{-|

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

-}

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

module Hledger.Data.Valuation (
   Costing(..)
  ,ValuationType(..)
  ,PriceOracle
  ,journalPriceOracle
  ,mixedAmountToCost
  ,mixedAmountApplyValuation
  ,mixedAmountValueAtDate
  ,marketPriceReverse
  ,priceDirectiveToMarketPrice
  -- ,priceLookup
  ,tests_Valuation
)
where

import Control.Applicative ((<|>))
import Data.Function ((&), on)
import Data.List (partition, intercalate, sortBy)
import Data.List.Extra (nubSortBy)
import qualified Data.Map as M
import qualified Data.Set as S
import qualified Data.Text as T
import Data.Time.Calendar (Day, fromGregorian)
import Data.MemoUgly (memo)
import GHC.Generics (Generic)
import Safe (headMay, lastMay)

import Hledger.Utils
import Hledger.Data.Types
import Hledger.Data.Amount
import Hledger.Data.Dates (nulldate)
import Hledger.Data.Commodity (showCommoditySymbol)
import Data.Maybe (fromMaybe)
import Text.Printf (printf)


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

-- | Whether to convert amounts to cost.
data Costing = Cost | NoCost
  deriving (Int -> Costing -> ShowS
[Costing] -> ShowS
Costing -> String
(Int -> Costing -> ShowS)
-> (Costing -> String) -> ([Costing] -> ShowS) -> Show Costing
forall a.
(Int -> a -> ShowS) -> (a -> String) -> ([a] -> ShowS) -> Show a
showList :: [Costing] -> ShowS
$cshowList :: [Costing] -> ShowS
show :: Costing -> String
$cshow :: Costing -> String
showsPrec :: Int -> Costing -> ShowS
$cshowsPrec :: Int -> Costing -> ShowS
Show,Costing -> Costing -> Bool
(Costing -> Costing -> Bool)
-> (Costing -> Costing -> Bool) -> Eq Costing
forall a. (a -> a -> Bool) -> (a -> a -> Bool) -> Eq a
/= :: Costing -> Costing -> Bool
$c/= :: Costing -> Costing -> Bool
== :: Costing -> Costing -> Bool
$c== :: Costing -> Costing -> Bool
Eq)

-- | What kind of value conversion should be done on amounts ?
-- CLI: --value=then|end|now|DATE[,COMM]
data ValuationType =
    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
  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 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 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{CommoditySymbol
Day
Amount
pdamount :: PriceDirective -> Amount
pdcommodity :: PriceDirective -> CommoditySymbol
pddate :: PriceDirective -> Day
pdamount :: Amount
pdcommodity :: CommoditySymbol
pddate :: Day
..} =
  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

-- | Convert all component amounts to cost/selling price if requested, and style them.
mixedAmountToCost :: Costing -> M.Map CommoditySymbol AmountStyle -> MixedAmount -> MixedAmount
mixedAmountToCost :: Costing
-> Map CommoditySymbol AmountStyle -> MixedAmount -> MixedAmount
mixedAmountToCost Costing
cost Map CommoditySymbol AmountStyle
styles = (Amount -> Amount) -> MixedAmount -> MixedAmount
mapMixedAmount (Costing -> Map CommoditySymbol AmountStyle -> Amount -> Amount
amountToCost Costing
cost Map CommoditySymbol AmountStyle
styles)

-- | Apply a specified valuation to this mixed amount, using the
-- provided price oracle, commodity styles, and reference dates.
-- See amountApplyValuation.
mixedAmountApplyValuation :: PriceOracle -> M.Map CommoditySymbol AmountStyle -> Day -> Day -> Day -> ValuationType -> MixedAmount -> MixedAmount
mixedAmountApplyValuation :: PriceOracle
-> Map CommoditySymbol AmountStyle
-> Day
-> Day
-> Day
-> ValuationType
-> MixedAmount
-> MixedAmount
mixedAmountApplyValuation PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Day
periodlast Day
today Day
postingdate ValuationType
v =
  (Amount -> Amount) -> MixedAmount -> MixedAmount
mapMixedAmount (PriceOracle
-> Map CommoditySymbol AmountStyle
-> Day
-> Day
-> Day
-> ValuationType
-> Amount
-> Amount
amountApplyValuation PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Day
periodlast Day
today Day
postingdate ValuationType
v)

-- | Convert an Amount to its cost if requested, and style it appropriately.
amountToCost :: Costing -> M.Map CommoditySymbol AmountStyle -> Amount -> Amount
amountToCost :: Costing -> Map CommoditySymbol AmountStyle -> Amount -> Amount
amountToCost Costing
NoCost Map CommoditySymbol AmountStyle
_      = Amount -> Amount
forall a. a -> a
id
amountToCost Costing
Cost   Map CommoditySymbol AmountStyle
styles = Map CommoditySymbol AmountStyle -> Amount -> Amount
styleAmount Map CommoditySymbol AmountStyle
styles (Amount -> Amount) -> (Amount -> Amount) -> Amount -> Amount
forall b c a. (b -> c) -> (a -> b) -> a -> c
. Amount -> Amount
amountCost

