/**/
+#include <glpk.h>
+
#include "rscommon.h"
-void value_route(int nislands, const int *islands) {
- char stmt[1024+80*nislands+40*nislands*nislands], *sp;
- int s,d;
+DEBUG_DEFINE_DEBUGF(value);
+
+typedef struct { int mass, volu; } CommodInfo;
+static int commodstabsz;
+static CommodInfo *commodstab;
+
+static sqlite3_stmt *ss_ipair_dist;
+static sqlite3_stmt *ss_ite_buy, *ss_ite_sell;
+
+
+#define MAX_LEGS (MAX_ROUTELEN-1)
+
+typedef struct {
+ int commodid, src_price, dst_price;
+} Trade;
+
+#define TRADES_PER_BLOCK 10
+
+typedef struct TradesBlock {
+ struct TradesBlock *next;
+ int ntrades;
+ Trade t[TRADES_PER_BLOCK];
+} TradesBlock;
+
+static IslandPair ***ipairs; /* ipairs[sislandid][dislandid] */
+
+typedef struct IslandTradeEnd {
+ struct IslandTradeEnd *next;
+ /* key: */
+ int commodid, price;
+ /* values: */
+ int qty;
+ unsigned long generation;
+ int rownum;
+} IslandTradeEnd;
+
+typedef struct {
+ 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;
+ abort();
- sp= stmt;
- sp += sprintf(sp,
- "SELECT\n"
- " sell.islandid src_id,\n"
- " sell.price src_price,\n"
- " sum(sell.qty) src_qty,\n"
- " buy.islandid dst_id,\n"
- " buy.price dst_price,\n"
- " sum(buy.qty) dst_qty,\n"
- " commods.commodid commodid,\n"
- " commods.unitmass unitmass,\n"
- " commods.unitvolume unitvolume,\n"
- " dist dist,\n"
- " buy.price-sell.price unitprofit\n"
- " FROM commods\n"
- " JOIN sell ON commods.commodid = sell.commodid\n"
- " JOIN buy ON commods.commodid = buy.commodid\n"
- " JOIN dists ON aiid = sell.islandid AND biid = buy.islandid\n"
- " WHERE buy.price > sell.price\n"
- " AND (");
- for (s=0; s<nislands; s++) {
- sp += sprintf(sp, "%s(sell.islandid=%d AND (",
- !s ? "" : "\n OR ",
- islands[s]);
- for (d=s; d<nislands; d++) {
- sp += sprintf(sp, "%sbuy.islandid=%d",
- d==s ? "" : " OR ",
- islands[d]);
+ found:;
+ 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);
}
- sp += sprintf(sp, "))");
+ 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_maybe(int si, int di) {
+ IslandPair **ipa;
+
+ assert(si < islandtablesz);
+ assert(di < islandtablesz);
+
+ if (!(ipa= ipairs[si])) return 0;
+ return ipa[di];
+}
+
+static IslandPair *ipair_get_create(int si, int di) {
+ IslandPair *ip, **ipa;
+
+ assert(si < islandtablesz);
+ assert(di < islandtablesz);
+
+ if (!(ipa= ipairs[si])) {
+ ipairs[si]= MCALLOC(ipa, islandtablesz);
+ }
+ if ((ip= ipa[di]))
+ return ip;
+
+ ipa[di]= NEW(ip);
+ ip->trades= 0;
+ ip->route_tail_value= -1;
+
+ if (si==di) ctr_islands_arbitrage++;
+ else ctr_ipairs_relevant++;
+
+ debugf("VALUE ipair_get(i%d,i%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);
+
+ return ip;
+}
+
+double value_route(int nislands, const int *islands, int exclude_arbitrage) {
+ int s,d;
+
+ ctr_subroutes_valued++;
+
+ /* 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);
+ lpx_set_int_parm(lp, LPX_K_PRESOL, 1);
+
+ if (DEBUGP(value)) {
+ lpx_set_prob_name(lp,(char*)"value_route");
+ lpx_set_obj_name(lp,(char*)"profit");
+ }
+
+ 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_maybe(islands[s], islands[d]);
+
+ if (!ip || !ip->trades)
+ goto next_d;
+
+ 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);
+
+ TradesBlock *block;
+ for (block=ip->trades; block; block=block->next) {
+ int inblock;
+ for (inblock=0; inblock<block->ntrades; inblock++) {
+ 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, commodstab[t->commodid].mass*1e-3);
+ add_leg_c(volu_constraints,leg, commodstab[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);
+ if (unit_profit <= 0) continue;
+
+ int col= lpx_add_cols(lp,1);
