{-|

Convert amounts to some related value in various ways. This involves
looking up historical market prices (exchange rates) between commodities.

-}

{-# LANGUAGE NamedFieldPuns #-}
{-# LANGUAGE OverloadedStrings #-}
{-# LANGUAGE RecordWildCards #-}
{-# LANGUAGE ScopedTypeVariables #-}
{-# LANGUAGE DeriveGeneric #-}

module Hledger.Data.Valuation (
   ValuationType(..)
  ,PriceOracle
  ,journalPriceOracle
  ,unsupportedValueThenError
  -- ,amountApplyValuation
  -- ,amountValueAtDate
  ,mixedAmountApplyValuation
  ,mixedAmountValueAtDate
  ,marketPriceReverse
  ,priceDirectiveToMarketPrice
  -- ,priceLookup
  ,tests_Valuation
)
where

import Control.Applicative ((<|>))
import Data.Decimal (roundTo)
import Data.Function ((&), on)
import Data.Graph.Inductive  (Gr, Node, NodeMap, mkMapGraph, mkNode, lab, out, sp)
import Data.List
import Data.List.Extra (nubSortBy)
import qualified Data.Map as M
import Data.Maybe
import qualified Data.Text as T
import Data.Time.Calendar (Day, fromGregorian)
import Data.MemoUgly (memo)
import GHC.Generics (Generic)
import Safe (headMay)

import Hledger.Utils
import Hledger.Data.Types
import Hledger.Data.Amount


------------------------------------------------------------------------------
-- Types

-- | What kind of value conversion should be done on amounts ?
-- CLI: --value=cost|then|end|now|DATE[,COMM]
data ValuationType =
    AtCost     (Maybe CommoditySymbol)  -- ^ convert to cost commodity using transaction prices, then optionally to given commodity using market prices at posting date
  | AtThen     (Maybe CommoditySymbol)  -- ^ convert to default or given valuation commodity, using market prices at each posting's date
  | AtEnd      (Maybe CommoditySymbol)  -- ^ convert to default or given valuation commodity, using market prices at period end(s)
  | AtNow      (Maybe CommoditySymbol)  -- ^ convert to default or given valuation commodity, using current market prices
  | AtDate Day (Maybe CommoditySymbol)  -- ^ convert to default or given valuation commodity, using market prices on some date
  | AtDefault  (Maybe CommoditySymbol)  -- ^ works like AtNow in single period reports, like AtEnd in multiperiod reports
  deriving (Int -> ValuationType -> ShowS
[ValuationType] -> ShowS
ValuationType -> String
(Int -> ValuationType -> ShowS)
-> (ValuationType -> String)
-> ([ValuationType] -> ShowS)
-> Show ValuationType
forall a.
(Int -> a -> ShowS) -> (a -> String) -> ([a] -> ShowS) -> Show a
showList :: [ValuationType] -> ShowS
$cshowList :: [ValuationType] -> ShowS
show :: ValuationType -> String
$cshow :: ValuationType -> String
showsPrec :: Int -> ValuationType -> ShowS
$cshowsPrec :: Int -> ValuationType -> ShowS
Show,ValuationType -> ValuationType -> Bool
(ValuationType -> ValuationType -> Bool)
-> (ValuationType -> ValuationType -> Bool) -> Eq ValuationType
forall a. (a -> a -> Bool) -> (a -> a -> Bool) -> Eq a
/= :: ValuationType -> ValuationType -> Bool
$c/= :: ValuationType -> ValuationType -> Bool
== :: ValuationType -> ValuationType -> Bool
$c== :: ValuationType -> ValuationType -> Bool
Eq)

-- | A snapshot of the known exchange rates between commodity pairs at a given date,
-- as a graph allowing fast lookup and path finding, along with some helper data.
data PriceGraph = PriceGraph {
   PriceGraph -> Gr CommoditySymbol Quantity
prGraph   :: Gr CommoditySymbol Quantity
    -- ^ A directed graph of exchange rates between commodity pairs.
    -- Node labels are commodities and edge labels are exchange rates,
    -- which were either:
    -- declared by P directives,
    -- inferred from transaction prices,
    -- inferred by reversing a declared rate,
    -- or inferred by reversing a transaction-inferred rate.
    -- There will be at most one edge between each directed pair of commodities,
    -- eg there can be one USD->EUR and one EUR->USD.
  ,PriceGraph -> NodeMap CommoditySymbol
prNodemap :: NodeMap CommoditySymbol
    -- ^ Mapping of graph node ids to commodity symbols.
  ,PriceGraph -> Map CommoditySymbol CommoditySymbol
prDefaultValuationCommodities :: M.Map CommoditySymbol CommoditySymbol
    -- ^ The default valuation commodity for each source commodity.
    --   These are used when a valuation commodity is not specified
    --   (-V). They are the destination commodity of the latest
    --   (declared or inferred, but not reverse) each
    --   source commodity's latest market price (on the date of this
    --   graph).
  }
  deriving (Int -> PriceGraph -> ShowS
[PriceGraph] -> ShowS
PriceGraph -> String
(Int -> PriceGraph -> ShowS)
-> (PriceGraph -> String)
-> ([PriceGraph] -> ShowS)
-> Show PriceGraph
forall a.
(Int -> a -> ShowS) -> (a -> String) -> ([a] -> ShowS) -> Show a
showList :: [PriceGraph] -> ShowS
$cshowList :: [PriceGraph] -> ShowS
show :: PriceGraph -> String
$cshow :: PriceGraph -> String
showsPrec :: Int -> PriceGraph -> ShowS
$cshowsPrec :: Int -> PriceGraph -> ShowS
Show,(forall x. PriceGraph -> Rep PriceGraph x)
-> (forall x. Rep PriceGraph x -> PriceGraph) -> Generic PriceGraph
forall x. Rep PriceGraph x -> PriceGraph
forall x. PriceGraph -> Rep PriceGraph x
forall a.
(forall x. a -> Rep a x) -> (forall x. Rep a x -> a) -> Generic a
$cto :: forall x. Rep PriceGraph x -> PriceGraph
$cfrom :: forall x. PriceGraph -> Rep PriceGraph x
Generic)

-- | A price oracle is a magic memoising function that efficiently
-- looks up market prices (exchange rates) from one commodity to
-- another (or if unspecified, to a default valuation commodity) on a
-- given date.
type PriceOracle = (Day, CommoditySymbol, Maybe CommoditySymbol) -> Maybe (CommoditySymbol, Quantity)

