Defend against Dijkstra returning reverse paths
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ca8f702a1b
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2 changed files with 43 additions and 19 deletions
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@ -204,11 +204,13 @@ commodity_history_t::find_price(const commodity_t& source,
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DEBUG("history.find", "sv commodity = " << get(namemap, sv)->symbol());
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DEBUG("history.find", "tv commodity = " << get(namemap, tv)->symbol());
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std::vector<vertex_descriptor> predecessors(num_vertices(fg));
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std::vector<long> distances(num_vertices(fg));
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PredecessorMap predecessorMap(&predecessors[0]);
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DistanceMap distanceMap(&distances[0]);
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std::size_t vector_len(num_vertices(fg));
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std::vector<vertex_descriptor> predecessors(vector_len);
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std::vector<long> distances(vector_len);
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FIndexMap indexMap(get(vertex_index, fg));
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FPredecessorMap predecessorMap(&predecessors[0], indexMap);
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FDistanceMap distanceMap(&distances[0], indexMap);
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dijkstra_shortest_paths(fg, /* start= */ sv,
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predecessor_map(predecessorMap)
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@ -217,10 +219,15 @@ commodity_history_t::find_price(const commodity_t& source,
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// Extract the shortest path and performance the calculations
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datetime_t least_recent = moment;
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amount_t price;
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amount_t price;
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const commodity_t * last_target = ⌖
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typedef tuple<const commodity_t *, const commodity_t *,
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const price_point_t *> results_tuple;
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std::vector<results_tuple> results;
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bool results_reversed = false;
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vertex_descriptor v = tv;
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for (vertex_descriptor u = predecessorMap[v];
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u != v;
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@ -229,8 +236,24 @@ commodity_history_t::find_price(const commodity_t& source,
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std::pair<Graph::edge_descriptor, bool> edgePair = edge(u, v, fg);
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Graph::edge_descriptor edge = edgePair.first;
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const commodity_t * u_comm = get(namemap, u);
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const commodity_t * v_comm = get(namemap, v);
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const price_point_t& point(get(pricemap, edge));
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if (v == tv && u_comm != last_target && v_comm != last_target)
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results_reversed = true;
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results.push_back(results_tuple(u_comm, v_comm, &point));
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}
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if (results_reversed)
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std::reverse(results.begin(), results.end());
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foreach (const results_tuple& edge, results) {
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const commodity_t * u_comm = edge.get<0>();
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const commodity_t * v_comm = edge.get<1>();
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const price_point_t& point(*edge.get<2>());
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bool first_run = false;
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if (price.is_null()) {
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least_recent = point.when;
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@ -240,8 +263,8 @@ commodity_history_t::find_price(const commodity_t& source,
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least_recent = point.when;
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}
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DEBUG("history.find", "u commodity = " << get(namemap, u)->symbol());
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DEBUG("history.find", "v commodity = " << get(namemap, v)->symbol());
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DEBUG("history.find", "u commodity = " << u_comm->symbol());
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DEBUG("history.find", "v commodity = " << v_comm->symbol());
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DEBUG("history.find", "last target = " << last_target->symbol());
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// Determine which direction we are converting in
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@ -250,12 +273,12 @@ commodity_history_t::find_price(const commodity_t& source,
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if (! first_run) {
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DEBUG("history.find", "price was = " << price.unrounded());
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if (pprice.commodity() != *last_target)
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if (pprice.commodity_ptr() != last_target)
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price *= pprice.inverted();
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else
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price *= pprice;
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}
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else if (pprice.commodity() != *last_target) {
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else if (pprice.commodity_ptr() != last_target) {
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price = pprice.inverted();
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}
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else {
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@ -263,10 +286,10 @@ commodity_history_t::find_price(const commodity_t& source,
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}
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DEBUG("history.find", "price is = " << price.unrounded());
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if (*last_target == *get(namemap, v))
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last_target = get(namemap, u);
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if (last_target == v_comm)
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last_target = u_comm;
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else
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last_target = get(namemap, v);
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last_target = v_comm;
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DEBUG("history.find", "last target now = " << last_target->symbol());
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}
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@ -156,13 +156,8 @@ public:
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typedef graph_traits<Graph>::vertex_descriptor vertex_descriptor;
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typedef graph_traits<Graph>::edge_descriptor edge_descriptor;
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typedef property_map<Graph, vertex_index_t>::type IndexMap;
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typedef property_map<Graph, vertex_name_t>::type NameMap;
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typedef iterator_property_map<vertex_descriptor*, IndexMap,
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vertex_descriptor,
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vertex_descriptor&> PredecessorMap;
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typedef iterator_property_map<long*, IndexMap, long, long&> DistanceMap;
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typedef property_map<Graph, vertex_index_t>::type IndexMap;
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typedef property_map<Graph, edge_weight_t>::type EdgeWeightMap;
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typedef property_map<Graph, edge_price_point_t>::type PricePointMap;
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@ -175,7 +170,13 @@ public:
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typedef filtered_graph<Graph, recent_edge_weight<EdgeWeightMap,
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PricePointMap,
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PriceRatioMap> > FGraph;
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typedef property_map<FGraph, vertex_name_t>::type FNameMap;
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typedef property_map<FGraph, vertex_index_t>::type FIndexMap;
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typedef iterator_property_map<vertex_descriptor*, FIndexMap,
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vertex_descriptor,
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vertex_descriptor&> FPredecessorMap;
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typedef iterator_property_map<long*, FIndexMap, long, long&> FDistanceMap;
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commodity_history_t()
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: indexmap(get(vertex_index, price_graph)),
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