X-Git-Url: http://www.chiark.greenend.org.uk/ucgi/~yarrgweb/git?a=blobdiff_plain;f=yarrg%2Fweb%2Froutetrade;h=b5b5bf34c32d160b60ba45810e3f656c5bf5646c;hb=2aa3a575e41e6c9ed3b58e822dde0cf73502012b;hp=b394a3527843e0cdeddd0ca7e7d1376506a45f3b;hpb=0191640f64abf2adf416dbd2fcc6632ff58e8e8f;p=ypp-sc-tools.main.git diff --git a/yarrg/web/routetrade b/yarrg/web/routetrade index b394a35..b5b5bf3 100644 --- a/yarrg/web/routetrade +++ b/yarrg/web/routetrade @@ -38,18 +38,22 @@ $dbh @islandids @archipelagoes $qa +$routeparams %args> -<&| script &> - da_pageload= Date.now(); -&script> +<& 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 $loss_per_league= 1e-7; my @flow_conds; my @query_params; +my %dists; +my $expected_total_profit; my $sd_condition= sub { my ($bs, $ix) = @_; @@ -62,40 +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)." )"; @@ -133,6 +140,9 @@ my $stmt= " commods.commodid commodid, commods.unitmass unitmass, commods.unitvolume unitvolume, + commods.ordval ordval, + commods.posinclass posinclass, + commods.commodclassid commodclassid, dist dist, buy.price - sell.price unitprofit FROM commods @@ -159,6 +169,20 @@ 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 { @@ -188,9 +212,12 @@ $addcols->({ DoReverse => 1, SortColKey => 'MarginSortKey' }, qw( Margin )); $addcols->({ DoReverse => 1 }, - qw( unitprofit MaxQty - MaxCapital MaxProfit + qw( unitprofit MaxQty MaxCapital MaxProfit dist )); +foreach my $v (qw(MaxMass MaxVolume)) { + $addcols->({ + DoReverse => 1, Total => 0, SortColKey => "${v}SortKey" }, $v); +} %perl> @@ -217,7 +244,6 @@ $addcols->({ DoReverse => 1 }, $f= { Ix => scalar(@flows), - Var => "f".@flows, %$got }; $f->{"org_stallid"}= $f->{"dst_stallid"}= 'all' @@ -238,7 +264,24 @@ $addcols->({ DoReverse => 1 }, <& 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'} @@ -246,6 +289,12 @@ foreach my $f (@flows) { $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%%", @@ -255,6 +304,8 @@ foreach my $f (@flows) { $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, @@ -273,7 +324,7 @@ foreach my $f (@flows) { 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 += $first; @@ -281,8 +332,8 @@ print STDERR "uue=$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); $cmpu; } @uid; @@ -321,26 +372,34 @@ die "$cmpu $uue ?" if length $cmpu > 20; 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= $specific && !$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> @@ -349,48 +408,97 @@ my $cplex= " Maximize totalprofit: - ".(join " + - ", map { - sprintf "%.20f %s", $_->{ExpectedUnitProfit}, $_->{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_agg"}; + + 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 { $_->{Var} } @subflows)." End "; @@ -407,38 +515,75 @@ if ($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, $qty) = m/^ + \s* \d+ \s+ + (\w+) \s+ (?: [A-Z*]+ \s+ )? + ([+-e0-9.]+) \s + /x or die "$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}= $qty; } - my ($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 ?"; }; -$addcols->({ DoReverse => 1 }, qw( +$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 }, qw( +$addcols->({ Total => 0, DoReverse => 1, TotalSubflows => 1 }, qw( OptCapital OptProfit )); @@ -446,133 +591,96 @@ $addcols->({ Total => 0, DoReverse => 1 }, qw( % } # ========== OPTIMISATION ========== -% my %ts_sortkeys; -% { -% my $cdspan= $qa->{ShowStalls} ? ' colspan=2' : ''; -% my $cdstall= $qa->{ShowStalls} ? '
- | >Collect - | >Deliver - | - | Collect - | Deliver - | Profit - | Max -% if ($optimise) { - | Planned -% } - - | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
- | Island <% $cdstall %> - | Island <% $cdstall %> - | Commodity - | Price - | Qty - | Price - | Qty - | Margin - | Unit - | Qty - | Capital - | Profit -% if ($optimise) { - | Qty - | Capital - | Profit -% } -% } - - |
-% } - -% foreach my $flowix (0..$#flows) { -% my $flow= $flows[$flowix]; -% my $rowid= "id_row_$flow->{UidShort}"; - | |||||||||||||||
{UidShort} %> value=""> - {UidShort} %> value="" - <% $flow->{Suppress} ? '' : 'checked' %> > -% foreach my $ci (1..$#cols) { -% my $col= $cols[$ci]; -% my $v= $flow->{$col->{Name}}; -% $col->{Total} += $v if defined $col->{Total}; -% $v='' if !$col->{Text} && !$v; -% my $sortkey= $col->{SortColKey} ? -% $flow->{$col->{SortColKey}} : $v; -% $ts_sortkeys{$ci}{$rowid}= $sortkey; - | {Text} ? '' : 'align=right' %>><% $v |h %>
-% }
+% if (!printable($m)) {
+Contents+
|
"; +% my ($c)= qw(40 00)[$_[0]]; +% return " | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
";
+% };
%
-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+
+ + +% } # !printable + <%init> use CommodsWeb; use Commods; |