-- | Generate a price oracle (memoising price lookup function) from a
-- journal's directive-declared and transaction-inferred market
-- prices. For best performance, generate this only once per journal,
-- reusing it across reports if there are more than one, as
-- compoundBalanceCommand does.
-- The boolean argument is whether to infer market prices from
-- transactions or not.
journalPriceOracle :: Bool -> Journal -> PriceOracle
journalPriceOracle :: Bool -> Journal -> PriceOracle
journalPriceOracle infer :: Bool
infer Journal{[PriceDirective]
jpricedirectives :: Journal -> [PriceDirective]
jpricedirectives :: [PriceDirective]
jpricedirectives, [MarketPrice]
jinferredmarketprices :: Journal -> [MarketPrice]
jinferredmarketprices :: [MarketPrice]
jinferredmarketprices} =
  let
    declaredprices :: [MarketPrice]
declaredprices = (PriceDirective -> MarketPrice)
-> [PriceDirective] -> [MarketPrice]
forall a b. (a -> b) -> [a] -> [b]
map PriceDirective -> MarketPrice
priceDirectiveToMarketPrice [PriceDirective]
jpricedirectives
    inferredprices :: [MarketPrice]
inferredprices = if Bool
infer then [MarketPrice]
jinferredmarketprices else []
    makepricegraph :: Day -> PriceGraph
makepricegraph = (Day -> PriceGraph) -> Day -> PriceGraph
forall a b. Ord a => (a -> b) -> a -> b
memo ((Day -> PriceGraph) -> Day -> PriceGraph)
-> (Day -> PriceGraph) -> Day -> PriceGraph
forall a b. (a -> b) -> a -> b
$ [MarketPrice] -> [MarketPrice] -> Day -> PriceGraph
makePriceGraph [MarketPrice]
declaredprices [MarketPrice]
inferredprices
  in
    PriceOracle -> PriceOracle
forall a b. Ord a => (a -> b) -> a -> b
memo (PriceOracle -> PriceOracle) -> PriceOracle -> PriceOracle
forall a b. (a -> b) -> a -> b
$ (Day
 -> CommoditySymbol
 -> Maybe CommoditySymbol
 -> Maybe (CommoditySymbol, Quantity))
-> PriceOracle
forall a b c d. (a -> b -> c -> d) -> (a, b, c) -> d
uncurry3 ((Day
  -> CommoditySymbol
  -> Maybe CommoditySymbol
  -> Maybe (CommoditySymbol, Quantity))
 -> PriceOracle)
-> (Day
    -> CommoditySymbol
    -> Maybe CommoditySymbol
    -> Maybe (CommoditySymbol, Quantity))
-> PriceOracle
forall a b. (a -> b) -> a -> b
$ (Day -> PriceGraph)
-> Day
-> CommoditySymbol
-> Maybe CommoditySymbol
-> Maybe (CommoditySymbol, Quantity)
priceLookup Day -> PriceGraph
makepricegraph

priceDirectiveToMarketPrice :: PriceDirective -> MarketPrice
priceDirectiveToMarketPrice :: PriceDirective -> MarketPrice
priceDirectiveToMarketPrice PriceDirective{..} =
  MarketPrice :: Day
-> CommoditySymbol -> CommoditySymbol -> Quantity -> MarketPrice
MarketPrice{ mpdate :: Day
mpdate = Day
pddate
             , mpfrom :: CommoditySymbol
mpfrom = CommoditySymbol
pdcommodity
             , mpto :: CommoditySymbol
mpto   = Amount -> CommoditySymbol
acommodity Amount
pdamount
             , mprate :: Quantity
mprate = Amount -> Quantity
aquantity Amount
pdamount
             }

------------------------------------------------------------------------------
-- Converting things to value

-- | Apply a specified valuation to this mixed amount, using the
-- provided price oracle, commodity styles, reference dates, and
-- whether this is for a multiperiod report or not.
-- See amountApplyValuation.
mixedAmountApplyValuation :: PriceOracle -> M.Map CommoditySymbol AmountStyle -> Day -> Maybe Day -> Day -> Bool -> ValuationType -> MixedAmount -> MixedAmount
mixedAmountApplyValuation :: PriceOracle
-> Map CommoditySymbol AmountStyle
-> Day
-> Maybe Day
-> Day
-> Bool
-> ValuationType
-> MixedAmount
-> MixedAmount
mixedAmountApplyValuation priceoracle :: PriceOracle
priceoracle styles :: Map CommoditySymbol AmountStyle
styles periodlast :: Day
periodlast mreportlast :: Maybe Day
mreportlast today :: Day
today ismultiperiod :: Bool
ismultiperiod v :: ValuationType
v (Mixed as :: [Amount]
as) =
  [Amount] -> MixedAmount
Mixed ([Amount] -> MixedAmount) -> [Amount] -> MixedAmount
forall a b. (a -> b) -> a -> b
$ (Amount -> Amount) -> [Amount] -> [Amount]
forall a b. (a -> b) -> [a] -> [b]
map (PriceOracle
-> Map CommoditySymbol AmountStyle
-> Day
-> Maybe Day
-> Day
-> Bool
-> ValuationType
-> Amount
-> Amount
amountApplyValuation PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Day
periodlast Maybe Day
mreportlast Day
today Bool
ismultiperiod ValuationType
v) [Amount]
as

