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 BellmanFordSP(EdgeWeightedDigraph G, int s)
{
m_distTo = new double[G.V];
m_edgeTo = new DirectedEdge[G.V];
m_onQueue = new bool[G.V];
for (int v = 0; v < G.V; v++)
{
m_distTo[v] = double.PositiveInfinity;
}
m_distTo[s] = 0.0;
m_queue = new Queue <int>();
m_queue.Enqueue(s);
/*
* int negativeCycleCheck = 1000;
* while (m_queue.Count > 0 && !hasNegativeCycle)
* {
* int v = m_queue.Dequeue();
* m_onQueue[v] = false;
* relax(G, v);
*
* if (m_cost++ % negativeCycleCheck == 0)
* findNegativeCycle();
* }*/
for (int i = 0; i < G.V; i++)
{
if (m_queue.Count > 0)
{
int v = m_queue.Dequeue();
m_onQueue[v] = false;
relax(G, v);
}
}
findNegativeCycle();
//TODO
/*if (!check(G, s))
* {
* //throw new Exception("found cycle in digraph");
* Log.Info("failed to assert a cycle in digraph");
* }*/
}
public EdgeWeightedDirectedCycle(EdgeWeightedDigraph G)
{
m_marked = new bool[G.V];
m_onStack = new bool[G.V];
m_edgeTo = new DirectedEdge[G.V];
for (int v = 0; v < G.V; v++)
{
if (!m_marked[v]) dfs(G, v);
}
if (!check(G))
{
//throw new Exception("found cycle in digraph");
Log.Error("failed to assert a cycle in digraph");
}
}
public IEnumerable <DirectedEdge> findNegativeCycle()
{
int V = m_edgeTo.Length;
EdgeWeightedDigraph spt = new EdgeWeightedDigraph(V);
for (int v = 0; v < V; v++)
{
if (m_edgeTo[v].IsSet)
{
spt.addEdge(m_edgeTo[v]);
}
}
EdgeWeightedDirectedCycle finder = new EdgeWeightedDirectedCycle(spt);
return(m_cycle = finder.cycle);
}
public BellmanFordSP(EdgeWeightedDigraph G, int s)
{
m_distTo = new double[G.V];
m_edgeTo = new DirectedEdge[G.V];
m_onQueue = new bool[G.V];
for (int v = 0; v < G.V; v++)
m_distTo[v] = double.PositiveInfinity;
m_distTo[s] = 0.0;
m_queue = new Queue<int>();
m_queue.Enqueue(s);
/*
int negativeCycleCheck = 1000;
while (m_queue.Count > 0 && !hasNegativeCycle)
{
int v = m_queue.Dequeue();
m_onQueue[v] = false;
relax(G, v);
if (m_cost++ % negativeCycleCheck == 0)
findNegativeCycle();
}*/
for (int i = 0; i < G.V; i++)
{
if (m_queue.Count > 0)
{
int v = m_queue.Dequeue();
m_onQueue[v] = false;
relax(G, v);
}
}
findNegativeCycle();
//TODO
/*if (!check(G, s))
{
//throw new Exception("found cycle in digraph");
Log.Info("failed to assert a cycle in digraph");
}*/
}
private void relax(EdgeWeightedDigraph G, int v)
{
foreach (DirectedEdge e in G.adj(v))
{
int w = e.To;
if (m_distTo[w] > m_distTo[v] + e.Weight)
{
m_distTo[w] = m_distTo[v] + e.Weight;
m_edgeTo[w] = e;
if (!m_onQueue[w])
{
m_queue.Enqueue(w);
m_onQueue[w] = true;
}
}
// if (m_cost++ % G.V == 0)
// findNegativeCycle();
}
}
public EdgeWeightedDirectedCycle(EdgeWeightedDigraph G)
{
m_marked = new bool[G.V];
m_onStack = new bool[G.V];
m_edgeTo = new DirectedEdge[G.V];
for (int v = 0; v < G.V; v++)
{
if (!m_marked[v])
{
dfs(G, v);
}
}
if (!check(G))
{
//throw new Exception("found cycle in digraph");
Log.Error("failed to assert a cycle in digraph");
}
}
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) + "%)");
}
}
}
private void dfs(EdgeWeightedDigraph G, int v)
{
m_onStack[v] = true;
m_marked[v] = true;
foreach (DirectedEdge e in G.adj(v))
{
int w = e.To;
if (m_cycle != null)
{
return;
}
else if (!m_marked[w])
{
m_edgeTo[w] = e;
dfs(G, w);
}
else if (m_onStack[w])
{
m_cycle = new Stack<DirectedEdge>();
DirectedEdge ee = e;
while (ee.From != w)
{
m_cycle.Push(ee);
ee = m_edgeTo[ee.From];
}
m_cycle.Push(ee);
}
}
m_onStack[v] = false;
}
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) + "%)");
}
}
}
private void relax(EdgeWeightedDigraph G, int v)
{
foreach (DirectedEdge e in G.adj(v))
{
int w = e.To;
if (m_distTo[w] > m_distTo[v] + e.Weight)
{
m_distTo[w] = m_distTo[v] + e.Weight;
m_edgeTo[w] = e;
if (!m_onQueue[w])
{
m_queue.Enqueue(w);
m_onQueue[w] = true;
}
}
// if (m_cost++ % G.V == 0)
// findNegativeCycle();
}
}
public IEnumerable<DirectedEdge> findNegativeCycle()
{
int V = m_edgeTo.Length;
EdgeWeightedDigraph spt = new EdgeWeightedDigraph(V);
for (int v = 0; v < V; v++)
{
if (m_edgeTo[v].IsSet)
spt.addEdge(m_edgeTo[v]);
}
EdgeWeightedDirectedCycle finder = new EdgeWeightedDirectedCycle(spt);
return m_cycle = finder.cycle;
}
