def test_job_delayed_with_dataflowenvironment(self):
runner = FakeRunner()
dfe = dfp.JobDataflow()
pool = 'test'
# decorate functions...
generate_pricedata = dfp.job_delayed(runner)(self.generate_pricedata)
generate_fundata = dfp.job_delayed(runner)(self.generate_fundata)
generate_riskdata = dfp.job_delayed(runner)(self.generate_riskdata)
generate_predictors = dfp.job_delayed(runner)(self.generate_predictors)
# declare the dataflow
dfe.add_task('pricedata', generate_pricedata(pool))
dfe.add_task('fundata', generate_fundata(pool))
dfe.add_task('riskdata',
generate_riskdata(pool, 'risk'),
depends_on=['pricedata'])
dfe.add_task('pred',
generate_predictors(pool, 'risk'),
depends_on=['pricedata', 'fundata', 'riskdata'])
dfe.start()
dfe()
dfe.pprint()
assert dfe.data == {
'riskdata': [3],
'fundata': [1],
'sum_alldata': [2, 1, 3, 4],
'pricedata': [2],
'pred': [4]
}
def test_dask_workflow_with_explicit_parallel_sub_tasks(self):
"""
We do explicit Parrallel call for some tasks
"""
import dask
# runner = GlobalFakeRunner()
runner = FakeRunner()
# decorate functions...
generate_pricedata = dfp.job_delayed(runner)(self.generate_pricedata)
generate_fundata = dfp.job_delayed(runner)(self.generate_fundata)
generate_riskdata = dfp.job_delayed(runner)(self.generate_riskdata)
generate_predictors = dfp.job_delayed(runner)(self.generate_predictors)
generate_positions = dfp.delayed(self.generate_positions)
# from dask.multiprocessing import get
# from dask.threaded import get
from dask. async import get_sync as get
# declare the dataflow
dsk = dict()
pools = ['pool1', 'pool2']
for pool in pools:
dsk[(pool, 'pricedata')] = generate_pricedata(pool),
dsk[(pool, 'fundata')] = generate_fundata(pool),
dsk[(pool, 'riskdata')] = generate_riskdata(pool,
'risk'), (pool,
'pricedata')
dsk[(pool, 'pred')] = generate_predictors(pool, 'risk'), [
(pool, t) for t in ['pricedata', 'fundata', 'riskdata']
]
dsk[(pool, 'positions')] = dfp.ParallelJobs(runner)([
generate_positions(pool,
'risk',
'momentum',
'markowitz_aversion',
max_risk=max_risk) for max_risk in range(10)
]), (pool, 'pred')
# get(dsk, [(pool,'pred') for pool in pools]) # executes in parallel
# results = get(dsk, dsk.keys())
jobids = dict(zip(dsk.keys(), get(dsk, dsk.keys())))
assert len(jobids) == 10
assert jobids[('pool2', 'positions')] == [
19, 20, 21, 22, 23, 24, 25, 26, 27, 28
]
get(dsk, ('pool2', 'positions'))
get(dsk, ('pool2', 'positions'))
def test_job_delayed_with_dataflowenvironment_parallel(self):
runner = FakeRunner()
pool = 'test'
# decorate functions...
generate_pricedata = dfp.job_delayed(runner)(self.generate_pricedata)
generate_fundata = dfp.job_delayed(runner)(self.generate_fundata)
generate_riskdata = dfp.job_delayed(runner)(self.generate_riskdata)
generate_predictors = dfp.job_delayed(runner)(self.generate_predictors)
# declare the dataflow
env_dict = dict()
pools = ['pool1', 'pool2']
for pool in pools:
dfe = dfp.JobDataflow()
dfe.add_task('pricedata', generate_pricedata(pool))
dfe.add_task('fundata', generate_fundata(pool))
dfe.add_task('riskdata',
generate_riskdata(pool, 'risk'),
depends_on=['pricedata'])
dfe.add_task('pred',
generate_predictors(pool, 'risk'),
depends_on=['pricedata', 'fundata', 'riskdata'])
# dfe.return_alldata()
# dfe.start()
# dfe()
# sdfsdfsd
env_dict[pool] = dfe
dfe = dfp.JobDataflow()
for pool in pools:
dfe.add_task(pool, env_dict[pool])
# dfe.return_alldata()
dfe.start(develop=False)
jobs = dfe()
assert set(jobs) == set([0, 1, 2, 3, 5, 6, -1])
# dfe.pprint()
print dfe.data
assert dfe.data == {
'pool2': [2, 1, 3, -1],
'pool1': [6, 5, 0, 0],
'sum_alldata': [6, 5, 0, 0, 2, 1, 3, -1]
}
def test_dask_workflow(self):
import dask
# runner = GlobalFakeRunner()
runner = FakeRunner()