-- | Apply a specified valuation to this amount, using the provided
-- price oracle, reference dates, and whether this is for a
-- multiperiod report or not. Also fix up its display style using the
-- provided commodity styles.
--
-- When the valuation requires converting to another commodity, a
-- valuation (conversion) date is chosen based on the valuation type,
-- the provided reference dates, and whether this is for a
-- single-period or multi-period report. It will be one of:
--
-- - a fixed date specified by the ValuationType itself
--   (--value=DATE).
-- 
-- - the provided "period end" date - this is typically the last day
--   of a subperiod (--value=end with a multi-period report), or of
--   the specified report period or the journal (--value=end with a
--   single-period report).
--
-- - the provided "report end" date - the last day of the specified
--   report period, if any (-V/-X with a report end date).
--
-- - the provided "today" date - (--value=now, or -V/X with no report
--   end date).
-- 
-- Note --value=then is not supported by this function, and will cause an error;
-- use postingApplyValuation for that.
-- 
-- This is all a bit complicated. See the reference doc at
-- https://hledger.org/hledger.html#effect-of-valuation-on-reports
-- (hledger_options.m4.md "Effect of valuation on reports"), and #1083.
--
amountApplyValuation :: PriceOracle -> M.Map CommoditySymbol AmountStyle -> Day -> Maybe Day -> Day -> Bool -> ValuationType -> Amount -> Amount
amountApplyValuation :: PriceOracle
-> Map CommoditySymbol AmountStyle
-> Day
-> Maybe Day
-> Day
-> Bool
-> ValuationType
-> Amount
-> Amount
amountApplyValuation priceoracle :: PriceOracle
priceoracle styles :: Map CommoditySymbol AmountStyle
styles periodlast :: Day
periodlast mreportlast :: Maybe Day
mreportlast today :: Day
today ismultiperiod :: Bool
ismultiperiod v :: ValuationType
v a :: Amount
a =
  case ValuationType
v of
    AtCost    Nothing            -> Map CommoditySymbol AmountStyle -> Amount -> Amount
styleAmount Map CommoditySymbol AmountStyle
styles (Amount -> Amount) -> Amount -> Amount
forall a b. (a -> b) -> a -> b
$ Amount -> Amount
amountCost Amount
a
    AtCost    mc :: Maybe CommoditySymbol
mc                 -> PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> Amount
-> Amount
amountValueAtDate PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mc Day
periodlast (Amount -> Amount) -> Amount -> Amount
forall a b. (a -> b) -> a -> b
$ Map CommoditySymbol AmountStyle -> Amount -> Amount
styleAmount Map CommoditySymbol AmountStyle
styles (Amount -> Amount) -> Amount -> Amount
forall a b. (a -> b) -> a -> b
$ Amount -> Amount
amountCost Amount
a
    AtThen    _mc :: Maybe CommoditySymbol
_mc                -> String -> Amount
forall a. String -> a
error' String
unsupportedValueThenError  -- PARTIAL:
                                 -- amountValueAtDate priceoracle styles mc periodlast a  -- posting date unknown, handle like AtEnd
    AtEnd     mc :: Maybe CommoditySymbol
mc                 -> PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> Amount
-> Amount
amountValueAtDate PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mc Day
periodlast Amount
a
    AtNow     mc :: Maybe CommoditySymbol
mc                 -> PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> Amount
-> Amount
amountValueAtDate PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mc Day
today Amount
a
    AtDefault mc :: Maybe CommoditySymbol
mc | Bool
ismultiperiod -> PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> Amount
-> Amount
amountValueAtDate PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mc Day
periodlast Amount
a
    AtDefault mc :: Maybe CommoditySymbol
mc                 -> PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> Amount
-> Amount
amountValueAtDate PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mc (Day -> Maybe Day -> Day
forall a. a -> Maybe a -> a
fromMaybe Day
today Maybe Day
mreportlast) Amount
a
    AtDate d :: Day
d  mc :: Maybe CommoditySymbol
mc                 -> PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> Amount
-> Amount
amountValueAtDate PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mc Day
d Amount
a

-- | Standard error message for a report not supporting --value=then.
unsupportedValueThenError :: String
unsupportedValueThenError :: String
unsupportedValueThenError = "Sorry, --value=then is not yet implemented for this kind of report."

-- | Find the market value of each component amount in the given
-- commodity, or its default valuation commodity, at the given
-- valuation date, using the given market price oracle.
-- When market prices available on that date are not sufficient to
-- calculate the value, amounts are left unchanged.
mixedAmountValueAtDate :: PriceOracle -> M.Map CommoditySymbol AmountStyle -> Maybe CommoditySymbol -> Day -> MixedAmount -> MixedAmount
mixedAmountValueAtDate :: PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> MixedAmount
-> MixedAmount
mixedAmountValueAtDate priceoracle :: PriceOracle
priceoracle styles :: Map CommoditySymbol AmountStyle
styles mc :: Maybe CommoditySymbol
mc d :: Day
d (Mixed as :: [Amount]
as) = [Amount] -> MixedAmount
Mixed ([Amount] -> MixedAmount) -> [Amount] -> MixedAmount
forall a b. (a -> b) -> a -> b
$ (Amount -> Amount) -> [Amount] -> [Amount]
forall a b. (a -> b) -> [a] -> [b]
map (PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> Amount
-> Amount
amountValueAtDate PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mc Day
d) [Amount]
as

-- | Find the market value of this amount in the given valuation
-- commodity if any, otherwise the default valuation commodity, at the
-- given valuation date. (The default valuation commodity is the
-- commodity of the latest applicable market price before the
-- valuation date.)
--
-- The returned amount will have its commodity's canonical style applied,
-- but with the precision adjusted to show all significant decimal digits
-- up to a maximum of 8. (experimental)
--
-- If the market prices available on that date are not sufficient to
-- calculate this value, the amount is left unchanged.
amountValueAtDate :: PriceOracle -> M.Map CommoditySymbol AmountStyle -> Maybe CommoditySymbol -> Day -> Amount -> Amount
amountValueAtDate :: PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> Amount
-> Amount
amountValueAtDate priceoracle :: PriceOracle
priceoracle styles :: Map CommoditySymbol AmountStyle
styles mto :: Maybe CommoditySymbol
mto d :: Day
d a :: Amount
a =
  case PriceOracle
priceoracle (Day
d, Amount -> CommoditySymbol
acommodity Amount
a, Maybe CommoditySymbol
mto) of
    Nothing           -> Amount
a
    Just (comm :: CommoditySymbol
comm, rate :: Quantity
rate) ->
      -- setNaturalPrecisionUpTo 8 $  -- XXX force higher precision in case amount appears to be zero ?
                                      -- Make default display style use precision 2 instead of 0 ?
                                      -- Leave as is for now; mentioned in manual.
      Map CommoditySymbol AmountStyle -> Amount -> Amount
styleAmount Map CommoditySymbol AmountStyle
styles
      Amount
amount{acommodity :: CommoditySymbol
acommodity=CommoditySymbol
comm, aquantity :: Quantity
aquantity=Quantity
rate Quantity -> Quantity -> Quantity
forall a. Num a => a -> a -> a
* Amount -> Quantity
aquantity Amount
a}

------------------------------------------------------------------------------
-- Market price lookup

