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/*
* 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<datetime_t, amount_t> price_map_t;
template <typename EdgeWeightMap,
typename PricePointMap,
typename PriceRatioMap>
class recent_edge_weight
{
public:
EdgeWeightMap weight;
PricePointMap price_point;
PriceRatioMap ratios;
datetime_t reftime;
optional<datetime_t> oldest;
recent_edge_weight() { }
recent_edge_weight(EdgeWeightMap _weight,
PricePointMap _price_point,
PriceRatioMap _ratios,
datetime_t _reftime,
const optional<datetime_t>& _oldest = none)
: weight(_weight), price_point(_price_point), ratios(_ratios),
reftime(_reftime), oldest(_oldest) { }
template <typename Edge>
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
<setS, // Store all edges as a set
setS, // Store all vertices in a set
undirectedS, // Relations are both ways
// All vertices are commodities
property<vertex_name_t, const commodity_t *,
property<vertex_index_t, std::size_t> >,
// 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<edge_weight_t, long,
property<edge_price_ratio_t, price_map_t,
property<edge_price_point_t, price_point_t> > >,
// Graph itself has a std::string name
property<graph_name_t, std::string>
> Graph;
Graph price_graph;
typedef graph_traits<Graph>::vertex_descriptor vertex_descriptor;
typedef graph_traits<Graph>::edge_descriptor edge_descriptor;
typedef property_map<Graph, vertex_index_t>::type IndexMap;
typedef property_map<Graph, vertex_name_t>::type NameMap;
typedef iterator_property_map<vertex_descriptor*, IndexMap,
vertex_descriptor,
vertex_descriptor&> PredecessorMap;
typedef iterator_property_map<long*, IndexMap, long, long&> DistanceMap;
typedef property_map<Graph, edge_weight_t>::type EdgeWeightMap;
typedef property_map<Graph, edge_price_point_t>::type PricePointMap;
typedef property_map<Graph, edge_price_ratio_t>::type PriceRatioMap;
IndexMap indexmap;
PricePointMap pricemap;
PriceRatioMap ratiomap;
typedef filtered_graph<Graph, recent_edge_weight<EdgeWeightMap,
PricePointMap,
PriceRatioMap> > FGraph;
typedef property_map<FGraph, vertex_name_t>::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(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<price_point_t>
find_price(const commodity_t& source,
const datetime_t& moment,
const optional<datetime_t>& oldest = none,
const optional<commodity_t&>& commodity = none);
};
} // namespace ledger
#endif // _HISTORY_H
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