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[ypp-sc-tools.db-test.git] / yarrg / rsvalue.c
index eb4d3f0..d3ffeeb 100644 (file)
@@ -5,14 +5,16 @@
 #include "rscommon.h"
 
 DEBUG_DEFINE_DEBUGF(value);
+DEBUG_DEFINE_SOME_DEBUGF(value2,debug2f);
 
 typedef struct { int mass, volu; } CommodInfo;
-static int commodstablesz;
-static CommodInfo *commodstable;
+static int commodstabsz;
+static CommodInfo *commodstab;
 
-static sqlite3_stmt *ss_ipair_dist, *ss_ipair_trades;
+static sqlite3_stmt *ss_ipair_dist;
 static sqlite3_stmt *ss_ite_buy, *ss_ite_sell;
 
+
 #define MAX_LEGS (MAX_ROUTELEN-1)
 
 typedef struct {
@@ -23,6 +25,7 @@ typedef struct {
 
 typedef struct TradesBlock {
   struct TradesBlock *next;
+  int ntrades;
   Trade t[TRADES_PER_BLOCK];
 } TradesBlock;
 
@@ -30,7 +33,9 @@ static IslandPair ***ipairs; /* ipairs[sislandid][dislandid] */
 
 typedef struct IslandTradeEnd {
   struct IslandTradeEnd *next;
+  /* key: */
   int commodid, price;
+  /* values: */
   int qty;
   unsigned long generation;
   int rownum;
@@ -57,33 +62,22 @@ static void add_constraint(int row, double coefficient) {
   constraint_coeffs[nconstraint_rows]= coefficient;
 }
 
-static void avail_c(const Trade *t, IslandTradeEnd **trades,
+static IslandTradeEnd *get_ite(const Trade *t, IslandTradeEnd **trades,
+                              int price) {
+  IslandTradeEnd *search;
+  
+  for (search= *trades; search; search=search->next)
+    if (search->commodid==t->commodid && search->price==price)
+      return search;
+  abort();
+}
+
+static void avail_c(const Trade *t, IslandTradeEnd *ite,
                    int price, const char *srcdst,
                    int islandid, sqlite3_stmt *ss_ite) {
   /* find row number of trade availability constraint */
-  IslandTradeEnd *search;
+  IslandTradeEnd *search= ite;
 
-  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);
@@ -130,54 +124,42 @@ static void add_leg_c(int startrow, int leg, double value) {
   add_constraint(startrow+leg, value);
 }
 
-IslandPair *ipair_get(int si, int di) {
+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])) {
-    ipa= ipairs[si]= mcalloc(sizeof(*ipa) * islandtablesz);
+    ipairs[si]= MCALLOC(ipa, islandtablesz);
   }
   if ((ip= ipa[di]))
     return ip;
 
-  ipa[di]= ip= mmalloc(sizeof(*ip));
-  ip->ntrades= 0;
+  ipa[di]= NEW(ip);
   ip->trades= 0;
   ip->route_tail_value= -1;
-  int inblock= TRADES_PER_BLOCK;
-  TradesBlock *block=0, **tail=&ip->trades;
 
-  debugf("VALUE ipair_get(%d,%d) running...\n", si,di);
+  if (si==di) ctr_islands_arbitrage++;
+  else ctr_ipairs_relevant++;
+
+  debug2f("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);
-
-  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_trades)) {
-    if (inblock == TRADES_PER_BLOCK) {
-      block= mmalloc(sizeof(*block));
-      block->next= 0;
-      *tail= block;
-      tail= &block->next;
-      inblock= 0;
-    }
-    int *irp, 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_trades);
   
   return ip;
 }
@@ -185,6 +167,8 @@ IslandPair *ipair_get(int si, int di) {
 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.
    *
@@ -222,6 +206,7 @@ double value_route(int nislands, const int *islands, int exclude_arbitrage) {
   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");
@@ -255,59 +240,67 @@ double value_route(int nislands, const int *islands, int exclude_arbitrage) {
 
       /*----- 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;
+      IslandPair *ip= ipair_get_maybe(islands[s], islands[d]);
 
-      int inblock= 0;
-      int col= lpx_add_cols(lp,ip->ntrades);
+      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);
 
-      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) */
+      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);
+
+         IslandTradeEnd
+           *src_ite= get_ite(t, &itradeends[si].src, t->src_price),
+           *dst_ite= get_ite(t, &itradeends[di].dst, t->dst_price);
+
+         int qty= src_ite->qty < dst_ite->qty ? src_ite->qty : dst_ite->qty;
+         int maxprofit= qty * (t->dst_price - t->src_price);
+         debugf("maxprofit=%d ",maxprofit);
+         if (maxprofit < min_trade_maxprofit) {
+           debugf("trivial\n");
+           continue;
+         }
+
+         nconstraint_rows=0;
+
+         avail_c(t, src_ite, t->src_price, "src", si,ss_ite_sell);
+         avail_c(t, dst_ite, 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 -----*/
       
@@ -319,6 +312,8 @@ double value_route(int nislands, const int *islands, int exclude_arbitrage) {
   double profit= 0;
 
   if (lpx_get_num_cols(lp)) {
+    ctr_subroutes_nonempty++;
+    
     if (DEBUGP(lp))
       lpx_write_cpxlp(lp, (char*)DEBUG_DEV);
 
@@ -336,56 +331,118 @@ double value_route(int nislands, const int *islands, int exclude_arbitrage) {
   lpx_delete_prob(lp);
   lp= 0;
 
+  debugf("    %s %f\n",
+        exclude_arbitrage ? "base value" : "route value",
+        profit);
   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;
-  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;
-
-  itradeends= mcalloc(sizeof(*itradeends) * islandtablesz);
+  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<commodstablesz);
-    commodstable[id].mass= sqlite3_column_int(sst,1);
-    commodstable[id].volu= sqlite3_column_int(sst,2);
+    assert(id>=0 && id<commodstabsz);
+    commodstab[id].mass= sqlite3_column_int(sst,1);
+    commodstab[id].volu= sqlite3_column_int(sst,2);
   }
   sqlite3_finalize(sst);
 
+  MCALLOC(ipairs, islandtablesz);
+  MCALLOC(itradeends, islandtablesz);
+
   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);
+  read_trades();
+  read_islandtradeends("sell", offsetof(IslandTradeEndHeads, src));
+  read_islandtradeends("buy",  offsetof(IslandTradeEndHeads, dst));
 }