134 lines
4.6 KiB
C++
134 lines
4.6 KiB
C++
/*
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* Copyright (c) 2003-2012, John Wiegley. All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are
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* met:
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*
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* - Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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*
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* - Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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*
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* - Neither the name of New Artisans LLC nor the names of its
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* contributors may be used to endorse or promote products derived from
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* this software without specific prior written permission.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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* "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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* LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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* A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
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* OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
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* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
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* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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* DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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* THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*/
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/**
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* @addtogroup math
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*/
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/**
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* @file history.h
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* @author John Wiegley
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*
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* @ingroup math
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*
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* @brief Types for managing commodity historys
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*
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* Long.
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*/
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#ifndef _HISTORY_H
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#define _HISTORY_H
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#include "amount.h"
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#include "commodity.h"
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namespace boost {
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enum edge_price_point_t { edge_price_point };
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enum edge_price_ratio_t { edge_price_ratio };
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BOOST_INSTALL_PROPERTY(edge, price_point);
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BOOST_INSTALL_PROPERTY(edge, price_ratio);
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}
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namespace ledger {
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typedef std::map<datetime_t, amount_t> price_map_t;
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class commodity_history_t : public noncopyable
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{
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public:
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typedef adjacency_list
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<vecS, // Store all edges in a vector
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vecS, // Store all vertices in a vector
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undirectedS, // Relations are both ways
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// All vertices are commodities
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property<vertex_name_t, const commodity_t *,
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property<vertex_index_t, std::size_t> >,
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// All edges are weights computed as the absolute difference between
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// the reference time of a search and a known price point. A
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// filtered_graph is used to select the recent price point to the
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// reference time before performing the search.
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property<edge_weight_t, long,
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property<edge_price_ratio_t, price_map_t,
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property<edge_price_point_t, price_point_t> > >,
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// Graph itself has a std::string name
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property<graph_name_t, std::string>
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> Graph;
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Graph price_graph;
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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_name_t>::type NameMap;
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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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typedef property_map<Graph, edge_price_ratio_t>::type PriceRatioMap;
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PricePointMap pricemap;
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PriceRatioMap ratiomap;
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commodity_history_t()
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: pricemap(get(edge_price_point, price_graph)),
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ratiomap(get(edge_price_ratio, price_graph)) {}
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void add_commodity(commodity_t& comm);
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void add_price(const commodity_t& source,
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const datetime_t& when,
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const amount_t& price);
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void remove_price(const commodity_t& source,
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const commodity_t& target,
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const datetime_t& date);
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void map_prices(function<void(datetime_t, const amount_t&)> fn,
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const commodity_t& source,
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const datetime_t& moment,
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const datetime_t& _oldest = datetime_t());
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optional<price_point_t>
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find_price(const commodity_t& source,
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const datetime_t& moment,
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const datetime_t& oldest = datetime_t());
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optional<price_point_t>
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find_price(const commodity_t& source,
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const commodity_t& target,
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const datetime_t& moment,
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const datetime_t& oldest = datetime_t());
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void print_map(std::ostream& out, const datetime_t& moment = datetime_t());
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};
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} // namespace ledger
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#endif // _HISTORY_H
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