X-Git-Url: http://www.chiark.greenend.org.uk/ucgi/~yarrgweb/git?a=blobdiff_plain;f=yarrg%2Frsvalue.c;h=eb4d3f053480f82ef5b04ab710488054d1568c2c;hb=fe2cd54600f099689170bc2d9c47a48559c1d692;hp=a1cdf0f9549c79ebb206d90ffcab7d871fe05b72;hpb=a040d95f6eaf2e43a35e13f50660d9605c638a37;p=ypp-sc-tools.db-live.git

diff --git a/yarrg/rsvalue.c b/yarrg/rsvalue.c
index a1cdf0f..eb4d3f0 100644
--- a/yarrg/rsvalue.c
+++ b/yarrg/rsvalue.c
@@ -16,24 +16,17 @@ static sqlite3_stmt *ss_ite_buy, *ss_ite_sell;
 #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;
   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;
@@ -41,12 +34,14 @@ typedef struct IslandTradeEnd {
   int qty;
   unsigned long generation;
   int rownum;
-} IslandTradeEnd, *IslandDirnTradeEnds;
+} IslandTradeEnd;
 
 typedef struct {
-  int islandid;
-  IslandDirnTradeEnds collect, deliver;
-} IslandTradeEnds;
+  IslandTradeEnd *src, *dst;
+} IslandTradeEndHeads;
+
+IslandTradeEndHeads *itradeends;
+  /* itradeends[islandid].{src,dst}->commodid etc. */
 
 static LPX *lp;
 static unsigned long generation;
@@ -62,7 +57,7 @@ static void add_constraint(int row, double coefficient) {
   constraint_coeffs[nconstraint_rows]= coefficient;
 }
 
-static void avail_c(const Trade *t, IslandDirnTradeEnds *trades,
+static void avail_c(const Trade *t, IslandTradeEnd **trades,
 		    int price, const char *srcdst,
 		    int islandid, sqlite3_stmt *ss_ite) {
   /* find row number of trade availability constraint */
@@ -79,9 +74,9 @@ static void avail_c(const Trade *t, IslandDirnTradeEnds *trades,
   search->next= *trades;
   search->generation= 0;
 
-  SQL_MUST( sqlite3_bind_int(ss_ite, 1, islandid) );
-  SQL_MUST( sqlite3_bind_int(ss_ite, 2, t->commodid) );
-  SQL_MUST( sqlite3_bind_int(ss_ite, 3, price) );
+  SQL_BIND(ss_ite, 1, islandid);
+  SQL_BIND(ss_ite, 2, t->commodid);
+  SQL_BIND(ss_ite, 3, price);
   assert(SQL_STEP(ss_ite));
   search->qty= sqlite3_column_int(ss_ite, 0);
   SQL_MUST( sqlite3_reset(ss_ite) );
@@ -93,9 +88,18 @@ static void avail_c(const Trade *t, IslandDirnTradeEnds *trades,
     search->rownum= lpx_add_rows(lp, 1);
     lpx_set_row_bnds(lp, search->rownum, LPX_UP, 0, search->qty);
 
-    if (DEBUGP(value)) {
-      char *name= masprintf("%s_commod%d_price%d",srcdst,t->commodid,price);
+    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);
     }
     search->generation= generation;
@@ -108,11 +112,11 @@ 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);
     }
@@ -126,14 +130,14 @@ static void add_leg_c(int startrow, int leg, double value) {
   add_constraint(startrow+leg, value);
 }
 
-static IslandPair *ipair_get(int si, int di) {
+IslandPair *ipair_get(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);
+    ipa= ipairs[si]= mcalloc(sizeof(*ipa) * islandtablesz);
   }
   if ((ip= ipa[di]))
     return ip;
@@ -141,8 +145,9 @@ static IslandPair *ipair_get(int si, int di) {
   ipa[di]= ip= mmalloc(sizeof(*ip));
   ip->ntrades= 0;
   ip->trades= 0;
+  ip->route_tail_value= -1;
   int inblock= TRADES_PER_BLOCK;
-  TradesBlock *block= 0;
+  TradesBlock *block=0, **tail=&ip->trades;
 
   debugf("VALUE ipair_get(%d,%d) running...\n", si,di);
   SQL_MUST( sqlite3_bind_int(ss_ipair_dist, 1, si) );
@@ -158,12 +163,13 @@ static IslandPair *ipair_get(int si, int di) {
   while (SQL_STEP(ss_ipair_trades)) {
     if (inblock == TRADES_PER_BLOCK) {
       block= mmalloc(sizeof(*block));
-      block->next= ip->trades;
-      ip->trades= block;
+      block->next= 0;
+      *tail= block;
+      tail= &block->next;
       inblock= 0;
     }
     int *irp, i;
-    for (i=0, irp=&block->t[inblock].commodid; i<5; i++, irp++)
+    for (i=0, irp=&block->t[inblock].commodid; i<3; i++, irp++)
       *irp= sqlite3_column_int(ss_ipair_trades, i);
     ip->ntrades++;
     inblock++;
@@ -176,7 +182,7 @@ static IslandPair *ipair_get(int si, int di) {
   return ip;
 }
 
-void value_route(int nislands, const int *islands) {
+double value_route(int nislands, const int *islands, int exclude_arbitrage) {
   int s,d;
 
