/**/
-#include <obstack.h>
#include <glpk.h>
#include "rscommon.h"
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;
-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;
int commodid, price;
- int qty, rownum;
-} IslandTradeEnd, *IslandDirnTradeEnds;
+ int qty;
+ unsigned long generation;
+ int rownum;
+} IslandTradeEnd;
typedef struct {
- int islandid;
- IslandDirnTradeEnds collect, deliver;
-} IslandTradeEnds;
+ IslandTradeEnd *src, *dst;
+} IslandTradeEndHeads;
+
+IslandTradeEndHeads *itradeends;
+ /* itradeends[islandid].{src,dst}->commodid etc. */
-static struct obstack ites_obstack;
static LPX *lp;
+static unsigned long generation;
static int nconstraint_rows;
static int constraint_rows[1+2+3*MAX_LEGS];
constraint_coeffs[nconstraint_rows]= coefficient;
}
-static void avail_constraint(const Trade *t, IslandDirnTradeEnds *trades,
- int price, int qty, const char *srcdst) {
+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) {
- assert(search->qty == qty);
+ if (search->commodid==t->commodid && search->price==price)
goto found;
- }
/* not found, add new row */
- search= obstack_alloc(&ites_obstack, sizeof(*search));
+
+ search= mmalloc(sizeof(*search));
search->commodid= t->commodid;
search->price= price;
- search->qty= qty;
- search->rownum= lpx_add_rows(lp, 1);
search->next= *trades;
- if (DEBUGP(value)) {
- char *name= masprintf("%s_commod%d_price%d",srcdst,t->commodid,price);
- lpx_set_row_name(lp,search->rownum,name);
- free(name);
- }
+ 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:;
- int rownum= search->rownum;
+ if (search->generation != generation) {
+ search->rownum= lpx_add_rows(lp, 1);
+ lpx_set_row_bnds(lp, search->rownum, LPX_UP, 0, search->qty);
+
+ 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;
+ }
- lpx_set_row_bnds(lp, rownum, LPX_UP, 0, qty);
- add_constraint(rownum, 1.0);
+ 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<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);
}
static void add_leg_c(int startrow, int leg, double value) {
if (startrow<=0) return;
+ assert(value > 0);
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;
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) );
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++;
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
*/
assert(nislands >= 1);
-
- char *free_to_reset_obstack= obstack_alloc(&ites_obstack, 1);
-
- 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(++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");
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++)
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;
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) {
}
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_constraint(t, &iteps[s]->collect, t->src_price,t->src_qty,"src");
- avail_constraint(t, &iteps[d]->deliver, t->dst_price,t->dst_qty,"dst");
+ 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 -----*/
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;
- obstack_free(&ites_obstack, free_to_reset_obstack);
+ return profit;
}
void setup_value(void) {
sqlite3_stmt *sst;
int i;
-#define obstack_chunk_alloc mmalloc
-#define obstack_chunk_free free
- obstack_init(&ites_obstack);
-
- 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);
}
sqlite3_finalize(sst);
- 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_trades, 0) );
-
- SQL_MUST( sqlite3_prepare(db,
- " SELECT dist from dists where aiid=? and biid=?",
- -1, &ss_ipair_dist, 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