X-Git-Url: http://www.chiark.greenend.org.uk/ucgi/~yarrgweb/git?a=blobdiff_plain;ds=sidebyside;f=yarrg%2Fweb%2Froutetrade;h=27cf295d19376abb8451f7dbba43f972a7aab100;hb=5d7aa1e2df29f74f0fbaa8dcb21fa1f7921f30a8;hp=1924503b9ce706b888c2450de30403ba19f96a8b;hpb=327dd80f71ae99180d1895166307cdb2add3618a;p=ypp-sc-tools.main.git diff --git a/yarrg/web/routetrade b/yarrg/web/routetrade index 1924503..27cf295 100644 --- a/yarrg/web/routetrade +++ b/yarrg/web/routetrade @@ -38,11 +38,22 @@ $dbh @islandids @archipelagoes $qa +$routeparams %args> +<& query_age:pageload &> + <%perl> +my $loss_per_league= defined $routeparams->{LossPerLeaguePct} + ? $routeparams->{LossPerLeaguePct}*0.01 : 1e-7; +my $loss_per_delay_slot= 1e-8; + +my $now= time; + my @flow_conds; my @query_params; +my %dists; +my $expected_total_profit; my $sd_condition= sub { my ($bs, $ix) = @_; @@ -55,20 +66,43 @@ my $sd_condition= sub { } }; -foreach my $src_i (0..$#islandids) { - my $src_cond= $sd_condition->('sell',$src_i); +my $specific= !grep { !defined $_ } @islandids; + +my %ipair2subflowinfs; +# $ipair2subflowinfs{$orgi,$dsti}= [ [$orgix,$distix], ... ] + +my @subflows; +# $subflows[0]{Flow} = { ... } +# $subflows[0]{Org} = $orgix +# $subflows[0]{Dst} = $dstix + +foreach my $org_i (0..$#islandids) { + my $org_isle= $islandids[$org_i]; + my $org_cond= $sd_condition->('sell',$org_i); my @dst_conds; - foreach my $dst_i ($src_i..$#islandids) { - my $dst_cond= $sd_condition->('buy',$dst_i); - if ($dst_i==$src_i and !defined $islandids[$src_i]) { + foreach my $dst_i ($org_i..$#islandids) { + my $dst_isle= $islandids[$dst_i]; + # Don't ever consider sailing things round the houses: + next if defined $dst_isle and + grep { $dst_isle == $_ } @islandids[$org_i..$dst_i-1]; + next if defined $org_isle and + grep { $org_isle == $_ } @islandids[$org_i+1..$dst_i]; + my $dst_cond; + if ($dst_i==$org_i and !defined $org_isle) { # we always want arbitrage, but mentioning an arch # once shouldn't produce intra-arch trades - $dst_cond= - "($dst_cond AND sell.islandid = buy.islandid)"; + $dst_cond= "sell.islandid = buy.islandid"; + } else { + $dst_cond= $sd_condition->('buy',$dst_i); } push @dst_conds, $dst_cond; + + if ($specific) { + push @{ $ipair2subflowinfs{$org_isle,$dst_isle} }, + [ $org_i, $dst_i ]; + } } - push @flow_conds, "$src_cond AND ( + push @flow_conds, "$org_cond AND ( ".join(" OR ",@dst_conds)." )"; @@ -78,37 +112,113 @@ my $stmt= " SELECT sell_islands.islandname org_name, sell_islands.islandid org_id, sell.price org_price, - sum(sell.qty) org_qty, + sell.qty org_qty_stall, + sell_stalls.stallname org_stallname, + sell.stallid org_stallid, + sell_uploads.timestamp org_timestamp, buy_islands.islandname dst_name, buy_islands.islandid dst_id, buy.price dst_price, - sum(buy.qty) dst_qty, + buy.qty dst_qty_stall, + buy_stalls.stallname dst_stallname, + buy.stallid dst_stallid, + buy_uploads.timestamp dst_timestamp, +".