-- | 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).
--
-- 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 -> Day -> Day -> ValuationType -> Amount -> Amount
amountApplyValuation :: PriceOracle
-> Map CommoditySymbol AmountStyle
-> Day
-> Day
-> Day
-> ValuationType
-> Amount
-> Amount
amountApplyValuation PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Day
periodlast Day
today Day
postingdate ValuationType
v Amount
a =
  case ValuationType
v of
    AtThen    Maybe CommoditySymbol
mc      -> PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> Amount
-> Amount
amountValueAtDate PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mc Day
postingdate Amount
a
    AtEnd     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     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
    AtDate Day
d  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

-- | 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 Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mc Day
d = (Amount -> Amount) -> MixedAmount -> MixedAmount
mapMixedAmount (PriceOracle
-> Map CommoditySymbol AmountStyle
-> Maybe CommoditySymbol
-> Day
-> Amount
-> Amount
amountValueAtDate PriceOracle
priceoracle Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mc Day
d)

-- | 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 Map CommoditySymbol AmountStyle
styles Maybe CommoditySymbol
mto Day
d Amount
a =
  case PriceOracle
priceoracle (Day
d, Amount -> CommoditySymbol
acommodity Amount
a, Maybe CommoditySymbol
mto) of
    Maybe (CommoditySymbol, Quantity)
Nothing           -> Amount
a
    Just (CommoditySymbol
comm, 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 Day -> PriceGraph
makepricegraph Day
d CommoditySymbol
from Maybe CommoditySymbol
mto =
  -- trace ("priceLookup ("++show d++", "++show from++", "++show mto++")") $
  let
    PriceGraph{pgEdges :: PriceGraph -> [MarketPrice]
pgEdges=[MarketPrice]
forwardprices
              ,pgEdgesRev :: PriceGraph -> [MarketPrice]
pgEdgesRev=[MarketPrice]
allprices
              ,pgDefaultValuationCommodities :: PriceGraph -> Map CommoditySymbol CommoditySymbol
pgDefaultValuationCommodities=Map CommoditySymbol CommoditySymbol
defaultdests
              } =
      Int -> String -> PriceGraph -> PriceGraph
forall a. Int -> String -> a -> a
traceAt Int
1 (String
"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
    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 (String
"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
      Maybe CommoditySymbol
Nothing            -> Maybe (CommoditySymbol, Quantity)
forall a. Maybe a
Nothing
      Just CommoditySymbol
to | CommoditySymbol
toCommoditySymbol -> CommoditySymbol -> Bool
forall a. Eq a => a -> a -> Bool
==CommoditySymbol
from -> Maybe (CommoditySymbol, Quantity)
forall a. Maybe a
Nothing
      Just CommoditySymbol
to            ->
        -- We have a commodity to convert to. Find the most direct price available,
        -- according to the rules described in makePriceGraph.
        let msg :: String
msg = String -> CommoditySymbol -> CommoditySymbol -> String
forall r. PrintfType r => String -> r
printf String
"seeking %s to %s price" (CommoditySymbol -> CommoditySymbol
showCommoditySymbol CommoditySymbol
from) (CommoditySymbol -> CommoditySymbol
showCommoditySymbol CommoditySymbol
to)
        in case 
          (Int -> String -> Maybe [MarketPrice] -> Maybe [MarketPrice]
forall a. Int -> String -> a -> a
traceAt Int
2 (String
msgString -> ShowS
forall a. [a] -> [a] -> [a]
++String
" using forward prices") (Maybe [MarketPrice] -> Maybe [MarketPrice])
-> Maybe [MarketPrice] -> Maybe [MarketPrice]
forall a b. (a -> b) -> a -> b
$ 
            CommoditySymbol
-> CommoditySymbol -> [MarketPrice] -> Maybe [MarketPrice]
pricesShortestPath CommoditySymbol
from CommoditySymbol
to [MarketPrice]
forwardprices)
          Maybe [MarketPrice] -> Maybe [MarketPrice] -> Maybe [MarketPrice]
forall (f :: * -> *) a. Alternative f => f a -> f a -> f a
<|> 
          (Int -> String -> Maybe [MarketPrice] -> Maybe [MarketPrice]
forall a. Int -> String -> a -> a
traceAt Int
2 (String
msgString -> ShowS
forall a. [a] -> [a] -> [a]
++String
" using forward and reverse prices") (Maybe [MarketPrice] -> Maybe [MarketPrice])
-> Maybe [MarketPrice] -> Maybe [MarketPrice]
forall a b. (a -> b) -> a -> b
$ 
            CommoditySymbol
-> CommoditySymbol -> [MarketPrice] -> Maybe [MarketPrice]
pricesShortestPath CommoditySymbol
from CommoditySymbol
to [MarketPrice]
allprices)
        of
          Maybe [MarketPrice]
Nothing -> Maybe (CommoditySymbol, Quantity)
forall a. Maybe a
Nothing
          Just [] -> Maybe (CommoditySymbol, Quantity)
forall a. Maybe a
Nothing
          Just [MarketPrice]
ps -> (CommoditySymbol, Quantity) -> Maybe (CommoditySymbol, Quantity)
forall a. a -> Maybe a
Just (MarketPrice -> CommoditySymbol
mpto (MarketPrice -> CommoditySymbol) -> MarketPrice -> CommoditySymbol
forall a b. (a -> b) -> a -> b
$ [MarketPrice] -> MarketPrice
forall a. [a] -> a
last [MarketPrice]
ps, [Quantity] -> Quantity
forall (t :: * -> *) a. (Foldable t, Num a) => t a -> a
product ([Quantity] -> Quantity) -> [Quantity] -> Quantity
forall a b. (a -> b) -> a -> b
$ (MarketPrice -> Quantity) -> [MarketPrice] -> [Quantity]
forall a b. (a -> b) -> [a] -> [b]
map MarketPrice -> Quantity
mprate [MarketPrice]
ps)

