Library "MathSearchDijkstra" Shortest Path Tree Search Methods using Dijkstra Algorithm.
min_distance(distances, flagged_vertices) Find the lowest cost/distance. Parameters:
distances: float array, data set with distance costs to start index.
flagged_vertices: bool array, data set with visited vertices flags.
Returns: int, lowest cost/distance index.
dijkstra(matrix_graph, dim_x, dim_y, start) Dijkstra Algorithm, perform a greedy tree search to calculate the cost/distance to selected start node at each vertex. Parameters:
matrix_graph: int array, matrix holding the graph adjacency list and costs/distances.
dim_x: int, x dimension of matrix_graph.
dim_y: int, y dimension of matrix_graph.
start: int, the vertex index to start search.
Returns: int array, set with costs/distances to each vertex from start vertexs.
shortest_path(start, end, matrix_graph, dim_x, dim_y) Retrieves the shortest path between 2 vertices in a graph using Dijkstra Algorithm. Parameters:
start: int, the vertex index to start search.
end: int, the vertex index to end search.
matrix_graph: int array, matrix holding the graph adjacency list and costs/distances.
dim_x: int, x dimension of matrix_graph.
dim_y: int, y dimension of matrix_graph.
Returns: int array, set with vertex indices to the shortest path.
Damn. This was my uni project using C++. Since then I have completely forgotten about it.
Hamza982
⋅
@RicardoSantos can you please educate, how will it help in trading.?
RicardoSantos
⋅
@Hamza982, if you replace the node index with a stock name and the node cost/weight for a property of the stock like for example correlation, then you have your self a portfolio optimizer, not saying this is the best algorithm for it, as there are better / more efficient alternatives out there..