-- | Given a memoising price graph generator, a valuation date, a
-- source commodity and an optional valuation commodity, find the
-- value on that date of one unit of the source commodity in the
-- valuation commodity, or in a default valuation commodity. Returns
-- the valuation commodity that was specified or chosen, and the
-- quantity of it that one unit of the source commodity is worth. Or
-- if no applicable market price can be found or calculated, or if the
-- source commodity and the valuation commodity are the same, returns
-- Nothing.
--
-- See makePriceGraph for how prices are determined.
-- Note that both market prices and default valuation commodities can
-- vary with valuation date, since that determines which market prices
-- are visible.
--
priceLookup :: (Day -> PriceGraph) -> Day -> CommoditySymbol -> Maybe CommoditySymbol -> Maybe (CommoditySymbol, Quantity)
priceLookup :: (Day -> PriceGraph)
-> Day
-> CommoditySymbol
-> Maybe CommoditySymbol
-> Maybe (CommoditySymbol, Quantity)
priceLookup makepricegraph :: Day -> PriceGraph
makepricegraph d :: Day
d from :: CommoditySymbol
from mto :: Maybe CommoditySymbol
mto =
  -- trace ("priceLookup ("++show d++", "++show from++", "++show mto++")") $
  let
    -- build a graph of the commodity exchange rates in effect on this day
    -- XXX should hide these fgl details better
    PriceGraph{prGraph :: PriceGraph -> Gr CommoditySymbol Quantity
prGraph=Gr CommoditySymbol Quantity
g, prNodemap :: PriceGraph -> NodeMap CommoditySymbol
prNodemap=NodeMap CommoditySymbol
m, prDefaultValuationCommodities :: PriceGraph -> Map CommoditySymbol CommoditySymbol
prDefaultValuationCommodities=Map CommoditySymbol CommoditySymbol
defaultdests} =
      Int -> String -> PriceGraph -> PriceGraph
forall a. Int -> String -> a -> a
traceAt 1 ("valuation date: "String -> ShowS
forall a. [a] -> [a] -> [a]
++Day -> String
forall a. Show a => a -> String
show Day
d) (PriceGraph -> PriceGraph) -> PriceGraph -> PriceGraph
forall a b. (a -> b) -> a -> b
$ Day -> PriceGraph
makepricegraph Day
d
    fromnode :: Int
fromnode = NodeMap CommoditySymbol -> CommoditySymbol -> Int
forall a. Ord a => NodeMap a -> a -> Int
node NodeMap CommoditySymbol
m CommoditySymbol
from
    mto' :: Maybe CommoditySymbol
mto' = Maybe CommoditySymbol
mto Maybe CommoditySymbol
-> Maybe CommoditySymbol -> Maybe CommoditySymbol
forall (f :: * -> *) a. Alternative f => f a -> f a -> f a
<|> Maybe CommoditySymbol
mdefaultto
      where
        mdefaultto :: Maybe CommoditySymbol
mdefaultto = String -> Maybe CommoditySymbol -> Maybe CommoditySymbol
forall a. Show a => String -> a -> a
dbg1 ("default valuation commodity for "String -> ShowS
forall a. [a] -> [a] -> [a]
++CommoditySymbol -> String
T.unpack CommoditySymbol
from) (Maybe CommoditySymbol -> Maybe CommoditySymbol)
-> Maybe CommoditySymbol -> Maybe CommoditySymbol
forall a b. (a -> b) -> a -> b
$
                     CommoditySymbol
-> Map CommoditySymbol CommoditySymbol -> Maybe CommoditySymbol
forall k a. Ord k => k -> Map k a -> Maybe a
M.lookup CommoditySymbol
from Map CommoditySymbol CommoditySymbol
defaultdests
  in
    case Maybe CommoditySymbol
mto' of
      Nothing            -> Maybe (CommoditySymbol, Quantity)
forall a. Maybe a
Nothing
      Just to :: CommoditySymbol
to | CommoditySymbol
toCommoditySymbol -> CommoditySymbol -> Bool
forall a. Eq a => a -> a -> Bool
==CommoditySymbol
from -> Maybe (CommoditySymbol, Quantity)
forall a. Maybe a
Nothing
      Just to :: CommoditySymbol
to            ->
        -- We have a commodity to convert to. Find the most direct price available.
        case Maybe Quantity
mindirectprice of
          Nothing -> Maybe (CommoditySymbol, Quantity)
forall a. Maybe a
Nothing
          Just q :: Quantity
q  -> (CommoditySymbol, Quantity) -> Maybe (CommoditySymbol, Quantity)
forall a. a -> Maybe a
Just (CommoditySymbol
to, Quantity
q)
        where
          tonode :: Int
tonode = NodeMap CommoditySymbol -> CommoditySymbol -> Int
forall a. Ord a => NodeMap a -> a -> Int
node NodeMap CommoditySymbol
m CommoditySymbol
to
          Maybe Quantity
mindirectprice :: Maybe Quantity =
            -- Find the shortest path, if any, between from and to.
            case Int -> Int -> Gr CommoditySymbol Quantity -> Maybe Path
forall (gr :: * -> * -> *) b a.
(Graph gr, Real b) =>
Int -> Int -> gr a b -> Maybe Path
sp Int
fromnode Int
tonode Gr CommoditySymbol Quantity
g :: Maybe [Node] of
              Nothing    -> Maybe Quantity
forall a. Maybe a
Nothing
              Just nodes :: Path
nodes ->
                String -> Maybe Quantity -> Maybe Quantity
forall i.
(Integral i, Show i) =>
String -> Maybe (DecimalRaw i) -> Maybe (DecimalRaw i)
dbg ("market price for "String -> ShowS
forall a. [a] -> [a] -> [a]
++String -> [String] -> String
forall a. [a] -> [[a]] -> [a]
intercalate " -> " ((CommoditySymbol -> String) -> [CommoditySymbol] -> [String]
forall a b. (a -> b) -> [a] -> [b]
map CommoditySymbol -> String
T.unpack [CommoditySymbol]
comms)) (Maybe Quantity -> Maybe Quantity)
-> Maybe Quantity -> Maybe Quantity
forall a b. (a -> b) -> a -> b
$
                  -- TODO: it would be nice to include price date as part of the label
                  -- in PriceGraph, so we could show the dates of market prices here
                Quantity -> Maybe Quantity
forall a. a -> Maybe a
Just (Quantity -> Maybe Quantity) -> Quantity -> Maybe Quantity
forall a b. (a -> b) -> a -> b
$ [Quantity] -> Quantity
forall (t :: * -> *) a. (Foldable t, Num a) => t a -> a
product ([Quantity] -> Quantity) -> [Quantity] -> Quantity
forall a b. (a -> b) -> a -> b
$ Gr CommoditySymbol Quantity -> Path -> [Quantity]
forall b a. (Show b, Ord b) => Gr a b -> Path -> [b]
pathEdgeLabels Gr CommoditySymbol Quantity
g Path
nodes  -- convert to a single exchange rate
                where comms :: [CommoditySymbol]
comms = [Maybe CommoditySymbol] -> [CommoditySymbol]
forall a. [Maybe a] -> [a]
catMaybes ([Maybe CommoditySymbol] -> [CommoditySymbol])
-> [Maybe CommoditySymbol] -> [CommoditySymbol]
forall a b. (a -> b) -> a -> b
$ (Int -> Maybe CommoditySymbol) -> Path -> [Maybe CommoditySymbol]
forall a b. (a -> b) -> [a] -> [b]
map (Gr CommoditySymbol Quantity -> Int -> Maybe CommoditySymbol
forall (gr :: * -> * -> *) a b.
Graph gr =>
gr a b -> Int -> Maybe a
lab Gr CommoditySymbol Quantity
g) Path
nodes