# decorate functions...
generate_pricedata = dfp.job_delayed(runner)(self.generate_pricedata)
generate_fundata = dfp.job_delayed(runner)(self.generate_fundata)
generate_riskdata = dfp.job_delayed(runner)(self.generate_riskdata)
generate_predictors = dfp.job_delayed(runner)(self.generate_predictors)
# declare the dataflow
dsk = dict()
pools = ['pool1', 'pool2']
for pool in pools:
dsk[(pool, 'pricedata')] = generate_pricedata(pool),
dsk[(pool, 'fundata')] = generate_fundata(pool),
dsk[(pool, 'riskdata')] = generate_riskdata(pool,
'risk'), (pool,
'pricedata')
dsk[(pool, 'pred')] = generate_predictors(pool, 'risk'), [
(pool, t) for t in ['pricedata', 'fundata', 'riskdata']
]
# from dask.multiprocessing import get
# from dask.threaded import get
from dask. async import get_sync as get
# get(dsk, [(pool,'pred') for pool in pools]) # executes in parallel
# results = get(dsk, dsk.keys())
import pandas as pd
jobids = pd.DataFrame(dict(zip(dsk.keys(), get(dsk, dsk.keys()))))
assert jobids.shape == (1, 8)
assert set(jobids.values.flatten().tolist()) == set(
[0, 1, 3, 5, 6, 7, -1])
assert set(jobids.loc[slice(None),
(slice(None),
'fundata')].values.flatten().tolist()) == set(
[7, 3])
def test_simple_dict_workflow(self):
runner = FakeRunner()
# decorate functions...
generate_pricedata = dfp.job_delayed(runner)(self.generate_pricedata)
generate_fundata = dfp.job_delayed(runner)(self.generate_fundata)
generate_riskdata = dfp.job_delayed(runner)(self.generate_riskdata)
generate_predictors = dfp.job_delayed(runner)(self.generate_predictors)
# declare the dataflow
dfd = dict()
pools = ['pool1', 'pool2']
for pool in pools:
dfd[pool] = dict()
dfd[pool]['pricedata'] = generate_pricedata(pool)()
dfd[pool]['fundata'] = generate_fundata(pool)()
dfd[pool]['riskdata'] = generate_riskdata(pool, 'risk')(
dfd[pool]['pricedata'])
dfd[pool]['pred'] = generate_predictors(
pool, 'risk')(dfd[pool]['pricedata'] + dfd[pool]['fundata'] +
dfd[pool]['riskdata'])
assert dfd == {
'pool2': {
'riskdata': [7],
'fundata': [6],
'pricedata': [5],
'pred': [-1]
},
'pool1': {
'riskdata': [0],
'fundata': [2],
'pricedata': [1],
'pred': [0]
}
}
def test_job_delayed(self):
runner = FakeRunner()
pool = 'test'
func = dfp.job_delayed(runner)(self.generate_pricedata)(pool)
func()
def test_dask_workflow_and_paramenter_sweeping(self):
"""
We test a workflow with dask
"""
import dask
# runner = GlobalFakeRunner()
runner = FakeRunner()
# decorate functions...
generate_pricedata = dfp.job_delayed(runner)(self.generate_pricedata)
generate_fundata = dfp.job_delayed(runner)(self.generate_fundata)
generate_riskdata = dfp.job_delayed(runner)(self.generate_riskdata)
generate_predictors = dfp.job_delayed(runner)(self.generate_predictors)
generate_positions = dfp.job_delayed(runner)(self.generate_positions)
# declare the dataflow
dsk = dict()
pools = ['pool1', 'pool2', 'pool3']
for pool in pools:
dsk[(pool, 'pricedata')] = generate_pricedata(pool),
dsk[(pool, 'fundata')] = generate_fundata(pool),
dsk[(pool, 'riskdata')] = generate_riskdata(pool,
'risk'), (pool,
'pricedata')
dsk[(pool, 'pred')] = generate_predictors(pool, 'risk'), [
(pool, t) for t in ['pricedata', 'fundata', 'riskdata']
]
for max_risk in range(3):
dsk[(pool, 'positions', ('max_risk',
max_risk))] = generate_positions(
pool,
'risk',
'momentum',
'markowitz_aversion',
max_risk=max_risk), (pool, 'pred')
# from dask.multiprocessing import get
# from dask.threaded import get
from dask. async import get_sync as get
# get(dsk, [(pool,'pred') for pool in pools]) # executes in parallel
# results = get(dsk, dsk.keys())
# Execute (to convert in other formats): dot mydask.dot -Teps > mydask.eps
import pandas as pd
jobids = dict(zip(dsk.keys(), get(dsk, dsk.keys())))
jobids_s = pd.DataFrame(jobids).ix[0]
assert len(jobids) == 21
status = runner.get_status(jobids)
assert status == {
