/* * 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; 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 NameMap; typedef property_map::type EdgeWeightMap; typedef property_map::type PricePointMap; typedef property_map::type PriceRatioMap; PricePointMap pricemap; PriceRatioMap ratiomap; commodity_history_t() : 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 datetime_t& _oldest = datetime_t()); optional find_price(const commodity_t& source, const datetime_t& moment, const datetime_t& oldest = datetime_t()); optional find_price(const commodity_t& source, const commodity_t& target, const datetime_t& moment, const datetime_t& oldest = datetime_t()); void print_map(std::ostream& out, const datetime_t& moment = datetime_t()); }; } // namespace ledger #endif // _HISTORY_H