tests_priceLookup :: TestTree
tests_priceLookup =
  let
    p :: Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p Integer
y Int
m Int
d CommoditySymbol
from Quantity
q 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 Integer
2000 Int
01 Int
01 CommoditySymbol
"A" Quantity
10 CommoditySymbol
"B"
      ,Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p Integer
2000 Int
01 Int
01 CommoditySymbol
"B" Quantity
10 CommoditySymbol
"C"
      ,Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p Integer
2000 Int
01 Int
01 CommoditySymbol
"C" Quantity
10 CommoditySymbol
"D"
      ,Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p Integer
2000 Int
01 Int
01 CommoditySymbol
"E"  Quantity
2 CommoditySymbol
"D"
      ,Integer
-> Int
-> Int
-> CommoditySymbol
-> Quantity
-> CommoditySymbol
-> MarketPrice
p Integer
2001 Int
01 Int
01 CommoditySymbol
"A" Quantity
11 CommoditySymbol
"B"
      ]
    makepricegraph :: Day -> PriceGraph
makepricegraph = [MarketPrice] -> [MarketPrice] -> Day -> PriceGraph
makePriceGraph [MarketPrice]
ps1 []
  in String -> Assertion -> TestTree
test String
"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 Integer
1999 Int
01 Int
01) CommoditySymbol
"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 Integer
2000 Int
01 Int
01) CommoditySymbol
"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 (CommoditySymbol
"B",Quantity
10)
    (Day -> PriceGraph)
-> Day
-> CommoditySymbol
-> Maybe CommoditySymbol
-> Maybe (CommoditySymbol, Quantity)
priceLookup Day -> PriceGraph
makepricegraph (Integer -> Int -> Int -> Day
fromGregorian Integer
2000 Int
01 Int
01) CommoditySymbol
"B" (CommoditySymbol -> Maybe CommoditySymbol
forall a. a -> Maybe a
Just CommoditySymbol
"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 (CommoditySymbol
"A",Quantity
0.1)
    (Day -> PriceGraph)
-> Day
-> CommoditySymbol
-> Maybe CommoditySymbol
-> Maybe (CommoditySymbol, Quantity)
priceLookup Day -> PriceGraph
makepricegraph (Integer -> Int -> Int -> Day
fromGregorian Integer
2000 Int
01 Int
01) CommoditySymbol
"A" (CommoditySymbol -> Maybe CommoditySymbol
forall a. a -> Maybe a
Just CommoditySymbol
"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 (CommoditySymbol
"E",Quantity
500)

------------------------------------------------------------------------------
-- Market price graph
-- built directly with MarketPrices for now, probably space-inefficient

type Edge = MarketPrice
type Path = [Edge]

data PriceGraph = PriceGraph {
   PriceGraph -> Day
pgDate :: Day
    -- ^ The date on which these prices are in effect.
  ,PriceGraph -> [MarketPrice]
pgEdges :: [Edge]
    -- ^ "Forward" exchange rates between commodity pairs, either
    --   declared by P directives or inferred from transaction prices,
    --   forming the edges of a directed graph.  
  ,PriceGraph -> [MarketPrice]
pgEdgesRev :: [Edge]
    -- ^ The same edges, plus any additional edges that can be
    --   inferred by reversing them and inverting the rates.
    --
    --   In both of these 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 -> Map CommoditySymbol CommoditySymbol
pgDefaultValuationCommodities :: 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 each source commodity's
    --   latest (declared or inferred, but not reverse) 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)