          -- log a message and a Maybe Quantity, hiding Just/Nothing and limiting decimal places
          dbg :: String -> Maybe (DecimalRaw i) -> Maybe (DecimalRaw i)
dbg msg :: String
msg = (Maybe (DecimalRaw i) -> String)
-> Maybe (DecimalRaw i) -> Maybe (DecimalRaw i)
forall a. Show a => (a -> String) -> a -> a
dbg1With (((String
msgString -> ShowS
forall a. [a] -> [a] -> [a]
++": ")String -> ShowS
forall a. [a] -> [a] -> [a]
++) ShowS
-> (Maybe (DecimalRaw i) -> String)
-> Maybe (DecimalRaw i)
-> String
forall b c a. (b -> c) -> (a -> b) -> a -> c
. String
-> (DecimalRaw i -> String) -> Maybe (DecimalRaw i) -> String
forall b a. b -> (a -> b) -> Maybe a -> b
maybe "" (DecimalRaw i -> String
forall a. Show a => a -> String
show (DecimalRaw i -> String)
-> (DecimalRaw i -> DecimalRaw i) -> DecimalRaw i -> String
forall b c a. (b -> c) -> (a -> b) -> a -> c
. Word8 -> DecimalRaw i -> DecimalRaw i
forall i. Integral i => Word8 -> DecimalRaw i -> DecimalRaw i
roundTo 8))

tests_priceLookup :: TestTree
tests_priceLookup =
  let
    p :: Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p y :: Integer
y m :: Int
m d :: Int
d from :: CommoditySymbol
from q :: Quantity
q to :: CommoditySymbol
to = MarketPrice :: Day
-> CommoditySymbol -> CommoditySymbol -> Quantity -> MarketPrice
MarketPrice{mpdate :: Day
mpdate=Integer -> Int -> Int -> Day
fromGregorian Integer
y Int
m Int
d, mpfrom :: CommoditySymbol
mpfrom=CommoditySymbol
from, mpto :: CommoditySymbol
mpto=CommoditySymbol
to, mprate :: Quantity
mprate=Quantity
q}
    ps1 :: [MarketPrice]
ps1 = [
       Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p 2000 01 01 "A" 10 "B"
      ,Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p 2000 01 01 "B" 10 "C"
      ,Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p 2000 01 01 "C" 10 "D"
      ,Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p 2000 01 01 "E"  2 "D"
      ,Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p 2001 01 01 "A" 11 "B"
      ]
    makepricegraph :: Day -> PriceGraph
makepricegraph = [MarketPrice] -> [MarketPrice] -> Day -> PriceGraph
makePriceGraph [MarketPrice]
ps1 []
  in String -> Assertion -> TestTree
test "priceLookup" (Assertion -> TestTree) -> Assertion -> TestTree
forall a b. (a -> b) -> a -> b
$ do
    (Day -> PriceGraph)
-> Day
-> CommoditySymbol
-> Maybe CommoditySymbol
-> Maybe (CommoditySymbol, Quantity)
priceLookup Day -> PriceGraph
makepricegraph (Integer -> Int -> Int -> Day
fromGregorian 1999 01 01) "A" Maybe CommoditySymbol
forall a. Maybe a
Nothing    Maybe (CommoditySymbol, Quantity)
-> Maybe (CommoditySymbol, Quantity) -> Assertion
forall a. (Eq a, Show a, HasCallStack) => a -> a -> Assertion
@?= Maybe (CommoditySymbol, Quantity)
forall a. Maybe a
Nothing
    (Day -> PriceGraph)
-> Day
-> CommoditySymbol
-> Maybe CommoditySymbol
-> Maybe (CommoditySymbol, Quantity)
priceLookup Day -> PriceGraph
makepricegraph (Integer -> Int -> Int -> Day
fromGregorian 2000 01 01) "A" Maybe CommoditySymbol
forall a. Maybe a
Nothing    Maybe (CommoditySymbol, Quantity)
-> Maybe (CommoditySymbol, Quantity) -> Assertion
forall a. (Eq a, Show a, HasCallStack) => a -> a -> Assertion
@?= (CommoditySymbol, Quantity) -> Maybe (CommoditySymbol, Quantity)
forall a. a -> Maybe a
Just ("B",10)
    (Day -> PriceGraph)
-> Day
-> CommoditySymbol
-> Maybe CommoditySymbol
-> Maybe (CommoditySymbol, Quantity)
priceLookup Day -> PriceGraph
makepricegraph (Integer -> Int -> Int -> Day
fromGregorian 2000 01 01) "B" (CommoditySymbol -> Maybe CommoditySymbol
forall a. a -> Maybe a
Just "A") Maybe (CommoditySymbol, Quantity)
-> Maybe (CommoditySymbol, Quantity) -> Assertion
forall a. (Eq a, Show a, HasCallStack) => a -> a -> Assertion
@?= (CommoditySymbol, Quantity) -> Maybe (CommoditySymbol, Quantity)
forall a. a -> Maybe a
Just ("A",0.1)
    (Day -> PriceGraph)
-> Day
-> CommoditySymbol
-> Maybe CommoditySymbol
-> Maybe (CommoditySymbol, Quantity)
priceLookup Day -> PriceGraph
makepricegraph (Integer -> Int -> Int -> Day
fromGregorian 2000 01 01) "A" (CommoditySymbol -> Maybe CommoditySymbol
forall a. a -> Maybe a
Just "E") Maybe (CommoditySymbol, Quantity)
-> Maybe (CommoditySymbol, Quantity) -> Assertion
forall a. (Eq a, Show a, HasCallStack) => a -> a -> Assertion
@?= (CommoditySymbol, Quantity) -> Maybe (CommoditySymbol, Quantity)
forall a. a -> Maybe a
Just ("E",500)