($qa->{ShowStalls} ? " + sell.qty org_qty_agg, + buy.qty dst_qty_agg, +" : " + (SELECT sum(qty) FROM sell AS sell_agg + WHERE sell_agg.commodid = commods.commodid + AND sell_agg.islandid = sell.islandid + AND sell_agg.price = sell.price) org_qty_agg, + (SELECT sum(qty) FROM buy AS buy_agg + WHERE buy_agg.commodid = commods.commodid + AND buy_agg.islandid = buy.islandid + AND buy_agg.price = buy.price) dst_qty_agg, +")." commods.commodname commodname, commods.commodid commodid, - commods.unitmass mass, - commods.unitvolume volume, - buy.price - sell.price unitprofit, - min(sell.qty,buy.qty) tqty, - min(sell.qty,buy.qty) * (buy.price-sell.price) profit + commods.unitmass unitmass, + commods.unitvolume unitvolume, + commods.ordval ordval, + commods.posinclass posinclass, + commods.commodclassid commodclassid, + dist dist, + buy.price - sell.price unitprofit FROM commods - JOIN buy on commods.commodid = buy.commodid - JOIN sell on commods.commodid = sell.commodid - JOIN islands as sell_islands on sell.islandid = sell_islands.islandid - JOIN islands as buy_islands on buy.islandid = buy_islands.islandid + JOIN sell ON commods.commodid = sell.commodid + JOIN buy ON commods.commodid = buy.commodid + JOIN islands AS sell_islands ON sell.islandid = sell_islands.islandid + JOIN islands AS buy_islands ON buy.islandid = buy_islands.islandid + JOIN uploads AS sell_uploads ON sell.islandid = sell_uploads.islandid + JOIN uploads AS buy_uploads ON buy.islandid = buy_uploads.islandid + JOIN stalls AS sell_stalls ON sell.stallid = sell_stalls.stallid + JOIN stalls AS buy_stalls ON buy.stallid = buy_stalls.stallid + JOIN dists ON aiid = sell.islandid AND biid = buy.islandid WHERE ( ".join(" OR ", @flow_conds)." ) AND buy.price > sell.price - GROUP BY commods.commodid, org_id, org_price, dst_id, dst_price - ORDER BY org_name, dst_name, profit DESC, commodname, - org_price, dst_price DESC + ORDER BY org_name, dst_name, commodname, unitprofit DESC, + org_price, dst_price DESC, + org_stallname, dst_stallname "; my $sth= $dbh->prepare($stmt); $sth->execute(@query_params); my @flows; +my $distquery= $dbh->prepare(" + SELECT dist FROM dists WHERE aiid = ? AND biid = ? + "); +my $distance= sub { + my ($from,$to)= @_; + my $d= $dists{$from}{$to}; + return $d if defined $d; + $distquery->execute($from,$to); + $d = $distquery->fetchrow_array(); + defined $d or die "$from $to ?"; + $dists{$from}{$to}= $d; + return $d; +}; + +my @cols= ({ NoSort => 1 }); + +my $addcols= sub { + my $base= shift @_; + foreach my $name (@_) { + my $col= { Name => $name, %$base }; + $col->{Numeric}=1 if !$col->{Text}; + push @cols, $col; + } +}; + +if ($qa->{ShowStalls}) { + $addcols->({ Text => 1 }, qw( + org_name org_stallname + dst_name dst_stallname + )); +} else { + $addcols->({Text => 1 }, qw( + org_name dst_name + )); +} +$addcols->({ Text => 1 }, qw(commodname)); +$addcols->({ DoReverse => 1 }, + qw( org_price org_qty_agg dst_price dst_qty_agg + )); +$addcols->({ DoReverse => 1, SortColKey => 'MarginSortKey' }, + qw( Margin + )); +$addcols->({ DoReverse => 1 }, + qw( unitprofit MaxQty MaxCapital MaxProfit dist + )); +foreach my $v (qw(MaxMass MaxVolume)) { + $addcols->({ + DoReverse => 1, Total => 0, SortColKey => "${v}SortKey" }, $v); +} + %perl> % if ($qa->{'debug'}) { @@ -118,65 +228,768 @@ my @flows; % } +<& dumptable:start, qa => $qa, sth => $sth &> % { -<& dumpqueryresults:start, sth => $sth &> -% my $flow; -% while ($flow= $sth->fetchrow_hashref()) { -% $flow->{Ix}= @flows; -% $flow->{Var}= "f$flow->{Ix}"; -% push @flows, $flow; -<& dumpqueryresults:row, sth => $sth, row => $flow &> -% } -<& dumpqueryresults:end &> +% my $got; +% while ($got= $sth->fetchrow_hashref()) { +<%perl> + + my $f= $flows[$#flows]; + if ( !