-- | Find the shortest path and corresponding conversion rate, if any, 
-- from one commodity to another using the provided market prices which
-- form the edges of a directed graph. There should be at most one edge
-- between each directed pair of commodities, eg there can be one
-- USD->EUR price and one EUR->USD price.
pricesShortestPath :: CommoditySymbol -> CommoditySymbol -> [Edge] -> Maybe Path
pricesShortestPath :: CommoditySymbol
-> CommoditySymbol -> [MarketPrice] -> Maybe [MarketPrice]
pricesShortestPath CommoditySymbol
start CommoditySymbol
end [MarketPrice]
edges =
  -- at --debug=2 +, print the pretty path and also the detailed prices
  let label :: String
label = String -> CommoditySymbol -> CommoditySymbol -> String
forall r. PrintfType r => String -> r
printf String
"shortest path from %s to %s: " (CommoditySymbol -> CommoditySymbol
showCommoditySymbol CommoditySymbol
start) (CommoditySymbol -> CommoditySymbol
showCommoditySymbol CommoditySymbol
end) in
  ([MarketPrice] -> [MarketPrice])
-> Maybe [MarketPrice] -> Maybe [MarketPrice]
forall (f :: * -> *) a b. Functor f => (a -> b) -> f a -> f b
fmap (([MarketPrice] -> String) -> [MarketPrice] -> [MarketPrice]
forall a. Show a => (a -> String) -> a -> a
dbg2With ((String
"price chain:\n"String -> ShowS
forall a. [a] -> [a] -> [a]
++)ShowS -> ([MarketPrice] -> String) -> [MarketPrice] -> String
forall b c a. (b -> c) -> (a -> b) -> a -> c
.[MarketPrice] -> String
forall a. Show a => a -> String
pshow)) (Maybe [MarketPrice] -> Maybe [MarketPrice])
-> Maybe [MarketPrice] -> Maybe [MarketPrice]
forall a b. (a -> b) -> a -> b
$ 
  (Maybe [MarketPrice] -> String)
-> Maybe [MarketPrice] -> Maybe [MarketPrice]
forall a. Show a => (a -> String) -> a -> a
dbg2With ((String
labelString -> ShowS
forall a. [a] -> [a] -> [a]
++)ShowS
-> (Maybe [MarketPrice] -> String) -> Maybe [MarketPrice] -> String
forall b c a. (b -> c) -> (a -> b) -> a -> c
.(String
-> ([MarketPrice] -> String) -> Maybe [MarketPrice] -> String
forall b a. b -> (a -> b) -> Maybe a -> b
maybe String
"none found" (String -> [MarketPrice] -> String
pshowpath String
""))) (Maybe [MarketPrice] -> Maybe [MarketPrice])
-> Maybe [MarketPrice] -> Maybe [MarketPrice]
forall a b. (a -> b) -> a -> b
$

  [([MarketPrice], [MarketPrice])] -> Maybe [MarketPrice]
find [([],[MarketPrice]
edges)]