-- | Build the graph of commodity conversion prices for a given day.
-- Converts a list of declared market prices in parse order, and a
-- list of transaction-inferred market prices in parse order, to a
-- graph of all known exchange rates between commodity pairs in effect
-- on that day. Cf hledger.m4.md -> Valuation:
--
-- hledger looks for a market price (exchange rate) from commodity A
-- to commodity B in one or more of these ways, in this order of
-- preference:
--
-- 1. A *declared market price* or *inferred market price*:
--    A's latest market price in B on or before the valuation date
--    as declared by a P directive, or (with the `--infer-value` flag)
--    inferred from transaction prices.
--   
-- 2. A *reverse market price*:
--    the inverse of a declared or inferred market price from B to A.
-- 
-- 3. A *chained market price*:
--    a synthetic price formed by combining the shortest chain of market
--    prices (any of the above types) leading from A to B.
--
-- 1 and 2 form the edges of the price graph, and we can query it for
-- 3 (which is the reason we use a graph).
--
-- We also identify each commodity's default valuation commodity, if
-- any. For each commodity A, hledger picks a default valuation
-- commodity as follows, in this order of preference:
--
-- 1. The price commodity from the latest declared market price for A
--    on or before valuation date.
--
-- 2. The price commodity from the latest declared market price for A
--    on any date. (Allows conversion to proceed if there are inferred
--    prices before the valuation date.)
--
-- 3. If there are no P directives at all (any commodity or date), and
--    the `--infer-value` flag is used, then the price commodity from
--    the latest transaction price for A on or before valuation date.
--
makePriceGraph :: [MarketPrice] -> [MarketPrice] -> Day -> PriceGraph
makePriceGraph :: [MarketPrice] -> [MarketPrice] -> Day -> PriceGraph
makePriceGraph alldeclaredprices :: [MarketPrice]
alldeclaredprices allinferredprices :: [MarketPrice]
allinferredprices d :: Day
d =
  String -> PriceGraph -> PriceGraph
forall a. Show a => String -> a -> a
dbg9 ("makePriceGraph "String -> ShowS
forall a. [a] -> [a] -> [a]
++Day -> String
forall a. Show a => a -> String
show Day
d) (PriceGraph -> PriceGraph) -> PriceGraph -> PriceGraph
forall a b. (a -> b) -> a -> b
$
  PriceGraph :: Gr CommoditySymbol Quantity
-> NodeMap CommoditySymbol
-> Map CommoditySymbol CommoditySymbol
-> PriceGraph
PriceGraph{prGraph :: Gr CommoditySymbol Quantity
prGraph=Gr CommoditySymbol Quantity
g, prNodemap :: NodeMap CommoditySymbol
prNodemap=NodeMap CommoditySymbol
m, prDefaultValuationCommodities :: Map CommoditySymbol CommoditySymbol
prDefaultValuationCommodities=Map CommoditySymbol CommoditySymbol
defaultdests}
  where
    -- prices in effect on date d, either declared or inferred
    visibledeclaredprices :: [MarketPrice]
visibledeclaredprices = (MarketPrice -> Bool) -> [MarketPrice] -> [MarketPrice]
forall a. (a -> Bool) -> [a] -> [a]
filter ((Day -> Day -> Bool
forall a. Ord a => a -> a -> Bool
<=Day
d)(Day -> Bool) -> (MarketPrice -> Day) -> MarketPrice -> Bool
forall b c a. (b -> c) -> (a -> b) -> a -> c
.MarketPrice -> Day
mpdate) [MarketPrice]
alldeclaredprices
    visibleinferredprices :: [MarketPrice]
visibleinferredprices = (MarketPrice -> Bool) -> [MarketPrice] -> [MarketPrice]
forall a. (a -> Bool) -> [a] -> [a]
filter ((Day -> Day -> Bool
forall a. Ord a => a -> a -> Bool
<=Day
d)(Day -> Bool) -> (MarketPrice -> Day) -> MarketPrice -> Bool
forall b c a. (b -> c) -> (a -> b) -> a -> c
.MarketPrice -> Day
mpdate) [MarketPrice]
allinferredprices
    declaredandinferredprices :: [MarketPrice]
declaredandinferredprices = String -> [MarketPrice] -> [MarketPrice]
forall a. Show a => String -> a -> a
dbg2 "declaredandinferredprices" ([MarketPrice] -> [MarketPrice]) -> [MarketPrice] -> [MarketPrice]
forall a b. (a -> b) -> a -> b
$
      [MarketPrice] -> [MarketPrice] -> [MarketPrice]
effectiveMarketPrices [MarketPrice]
visibledeclaredprices [MarketPrice]
visibleinferredprices

    -- infer any additional reverse prices not already declared or inferred
    reverseprices :: [MarketPrice]
reverseprices = String -> [MarketPrice] -> [MarketPrice]
forall a. Show a => String -> a -> a
dbg2 "reverseprices" ([MarketPrice] -> [MarketPrice]) -> [MarketPrice] -> [MarketPrice]
forall a b. (a -> b) -> a -> b
$
      (MarketPrice -> MarketPrice) -> [MarketPrice] -> [MarketPrice]
forall a b. (a -> b) -> [a] -> [b]
map MarketPrice -> MarketPrice
marketPriceReverse [MarketPrice]
declaredandinferredprices [MarketPrice] -> [MarketPrice] -> [MarketPrice]
forall a. Eq a => [a] -> [a] -> [a]
\\ [MarketPrice]
declaredandinferredprices

    -- build the graph and associated node map
    (g :: Gr CommoditySymbol Quantity
g, m :: NodeMap CommoditySymbol
m) =
      [CommoditySymbol]
-> [(CommoditySymbol, CommoditySymbol, Quantity)]
-> (Gr CommoditySymbol Quantity, NodeMap CommoditySymbol)
forall a (g :: * -> * -> *) b.
(Ord a, DynGraph g) =>
[a] -> [(a, a, b)] -> (g a b, NodeMap a)
mkMapGraph
      (String -> [CommoditySymbol] -> [CommoditySymbol]
forall a. Show a => String -> a -> a
dbg9 "price graph labels" ([CommoditySymbol] -> [CommoditySymbol])
-> [CommoditySymbol] -> [CommoditySymbol]
forall a b. (a -> b) -> a -> b
$ [CommoditySymbol] -> [CommoditySymbol]
forall a. Ord a => [a] -> [a]
sort [CommoditySymbol]
allcomms) -- this must include all nodes mentioned in edges
      (String
-> [(CommoditySymbol, CommoditySymbol, Quantity)]
-> [(CommoditySymbol, CommoditySymbol, Quantity)]
forall a. Show a => String -> a -> a
dbg9 "price graph edges" ([(CommoditySymbol, CommoditySymbol, Quantity)]
 -> [(CommoditySymbol, CommoditySymbol, Quantity)])
-> [(CommoditySymbol, CommoditySymbol, Quantity)]
-> [(CommoditySymbol, CommoditySymbol, Quantity)]
forall a b. (a -> b) -> a -> b
$ [(CommoditySymbol
mpfrom, CommoditySymbol
mpto, Quantity
mprate) | MarketPrice{..} <- [MarketPrice]
prices])
      :: (Gr CommoditySymbol Quantity, NodeMap CommoditySymbol)
      where
        prices :: [MarketPrice]
prices   = [MarketPrice]
declaredandinferredprices [MarketPrice] -> [MarketPrice] -> [MarketPrice]
forall a. [a] -> [a] -> [a]
++ [MarketPrice]
reverseprices
        allcomms :: [CommoditySymbol]
allcomms = (MarketPrice -> CommoditySymbol)
-> [MarketPrice] -> [CommoditySymbol]
forall a b. (a -> b) -> [a] -> [b]
map MarketPrice -> CommoditySymbol
mpfrom [MarketPrice]
prices

