private bool check(EdgeWeightedDigraph G)
{
if (hasCycle)
{
DirectedEdge first = new DirectedEdge(0, 0, 0);
DirectedEdge last = new DirectedEdge(0, 0, 0);
foreach (DirectedEdge e in cycle)
{
if (!first.IsSet) first = e;
if (last.IsSet)
{
if (last.To != e.From)
{
Log.Info("cycle edges " + last + " and " + e + " not incident");
return false;
}
}
last = e;
}
if (last.To != first.From)
{
Log.Info("cycle edges " + last + " and " + first + " not incident");
return false;
}
}
return true;
}
public void addEdge(DirectedEdge e)
{
int v = e.From;
if (m_adj[v].Add(e))
{
m_e++;
}
/*if (!m_adj[v].Contains(e))
{
}
else
{
}*/
}
private void CalculateShortestPath()
{
EdgeWeightedDigraph G = new EdgeWeightedDigraph(m_a.Rows);
for (int v = 0; v < m_a.Rows; v++)
{
for (int w = 0; w < m_a.Cols; w++)
{
DirectedEdge e = new DirectedEdge(v, w, -Math.Log(m_a[v, w]));
G.addEdge(e);
}
}
BellmanFordSP spt = new BellmanFordSP(G, 0);
if (spt.negativeCycleCount > 2)
{
double stake = 25000;
double arbitrage = 1;
ArbitrageCycle cycle = new ArbitrageCycle(m_currentTime);
foreach (DirectedEdge e in spt.negativeCycle)
{
double weight = Math.Exp(-e.Weight);
arbitrage *= weight;
cycle.Edges.Add(new DirectedEdge(e.From, e.To, weight));
}
if (!m_activeArbitrage.Contains(cycle, ARBITRAGE_CYCLE_COMPARER))
{
m_activeArbitrage.Add(cycle);
Status(cycle.Summary);
Status("arbitrage(" + arbitrage + ") stake(" + stake + ") balance(" + (arbitrage * stake) + ") profit(" + Math.Round(((arbitrage * stake) / stake) - 1, 5) + "%)");
}
}
}