  where
    -- Find the first and shortest complete path using a breadth-first search.
    find :: [(Path,[Edge])] -> Maybe Path
    find :: [([MarketPrice], [MarketPrice])] -> Maybe [MarketPrice]
find [([MarketPrice], [MarketPrice])]
paths =
      case (([MarketPrice], [MarketPrice])
 -> [([MarketPrice], [MarketPrice])])
-> [([MarketPrice], [MarketPrice])]
-> [([MarketPrice], [MarketPrice])]
forall (t :: * -> *) a b. Foldable t => (a -> [b]) -> t a -> [b]
concatMap ([MarketPrice], [MarketPrice]) -> [([MarketPrice], [MarketPrice])]
extend [([MarketPrice], [MarketPrice])]
paths of
        [] -> Maybe [MarketPrice]
forall a. Maybe a
Nothing 
        [([MarketPrice], [MarketPrice])]
_ | Int
pathlength Int -> Int -> Bool
forall a. Ord a => a -> a -> Bool
> Int
maxpathlength -> 
          String -> Maybe [MarketPrice] -> Maybe [MarketPrice]
forall a. String -> a -> a
trace (String
"gave up searching for a price chain at length "String -> ShowS
forall a. [a] -> [a] -> [a]
++Int -> String
forall a. Show a => a -> String
show Int
maxpathlengthString -> ShowS
forall a. [a] -> [a] -> [a]
++String
", please report a bug")
          Maybe [MarketPrice]
forall a. Maybe a
Nothing
          where 
            pathlength :: Int
pathlength = Int
2 Int -> Int -> Int
forall a. Num a => a -> a -> a
+ Int
-> (([MarketPrice], [MarketPrice]) -> Int)
-> Maybe ([MarketPrice], [MarketPrice])
-> Int
forall b a. b -> (a -> b) -> Maybe a -> b
maybe Int
0 ([MarketPrice] -> Int
forall (t :: * -> *) a. Foldable t => t a -> Int
length ([MarketPrice] -> Int)
-> (([MarketPrice], [MarketPrice]) -> [MarketPrice])
-> ([MarketPrice], [MarketPrice])
-> Int
forall b c a. (b -> c) -> (a -> b) -> a -> c
. ([MarketPrice], [MarketPrice]) -> [MarketPrice]
forall a b. (a, b) -> a
fst) ([([MarketPrice], [MarketPrice])]
-> Maybe ([MarketPrice], [MarketPrice])
forall a. [a] -> Maybe a
headMay [([MarketPrice], [MarketPrice])]
paths)
            maxpathlength :: Int
maxpathlength = Int
1000
        [([MarketPrice], [MarketPrice])]
paths' -> 
          case [[MarketPrice]]
completepaths of
                [MarketPrice]
p:[[MarketPrice]]
_ -> [MarketPrice] -> Maybe [MarketPrice]
forall a. a -> Maybe a
Just [MarketPrice]
p  -- the left-most complete path at this length
                []  -> [([MarketPrice], [MarketPrice])] -> Maybe [MarketPrice]
find [([MarketPrice], [MarketPrice])]
paths'
          where completepaths :: [[MarketPrice]]
completepaths = [[MarketPrice]
p | ([MarketPrice]
p,[MarketPrice]
_) <- [([MarketPrice], [MarketPrice])]
paths', (MarketPrice -> CommoditySymbol
mpto (MarketPrice -> CommoditySymbol)
-> Maybe MarketPrice -> Maybe CommoditySymbol
forall (f :: * -> *) a b. Functor f => (a -> b) -> f a -> f b
<$> [MarketPrice] -> Maybe MarketPrice
forall a. [a] -> Maybe a
lastMay [MarketPrice]
p) Maybe CommoditySymbol -> Maybe CommoditySymbol -> Bool
forall a. Eq a => a -> a -> Bool
== CommoditySymbol -> Maybe CommoditySymbol
forall a. a -> Maybe a
Just CommoditySymbol
end]

    -- Use all applicable edges from those provided to extend this path by one step,
    -- returning zero or more new (path, remaining edges) pairs.
    extend :: (Path,[Edge]) -> [(Path,[Edge])]
    extend :: ([MarketPrice], [MarketPrice]) -> [([MarketPrice], [MarketPrice])]
extend ([MarketPrice]
path,[MarketPrice]
unusededges) =
      let
        pathnodes :: [CommoditySymbol]
pathnodes = CommoditySymbol
start CommoditySymbol -> [CommoditySymbol] -> [CommoditySymbol]
forall a. a -> [a] -> [a]
: (MarketPrice -> CommoditySymbol)
-> [MarketPrice] -> [CommoditySymbol]
forall a b. (a -> b) -> [a] -> [b]
map MarketPrice -> CommoditySymbol
mpto [MarketPrice]
path
        pathend :: CommoditySymbol
pathend = CommoditySymbol -> Maybe CommoditySymbol -> CommoditySymbol
forall a. a -> Maybe a -> a
fromMaybe CommoditySymbol
start (Maybe CommoditySymbol -> CommoditySymbol)
-> Maybe CommoditySymbol -> CommoditySymbol
forall a b. (a -> b) -> a -> b
$ MarketPrice -> CommoditySymbol
mpto (MarketPrice -> CommoditySymbol)
-> Maybe MarketPrice -> Maybe CommoditySymbol
forall (f :: * -> *) a b. Functor f => (a -> b) -> f a -> f b
<$> [MarketPrice] -> Maybe MarketPrice
forall a. [a] -> Maybe a
lastMay [MarketPrice]
path
        ([MarketPrice]
nextedges,[MarketPrice]
remainingedges) = (MarketPrice -> Bool)
-> [MarketPrice] -> ([MarketPrice], [MarketPrice])
forall a. (a -> Bool) -> [a] -> ([a], [a])
partition ((CommoditySymbol -> CommoditySymbol -> Bool
forall a. Eq a => a -> a -> Bool
==CommoditySymbol
pathend)(CommoditySymbol -> Bool)
-> (MarketPrice -> CommoditySymbol) -> MarketPrice -> Bool
forall b c a. (b -> c) -> (a -> b) -> a -> c
.MarketPrice -> CommoditySymbol
mpfrom) [MarketPrice]
unusededges
      in
        [ ([MarketPrice]
path', [MarketPrice]
remainingedges')
        | MarketPrice
e <- [MarketPrice]
nextedges
        , let path' :: [MarketPrice]
path' = String -> [MarketPrice] -> [MarketPrice]
dbgpath String
"trying" ([MarketPrice] -> [MarketPrice]) -> [MarketPrice] -> [MarketPrice]
forall a b. (a -> b) -> a -> b
$ [MarketPrice]
path [MarketPrice] -> [MarketPrice] -> [MarketPrice]
forall a. [a] -> [a] -> [a]
++ [MarketPrice
e]  -- PERF prepend ?
        , let pathnodes' :: [CommoditySymbol]
pathnodes' = MarketPrice -> CommoditySymbol
mpto MarketPrice
e CommoditySymbol -> [CommoditySymbol] -> [CommoditySymbol]
forall a. a -> [a] -> [a]
: [CommoditySymbol]
pathnodes
        , let remainingedges' :: [MarketPrice]
remainingedges' = [MarketPrice
r | MarketPrice
r <- [MarketPrice]
remainingedges, Bool -> Bool
not (Bool -> Bool) -> Bool -> Bool
forall a b. (a -> b) -> a -> b
$ MarketPrice -> CommoditySymbol
mpto MarketPrice
r CommoditySymbol -> [CommoditySymbol] -> Bool
forall (t :: * -> *) a. (Foldable t, Eq a) => a -> t a -> Bool
`elem` [CommoditySymbol]
pathnodes' ]
        ]