+ 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);
+ }
+ } /* inblock */
+ } /* block */
+
+ /*----- 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)) {
+ ctr_subroutes_nonempty++;
+
+ 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;
+}
+
+#define TRADE_FROM \
+ " FROM sell, buy\n" \
+ " WHERE sell.commodid=buy.commodid AND sell.price < buy.price\n"
+
+static void read_trades(void) {
+ /* We would like to use DISTINCT but sqlite3 is too stupid
+ * to notice that it could use the index to do the DISTINCT
+ * which makes it rather slow. */
+ sqlite3_stmt *ss_trades;
+
+#define TRADE_COLS \
+ "sell.commodid, sell.islandid, sell.price, buy.islandid, buy.price"
+ SQL_PREPARE(ss_trades,
+ " SELECT " TRADE_COLS "\n"
+ TRADE_FROM
+ " ORDER BY " TRADE_COLS);
+
+ SQL_DISTINCT_DECL(cols,5);
+ while (SQL_DISTINCT_STEP(ss_trades,cols,5)) {
+ ctr_trades_loaded++;
+ IslandPair *ip= ipair_get_create(cols[1], cols[3]);
+ TradesBlock *block= ip->trades;
+ if (!block || ip->trades->ntrades >= TRADES_PER_BLOCK) {
+ NEW(block);
+ block->next= ip->trades;
+ ip->trades= block;
+ block->ntrades= 0;
+ }
+ Trade *trade= &block->t[block->ntrades];
+ trade->commodid= cols[0];
+ trade->src_price= cols[2];
+ trade->dst_price= cols[4];
+ block->ntrades++;
+ }
+ sqlite3_finalize(ss_trades);
+}
+
+static void read_islandtradeends(const char *bs, int srcdstoff) {
+
+#define TRADEEND_KEYCOLS "%s.commodid, %s.islandid, %s.stallid"
+ char *stmt= masprintf(" SELECT " TRADEEND_KEYCOLS ", %s.price, %s.qty\n"
+ TRADE_FROM
+ " ORDER BY " TRADEEND_KEYCOLS,
+ bs,bs,bs,bs,bs, bs,bs,bs);
+ char *stmt_id= masprintf("qtys (%s)",bs);
+ sqlite3_stmt *ss= sql_prepare(stmt, stmt_id);
+ free(stmt); free(stmt_id);
+
+ SQL_DISTINCT_DECL(cols,5);
+ while (SQL_DISTINCT_STEP(ss,cols,3)) {
+ ctr_quantities_loaded++;
+ IslandTradeEnd *search;
+
+ int commodid= cols[0];
+ int islandid= cols[1];
+ int price= cols[3];
+ int qty= cols[4];
+
+ IslandTradeEnd **trades= (void*)((char*)&itradeends[islandid] + srcdstoff);
+
+ for (search= *trades; search; search=search->next)
+ if (search->commodid==commodid && search->price==price)
+ goto found;
+ /* not found, add new end */
+
+ NEW(search);
+ search->commodid= commodid;
+ search->price= price;
+ search->next= *trades;
+ search->generation= 0;
+ search->qty= 0;
+ *trades= search;
+
+ found:
+ search->qty += qty;
+ }
+ sqlite3_finalize(ss);
+}
+
+void setup_value(void) {
+ sqlite3_stmt *sst;
+
+ commodstabsz= sql_single_int("SELECT max(commodid) FROM commods") + 1;
+ MCALLOC_INITEACH(commodstab, commodstabsz,
+ this->mass= this->volu= -1
+ );
+
+ SQL_PREPARE(sst,
+ "SELECT commodid,unitmass,unitvolume FROM commods");
+ while (SQL_STEP(sst)) {
+ ctr_commodities_loaded++;
+ int id= sqlite3_column_int(sst,0);
+ assert(id>=0 && id<commodstabsz);
+ commodstab[id].mass= sqlite3_column_int(sst,1);
+ commodstab[id].volu= sqlite3_column_int(sst,2);
}
- sp += sprintf(sp,
- ")\n"
- " GROUP BY commods.commodid,\n"
- " sell.islandid, sell.price,\n"
- " buy.islandid, buy.price\n"
- );
+ sqlite3_finalize(sst);
- assert(sp < stmt + sizeof(stmt) - 1);
+ MCALLOC(ipairs, islandtablesz);
+ MCALLOC(itradeends, islandtablesz);
- printf("SQL\n[\n%s\n]\n", stmt);
+ SQL_PREPARE(ss_ipair_dist,
+ " SELECT dist FROM dists\n"
+ " WHERE aiid=? and biid=?");
- //char *tail;
- //struct sqlite_vm *sth;
- //r= sqlite_compile(db, stmt, &tail, &sth,
+ read_trades();
+ read_islandtradeends("sell", offsetof(IslandTradeEndHeads, src));
+ read_islandtradeends("buy", offsetof(IslandTradeEndHeads, dst));
}
~yarrgweb / ypp-sc-tools.db-test.git / blobdiff