$f || + $qa->{ShowStalls} || + grep { $f->{$_} ne $got->{$_} } + qw(org_id org_price dst_id dst_price commodid) + ) { + # Make a new flow rather than adding to the existing one + + $f= { + Ix => scalar(@flows), + %$got + }; + $f->{"org_stallid"}= $f->{"dst_stallid"}= 'all' + if !$qa->{ShowStalls}; + push @flows, $f; + } + foreach my $od (qw(org dst)) { + $f->{"${od}Stalls"}{ + $got->{"${od}_stallname"} + } = + $got->{"${od}_qty_stall"} + ; + } + +%perl> +<& dumptable:row, qa => $qa, sth => $sth, row => $f &> +% } +<& dumptable:end, qa => $qa &> +% } + +% if (@islandids==1) { +% if (defined $islandids[0]) { +Searched for arbitrage trades only. +% } else { +Searched for arbitrage trades only, in <% $archipelagoes[0] |h %> +[?]. +% } % } <%perl> +my @sail_total; + +if (!@flows) { + print 'No profitable trading opportunities were found.'; + return; +} + +foreach my $f (@flows) { + + $f->{MaxQty}= $f->{'org_qty_agg'} < $f->{'dst_qty_agg'} + ? $f->{'org_qty_agg'} : $f->{'dst_qty_agg'}; + $f->{MaxProfit}= $f->{MaxQty} * $f->{'unitprofit'}; + $f->{MaxCapital}= $f->{MaxQty} * $f->{'org_price'}; + + $f->{MaxMassSortKey}= $f->{MaxQty} * $f->{'unitmass'}; + $f->{MaxVolumeSortKey}= $f->{MaxQty} * $f->{'unitvolume'}; + foreach my $v (qw(Mass Volume)) { + $f->{"Max$v"}= sprintf "%.1f", $f->{"Max${v}SortKey"} * 1e-6; + } + + $f->{MarginSortKey}= sprintf "%d", + $f->{'dst_price'} * 10000 / $f->{'org_price'}; + $f->{Margin}= sprintf "%3.1f%%", + $f->{'dst_price'} * 100.0 / $f->{'org_price'} - 100.0; + + $f->{ExpectedUnitProfit}= + $f->{'dst_price'} * (1.0 - $loss_per_league) ** $f->{'dist'} + - $f->{'org_price'}; + + $dists{'org_id'}{'dst_id'}= $f->{'dist'}; + + my @uid= $f->{commodid}; + foreach my $od (qw(org dst)) { + push @uid, + $f->{"${od}_id"}, + $f->{"${od}_price"}; + push @uid, + $f->{"${od}_stallid"} + if $qa->{ShowStalls}; + } + $f->{UidLong}= join '_', @uid; + + my $base= 31; + my $cmpu= ''; + map { + my $uue= $_; + my $first= $base; + do { + my $this= $uue % $base; +#print STDERR "uue=$uue this=$this "; + $uue -= $this; + $uue /= $base; + $this += $first; + $first= 0; + $cmpu .= chr($this + ($this < 26 ? ord('a') : + $this < 52 ? ord('A')-26 + : ord('0')-52)); +#print STDERR " uue=$uue this=$this cmpu=$cmpu\n"; + die "$cmpu $uue ?" if length $cmpu > 20; + } while ($uue); + $cmpu; + } @uid; + $f->{UidShort}= $cmpu; + + if ($qa->{'debug'}) { + my @outuid; + $_= $f->{UidShort}; + my $mul; + while (m/./) { + my $v= m/^[a-z]/ ? ord($&)-ord('a') : + m/^[A-Z]/ ? ord($&)-ord('A')+26 : + m/^[0-9]/ ? ord($&)-ord('0')+52 : + die "$_ ?"; + if ($v >= $base) { + push @outuid, 0; + $v -= $base; + $mul= 1; +#print STDERR "(next)\n"; + } + die "$f->{UidShort} $_ ?" unless defined $mul; + $outuid[$#outuid] += $v * $mul; + +#print STDERR "$f->{UidShort} $_ $& v=$v mul=$mul ord()=".ord($&). +# "[vs.".ord('a').",".ord('A').",".ord('0')."]". +# " outuid=@outuid\n"; + + $mul *= $base; + s/^.