-- debug helpers
dbgpath :: String -> [MarketPrice] -> [MarketPrice]
dbgpath  String
label = ([MarketPrice] -> String) -> [MarketPrice] -> [MarketPrice]
forall a. Show a => (a -> String) -> a -> a
dbg2With (String -> [MarketPrice] -> String
pshowpath String
label)
-- dbgedges label = dbg2With (pshowedges label)
pshowpath :: String -> [MarketPrice] -> String
pshowpath String
label = \case
  []      -> String -> ShowS
prefix String
label String
""
  p :: [MarketPrice]
p@(MarketPrice
e:[MarketPrice]
_) -> String -> ShowS
prefix String
label ShowS -> ShowS
forall a b. (a -> b) -> a -> b
$ CommoditySymbol -> String
pshownode (MarketPrice -> CommoditySymbol
mpfrom MarketPrice
e) String -> ShowS
forall a. [a] -> [a] -> [a]
++ String
">" String -> ShowS
forall a. [a] -> [a] -> [a]
++ String -> [String] -> String
forall a. [a] -> [[a]] -> [a]
intercalate String
">" ((MarketPrice -> String) -> [MarketPrice] -> [String]
forall a b. (a -> b) -> [a] -> [b]
map (CommoditySymbol -> String
pshownode (CommoditySymbol -> String)
-> (MarketPrice -> CommoditySymbol) -> MarketPrice -> String
forall b c a. (b -> c) -> (a -> b) -> a -> c
. MarketPrice -> CommoditySymbol
mpto) [MarketPrice]
p)
-- pshowedges label = prefix label . intercalate ", " . map (pshowedge "")
-- pshowedge label MarketPrice{..} = pshowedge' label mpfrom mpto
-- pshowedge' label from to = prefix label $ pshownode from ++ ">" ++ pshownode to
pshownode :: CommoditySymbol -> String
pshownode = CommoditySymbol -> String
T.unpack (CommoditySymbol -> String)
-> (CommoditySymbol -> CommoditySymbol)
-> CommoditySymbol
-> String
forall b c a. (b -> c) -> (a -> b) -> a -> c
. CommoditySymbol -> CommoditySymbol
showCommoditySymbol
prefix :: String -> ShowS
prefix String
l = if String -> Bool
forall (t :: * -> *) a. Foldable t => t a -> Bool
null String
l then (String
""String -> ShowS
forall a. [a] -> [a] -> [a]
++) else ((String
lString -> ShowS
forall a. [a] -> [a] -> [a]
++String
": ")String -> ShowS
forall a. [a] -> [a] -> [a]
++)

