/**/
-#include <obstack.h>
#include <glpk.h>
#include "rscommon.h"
DEBUG_DEFINE_DEBUGF(value);
+DEBUG_DEFINE_SOME_DEBUGF(value2,debug2f);
typedef struct { int mass, volu; } CommodInfo;
-static int commodstablesz;
-static CommodInfo *commodstable;
+static int commodstabsz;
+static CommodInfo *commodstab;
+
+static sqlite3_stmt *ss_ipair_dist;
+static sqlite3_stmt *ss_ite_buy, *ss_ite_sell;
-static sqlite3_stmt *ss_ipair_dist, *ss_ipair_trades;
#define MAX_LEGS (MAX_ROUTELEN-1)
typedef struct {
- int commodid, src_price, src_qty, dst_price, dst_qty;
+ int commodid, src_price, dst_price;
} Trade;
#define TRADES_PER_BLOCK 10
-typedef struct TradesBlock{
+typedef struct TradesBlock {
struct TradesBlock *next;
+ int ntrades;
Trade t[TRADES_PER_BLOCK];
} TradesBlock;
-typedef struct {
- double distance_loss_factor;
- int ntrades;
- TradesBlock *trades;
-} IslandPair;
-
-int nislands;
-IslandPair ***ipairs; /* ipairs[sislandid][dislandid] */
+static IslandPair ***ipairs; /* ipairs[sislandid][dislandid] */
typedef struct IslandTradeEnd {
struct IslandTradeEnd *next;
+ /* key: */
int commodid, price;
- int qty, rownum;
-} IslandTradeEnd, *IslandDirnTradeEnds;
+ /* values: */
+ int qty;
+ unsigned long generation;
+ int rownum;
+} IslandTradeEnd;
typedef struct {
- int islandid;
- IslandDirnTradeEnds collect, deliver;
-} IslandTradeEnds;
+ IslandTradeEnd *src, *dst;
+} IslandTradeEndHeads;
+
+IslandTradeEndHeads *itradeends;
+ /* itradeends[islandid].{src,dst}->commodid etc. */
-static struct obstack ites_obstack;
static LPX *lp;
+static unsigned long generation;
static int nconstraint_rows;
static int constraint_rows[1+2+3*MAX_LEGS];
constraint_coeffs[nconstraint_rows]= coefficient;
}
-static void avail_constraint(const Trade *t, IslandDirnTradeEnds *trades,
- int price, int qty, const char *srcdst) {
- /* find row number of trade availability constraint */
+static IslandTradeEnd *get_ite(const Trade *t, IslandTradeEnd **trades,
+ int price) {
IslandTradeEnd *search;
-
+
for (search= *trades; search; search=search->next)
- if (search->commodid==t->commodid && search->price==price) {
- assert(search->qty == qty);
- goto found;
+ if (search->commodid==t->commodid && search->price==price)
+ return search;
+ abort();
+}
+
+static void avail_c(const Trade *t, IslandTradeEnd *ite,
+ int price, const char *srcdst,
+ int islandid, sqlite3_stmt *ss_ite) {
+ /* find row number of trade availability constraint */
+ IslandTradeEnd *search= ite;
+
+ if (search->generation != generation) {
+ search->rownum= lpx_add_rows(lp, 1);
+ lpx_set_row_bnds(lp, search->rownum, LPX_UP, 0, search->qty);
+
+ if (DEBUGP(value) || DEBUGP(check)) {
+ char *name= masprintf("%s_i%d_c%d_%d_all",
+ srcdst, islandid, t->commodid, price);
+ lpx_set_row_name(lp,search->rownum,name);
+
+ if (DEBUGP(check)) {
+ int nrows= lpx_get_num_rows(lp);
+ assert(search->rownum == nrows);
+ int i;
+ for (i=1; i<nrows; i++)
+ assert(strcmp(name, lpx_get_row_name(lp,i)));
+ }
+ free(name);
}
- /* not found, add new row */
- search= obstack_alloc(&ites_obstack, sizeof(*search));
- search->commodid= t->commodid;
- search->price= price;