    -- determine a default valuation commodity for each source commodity
    -- somewhat but not quite like effectiveMarketPrices
    defaultdests :: Map CommoditySymbol CommoditySymbol
defaultdests = [(CommoditySymbol, CommoditySymbol)]
-> Map CommoditySymbol CommoditySymbol
forall k a. Ord k => [(k, a)] -> Map k a
M.fromList [(CommoditySymbol
mpfrom,CommoditySymbol
mpto) | MarketPrice{..} <- [MarketPrice]
pricesfordefaultcomms]
      where
        pricesfordefaultcomms :: [MarketPrice]
pricesfordefaultcomms = String -> [MarketPrice] -> [MarketPrice]
forall a. Show a => String -> a -> a
dbg2 "prices for choosing default valuation commodities, by date then parse order" ([MarketPrice] -> [MarketPrice]) -> [MarketPrice] -> [MarketPrice]
forall a b. (a -> b) -> a -> b
$
          [MarketPrice]
ps
          [MarketPrice]
-> ([MarketPrice] -> [(Integer, MarketPrice)])
-> [(Integer, MarketPrice)]
forall a b. a -> (a -> b) -> b
& [Integer] -> [MarketPrice] -> [(Integer, MarketPrice)]
forall a b. [a] -> [b] -> [(a, b)]
zip [1..]  -- label items with their parse order
          [(Integer, MarketPrice)]
-> ([(Integer, MarketPrice)] -> [(Integer, MarketPrice)])
-> [(Integer, MarketPrice)]
forall a b. a -> (a -> b) -> b
& ((Integer, MarketPrice) -> (Integer, MarketPrice) -> Ordering)
-> [(Integer, MarketPrice)] -> [(Integer, MarketPrice)]
forall a. (a -> a -> Ordering) -> [a] -> [a]
sortBy ((Day, Integer) -> (Day, Integer) -> Ordering
forall a. Ord a => a -> a -> Ordering
compare ((Day, Integer) -> (Day, Integer) -> Ordering)
-> ((Integer, MarketPrice) -> (Day, Integer))
-> (Integer, MarketPrice)
-> (Integer, MarketPrice)
-> Ordering
forall b c a. (b -> b -> c) -> (a -> b) -> a -> a -> c
`on` (\(parseorder :: Integer
parseorder,MarketPrice{..})->(Day
mpdate,Integer
parseorder)))  -- sort by increasing date then increasing parse order
          [(Integer, MarketPrice)]
-> ([(Integer, MarketPrice)] -> [MarketPrice]) -> [MarketPrice]
forall a b. a -> (a -> b) -> b
& ((Integer, MarketPrice) -> MarketPrice)
-> [(Integer, MarketPrice)] -> [MarketPrice]
forall a b. (a -> b) -> [a] -> [b]
map (Integer, MarketPrice) -> MarketPrice
forall a b. (a, b) -> b
snd    -- discard labels
          where
            ps :: [MarketPrice]
ps | Bool -> Bool
not (Bool -> Bool) -> Bool -> Bool
forall a b. (a -> b) -> a -> b
$ [MarketPrice] -> Bool
forall (t :: * -> *) a. Foldable t => t a -> Bool
null [MarketPrice]
visibledeclaredprices = [MarketPrice]
visibledeclaredprices
               | Bool -> Bool
not (Bool -> Bool) -> Bool -> Bool
forall a b. (a -> b) -> a -> b
$ [MarketPrice] -> Bool
forall (t :: * -> *) a. Foldable t => t a -> Bool
null [MarketPrice]
alldeclaredprices     = [MarketPrice]
alldeclaredprices
               | Bool
otherwise                        = [MarketPrice]
visibleinferredprices  -- will be null without --infer-value

-- | Given a list of P-declared market prices in parse order and a
-- list of transaction-inferred market prices in parse order, select
-- just the latest prices that are in effect for each commodity pair.
-- That is, for each commodity pair, the latest price by date then
-- parse order, with declared prices having precedence over inferred
-- prices on the same day.
effectiveMarketPrices :: [MarketPrice] -> [MarketPrice] -> [MarketPrice]
effectiveMarketPrices :: [MarketPrice] -> [MarketPrice] -> [MarketPrice]
effectiveMarketPrices declaredprices :: [MarketPrice]
declaredprices inferredprices :: [MarketPrice]
inferredprices =
  let
    -- label each item with its same-day precedence, then parse order
    declaredprices' :: [(Integer, Integer, MarketPrice)]
declaredprices' = [(1, Integer
i, MarketPrice
p) | (i :: Integer
i,p :: MarketPrice
p) <- [Integer] -> [MarketPrice] -> [(Integer, MarketPrice)]
forall a b. [a] -> [b] -> [(a, b)]
zip [1..] [MarketPrice]
declaredprices]
    inferredprices' :: [(Integer, Integer, MarketPrice)]
inferredprices' = [(0, Integer
i, MarketPrice
p) | (i :: Integer
i,p :: MarketPrice
p) <- [Integer] -> [MarketPrice] -> [(Integer, MarketPrice)]
forall a b. [a] -> [b] -> [(a, b)]
zip [1..] [MarketPrice]
inferredprices]
  in
    -- combine
    [(Integer, Integer, MarketPrice)]
declaredprices' [(Integer, Integer, MarketPrice)]
-> [(Integer, Integer, MarketPrice)]
-> [(Integer, Integer, MarketPrice)]
forall a. [a] -> [a] -> [a]
++ [(Integer, Integer, MarketPrice)]
inferredprices'
    -- sort by decreasing date then decreasing precedence then decreasing parse order
    [(Integer, Integer, MarketPrice)]
-> ([(Integer, Integer, MarketPrice)]
    -> [(Integer, Integer, MarketPrice)])
-> [(Integer, Integer, MarketPrice)]
forall a b. a -> (a -> b) -> b
& ((Integer, Integer, MarketPrice)
 -> (Integer, Integer, MarketPrice) -> Ordering)
-> [(Integer, Integer, MarketPrice)]
-> [(Integer, Integer, MarketPrice)]
forall a. (a -> a -> Ordering) -> [a] -> [a]
sortBy (((Day, Integer, Integer) -> (Day, Integer, Integer) -> Ordering)
-> (Day, Integer, Integer) -> (Day, Integer, Integer) -> Ordering
forall a b c. (a -> b -> c) -> b -> a -> c
flip (Day, Integer, Integer) -> (Day, Integer, Integer) -> Ordering
forall a. Ord a => a -> a -> Ordering
compare ((Day, Integer, Integer) -> (Day, Integer, Integer) -> Ordering)
-> ((Integer, Integer, MarketPrice) -> (Day, Integer, Integer))
-> (Integer, Integer, MarketPrice)
-> (Integer, Integer, MarketPrice)
-> Ordering
forall b c a. (b -> b -> c) -> (a -> b) -> a -> a -> c
`on` (\(precedence :: Integer
precedence,parseorder :: Integer
parseorder,mp :: MarketPrice
mp)->(MarketPrice -> Day
mpdate MarketPrice
mp,Integer
precedence,Integer
parseorder)))
    -- discard the sorting labels
    [(Integer, Integer, MarketPrice)]
-> ([(Integer, Integer, MarketPrice)] -> [MarketPrice])
-> [MarketPrice]
forall a b. a -> (a -> b) -> b
& ((Integer, Integer, MarketPrice) -> MarketPrice)
-> [(Integer, Integer, MarketPrice)] -> [MarketPrice]
forall a b. (a -> b) -> [a] -> [b]
map (Integer, Integer, MarketPrice) -> MarketPrice
forall a b c. (a, b, c) -> c
third3
    -- keep only the first (ie the newest, highest precedence, latest parsed) price for each pair
    [MarketPrice] -> ([MarketPrice] -> [MarketPrice]) -> [MarketPrice]
forall a b. a -> (a -> b) -> b
& (MarketPrice -> MarketPrice -> Ordering)
-> [MarketPrice] -> [MarketPrice]
forall a. (a -> a -> Ordering) -> [a] -> [a]
nubSortBy ((CommoditySymbol, CommoditySymbol)
-> (CommoditySymbol, CommoditySymbol) -> Ordering
forall a. Ord a => a -> a -> Ordering
compare ((CommoditySymbol, CommoditySymbol)
 -> (CommoditySymbol, CommoditySymbol) -> Ordering)
-> (MarketPrice -> (CommoditySymbol, CommoditySymbol))
-> MarketPrice
-> MarketPrice
-> Ordering
forall b c a. (b -> b -> c) -> (a -> b) -> a -> a -> c
`on` (\(MarketPrice{..})->(CommoditySymbol
mpfrom,CommoditySymbol
mpto)))