-- | A snapshot of the known exchange rates between commodity pairs at a given date.
-- This is a home-made version, more tailored to our needs.
-- | 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:
--
-- 1. a graph of all known exchange rates declared or inferred from 
-- one commodity to another in effect on that day
--
-- 2. a second graph which includes any additional exchange rates
-- that can be inferred by reversing known rates
--
-- 3. a map of each commodity's default valuation commodity, if any.
--
-- These allow price lookup and valuation to be performed as
-- described in 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-market-price` 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 *a forward chain of market prices*:
--    a synthetic price formed by combining the shortest chain of
--    "forward" (only 1 above) market prices, leading from A to B.
--
-- 4. A *any chain of market prices*:
--    a chain of any market prices, including both forward and
--    reverse prices (1 and 2 above), leading from A to B."
--
-- and: "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-market-price` 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 [MarketPrice]
alldeclaredprices [MarketPrice]
allinferredprices Day
d =
  String -> PriceGraph -> PriceGraph
forall a. Show a => String -> a -> a
dbg9 (String
"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 :: Day
-> [MarketPrice]
-> [MarketPrice]
-> Map CommoditySymbol CommoditySymbol
-> PriceGraph
PriceGraph{
     pgDate :: Day
pgDate = Day
d
    ,pgEdges :: [MarketPrice]
pgEdges=[MarketPrice]
forwardprices
    ,pgEdgesRev :: [MarketPrice]
pgEdgesRev=[MarketPrice]
allprices
    ,pgDefaultValuationCommodities :: Map CommoditySymbol CommoditySymbol
pgDefaultValuationCommodities=Map CommoditySymbol CommoditySymbol
defaultdests
    }
  where
    -- prices in effect on date d, either declared or inferred
    visibledeclaredprices :: [MarketPrice]
visibledeclaredprices = String -> [MarketPrice] -> [MarketPrice]
forall a. Show a => String -> a -> a
dbg9 String
"visibledeclaredprices" ([MarketPrice] -> [MarketPrice]) -> [MarketPrice] -> [MarketPrice]
forall a b. (a -> b) -> a -> b
$ (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 = String -> [MarketPrice] -> [MarketPrice]
forall a. Show a => String -> a -> a
dbg9 String
"visibleinferredprices" ([MarketPrice] -> [MarketPrice]) -> [MarketPrice] -> [MarketPrice]
forall a b. (a -> b) -> a -> b
$ (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
    forwardprices :: [MarketPrice]
forwardprices = [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
dbg9 String
"additional reverse prices" ([MarketPrice] -> [MarketPrice]) -> [MarketPrice] -> [MarketPrice]
forall a b. (a -> b) -> a -> b
$
      [MarketPrice
p | p :: MarketPrice
p@MarketPrice{Quantity
CommoditySymbol
Day
mprate :: Quantity
mpto :: CommoditySymbol
mpfrom :: CommoditySymbol
mpdate :: Day
mprate :: MarketPrice -> Quantity
mpto :: MarketPrice -> CommoditySymbol
mpfrom :: MarketPrice -> CommoditySymbol
mpdate :: MarketPrice -> Day
..} <- (MarketPrice -> MarketPrice) -> [MarketPrice] -> [MarketPrice]
forall a b. (a -> b) -> [a] -> [b]
map MarketPrice -> MarketPrice
marketPriceReverse [MarketPrice]
forwardprices
         , Bool -> Bool
not (Bool -> Bool) -> Bool -> Bool
forall a b. (a -> b) -> a -> b
$ (CommoditySymbol
mpfrom,CommoditySymbol
mpto) (CommoditySymbol, CommoditySymbol)
-> Set (CommoditySymbol, CommoditySymbol) -> Bool
forall a. Ord a => a -> Set a -> Bool
`S.member` Set (CommoditySymbol, CommoditySymbol)
forwardpairs
      ]
      where
        forwardpairs :: Set (CommoditySymbol, CommoditySymbol)
forwardpairs = [(CommoditySymbol, CommoditySymbol)]
-> Set (CommoditySymbol, CommoditySymbol)
forall a. Ord a => [a] -> Set a
S.fromList [(CommoditySymbol
mpfrom,CommoditySymbol
mpto) | MarketPrice{Quantity
CommoditySymbol
Day
mprate :: Quantity
mpdate :: Day
mpto :: CommoditySymbol
mpfrom :: CommoditySymbol
mprate :: MarketPrice -> Quantity
mpto :: MarketPrice -> CommoditySymbol
mpfrom :: MarketPrice -> CommoditySymbol
mpdate :: MarketPrice -> Day
..} <- [MarketPrice]
forwardprices]
    allprices :: [MarketPrice]
allprices = [MarketPrice]
forwardprices [MarketPrice] -> [MarketPrice] -> [MarketPrice]
forall a. [a] -> [a] -> [a]
++ [MarketPrice]
reverseprices

    -- 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{Quantity
CommoditySymbol
Day
mprate :: Quantity
mpdate :: Day
mpto :: CommoditySymbol
mpfrom :: CommoditySymbol
mprate :: MarketPrice -> Quantity
mpto :: MarketPrice -> CommoditySymbol
mpfrom :: MarketPrice -> CommoditySymbol
mpdate :: MarketPrice -> Day
..} <- [MarketPrice]
pricesfordefaultcomms]
      where
        pricesfordefaultcomms :: [MarketPrice]
pricesfordefaultcomms = String -> [MarketPrice] -> [MarketPrice]
forall a. Show a => String -> a -> a
dbg9 String
"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 [Integer
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` (\(Integer
parseorder,MarketPrice{Quantity
CommoditySymbol
Day
mprate :: Quantity
mpto :: CommoditySymbol
mpfrom :: CommoditySymbol
mpdate :: Day
mprate :: MarketPrice -> Quantity
mpto :: MarketPrice -> CommoditySymbol
mpfrom :: MarketPrice -> CommoditySymbol
mpdate :: MarketPrice -> Day
..})->(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-market-price