//; + } + my $recons_long= join '_', @outuid; + $f->{UidLong} eq $recons_long or + die "$f->{UidLong} = $f->{UidShort} = $recons_long ?"; + } + + if (defined $qa->{"R$f->{UidShort}"} && + !defined $qa->{"T$f->{UidShort}"}) { + $f->{Suppress}= 1; + } else { + my $sfis= $ipair2subflowinfs{$f->{'org_id'},$f->{'dst_id'}}; + foreach my $sfi (@$sfis) { + my $subflow= { + Flow => $f, + Org => $sfi->[0], + Dst => $sfi->[1], + Var => sprintf "f%ss%s_c%d_p%d_%d_p%d_%d", + $f->{Ix}, $sfi->[0], + $f->{'commodid'}, + $sfi->[0], $f->{'org_price'}, + $sfi->[1], $f->{'dst_price'} + }; + push @{ $f->{Subflows} }, $subflow; + push @subflows, $subflow; + } + } +} +%perl> + +% my $optimise= $specific; +% if (!$optimise) { + +
+% if (!$specific) {
+Route contains archipelago(es), not just specific islands.
+% }
+Therefore, optimal voyage trade plan not calculated.
+
+% } else { # ========== OPTMISATION ==========
+<%perl>
+
my $cplex= "
Maximize
totalprofit:
- ".(join " +
- ", map { "$_->{profit} $_->{Var}" } @flows)."
+";
+
+foreach my $sf (@subflows) {
+ my $eup= $sf->{Flow}{ExpectedUnitProfit};
+ $eup *= (1.0-$loss_per_delay_slot) ** $sf->{Org};
+ $cplex .= sprintf "
+ %+.20f %s", $eup, $sf->{Var};
+}
+$cplex .= "
Subject To
";
-my %avail_csts;
+my %avail_lims;
foreach my $flow (@flows) {
+ next if $flow->{Suppress};
foreach my $od (qw(org dst)) {
- my $cstname= join '_',
- 'avail',
- $flow->{'commodid'},
+ my $limname= join '_', (
$od,
- $flow->{"${od}_id"},
- $flow->{"${od}_price"};
- push @{ $avail_csts{$cstname}{Flows} }, $flow->{Var};
- $avail_csts{$cstname}{Qty}= $flow->{"${od}_qty"};
+ 'i'.$flow->{"${od}_id"},
+ 'c'.$flow->{'commodid'},
+ $flow->{"${od}_price"},
+ $flow->{"${od}_stallid"},
+ );
+
+ push @{ $avail_lims{$limname}{SubflowVars} },
+ map { $_->{Var} } @{ $flow->{Subflows} };
+ $avail_lims{$limname}{Qty}= $flow->{"${od}_qty_agg"};
}
}
-foreach my $cstname (sort keys %avail_csts) {
- my $c= $avail_csts{$cstname};
- $cplex .= "
- ". sprintf("%-30s","$cstname:")." ".
- join("+", @{ $c->{Flows} }).
- " <= ".$c->{Qty}."\n";
+foreach my $limname (sort keys %avail_lims) {
+ my $c= $avail_lims{$limname};
+ $cplex .=
+ sprintf(" %-30s","$limname:")." ".
+ join("+", @{ $c->{SubflowVars} }).
+ " <= ".$c->{Qty}."\n";
+}
+
+foreach my $ci (0..($#islandids-1)) {
+ my @rel_subflows;
+
+ foreach my $f (@flows) {
+ next if $f->{Suppress};
+ my @relsubflow= grep {
+ $_->{Org} <= $ci &&
+ $_->{Dst} > $ci;
+ } @{ $f->{Subflows} };
+ next unless @relsubflow;
+ die unless @relsubflow == 1;
+ push @rel_subflows, @relsubflow;
+#print " RELEVANT $ci $relsubflow[0]->{Var} ";
+ }
+#print " RELEVANT $ci COUNT ".scalar(@rel_subflows)." ";
+ if (!@rel_subflows) {
+ foreach my $mv (qw(mass volume)) {
+ $sail_total[$ci]{$mv}= 0;
+ }
+ next;
+ }
+
+ my $applylimit= sub {
+ my ($mv, $f2val) = @_;
+ my $max= $routeparams->{"Max".ucfirst $mv};
+ $max= 1e9 unless defined $max;
+#print " DEFINED MAX $mv $max ";
+ $cplex .= "
+ ". sprintf("%-10s","${mv}_$ci:")." ".