('pool3', 'pred'): 'valid',
('pool2', 'positions', ('max_risk', 2)): 'invalid',
('pool2', 'riskdata'): 'valid',
('pool3', 'riskdata'): 'valid',
('pool3', 'pricedata'): 'valid',
('pool3', 'fundata'): 'valid',
('pool2', 'positions', ('max_risk', 0)): 'invalid',
('pool1', 'pred'): 'pending',
('pool2', 'pred'): 'invalid',
('pool1', 'positions', ('max_risk', 1)): 'pending',
('pool3', 'positions', ('max_risk', 0)): 'valid',
('pool3', 'positions', ('max_risk', 2)): 'valid',
('pool2', 'fundata'): 'valid',
('pool1', 'positions', ('max_risk', 2)): 'pending',
('pool1', 'positions', ('max_risk', 0)): 'pending',
('pool1', 'riskdata'): 'pending',
('pool2', 'pricedata'): 'valid',
('pool1', 'pricedata'): 'valid',
('pool1', 'fundata'): 'valid',
('pool3', 'positions', ('max_risk', 1)): 'valid',
('pool2', 'positions', ('max_risk', 1)): 'invalid'
}
# Plot the graph with color corresponding to the status of jobs
from dask.dot import dot_graph
# dot_graph(dsk)
# sdfsdf
def get_status_dot_attributes(v):
if v == 'valid':
return dict(style='filled', color='lightgreen')
if v == 'invalid':
return dict(style='filled', color='red')
if v == 'pending':
return dict(style='filled', color='lightgrey')
dot_status = {
k: get_status_dot_attributes(v)
for k, v in status.iteritems()
}
dot_graph(dsk,
filename='dask_graph',
format='dot',
data_attributes=dot_status,
function_attributes=dot_status)
# dot_graph(dsk, filename='dask_graph', format='png', data_attributes=dot_status, function_attributes=dot_status)
# dot_graph(dsk, filename='dask_graph', format='pdf', data_attributes=dot_status, function_attributes=dot_status)
dot_graph(dsk,
filename='dask_graph',
format='svg',
data_attributes=dot_status,
function_attributes=dot_status)
def test_job_delayed_with_dataflowenvironment_parallel_develop(self):
runner = FakeRunner()
pool = 'test'
# decorate functions...
generate_pricedata = dfp.job_delayed(runner)(self.generate_pricedata)
generate_fundata = dfp.job_delayed(runner)(self.generate_fundata)
generate_riskdata = dfp.job_delayed(runner)(self.generate_riskdata)
generate_predictors = dfp.job_delayed(runner)(self.generate_predictors)
# declare the dataflow
dfe_dict = dict()
pools = ['pool1', 'pool2']
for pool in pools:
dfe = dfp.JobDataflow()
dfe.add_task('pricedata', generate_pricedata(pool))
dfe.add_task('fundata', generate_fundata(pool))
dfe.add_task('riskdata',
generate_riskdata(pool, 'risk'),
depends_on=['pricedata'])
dfe.add_task('pred',
generate_predictors(pool, 'risk'),
depends_on=['pricedata', 'fundata', 'riskdata'])
# dfe.return_alldata()
dfe.start()
# dfe()
# sdfsdfsd
dfe_dict[pool] = dfe
dfe = dfp.JobDataflow()
for pool in pools:
dfe.add_task(pool, dfe_dict[pool])
# dfe.return_alldata()
# dfe.start(develop=True)
jobs = dfe()
assert set(jobs) == set([0, 1, 2, 3, 4, 5, -1])
# dfe.pprint()
print dfe.data
assert dfe.data == {
('pool1', 'sum_alldata'): [3, 4, 0, 0],
('pool2', 'riskdata'): [5],
('pool2', 'fundata'): [2],
('pool2', 'pricedata'): [1],
('pool1', 'pred'): [0],
('pool2', 'pred'): [-1],
('pool2', 'sum_alldata'): [1, 2, 5, -1],
'sum_alldata': [3, 4, 0, 0, 1, 2, 5, -1],
('pool1', 'riskdata'): [0],
('pool1', 'pricedata'): [3],
('pool1', 'fundata'): [4]
}
# Try to convert the graph to a dask graph
dsk = dfe.to_dask()
from dask. async import get_sync as get
runner.JOBID = 0
res = dict(zip(dsk.keys(), get(dsk, dsk.keys())))
assert set(res.keys()) == set(dfe.data.keys())
assert len(res.keys()) == len(dfe.data.keys())
set(res.keys()) - set(dfe.data.keys())
set(dfe.data.keys()) - set(res.keys())
# import pandas as pd
# res_dfe = pd.DataFrame(dfe.data).ix[0]
# res_dask = pd.DataFrame(res).ix[0]
# df_comp = pd.concat([res_dfe, res_dask], keys=['dfe','dask'], axis=1)
g = dfp.dask_to_dataflow(dsk)
assert len(g) == len(dfe)
assert set(g.nodes()) == set(dfe.nodes())
assert len(g()) == len(dfe())