-- | 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 [MarketPrice]
declaredprices [MarketPrice]
inferredprices =
  let
    -- label each item with its same-day precedence, then parse order
    declaredprices' :: [(Integer, Integer, MarketPrice)]
declaredprices' = [(Integer
1, Integer
i, MarketPrice
p) | (Integer
i,MarketPrice
p) <- [Integer] -> [MarketPrice] -> [(Integer, MarketPrice)]
forall a b. [a] -> [b] -> [(a, b)]
zip [Integer
1..] [MarketPrice]
declaredprices]
    inferredprices' :: [(Integer, Integer, MarketPrice)]
inferredprices' = [(Integer
0, Integer
i, MarketPrice
p) | (Integer
i,MarketPrice
p) <- [Integer] -> [MarketPrice] -> [(Integer, MarketPrice)]
forall a b. [a] -> [b] -> [(a, b)]
zip [Integer
1..] [MarketPrice]
inferredprices]
  in
    String -> [MarketPrice] -> [MarketPrice]
forall a. Show a => String -> a -> a
dbg9 String
"effective forward prices" ([MarketPrice] -> [MarketPrice]) -> [MarketPrice] -> [MarketPrice]
forall a b. (a -> b) -> a -> b
$
    -- 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` (\(Integer
precedence,Integer
parseorder,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{Quantity
CommoditySymbol
Day
mprate :: Quantity
mpto :: CommoditySymbol
mpfrom :: CommoditySymbol
mpdate :: Day
mprate :: MarketPrice -> Quantity
mpto :: MarketPrice -> CommoditySymbol
mpfrom :: MarketPrice -> CommoditySymbol
mpdate :: MarketPrice -> Day
..})->(CommoditySymbol
mpfrom,CommoditySymbol
mpto)))

marketPriceReverse :: MarketPrice -> MarketPrice
marketPriceReverse :: MarketPrice -> MarketPrice
marketPriceReverse mp :: MarketPrice
mp@MarketPrice{Quantity
CommoditySymbol
Day
mprate :: Quantity
mpto :: CommoditySymbol
mpfrom :: CommoditySymbol
mpdate :: Day
mprate :: MarketPrice -> Quantity
mpto :: MarketPrice -> CommoditySymbol
mpfrom :: MarketPrice -> CommoditySymbol
mpdate :: MarketPrice -> Day
..} = 
  MarketPrice
mp{mpfrom :: CommoditySymbol
mpfrom=CommoditySymbol
mpto, mpto :: CommoditySymbol
mpto=CommoditySymbol
mpfrom, mprate :: Quantity
mprate=if Quantity
mprateQuantity -> Quantity -> Bool
forall a. Eq a => a -> a -> Bool
==Quantity
0 then Quantity
0 else Quantity
1Quantity -> Quantity -> Quantity
forall a. Fractional a => a -> a -> a
/Quantity
mprate}  -- PARTIAL: /

nullmarketprice :: MarketPrice
nullmarketprice :: MarketPrice
nullmarketprice = MarketPrice :: Day
-> CommoditySymbol -> CommoditySymbol -> Quantity -> MarketPrice
MarketPrice {
   mpdate :: Day
mpdate=Day
nulldate
  ,mpfrom :: CommoditySymbol
mpfrom=CommoditySymbol
""
  ,mpto :: CommoditySymbol
mpto=CommoditySymbol
""
  ,mprate :: Quantity
mprate=Quantity
0
  }

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

tests_Valuation :: TestTree
tests_Valuation = String -> [TestTree] -> TestTree
tests String
"Valuation" [
   TestTree
tests_priceLookup
  ,String -> Assertion -> TestTree
test String
"marketPriceReverse" (Assertion -> TestTree) -> Assertion -> TestTree
forall a b. (a -> b) -> a -> b
$ do
    MarketPrice -> MarketPrice
marketPriceReverse MarketPrice
nullmarketprice{mprate :: Quantity
mprate=Quantity
2} MarketPrice -> MarketPrice -> Assertion
forall a. (Eq a, Show a, HasCallStack) => a -> a -> Assertion
@?= MarketPrice
nullmarketprice{mprate :: Quantity
mprate=Quantity
0.5}
    MarketPrice -> MarketPrice
marketPriceReverse MarketPrice
nullmarketprice MarketPrice -> MarketPrice -> Assertion
forall a. (Eq a, Show a, HasCallStack) => a -> a -> Assertion
@?= MarketPrice
nullmarketprice  -- the reverse of a 0 price is a 0 price


  ]