X-Git-Url: http://www.chiark.greenend.org.uk/ucgi/~yarrgweb/git?a=blobdiff_plain;f=yarrg%2Fweb%2Froutetrade;h=09e908b1ac44e160fb817dacb612a8c746e19b67;hb=c444da554d8b434492399eaf81574c081dad7141;hp=45e0f8168703597babb20b9b2c7c5e1b8e75fa10;hpb=dc81ef86f78ca6bab4d64cd8ef5719edca24d256;p=ypp-sc-tools.main.git diff --git a/yarrg/web/routetrade b/yarrg/web/routetrade index 45e0f81..09e908b 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) = @_; @@ -55,40 +66,43 @@ my $sd_condition= sub { } }; -my %islandpair; -# $islandpair{$a,$b}= [ $start_island_ix, $end_island_ix ] - my $specific= !grep { !defined $_ } @islandids; -my $confusing= 0; -foreach my $src_i (0..$#islandids) { - my $src_isle= $islandids[$src_i]; - my $src_cond= $sd_condition->('sell',$src_i); +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) { + foreach my $dst_i ($org_i..$#islandids) { my $dst_isle= $islandids[$dst_i]; - my $dst_cond= $sd_condition->('buy',$dst_i); - if ($dst_i==$src_i and !defined $src_isle) { + # 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 && !$confusing && - # With a circular route, do not carry goods round the loop - !($src_i==0 && $dst_i==$#islandids && - $src_isle == $islandids[$dst_i])) { - if ($islandpair{$src_isle,$dst_isle}) { - $confusing= 1; - } else { - $islandpair{$src_isle,$dst_isle}= - [ $src_i, $dst_i ]; - } + if ($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)." )"; @@ -98,61 +112,109 @@ my $stmt= " SELECT sell_islands.islandname org_name, sell_islands.islandid org_id, sell.price org_price, + sell.qty org_qty_stall, + sell_stalls.stallname org_stallname, + sell.stallid org_stallid, + sell_uploads.timestamp org_timestamp, buy_islands.islandname dst_name, buy_islands.islandid dst_id, buy.price dst_price, -".($qa->{ShowStalls} ? " - sell.stallid org_stallid, - sell_stalls.stallname org_stallname, - sell.qty org_qty, - buy.stallid dst_stallid, + buy.qty dst_qty_stall, buy_stalls.stallname dst_stallname, - buy.qty dst_qty, + buy.stallid dst_stallid, + buy_uploads.timestamp dst_timestamp, +".($qa->{ShowStalls} ? " + sell.qty org_qty_agg, + buy.qty dst_qty_agg, " : " - sum(sell.qty) org_qty, - sum(buy.qty) dst_qty, + (SELECT sum(qty) FROM sell AS sell_agg + WHERE sell_agg.commodid = commods.commodid + AND sell_agg.islandid = sell.islandid + AND sell_agg.price = sell.price) org_qty_agg, + (SELECT sum(qty) FROM buy AS buy_agg + WHERE buy_agg.commodid = commods.commodid + AND buy_agg.islandid = buy.islandid + AND buy_agg.price = buy.price) dst_qty_agg, ")." commods.commodname commodname, commods.commodid commodid, commods.unitmass unitmass, commods.unitvolume unitvolume, + dist dist, buy.price - sell.price unitprofit FROM commods - JOIN buy on commods.commodid = buy.commodid - JOIN sell on commods.commodid = sell.commodid - JOIN islands as sell_islands on sell.islandid = sell_islands.islandid - JOIN islands as buy_islands on buy.islandid = buy_islands.islandid -".($qa->{ShowStalls} ? " - JOIN stalls as sell_stalls on sell.stallid = sell_stalls.stallid - JOIN stalls as buy_stalls on buy.stallid = buy_stalls.stallid -" : "")." + 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 -".($qa->{ShowStalls} ? "" : " - GROUP BY commods.commodid, org_id, org_price, dst_id, dst_price -")." ORDER BY org_name, dst_name, commodname, unitprofit DESC, - org_price, dst_price DESC + org_price, dst_price DESC, + org_stallname, dst_stallname "; my $sth= $dbh->prepare($stmt); $sth->execute(@query_params); my @flows; -my @columns; +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}) { - push @columns, qw(org_name org_stallname dst_name dst_stallname); + $addcols->({ Text => 1 }, qw( + org_name org_stallname + dst_name dst_stallname + )); } else { - push @columns, qw(org_name dst_name); + $addcols->({Text => 1 }, qw( + org_name dst_name + )); +} +$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); } -my $ntextcolumns= @columns+1; -push @columns, qw(commodname - org_qty org_price dst_qty dst_price - Margin unitprofit - MaxQty MaxCapital MaxProfit); %perl> @@ -165,23 +227,81 @@ push @columns, qw(commodname <& dumptable:start, qa => $qa, sth => $sth &> % { -% my $f; -% while ($f= $sth->fetchrow_hashref()) { +% 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> - $f->{Ix}= @flows; - $f->{Var}= "f$f->{Ix}"; +my @sail_total; + +if (!@flows) { + print 'No profitable trading opportunities were found.'; + return; +} + +foreach my $f (@flows) { - $f->{MaxQty}= $f->{'org_qty'} < $f->{'dst_qty'} - ? $f->{'org_qty'} : $f->{'dst_qty'}; + $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->{"org_stallid"}= $f->{"dst_stallid"}= 'all' - if !