marketPriceReverse :: MarketPrice -> MarketPrice
marketPriceReverse :: MarketPrice -> MarketPrice
marketPriceReverse mp :: MarketPrice
mp@MarketPrice{..} = MarketPrice
mp{mpfrom :: CommoditySymbol
mpfrom=CommoditySymbol
mpto, mpto :: CommoditySymbol
mpto=CommoditySymbol
mpfrom, mprate :: Quantity
mprate=1Quantity -> Quantity -> Quantity
forall a. Fractional a => a -> a -> a
/Quantity
mprate}

------------------------------------------------------------------------------
-- fgl helpers

-- | Look up an existing graph node by its label.
-- (If the node does not exist, a new one will be generated, but not
-- persisted in the nodemap.)
node :: Ord a => NodeMap a -> a -> Node
node :: NodeMap a -> a -> Int
node m :: NodeMap a
m = (Int, a) -> Int
forall a b. (a, b) -> a
fst ((Int, a) -> Int) -> (a -> (Int, a)) -> a -> Int
forall b c a. (b -> c) -> (a -> b) -> a -> c
. ((Int, a), NodeMap a) -> (Int, a)
forall a b. (a, b) -> a
fst (((Int, a), NodeMap a) -> (Int, a))
-> (a -> ((Int, a), NodeMap a)) -> a -> (Int, a)
forall b c a. (b -> c) -> (a -> b) -> a -> c
. NodeMap a -> a -> ((Int, a), NodeMap a)
forall a. Ord a => NodeMap a -> a -> (LNode a, NodeMap a)
mkNode NodeMap a
m

-- | Convert a valid path within the given graph to the corresponding
-- edge labels. When there are multiple edges between two nodes, the
-- lowest-sorting label is used.
pathEdgeLabels :: (Show b, Ord b) => Gr a b -> [Node] -> [b]
pathEdgeLabels :: Gr a b -> Path -> [b]
pathEdgeLabels g :: Gr a b
g = (Maybe b -> b) -> [Maybe b] -> [b]
forall a b. (a -> b) -> [a] -> [b]
map Maybe b -> b
forall a. Maybe a -> a
frommaybe ([Maybe b] -> [b]) -> (Path -> [Maybe b]) -> Path -> [b]
forall b c a. (b -> c) -> (a -> b) -> a -> c
. ((Int, Int) -> Maybe b) -> [(Int, Int)] -> [Maybe b]
forall a b. (a -> b) -> [a] -> [b]
map (Gr a b -> (Int, Int) -> Maybe b
forall b a. Ord b => Gr a b -> (Int, Int) -> Maybe b
nodesEdgeLabel Gr a b
g) ([(Int, Int)] -> [Maybe b])
-> (Path -> [(Int, Int)]) -> Path -> [Maybe b]
forall b c a. (b -> c) -> (a -> b) -> a -> c
. Path -> [(Int, Int)]
pathEdges
  where frommaybe :: Maybe a -> a
frommaybe = a -> Maybe a -> a
forall a. a -> Maybe a -> a
fromMaybe (String -> a
forall a. String -> a
error' "pathEdgeLabels: expected no Nothings here")  -- PARTIAL:

-- | Convert a path to node pairs representing the path's edges.
pathEdges :: [Node] -> [(Node,Node)]
pathEdges :: Path -> [(Int, Int)]
pathEdges p :: Path
p = [(Int
f,Int
t) | f :: Int
f:t :: Int
t:_ <- Path -> [Path]
forall a. [a] -> [[a]]
tails Path
p]

-- | Get the label of a graph edge from one node to another.
-- When there are multiple such edges, the lowest-sorting label is used.
nodesEdgeLabel :: Ord b => Gr a b -> (Node, Node) -> Maybe b
nodesEdgeLabel :: Gr a b -> (Int, Int) -> Maybe b
nodesEdgeLabel g :: Gr a b
g (from :: Int
from,to :: Int
to) = [b] -> Maybe b
forall a. [a] -> Maybe a
headMay ([b] -> Maybe b) -> [b] -> Maybe b
forall a b. (a -> b) -> a -> b
$ [b] -> [b]
forall a. Ord a => [a] -> [a]
sort [b
l | (_,t :: Int
t,l :: b
l) <- Gr a b -> Int -> [(Int, Int, b)]
forall (gr :: * -> * -> *) a b.
Graph gr =>
gr a b -> Int -> [LEdge b]
out Gr a b
g Int
from, Int
tInt -> Int -> Bool
forall a. Eq a => a -> a -> Bool
==Int
to]

------------------------------------------------------------------------------

tests_Valuation :: TestTree
tests_Valuation = String -> [TestTree] -> TestTree
tests "Valuation" [
   TestTree
tests_priceLookup
  ]