public void PriceUpdate(PriceUpdate update)
{
lock (lockTheEntireGraph)
{
var from = new ExchangeCurrency(update.Exchange, update.SourceCurrency);
var to = new ExchangeCurrency(update.Exchange, update.DestinationCurrency);
double weight = -Math.Log(update.Factor);
var oldEdge = graph.Adj(from).Where(e => e.To().CompareTo(to) == 0).SingleOrDefault();
var newEdge = new Edge <ExchangeCurrency>(from, to, weight, update.Timestamp);
if (oldEdge != null && oldEdge.TimeStamp < update.Timestamp)
{
graph.RemoveEdge(oldEdge);
graph.AddEdge(newEdge);
}
else if (oldEdge == null) // add 1<-->1 edges by currency
{
graph.AddEdge(newEdge);
foreach (var v in graph.Vertexes()
.Where(v => v.Currency == update.SourceCurrency)
.Where(v => v.CompareTo(from) != 0))
{
if (!graph.HasEdgeBetween(v, from))
{
graph.AddEdge(new Edge <ExchangeCurrency>(v, from, -Math.Log(1)));
}
if (!graph.HasEdgeBetween(from, v))
{
graph.AddEdge(new Edge <ExchangeCurrency>(from, v, -Math.Log(1)));
}
}
foreach (var v in graph.Vertexes()
.Where(v => v.Currency == update.DestinationCurrency)
.Where(v => v.CompareTo(to) != 0))
{
if (!graph.HasEdgeBetween(v, to))
{
graph.AddEdge(new Edge <ExchangeCurrency>(v, to, -Math.Log(1)));
}
if (!graph.HasEdgeBetween(to, v))
{
graph.AddEdge(new Edge <ExchangeCurrency>(to, v, -Math.Log(1)));
}
}
}
}
}
public BellmanFord(WeightedDiGraph <T> G, T s)
{
this.s = s;
vertexes = new List <T>(G.Vertexes());
foreach (var v in vertexes)
{
distTo.Add(v, double.MaxValue);
}
foreach (var v in vertexes)
{
edgeTo.Add(v, null);
}
foreach (var v in vertexes)
{
onQueue.Add(v, false);
}
distTo[s] = 0.0;
queue.Enqueue(s);
onQueue[s] = true;
while (!queue.IsEmpty && !HasNegativeCycle())
{
T v = queue.Dequeue();
onQueue[v] = false;
Relax(G, v);
}
}
public EdgeWeightedDirectedCycle(WeightedDiGraph <T> G)
{
var vertexes = new List <T>(G.Vertexes());
foreach (var v in vertexes)
{
marked.Add(v, false);
}
foreach (var v in vertexes)
{
edgeTo.Add(v, null);
}
foreach (var v in vertexes)
{
onStack.Add(v, false);
}
foreach (var v in vertexes)
{
if (!marked[v])
{
Dfs(G, v);
}
}
}