$qa->{ShowStalls}; + $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)) { @@ -201,7 +321,7 @@ push @columns, qw(commodname my $first= $base; do { my $this= $uue % $base; -print STDERR "uue=$uue this=$this "; +#print STDERR "uue=$uue this=$this "; $uue -= $this; $uue /= $base; $this += $first; @@ -209,8 +329,8 @@ print STDERR "uue=$uue this=$this "; $cmpu .= chr($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 $cmpu > 20; +#print STDERR " uue=$uue this=$this cmpu=$cmpu\n"; + die "$cmpu $uue ?" if length $cmpu > 20; } while ($uue); $cmpu; } @uid; @@ -246,33 +366,37 @@ die "$cmpu $uue ?" if length $cmpu > 20; die "$f->{UidLong} = $f->{UidShort} = $recons_long ?"; } - if ($qa->{"R$f->{UidShort}"} && !$qa->{"T$f->{UidShort}"}) { + 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; + } } - - push @flows, $f; - +} %perl> -<& dumptable:row, qa => $qa, sth => $sth, row => $f &> -% } -<& dumptable:end, qa => $qa &> -% } -% my $optimise= $specific && !$confusing && @islandids>1; +% my $optimise= $specific; % if (!$optimise) {
-% if (@islandids<=1) { -Route is trivial. -% } % if (!$specific) { Route contains archipelago(es), not just specific islands. % } -% if ($confusing) { -Route is complex - it visits the same island several times -and isn't a simple loop. -% } -Therefore, optimal trade pattern not calculated. +Therefore, optimal voyage trade plan not calculated. % } else { # ========== OPTMISATION ========== <%perl> @@ -281,46 +405,97 @@ my $cplex= " Maximize totalprofit: - ".(join " + - ", map { "$_->{unitprofit} $_->{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 $flow (@flows) { - if ($flow->{Suppress}) { - $cplex .= " - $flow->{Var} = 0 -"; - next; - } + next if $flow->{Suppress}; foreach my $od (qw(org dst)) { - my $cstname= join '_', ( - 'avail', - $flow->{'commodid'}, + my $limname= join '_', ( $od, - $flow->{"${od}_id"}, + 'i'.$flow->{"${od}_id"}, + 'c'.$flow->{'commodid'}, $flow->{"${od}_price"}, $flow->{"${od}_stallid"}, ); - - push @{ $avail_csts{$cstname}{Flows} }, $flow->{Var}; - $avail_csts{$cstname}{Qty}= $flow->{"${od}_qty"}; + + 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 { $_->{Var} } @subflows)." End "; @@ -337,44 +512,352 @@ if ($qa->{'debug'}) { my $input= pipethrough_prep(); print $input $cplex or die $!; my $output= pipethrough_run_along($input, undef, 'glpsol', - qw(glpsol --cpxlp /dev/stdin -o /dev/stdout)); + 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+Column name\s+St\s+Activity\s/) { - die if $found_section>0; + if (m/^\s*No\.\s+(Row|Column) name\s+(?:St\s+)?Activity\s/) { + die "$_ $found_section ?" if $found_section>0; $found_section= 1; next; } + if (m/^Objective:\s+totalprofit = (\d+(?:\.\d*)?) /) { + $expected_total_profit= $1; + } next unless $found_section==1; - next if m/^[- ]+$/; - if (!/\S/) { - $found_section= 2; - next; + 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, $qty) = m/^ + \s* \d+ \s+ + (\w+) \s+ (?: [A-Z*]+ \s+ )? + ([0-9.]+) \s + /x or die "$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}= $qty; } - my ($ix, $qty) = - m/^\s*\d+\s+f(\d+)\s+\S+\s+(\d+)\s/ or die "$_ ?"; - my $flow= $flows[$ix] or die; - $flow->{OptQty}= $qty; - $flow->{OptProfit}= $flow->{'unitprofit'} * $qty; - $flow->{OptCapital}= $flow->{OptQty} * $flow->{'org_price'}; } print "\n" if $qa->{'debug'}; - pipethrough_run_finish($output, 'glpsol'); - die unless $found_section; + 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 ?"; }; -push @columns, qw(OptQty OptCapital OptProfit); +$addcols->({ DoReverse => 1, TotalSubflows => 1, Special => sub { + my ($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)) { +
+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 $total_dist= 0; +% +
Deliver | Profit | Max + | + | Max % if ($optimise) { - | Suggested + | Planned % } | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Island <% $cdstall %> | Island <% $cdstall %> | Commodity - | Qty | Price | Qty | Price + | Qty | Margin | Unit | Qty | Capital | Profit + | Dist + | Mass + | Vol % if ($optimise) { | Qty | Capital | Profit % } -% } +% } -% foreach my $flow (@flows) { - |
+% } + +% foreach my $flowix (0..$#flows) { +% my $flow= $flows[$flowix]; +% my $rowid= "id_row_$flow->{UidShort}"; + | ||||||||||||||||||
{UidShort} %> value=""> {UidShort} %> value="" <% $flow->{Suppress} ? '' : 'checked' %> > -% foreach my $ci (0..$#columns) { -% my $col= $columns[$ci]; -% my $v= $flow->{$col}; -% my $isnum= $ci >= $ntextcolumns; -% $v='' if $isnum && !$v; - | ><% $v |h %> +% 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 %> +% } +% } |