- search->qty= qty;
- search->rownum= lpx_add_rows(lp, 1);
- search->next= *trades;
- if (DEBUGP(value)) {
- char *name= masprintf("%s_commod%d_price%d",srcdst,t->commodid,price);
- lpx_set_row_name(lp,search->rownum,name);
- free(name);
+ search->generation= generation;
}
- *trades= search;
- found:;
- int rownum= search->rownum;
- lpx_set_row_bnds(lp, rownum, LPX_UP, 0, qty);
- add_constraint(rownum, 1.0);
+ add_constraint(search->rownum, 1.0);
}
static int setup_leg_constraints(double max_thing, int legs, const char *wh) {
int leg, startrow;
if (max_thing < 0 || !legs) return -1;
startrow= lpx_add_rows(lp, legs);
- for (leg=0; leg<nislands-1; leg++) {
+ for (leg=0; leg<legs; leg++) {
int row= leg+startrow;
lpx_set_row_bnds(lp, row, LPX_UP, 0, max_thing);
if (DEBUGP(value)) {
- char *name= masprintf("max_leg%d_%s",leg,wh);
+ char *name= masprintf("%s_%d",wh,leg);
lpx_set_row_name(lp,row,name);
free(name);
}
static void add_leg_c(int startrow, int leg, double value) {
if (startrow<=0) return;
+ assert(value > 0);
add_constraint(startrow+leg, value);
}
-static IslandPair *ipair_get(int si, int di) {
+IslandPair *ipair_get_maybe(int si, int di) {
+ IslandPair **ipa;
+
+ assert(si < islandtablesz);
+ assert(di < islandtablesz);
+
+ if (!(ipa= ipairs[si])) return 0;
+ return ipa[di];
+}
+
+static IslandPair *ipair_get_create(int si, int di) {
IslandPair *ip, **ipa;
- assert(si < nislands);
- assert(di < nislands);
+ assert(si < islandtablesz);
+ assert(di < islandtablesz);
if (!(ipa= ipairs[si])) {
- ipa= ipairs[si]= mcalloc(sizeof(*ipa) * nislands);
+ ipairs[si]= MCALLOC(ipa, islandtablesz);
}
if ((ip= ipa[di]))
return ip;
- ipa[di]= ip= mmalloc(sizeof(*ip));
- ip->ntrades= 0;
+ ipa[di]= NEW(ip);
ip->trades= 0;
- int inblock= TRADES_PER_BLOCK;
- TradesBlock *block= 0;
+ ip->route_tail_value= -1;
+
+ if (si==di) ctr_islands_arbitrage++;
+ else ctr_ipairs_relevant++;
- debugf("VALUE ipair_get(%d,%d) running...\n", si,di);
+ debug2f("VALUE ipair_get(i%d,i%d) running...\n", si,di);
SQL_MUST( sqlite3_bind_int(ss_ipair_dist, 1, si) );
SQL_MUST( sqlite3_bind_int(ss_ipair_dist, 2, di) );
assert(SQL_STEP(ss_ipair_dist));
int dist= sqlite3_column_int(ss_ipair_dist, 0);
ip->distance_loss_factor= pow(distance_loss_factor_per_league, dist);
sqlite3_reset(ss_ipair_dist);
-
- SQL_MUST( sqlite3_bind_int(ss_ipair_trades, 1, si) );
- SQL_MUST( sqlite3_bind_int(ss_ipair_trades, 2, di) );
-
- while (SQL_STEP(ss_ipair_trades)) {
- if (inblock == TRADES_PER_BLOCK) {
- block= mmalloc(sizeof(*block));
- block->next= ip->trades;
- ip->trades= block;
- inblock= 0;
- }
- int *irp, i;
- for (i=0, irp=&block->t[inblock].commodid; i<5; i++, irp++)
- *irp= sqlite3_column_int(ss_ipair_trades, i);
- ip->ntrades++;
- inblock++;
- }
- if (inblock < TRADES_PER_BLOCK)
- block->t[inblock].commodid= -1;
-
- sqlite3_reset(ss_ipair_trades);
return ip;
}
-void value_route(int nislands, const int *islands) {
+double value_route(int nislands, const int *islands, int exclude_arbitrage) {
int s,d;
+ ctr_subroutes_valued++;
+
/* We need to construct the LP problem. GLPK talks
* about rows and columns, which are numbered from 1.
