如何将任何外汇对报价转换为美元价值？

Question

Is it possible to convert any forex pair quote to usd value?

I tried using following code but it gives incorrect results:

def calculate_instrument_value_in_account_currency(currency, current_prices, instruments):

    instrument_values = []

    #dictionary to keep prices for each currency, assuming that current_prices has prices in the same order as instruments list has instument names
    prices_for_currency = {}

    instrument_index = 0
    for instrument in instruments:
        prices_for_currency[instrument] = current_prices[instrument_index]
        instrument_index += 1

    #account currencu is USD
    if currency == 'USD':
        m = 0            
        for instrument in instruments:                                               
            first_currency = instrument[0:3]
            second_currency = instrument[4:7]

            #counter currency same as account currency
            if second_currency == 'USD':
                instrument_value = current_prices[m]
            #base currency same as account currency    
            elif first_currency == 'USD':
                instrument_value = 1 / current_prices[m]
            #none of the currency pair is the same as account currency
            #is needed the currency rate for the base currency/account currency
            else:
                if second_currency == 'JPY':
                    JPY_to_USD = prices_for_currency[currency+"/"+second_currency]
                    USD_to_JPY = 1 / JPY_to_USD
                    instrument_value = current_prices[m] * USD_to_JPY

                else: 
                    USD_to_GBP = prices_for_currency[second_currency+"/"+currency]
                    instrument_value =  current_prices[m] * USD_to_GBP

            instrument_values.append(instrument_value)
            m += 1    

    return instrument_values 

Answer 1

That's basically a pathfinding problem: each currency is a node, each pair is a (directed) traversable link, and you're looking for the shortest path between each currency and your target. Since your "edge cost" is a constant 1 you can just use Dijkstra's algorithm to resolve it. Or just delegate that to a standard package like networkx.

Once you've defined your pathfinding graph, can create a map giving the path to your common currency from each other currency.