/// <summary>
/// Ported from bool operator()(const Edge& e) const
/// </summary>
public bool Filter(Commodity comm1, Commodity comm2, PriceGraphEdge edge)
{
Logger.Current.Debug("history.find", () => String.Format(" reftime = {0}", RefTime));
if (!Oldest.IsNotADateTime())
{
Logger.Current.Debug("history.find", () => String.Format(" oldest = {0}", Oldest));
}
if (edge.Prices.Count == 0)
{
Logger.Current.Debug("history.find", () => " prices map is empty for this edge");
return(false);
}
IEnumerable <DateTime> priceDates = edge.Prices.Keys; // [DM] The collection is ordered.
if (priceDates.First() > RefTime)
{
Logger.Current.Debug("history.find", () => " don't use this edge");
return(false);
}
else
{
DateTime low = priceDates.Last(pd => pd <= RefTime);
if (low > RefTime)
{
throw new InvalidOperationException("assert(((*low).first <= reftime));");
}
if (!Oldest.IsNotADateTime() && low < Oldest)
{
Logger.Current.Debug("history.find", () => " edge is out of range");
return(false);
}
var secs = (RefTime - low).TotalSeconds;
if (secs < 0)
{
throw new InvalidOperationException("assert(secs >= 0);");
}
edge.Weight = RefTime - low;
edge.PricePoint = new PricePoint(low, edge.Prices[low]);
Logger.Current.Debug("history.find", () => String.Format(" using edge at price point {0} {1}", low, edge.Prices[low]));
return(true);
}
}
public void AddPrice(Commodity source, DateTime when, Amount price)
{
if (source == price.Commodity)
{
throw new InvalidOperationException("Source commodity should not be equal to price's commodity");
}
PriceGraphEdge edge = PriceGraph.FindEdge(source, price.Commodity);
if (edge == null)
{
edge = new PriceGraphEdge();
PriceGraph.AddEdge(source, price.Commodity, edge);
}
edge.Prices[when] = price;
}
public void RemovePrice(Commodity source, Commodity target, DateTime date)
{
if (source == target)
{
throw new InvalidOperationException("Source commodity cannot be equal to target commodity");
}
PriceGraphEdge edge = PriceGraph.FindEdge(source, target);
if (edge != null)
{
if (edge.Prices.ContainsKey(date))
{
edge.Prices.Remove(date);
}
if (edge.Prices.Count == 0)
{
PriceGraph.RemoveEdge(source, target);
}
}
}