*
*/
assert(nislands >= 1);
-
- char *free_to_reset_obstack= obstack_alloc(&ites_obstack, 1);
-
- int nites=0;
- IslandTradeEnds ites[nislands], *iteps[nislands];
-
- for (s=0; s<nislands; s++) {
- IslandTradeEnds *ite;
- int si= islands[s];
- int i;
- for (i=0, ite=ites; i<nites; i++, ite++)
- if (ite->islandid==si)
- goto found;
- /* not found, add new */
- assert(ite == &ites[nites]);
- ite->islandid= si;
- ite->collect= ite->deliver= 0;
- nites++;
- found:
- iteps[s]= ite;
- }
+ assert(++generation);
assert(!lp);
lp= lpx_create_prob();
lpx_set_obj_dir(lp, LPX_MAX);
+ lpx_set_int_parm(lp, LPX_K_MSGLEV, DEBUGP(lp) ? 3 : 1);
+ lpx_set_int_parm(lp, LPX_K_PRESOL, 1);
+
if (DEBUGP(value)) {
lpx_set_prob_name(lp,(char*)"value_route");
lpx_set_obj_name(lp,(char*)"profit");
s++, delay_slot_loss_factor *= LOSS_FACTOR_PER_DELAY_SLOT) {
int si= islands[s];
- for (d=s; d<nislands; d++) {
+ for (d= s + exclude_arbitrage;
+ d < nislands;
+ d++) {
int di= islands[d];
int already_d;
for (already_d=s+1; already_d<d; already_d++)
if (islands[already_d] == di)
/* visited this island already since we left s, uninteresting */
goto next_d;
+
if (d>s && di==si)
/* route has returned to si, no need to think more about s */
goto next_s;
/*----- actually add these trades to the LP problem -----*/
- IslandPair *ip= ipair_get(islands[s], islands[d]);
- TradesBlock *block= ip->trades;
- int tradestodo= ip->ntrades;
- int inblock= 0;
- int col= lpx_add_cols(lp,ip->ntrades);
+ IslandPair *ip= ipair_get_maybe(islands[s], islands[d]);
- double loss_factor= delay_slot_loss_factor * ip->distance_loss_factor;
+ if (!ip || !ip->trades)
+ goto next_d;
- while (tradestodo-- >0) {
- if (inblock >= TRADES_PER_BLOCK) {
- block= block->next;
- inblock= 0;
- }
- Trade *t= &block->t[inblock++];
-
- debugf(" TRADE %d#%d..%d#%d %d %d-%d\n",
- si,s, di,d, t->commodid, t->src_price, t->dst_price);
-
- nconstraint_rows=0;
-
- avail_constraint(t, &iteps[s]->collect, t->src_price,t->src_qty,"src");
- avail_constraint(t, &iteps[d]->deliver, t->dst_price,t->dst_qty,"dst");
-
- int leg;
- for (leg=s; leg<d; leg++) {
- add_leg_c(mass_constraints, leg, commodstable[t->commodid].mass);
- add_leg_c(volu_constraints, leg, commodstable[t->commodid].volu);
- add_leg_c(capi_constraints, leg, t->src_price);
- }
-
- lpx_set_col_bnds(lp, col, LPX_LO, 0, 0);
- lpx_set_obj_coef(lp, col,
- (t->dst_price - t->src_price) * loss_factor);
- lpx_set_mat_col(lp, col, nconstraint_rows,
- constraint_rows, constraint_coeffs);
- if (DEBUGP(value)) {
- char *name= masprintf("trade_commod%d_port%d_at%d_port%d_at%d",
- t->commodid, s, t->src_price, d, t->dst_price);
- lpx_set_col_name(lp, col, name);
- free(name);
- }
- } /* while (tradestodo-- >0) */
+ double loss_factor= delay_slot_loss_factor * ip->distance_loss_factor;
+ debugf(" SOME i%d#%d..i%d#%d dslf=%g dlf=%g lf=%g\n",
+ si,s, di,d,
+ delay_slot_loss_factor, ip->distance_loss_factor, loss_factor);
+
+ TradesBlock *block;
+ for (block=ip->trades; block; block=block->next) {
+ int inblock;
+ for (inblock=0; inblock<block->ntrades; inblock++) {
+ Trade *t= &block->t[inblock];
+
+ debugf(" TRADE i%d#%d..i%d#%d c%d %d-%d ",