   /* We need to construct the LP problem.  GLPK talks
@@ -212,28 +218,11 @@ void value_route(int nislands, const int *islands) {
   assert(nislands >= 1);
   assert(++generation);
 
-  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(!lp);
   lp= lpx_create_prob();
   lpx_set_obj_dir(lp, LPX_MAX);
+  lpx_set_int_parm(lp, LPX_K_MSGLEV, DEBUGP(lp) ? 3 : 1);
+
   if (DEBUGP(value)) {
     lpx_set_prob_name(lp,(char*)"value_route");
     lpx_set_obj_name(lp,(char*)"profit");
@@ -250,7 +239,9 @@ void value_route(int nislands, const int *islands) {
        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++)
@@ -274,6 +265,9 @@ void value_route(int nislands, const int *islands) {
       int col= lpx_add_cols(lp,ip->ntrades);
 
       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);
 
       while (tradestodo-- >0) {
 	if (inblock >= TRADES_PER_BLOCK) {
@@ -282,32 +276,37 @@ void value_route(int nislands, const int *islands) {
 	}
 	Trade *t= &block->t[inblock++];
 
-	debugf("  TRADE %d#%d..%d#%d %d %d-%d\n",
+	debugf("  TRADE i%d#%d..i%d#%d c%d %d-%d  ",
 	       si,s, di,d, t->commodid, t->src_price, t->dst_price);
 
 	nconstraint_rows=0;
 
-	avail_c(t, &iteps[s]->collect, t->src_price,"src", si, ss_ite_sell);
-	avail_c(t, &iteps[d]->deliver, t->dst_price,"dst", di, ss_ite_buy);
+	avail_c(t, &itradeends[si].src, t->src_price, "src", si, ss_ite_sell);
+	avail_c(t, &itradeends[di].dst, t->dst_price, "dst", di, ss_ite_buy);
 
 	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);
+	  add_leg_c(mass_constraints,leg, commodstable[t->commodid].mass*1e-3);
+	  add_leg_c(volu_constraints,leg, commodstable[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);
+
 	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_obj_coef(lp, col, unit_profit);
 	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",
+	  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);
 	}
+
+	col++;
       } /* while (tradestodo-- >0) */
       
       /*----- that's done adding these trades to the LP problem -----*/
@@ -317,24 +316,42 @@ void value_route(int nislands, const int *islands) {
   next_s:;
   } /* for (s) */
 
+  double profit= 0;
+
+  if (lpx_get_num_cols(lp)) {
+    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;
+
+  return profit;
 }
 
 void setup_value(void) {
   sqlite3_stmt *sst;
   int i;
 
-  nislands= sql_single_int("SELECT max(islandid) FROM islands") + 1;
-  debugf("VALUE nislands=%d\n",nislands);
-
   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;
 
-  SQL_MUST( sqlite3_prepare(db,
-     "SELECT commodid,unitmass,unitvolume FROM commods", -1,&sst,0) );
+  itradeends= mcalloc(sizeof(*itradeends) * islandtablesz);
+
+  SQL_PREPARE(sst,
+	      "SELECT commodid,unitmass,unitvolume FROM commods");
   while (SQL_STEP(sst)) {
     int id= sqlite3_column_int(sst,0);
     assert(id>=0 && id<commodstablesz);
@@ -343,34 +360,32 @@ void setup_value(void) {
   }
   sqlite3_finalize(sst);
 
-  SQL_MUST( sqlite3_prepare(db,
-     " SELECT dist from dists where aiid=? and biid=?",
-			    -1, &ss_ipair_dist, 0) );
-
-  SQL_MUST( sqlite3_prepare(db,
-     "SELECT DISTINCT\n"
-     " sell.commodid		commodid,\n"
-     " sell.price		src_price,\n"
-     " buy.price		dst_price\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=?",
-			    -1, &ss_ipair_trades, 0) );
-
-#define BS(bs)						\
-  SQL_MUST( sqlite3_prepare(db,				\
-     "SELECT\n"						\
-     " sum(qty)\n"					\
-     " FROM " #bs "\n"					\
-     " WHERE islandid=?\n"				\
-     "   AND commodid=?\n"				\
-     "   AND price=?",					\
-			    -1, &ss_ite_##bs, 0) );
+  SQL_PREPARE(ss_ipair_dist,
+	      " SELECT dist FROM dists\n"
+	      "  WHERE aiid=? and biid=?");
+
+  SQL_PREPARE(ss_ipair_trades,
+	      "SELECT DISTINCT\n"
+	      " sell.commodid		commodid,\n"
+	      " sell.price		src_price,\n"
+	      " buy.price		dst_price\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=?");
+
+#define BS(bs)					\
+  SQL_PREPARE(ss_ite_##bs,			\
+	      "SELECT\n"			\
+	      " sum(qty)\n"			\
+	      " FROM " #bs "\n"			\
+	      " WHERE islandid=?\n"		\
+	      "   AND commodid=?\n"		\
+	      "   AND price=?");
   BS(buy)
   BS(sell)
 #undef BS
 
-  ipairs= mcalloc(sizeof(*ipairs) * nislands);
+  ipairs= mcalloc(sizeof(*ipairs) * islandtablesz);
 }