+ join(" + ", map {
+#print " PART MAX $_->{Var} $_->{Flow}{Ix} ";
+ $f2val->($_->{Flow}) .' '. $_->{Var};
+ } @rel_subflows).
+ " <= $max";
+ };
+
+ $applylimit->('mass', sub { $_[0]{'unitmass'} *1e-3 });
+ $applylimit->('volume', sub { $_[0]{'unitvolume'}*1e-3 });
+ $applylimit->('capital', sub { $_[0]{'org_price'} });
+ $cplex.= "\n";
}
$cplex.= "
Bounds
".(join "
- ", map { "$_->{Var} >= 0" } @flows)."
+ ", map { "$_->{Var} >= 0" } @subflows)."
+
+";
+
+$cplex.= "
+Integer
+ ".(join "
+ ", map { $_->{Var} } @subflows)."
End
";
-# glpsol --cpxlp /dev/stdin
+Generated by YARRG at <%
+ sprintf "%04d-%02d-%02d %02d:%02d:%02d UTC",
+ $tl[5]+1900, @tl[4,3,2,1,0]
+ |h %>.
+% }
+
+% if ($optimise) { # ========== TRADING PLAN ==========
+%
+% my $iquery= $dbh->prepare('SELECT islandname FROM islands
+% WHERE islandid = ?');
+% my %da_ages;
+% my $total_total= 0;
+% my $total_dist= 0;
+%
+
+
+
+% } # !printable
<%init>
use CommodsWeb;
+use Commods;
%init>
<% $cplex |h %>
+<%perl>
+}
+
+{
+ my $input= pipethrough_prep();
+ print $input $cplex or die $!;
+ my $output= pipethrough_run_along($input, undef, 'glpsol',
+ qw(glpsol --tmlim 2 --memlim 5 --intopt --cuts --bfs
+ --cpxlp /dev/stdin -o /dev/stdout));
+ print "\n" if $qa->{'debug'};
+ my $found_section= 0;
+ my $glpsol_out= '';
+ my $continuation='';
+ while (<$output>) {
+ $glpsol_out.= $_;
+ print encode_entities($_) if $qa->{'debug'};
+ if (m/^\s*No\.\s+(Row|Column) name\s+(?:St\s+)?Activity\s/) {
+ die "$_ $found_section ?" if $found_section>0;
+ $found_section= 1;
+ next;
+ }
+ if (m/^Objective:\s+totalprofit = (\d+(?:\.\d*)?) /) {
+ $expected_total_profit= $1;
+ }
+ next unless $found_section==1;
+ if (!length $continuation) {
+ next if !$continuation && m/^[- ]+$/;
+ if (!/\S/) {
+ $found_section= 0;
+ next;
+ }
+ if (m/^ \s* \d+ \s+ \w+ $/x) {
+ $continuation= $&;
+ next;
+ }
+ }
+ $_= $continuation.$_;
+ $continuation= '';
+ my ($varname, $qty) = m/^
+ \s* \d+ \s+
+ (\w+) \s+ (?: [A-Z*]+ \s+ )?
