public override bool Equals(object obj)
{
if (!(obj is PricePoint))
{
return(false);
}
PricePoint other = (PricePoint)obj;
return(When == other.When && Price == other.Price);
}
/// <summary>
/// Ported from commodity_history_impl_t::find_price
/// </summary>
public PricePoint?FindPrice(Commodity source, DateTime moment, DateTime oldest = default(DateTime))
{
RecentEdgeWeight recentEdgeWeight = new RecentEdgeWeight(moment, oldest);
IGraph <Commodity, PriceGraphEdge> filtered = PriceGraph.Filter((comm1, comm2, edge) => recentEdgeWeight.Filter(comm1, comm2, edge));
Logger.Current.Debug("history.find", () => String.Format("sv commodity = {0}", source.Symbol));
if (source.Flags.HasFlag(CommodityFlagsEnum.COMMODITY_PRIMARY))
{
Logger.Current.Debug("history.find", () => "sv commodity is primary");
}
Logger.Current.Debug("history.find", () => "tv commodity = none ");
DateTime mostRecent = moment;
Amount price = null;
foreach (EdgeDescriptor <Commodity, PriceGraphEdge> edgeDescriptor in filtered.AdjacentVertices(source))
{
Logger.Current.Debug("history.find", () => String.Format("u commodity = {0}", edgeDescriptor.Vertex1.Symbol));
Logger.Current.Debug("history.find", () => String.Format("v commodity = {0}", edgeDescriptor.Vertex2.Symbol));
PricePoint point = edgeDescriptor.Edge.PricePoint;
if (price == null || point.When > mostRecent)
{
mostRecent = point.When;
price = point.Price;
}
Logger.Current.Debug("history.find", () => String.Format("price was = {0}", price.Unrounded()));
if (price.Commodity == source)
{
price = new Amount(price.GetInvertedQuantity(), edgeDescriptor.GetInvertedVertex(source));
}
Logger.Current.Debug("history.find", () => String.Format("price is = {0}", price.Unrounded()));
}
if (Amount.IsNullOrEmpty(price))
{
Logger.Current.Debug("history.find", () => "there is no final price");
return(null);
}
else
{
Logger.Current.Debug("history.find", () => String.Format("final price is = {0}", price.Unrounded()));
return(new PricePoint(mostRecent, price));
}
}
/// <summary>
/// Parse commodity prices from a textual representation
/// </summary>
/// <remarks>
/// ported from parse_price_directive
/// </remarks>
public Tuple <Commodity, PricePoint> ParsePriceDirective(string line, bool doNotAddPrice = false, bool noDate = false)
{
string timeField = StringExtensions.NextElement(ref line);
if (String.IsNullOrWhiteSpace(timeField))
{
return(default(Tuple <Commodity, PricePoint>));
}
string dateField = line;
string symbolAndPrice = null;
DateTime dateTime = default(DateTime);
string symbol = null;
if (!noDate && Char.IsDigit(timeField[0]))
{
symbolAndPrice = StringExtensions.NextElement(ref timeField);
if (String.IsNullOrWhiteSpace(symbolAndPrice))
{
return(default(Tuple <Commodity, PricePoint>));
}
dateTime = TimesCommon.Current.ParseDateTime(dateField + " " + timeField);
}
else if (!noDate && Char.IsDigit(dateField[0]))
{
symbolAndPrice = timeField;
dateTime = TimesCommon.Current.ParseDate(dateField);
}
else
{
symbol = dateField;
symbolAndPrice = timeField;
dateTime = TimesCommon.Current.CurrentTime;
}
if (String.IsNullOrEmpty(symbol))
{
symbol = Commodity.ParseSymbol(ref symbolAndPrice);
}
PricePoint point = new PricePoint(dateTime, new Amount());
point.Price.Parse(ref symbolAndPrice, AmountParseFlagsEnum.PARSE_NO_MIGRATE);
Validator.Verify(point.Price.Valid());
Logger.Debug(DebugCommodityDownload, () => "Looking up symbol: " + symbol);
Commodity commodity = FindOrCreate(symbol);
if (commodity != null)
{
Logger.Debug(DebugCommodityDownload, () => String.Format("Adding price for {0}: {1} {2}", symbol, point.When, point.Price));
if (!doNotAddPrice)
{
commodity.AddPrice(point.When, point.Price, true);
}
commodity.Flags |= CommodityFlagsEnum.COMMODITY_KNOWN;
return(new Tuple <Commodity, PricePoint>(commodity, point));
}
return(default(Tuple <Commodity, PricePoint>));
}
/// <summary>
/// Ported from commodity_history_impl_t::find_price
/// </summary>
public PricePoint?FindPrice(Commodity source, Commodity target, DateTime moment, DateTime oldest = default(DateTime))
{
if (source == target)
{
throw new InvalidOperationException("Source commodity is equal to Target");
}
RecentEdgeWeight recentEdgeWeight = new RecentEdgeWeight(moment, oldest);
IGraph <Commodity, PriceGraphEdge> filtered = PriceGraph.Filter((comm1, comm2, edge) => recentEdgeWeight.Filter(comm1, comm2, edge));
Logger.Current.Debug("history.find", () => String.Format("u commodity = {0}", source.Symbol));
Logger.Current.Debug("history.find", () => String.Format("v commodity = {0}", target.Symbol));
IEnumerable <EdgeDescriptor <Commodity, PriceGraphEdge> > shortestPath = filtered.FindShortestPath(source, target, (edge) => edge.Weight.Ticks);
// Extract the shortest path and performance the calculations
DateTime leastRecent = moment;
Amount price = null;
Commodity lastTarget = target;
foreach (EdgeDescriptor <Commodity, PriceGraphEdge> edgeDescriptor in shortestPath.Reverse())
{
PricePoint point = edgeDescriptor.Edge.PricePoint;
Commodity uComm = edgeDescriptor.Vertex1;
Commodity vComm = edgeDescriptor.Vertex2;
bool firstRun = false;
if (Amount.IsNullOrEmpty(price))
{
leastRecent = point.When;
firstRun = true;
}
else if (point.When < leastRecent)
{
leastRecent = point.When;
}
Logger.Current.Debug("history.find", () => String.Format("u commodity = {0}", uComm.Symbol));
Logger.Current.Debug("history.find", () => String.Format("v commodity = {0}", vComm.Symbol));
Logger.Current.Debug("history.find", () => String.Format("last target = {0}", lastTarget.Symbol));
// Determine which direction we are converting in
Amount pprice = new Amount(point.Price);
Logger.Current.Debug("history.find", () => String.Format("pprice = {0}", pprice.Unrounded()));
if (!firstRun)
{
Logger.Current.Debug("history.find", () => String.Format("price was = {0}", price.Unrounded()));
if (pprice.Commodity != lastTarget)
{
price *= pprice.Inverted();
}
else
{
price *= pprice;
}
}
else if (pprice.Commodity != lastTarget)
{
price = pprice.Inverted();
}
else
{
price = pprice;
}
Logger.Current.Debug("history.find", () => String.Format("price is = {0}", price.Unrounded()));
if (lastTarget == vComm)
{
lastTarget = uComm;
}
else
{
lastTarget = vComm;
}
Logger.Current.Debug("history.find", () => String.Format("last target now = {0}", lastTarget.Symbol));
}
if (Amount.IsNullOrEmpty(price))
{
Logger.Current.Debug("history.find", () => "there is no final price");
return(null);
}
else
{
price = new Amount(price.Quantity, target);
Logger.Current.Debug("history.find", () => String.Format("final price is = {0}", price.Unrounded()));
return(new PricePoint(leastRecent, price));
}
}
