTY(edge, price_point); + BOOST_INSTALL_PROPERTY(edge, price_ratio); +} + +namespace ledger { + +typedef std::map price_map_t; + +template +class recent_edge_weight +{ +public: + EdgeWeightMap weight; + PricePointMap price_point; + PriceRatioMap ratios; + + datetime_t reftime; + optional oldest; + + recent_edge_weight() { } + recent_edge_weight(EdgeWeightMap _weight, + PricePointMap _price_point, + PriceRatioMap _ratios, + datetime_t _reftime, + const optional& _oldest = none) + : weight(_weight), price_point(_price_point), ratios(_ratios), + reftime(_reftime), oldest(_oldest) { } + + template + bool operator()(const Edge& e) const { + const price_map_t& prices(get(ratios, e)); + price_map_t::const_iterator low = prices.upper_bound(reftime); + if (prices.empty() || + (low != prices.end() && low == prices.begin())) { + return false; + } else { + if (low == prices.end()) + --low; + assert(((*low).first <= reftime)); + + if (oldest && (*low).first <= *oldest) + 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)); + + return true; + } + } +}; + +class commodity_history_t : public noncopyable +{ +public: + typedef adjacency_list + >, + + // All edges are weights computed as the absolute difference between + // the reference time of a search and a known price point. A + // filtered_graph is used to select the recent price point to the + // reference time before performing the search. + property > >, + + // Graph itself has a std::string name + property + > Graph; + + Graph price_graph; + + typedef graph_traits::vertex_descriptor vertex_descriptor; + typedef graph_traits::edge_descriptor edge_descriptor; + + typedef property_map::type IndexMap; + typedef property_map::type NameMap; + + typedef iterator_property_map PredecessorMap; + typedef iterator_property_map DistanceMap; + + typedef property_map::type EdgeWeightMap; + typedef property_map::type PricePointMap; + typedef property_map::type PriceRatioMap; + + IndexMap indexmap; + PricePointMap pricemap; + PriceRatioMap ratiomap; + + typedef filtered_graph > FGraph; + typedef property_map::type FNameMap; + + commodity_history_t() + : indexmap(get(vertex_index, price_graph)), + pricemap(get(edge_price_point, price_graph)), + ratiomap(get(edge_price_ratio, price_graph)) {} + + void add_commodity(const commodity_t& comm); + + void add_price(const commodity_t& source, + const datetime_t& when, + const amount_t& price); + void remove_price(const commodity_t& source, + const commodity_t& target, + const datetime_t& date); + + optional + find_price(const commodity_t& source, + const datetime_t& moment, + const optional& oldest = none, + const optional& commodity = none); +}; + +} // namespace ledger + +#endif // _HISTORY_H -- cgit v1.2.3