+ si,s, di,d, t->commodid, t->src_price, t->dst_price);
+
+ IslandTradeEnd
+ *src_ite= get_ite(t, &itradeends[si].src, t->src_price),
+ *dst_ite= get_ite(t, &itradeends[di].dst, t->dst_price);
+
+ int qty= src_ite->qty < dst_ite->qty ? src_ite->qty : dst_ite->qty;
+ int maxprofit= qty * (t->dst_price - t->src_price);
+ debugf("maxprofit=%d ",maxprofit);
+ if (maxprofit < min_trade_maxprofit) {
+ debugf("trivial\n");
+ continue;
+ }
+
+ nconstraint_rows=0;
+
+ avail_c(t, src_ite, t->src_price, "src", si,ss_ite_sell);
+ avail_c(t, dst_ite, t->dst_price, "dst", di,ss_ite_buy);
+
+ int leg;
+ for (leg=s; leg<d; leg++) {
+ add_leg_c(mass_constraints,leg, commodstab[t->commodid].mass*1e-3);
+ add_leg_c(volu_constraints,leg, commodstab[t->commodid].volu*1e-3);
+ add_leg_c(capi_constraints,leg, t->src_price);
+ }
+
+ double unit_profit= t->dst_price * loss_factor - t->src_price;
+ debugf(" unit profit %f\n", unit_profit);
+ if (unit_profit <= 0) continue;
+
+ int col= lpx_add_cols(lp,1);
+ lpx_set_col_bnds(lp, col, LPX_LO, 0, 0);
+ lpx_set_obj_coef(lp, col, unit_profit);
+ lpx_set_mat_col(lp, col, nconstraint_rows,
+ constraint_rows, constraint_coeffs);
+
+ if (DEBUGP(value)) {
+ char *name= masprintf("c%d_p%d_%d_p%d_%d", t->commodid,
+ s, t->src_price, d, t->dst_price);
+ lpx_set_col_name(lp, col, name);
+ free(name);
+ }
+ } /* inblock */
+ } /* block */
/*----- that's done adding these trades to the LP problem -----*/
next_s:;
} /* for (s) */
+ double profit= 0;
+
+ if (lpx_get_num_cols(lp)) {
+ ctr_subroutes_nonempty++;
+
+ if (DEBUGP(lp))
+ lpx_write_cpxlp(lp, (char*)DEBUG_DEV);
+
+ int ipr= lpx_simplex(lp);
+ assert(ipr==LPX_E_OK);
+
+ if (DEBUGP(lp))
+ lpx_print_sol(lp, (char*)DEBUG_DEV);
+
+ int lpst= lpx_get_status(lp);
+ assert(lpst == LPX_OPT);
+ profit= lpx_get_obj_val(lp);
+ }
+
lpx_delete_prob(lp);
lp= 0;
- obstack_free(&ites_obstack, free_to_reset_obstack);
+ debugf(" %s %f\n",
+ exclude_arbitrage ? "base value" : "route value",
+ profit);
+ return profit;
}
-void setup_value(void) {
- sqlite3_stmt *sst;
- int i;
+#define TRADE_FROM \
+ " FROM sell, buy\n" \
+ " WHERE sell.commodid=buy.commodid AND sell.price < buy.price\n"
+
+static void read_trades(void) {
+ /* We would like to use DISTINCT but sqlite3 is too stupid
+ * to notice that it could use the index to do the DISTINCT
+ * which makes it rather slow. */
+ sqlite3_stmt *ss_trades;
+
+#define TRADE_COLS \
+ "sell.commodid, sell.islandid, sell.price, buy.islandid, buy.price"
+ SQL_PREPARE(ss_trades,
+ " SELECT " TRADE_COLS "\n"
+ TRADE_FROM
+ " ORDER BY " TRADE_COLS);
+
+ SQL_DISTINCT_DECL(cols,5);
+ while (SQL_DISTINCT_STEP(ss_trades,cols,5)) {
+ ctr_trades_loaded++;
+ IslandPair *ip= ipair_get_create(cols[1], cols[3]);
+ TradesBlock *block= ip->trades;
+ if (!block || ip->trades->ntrades >= TRADES_PER_BLOCK) {
+ NEW(block);
+ block->next= ip->trades;
+ ip->trades= block;
+ block->ntrades= 0;
+ }
+ Trade *trade= &block->t[block->ntrades];
+ trade->commodid= cols[0];
+ trade->src_price= cols[2];
+ trade->dst_price= cols[4];
+ block->ntrades++;
+ }
+ sqlite3_finalize(ss_trades);
+}
+
+static void read_islandtradeends(const char *bs, int srcdstoff) {
