Created
June 18, 2021 04:25
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def arbitrage_scan(graph): | |
arb_checks = [] | |
for c1, c2 in combinations(graph.nodes, 2): | |
# print('paths from ', c1, 'to ', c2) | |
for path in nx.all_simple_paths(graph, c1, c2): | |
path_weight1 = 1 | |
for i in range(len(path) - 1): | |
# print(g[path[i]][path[i+1]]['weight']) | |
path_weight1 *= graph[path[i]][path[i+1]]['weight'] | |
# print(f'weight for {path} is {path_weight1}') | |
path.reverse() | |
path_weight2 = 1 | |
for i in range(len(path) - 1): | |
# print(g[path[i]][path[i+1]]['weight']) | |
path_weight2 *= graph[path[i]][path[i+1]]['weight'] | |
# print(f'weight for {path} is {path_weight2}') | |
factor = path_weight1 * path_weight2 | |
arb_checks.append((path, factor)) | |
# print(f'path weights factor is: {factor}') | |
arb_checks = pd.DataFrame(arb_checks, columns=['Path', 'Result']) | |
return(arb_checks) |
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