/* * 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 * last_reftime; optional * oldest; optional * last_oldest; recent_edge_weight() { } recent_edge_weight(EdgeWeightMap _weight, PricePointMap _price_point, PriceRatioMap _ratios, datetime_t * _reftime, optional * _last_reftime, optional * _oldest, optional * _last_oldest) : weight(_weight), price_point(_price_point), ratios(_ratios), reftime(_reftime), last_reftime(_last_reftime), oldest(_oldest), last_oldest(_last_oldest) { } template bool operator()(const Edge& e) const { DEBUG("history.find", " reftime = " << *reftime); if (*last_reftime) DEBUG("history.find", " last_reftime = " << **last_reftime); if (*oldest) DEBUG("history.find", " oldest = " << **oldest); if (*last_oldest) DEBUG("history.find", " last_oldest = " << **last_oldest); #if 0 if (*last_reftime && *reftime == **last_reftime && *oldest == *last_oldest) { DEBUG("history.find", " using previous reftime"); return get(weight, e) != std::numeric_limits::max(); } #endif const price_map_t& prices(get(ratios, e)); if (prices.empty()) { DEBUG("history.find", " prices map is empty for this edge"); put(weight, e, std::numeric_limits::max()); 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"); put(weight, e, std::numeric_limits::max()); return false; } else { --low; assert(((*low).first <= *reftime)); if (*oldest && (*low).first < **oldest) { DEBUG("history.find", " edge is out of range"); put(weight, e, std::numeric_limits::max()); 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; } } }; 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; // jww (2012-03-05): Prevents threading mutable datetime_t reftime; mutable optional last_reftime; mutable optional oldest; mutable optional last_oldest; 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(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); void map_prices(function fn, const commodity_t& source, const datetime_t& moment, const optional& _oldest = none); optional find_price(const commodity_t& source, const datetime_t& moment, const optional& oldest = none); optional find_price(const commodity_t& source, const commodity_t& target, const datetime_t& moment, const optional& oldest = none); void print_map(std::ostream& out, const optional& moment = none); }; } // namespace ledger #endif // _HISTORY_H