+
+#define TRADEEND_KEYCOLS "%s.commodid, %s.islandid, %s.stallid"
+ char *stmt= masprintf(" SELECT " TRADEEND_KEYCOLS ", %s.price, %s.qty\n"
+ TRADE_FROM
+ " ORDER BY " TRADEEND_KEYCOLS,
+ bs,bs,bs,bs,bs, bs,bs,bs);
+ char *stmt_id= masprintf("qtys (%s)",bs);
+ sqlite3_stmt *ss= sql_prepare(stmt, stmt_id);
+ free(stmt); free(stmt_id);
+
+ SQL_DISTINCT_DECL(cols,5);
+ while (SQL_DISTINCT_STEP(ss,cols,3)) {
+ ctr_quantities_loaded++;
+ IslandTradeEnd *search;
+
+ int commodid= cols[0];
+ int islandid= cols[1];
+ int price= cols[3];
+ int qty= cols[4];
+
+ IslandTradeEnd **trades= (void*)((char*)&itradeends[islandid] + srcdstoff);
+
+ for (search= *trades; search; search=search->next)
+ if (search->commodid==commodid && search->price==price)
+ goto found;
+ /* not found, add new end */
-#define obstack_chunk_alloc mmalloc
-#define obstack_chunk_free free
- obstack_init(&ites_obstack);
+ NEW(search);
+ search->commodid= commodid;
+ search->price= price;
+ search->next= *trades;
+ search->generation= 0;
+ search->qty= 0;
+ *trades= search;
- nislands= sql_single_int("SELECT max(islandid) FROM islands") + 1;
- debugf("VALUE nislands=%d\n",nislands);
+ found:
+ search->qty += qty;
+ }
+ sqlite3_finalize(ss);
+}
+
+void setup_value(void) {
+ sqlite3_stmt *sst;
- commodstablesz= sql_single_int("SELECT max(commodid) FROM commods") + 1;
- commodstable= mmalloc(sizeof(*commodstable)*commodstablesz);
- for (i=0; i<commodstablesz; i++)
- commodstable[i].mass= commodstable[i].volu= -1;
+ commodstabsz= sql_single_int("SELECT max(commodid) FROM commods") + 1;
+ MCALLOC_INITEACH(commodstab, commodstabsz,
+ this->mass= this->volu= -1
+ );
- SQL_MUST( sqlite3_prepare(db,
- "SELECT commodid,unitmass,unitvolume FROM commods", -1,&sst,0) );
+ SQL_PREPARE(sst,
+ "SELECT commodid,unitmass,unitvolume FROM commods");
while (SQL_STEP(sst)) {
+ ctr_commodities_loaded++;
int id= sqlite3_column_int(sst,0);
- assert(id>=0 && id<commodstablesz);
- commodstable[id].mass= sqlite3_column_int(sst,1);
- commodstable[id].volu= sqlite3_column_int(sst,2);
+ assert(id>=0 && id<commodstabsz);
+ commodstab[id].mass= sqlite3_column_int(sst,1);
+ commodstab[id].volu= sqlite3_column_int(sst,2);
}
sqlite3_finalize(sst);
- SQL_MUST( sqlite3_prepare(db,
- "SELECT\n"
- " sell.commodid commodid,\n"
- " sell.price src_price,\n"
- " sum(sell.qty) src_qty,\n"
- " buy.price dst_price,\n"
- " sum(buy.qty) dst_qty\n"
- " FROM sell JOIN buy\n"
- " ON sell.commodid = buy.commodid\n"
- " AND buy.price > sell.price\n"
- " WHERE sell.islandid=?\n"
- " AND buy.islandid=?\n"
- " GROUP BY sell.commodid, sell.price, buy.price",
- -1, &ss_ipair_trades, 0) );
-
- SQL_MUST( sqlite3_prepare(db,
- " SELECT dist from dists where aiid=? and biid=?",
- -1, &ss_ipair_dist, 0) );
-
- ipairs= mcalloc(sizeof(*ipairs) * nislands);
+ MCALLOC(ipairs, islandtablesz);
+ MCALLOC(itradeends, islandtablesz);
+
+ SQL_PREPARE(ss_ipair_dist,
+ " SELECT dist FROM dists\n"
+ " WHERE aiid=? and biid=?");
+
+ read_trades();
+ read_islandtradeends("sell", offsetof(IslandTradeEndHeads, src));
+ read_islandtradeends("buy", offsetof(IslandTradeEndHeads, dst));
}