+ ([+-e0-9.]+) \s
+ /x or die "$cplex \n==\n $glpsol_out $_ ?";
+ if ($varname =~ m/^f(\d+)s(\d+)_/) {
+ my ($ix,$orgix) = ($1,$2);
+ my $flow= $flows[$ix] or die;
+ my @relsubflow= grep { $_->{Org} == $orgix }
+ @{ $flow->{Subflows} };
+ die "$ix $orgix @relsubflow" unless @relsubflow == 1;
+ my $sf= $relsubflow[0];
+ $sf->{OptQty}= $qty;
+ $sf->{OptProfit}= $qty * $flow->{'unitprofit'};
+ $sf->{OptCapital}= $qty * $flow->{'org_price'};
+ } elsif ($varname =~ m/^(mass|volume)_(\d+)$/) {
+ my ($mv,$ix) = ($1,$2);
+ $sail_total[$ix]{$mv}= $qty;
+ }
+ }
+ print "
\n" if $qa->{'debug'};
+ my $prerr= "\n=====\n$cplex\n=====\n$glpsol_out\n=====\n ";
+ pipethrough_run_finish($output,$prerr);
+ map { defined $_->{OptQty} or die "$prerr $_->{Flow}{Ix}" } @subflows;
+ defined $expected_total_profit or die "$prerr ?";
+};
+
+$addcols->({ DoReverse => 1, TotalSubflows => 1, Special => sub {
+ my ($flow,$col,$v,$spec) = @_;
+ if ($flow->{ExpectedUnitProfit} < 0) {
+ $spec->{Span}= 3;
+ $spec->{String}= '(Small margin)';
+ $spec->{Align}= 'align=center';
+ }
+} }, qw(
+ OptQty
+ ));
+$addcols->({ Total => 0, DoReverse => 1, TotalSubflows => 1 }, qw(
+ OptCapital OptProfit
+ ));
+
+%perl>
+
+% } # ========== OPTIMISATION ==========
+
+% if (!printable($m)) {
+Contents
+
+% if ($optimise) {
+
+% } else {
+% my @tl= gmtime $now or die $!;
+
+
+% }
+ Voyage trading plan
+
+Data age summary
+<%perl>
+ my $sth_i= $dbh->prepare(<
+&>
+% }
+
+% if (!printable($m)) {
+% my %ts_sortkeys;
+% {
+% my $cdspan= $qa->{ShowStalls} ? ' colspan=2' : '';
+% my $cdstall= $qa->{ShowStalls} ? 'Stall ' : '';
+Relevant trades
+
+
+
+<&| tabsort, cols => \@cols, table => 'trades', rowclass => 'datarow',
+ throw => 'trades_sort', tbrow => 'trades_total' &>
+ ts_sortkeys= <% to_json_protecttags(\%ts_sortkeys) %>;
+&tabsort>
+
+
+ >Collect
+ >Deliver
+
+ Collect
+ Deliver
+ Profit
+ Max
+
+ Max
+% if ($optimise) {
+ Planned
+% }
+
+
+
+ Island <% $cdstall %>
+ Island <% $cdstall %>
+ Commodity
+ Price
+ Qty
+ Price
+ Qty
+ Margin
+ Unit
+ Qty
+ Capital
+ Profit
+ Dist
+ Mass
+ Vol
+% if ($optimise) {
+ Qty
+ Capital
+ Profit
+% }
+% }
+
+
+% foreach my $col (@cols) {
+
+% }
+
+% foreach my $flowix (0..$#flows) {
+% my $flow= $flows[$flowix];
+% my $rowid= "id_row_$flow->{UidShort}";
+
+ {UidShort} %> value="">
+ {UidShort} %> value=""
+ <% $flow->{Suppress} ? '' : 'checked' %> >
+% my $ci= 1;
+% while ($ci < @cols) {
+% my $col= $cols[$ci];
+% my $spec= {
+% Span => 1,
+% Align => ($col->{Text} ? '' : 'align=right')
+% };
+% my $cn= $col->{Name};
+% my $v;
+% if (!$col->{TotalSubflows}) {
+% $v= $flow->{$cn};
+% } else {
+% $v= 0;
+% $v += $_->{$cn} foreach @{ $flow->{Subflows} };
+% }
+% if ($col->{Special}) { $col->{Special}($flow,$col,$v,$spec); }
+% $col->{Total} += $v
+% if defined $col->{Total} and not $flow->{Suppress};
+% $v='' if !$col->{Text} && !$v;
+% my $sortkey= $col->{SortColKey} ?
+% $flow->{$col->{SortColKey}} : $v;
+% $ts_sortkeys{$ci}{$rowid}= $sortkey;
+ {Span} ? "colspan=$spec->{Span}" : ''
+ %> <% $spec->{Align}
+ %>><% exists $spec->{String} ? $spec->{String} : $v |h %>
+% $ci += $spec->{Span};
+% }
+% }
+
+
+ Total
+% foreach my $ci (3..$#cols) {
+% my $col= $cols[$ci];
+
+% if (defined $col->{Total}) {
+<% $col->{Total} |h %>
+% }
+% }
+