/**/
+#include <glpk.h>
+
#include "rscommon.h"
DEBUG_DEFINE_DEBUGF(value);
+typedef struct { int mass, volu; } CommodInfo;
+static int commodstablesz;
+static CommodInfo *commodstable;
+
+static sqlite3_stmt *ss_ipair_dist, *ss_ipair_trades;
+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;
+static IslandPair ***ipairs; /* ipairs[sislandid][dislandid] */
+
+typedef struct IslandTradeEnd {
+ struct IslandTradeEnd *next;
+ int commodid, price;
+ int qty;
+ unsigned long generation;
+ int rownum;
+} IslandTradeEnd;
+
typedef struct {
- int ntrades;
- TradesBlock *trades;
-} IslandPair;
+ IslandTradeEnd *src, *dst;
+} IslandTradeEndHeads;
+
+IslandTradeEndHeads *itradeends;
+ /* itradeends[islandid].{src,dst}->commodid etc. */
+
+static LPX *lp;
+static unsigned long generation;
+
+static int nconstraint_rows;
+static int constraint_rows[1+2+3*MAX_LEGS];
+static double constraint_coeffs[1+2+3*MAX_LEGS];
+ /* dummy0, src, dst, for_each_leg( [mass], [volume], [capital] ) */
+
+static void add_constraint(int row, double coefficient) {
+ nconstraint_rows++; /* glpk indices start from 1 !!! */
+ constraint_rows [nconstraint_rows]= row;
+ constraint_coeffs[nconstraint_rows]= coefficient;
+}
+
+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 */
+ IslandTradeEnd *search;
+
+ for (search= *trades; search; search=search->next)
+ if (search->commodid==t->commodid && search->price==price)
+ goto found;
+ /* not found, add new row */
+
+ search= mmalloc(sizeof(*search));
+ search->commodid= t->commodid;
+ search->price= price;
+ search->next= *trades;
+ search->generation= 0;
+
+ 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) );
+
+ *trades= search;
+
+ found:;
+ if (search->generation != generation) {
+ search->rownum= lpx_add_rows(lp, 1);
+ lpx_set_row_bnds(lp, search->rownum, LPX_UP, 0, search->qty);
-int nislands;
-IslandPair ***ipairs; /* ipairs[sislandid][dislandid] */
+ 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);
-static IslandPair *ipair_get(int si, int di) {
+ 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;
+ }
+
+ 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<legs; leg++) {
+ int row= leg+startrow;
+ lpx_set_row_bnds(lp, row, LPX_UP, 0, max_thing);
+ if (DEBUGP(value)) {
+ char *name= masprintf("%s_%d",wh,leg);
+ lpx_set_row_name(lp,row,name);
+ free(name);
+ }
+ }
+ return startrow;
+}
+
+static void add_leg_c(int startrow, int leg, double value) {
+ if (startrow<=0) return;
+ assert(value > 0);
+ add_constraint(startrow+leg, value);
+}
+
+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;
-
+
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) );
+ 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, 1, si) );
- SQL_MUST( sqlite3_bind_int(ss_ipair, 2, di) );
+ 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)) {
+ 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++)
- *irp= sqlite3_column_int(ss_ipair, i);
+ for (i=0, irp=&block->t[inblock].commodid; i<3; 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);
+ 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;
-
- for (s=0; s<nislands; s++) {
- for (d=s; d<nislands; d++) {
- ipair_get(islands[s], islands[d]);
- }
+
+ /* We need to construct the LP problem. GLPK talks
+ * about rows and columns, which are numbered from 1.
+ *
+ * Each column is a `structural variable' ie one of the entries in
+ * the objective function. In our case the set of structural
+ * variable is, for each port, the set of Trades which collect at
+ * that island. (We use `port' to mean `specific visit to an
+ * island' so if an island appears more than once so do its trades.)
+ * We don't need to worry about crossing with all the possible
+ * delivery locations as we always deliver on the first port.
+ * We will call such a structural variable a Flow, for brevity.
+ *
+ * We iterate over the possible Flows adding them as columns as we
+ * go, and also adding their entries to the various constraints.
+ *
+ * Each row is an `auxiliary variable' ie one of the constraints.
+ * We have two kinds of constraint:
+ * - mass/volume/capital: one constraint for each sailed leg
+ * (unless relevant constraint is not satisfied)
+ * - quantity of commodity available for collection
+ * or delivery at particular price and island
+ * The former are numbered predictably: we have first all the mass
+ * limits, then all the volume limits, then all the capital limits
+ * (as applicable) - one for each leg, ie one for each entry
+ * in islands except the first.
+ *
+ * The latter are added as needed and the row numbers are stored in
+ * a data structure for later reuse.
+ */
+
+ assert(nislands >= 1);
+ 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);
+
+ if (DEBUGP(value)) {
+ lpx_set_prob_name(lp,(char*)"value_route");
+ lpx_set_obj_name(lp,(char*)"profit");
}
- //char *tail;
- //struct sqlite_vm *sth;
- //r= sqlite_compile(db, stmt, &tail, &sth,
+ int legs= nislands-1;
+ int mass_constraints= setup_leg_constraints(max_mass, legs, "mass");
+ int volu_constraints= setup_leg_constraints(max_volu, legs, "volu");
+ int capi_constraints= setup_leg_constraints(max_capi, legs, "capi");
+
+ double delay_slot_loss_factor= 1.0;
+ for (s=0;
+ s<nislands;
+ s++, delay_slot_loss_factor *= LOSS_FACTOR_PER_DELAY_SLOT) {
+ int si= islands[s];
+
+ 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;
+ if (!tradestodo)
+ goto next_d;
+
+ int inblock= 0;
+ 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) {
+ block= block->next;
+ inblock= 0;
+ }
+ 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);
+
+ nconstraint_rows=0;
+
+ 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*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, 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);
+ }
+
+ col++;
+ } /* while (tradestodo-- >0) */
+
+ /*----- that's done adding these trades to the LP problem -----*/
+
+ next_d:;
+ } /* for (d) */
+ 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;
+
+ 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 max(islandid) FROM islands",
- -1,&sst,0) );
- assert( SQL_STEP(sst) );
- nislands= sqlite3_column_int(sst,0);
- nislands++;
+ 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);
+ commodstable[id].mass= sqlite3_column_int(sst,1);
+ commodstable[id].volu= sqlite3_column_int(sst,2);
+ }
sqlite3_finalize(sst);
- debugf("VALUE nislands=%d\n",nislands);
-
- 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, 0) );
-
- ipairs= mcalloc(sizeof(*ipairs) * nislands);
+
+ 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) * islandtablesz);
}
~yarrgweb / ypp-sc-tools.db-live.git / blobdiff