def celery_evaluate_call(call_id, evaluation_kwds=None):
if not evaluation_kwds:
evaluation_kwds = {}
quantdsl_app = get_quantdsl_app()
if not 'interest_rate' in evaluation_kwds:
evaluation_kwds['interest_rate'] = 10
if not 'first_market_name' in evaluation_kwds:
evaluation_kwds['first_market_name'] = '#1'
call_requirement = quantdsl_app.call_requirement_repo[call_id]
assert isinstance(call_requirement, CallRequirement)
if not 'all_market_prices' in evaluation_kwds:
evaluation_kwds['all_market_prices'] = MarketSimulations(simulation_id=call_requirement.simulation_id)
if not 'present_time' in evaluation_kwds:
evaluation_kwds['present_time'] = call_requirement.effective_present_time
if not 'present_time' in evaluation_kwds:
evaluation_kwds['simulation_id'] = call_requirement.simulation_id
dependency_values = get_dependency_values(call_id, quantdsl_app.call_dependencies_repo, quantdsl_app.call_result_repo)
call_spec = CallSpecification(
id=call_id,
dsl_expr_str=call_requirement.dsl_source,
effective_present_time=call_requirement.effective_present_time,
evaluation_kwds=evaluation_kwds,
dependency_values=dependency_values,
)
evaluate_call(call_spec, result_queue=ResultsQueueAdapter())
def test_get_dependency_values(self):
call_dependencies_repo = MagicMock(spec=CallDependenciesRepository,
__getitem__=lambda self, x: {
1: CallDependencies(dependencies=[2, 3], entity_id=123, entity_version=0, timestamp=1),
}[x])
call_result_repo = MagicMock(spec=CallResultRepository,
__getitem__=lambda self, x: {
2: Mock(spec=CallResult, result_value=12),
3: Mock(spec=CallResult, result_value=13),
}[x])
values = get_dependency_values(1, call_dependencies_repo, call_result_repo)
self.assertEqual(values, {2: 12, 3: 13})
def evaluate_calls(self):
try:
while True:
call_requirement_id = self.execution_queue.get()
if call_requirement_id is None:
break
else:
call_requirement = self.calls_dict[call_requirement_id]
assert isinstance(call_requirement, StubbedCall)
dsl_source, effective_present_time = call_requirement
evaluation_kwds = self.get_evaluation_kwds(
dsl_source, effective_present_time)
dependency_values = get_dependency_values(
call_requirement_id, self.dependencies,
self.results_repo)
call_spec = CallSpecification(
id=call_requirement_id,
dsl_expr_str=dsl_source,
effective_present_time=effective_present_time,
evaluation_kwds=evaluation_kwds,
dependency_values=dependency_values,
)
def target():
async_result = self.evaluation_pool.apply_async(
evaluate_call, (
call_spec,
self.result_queue,
))
try:
async_result.get()
except Exception as error:
self.result_queue.put(None)
self.execution_queue.put(None)
self.errors.append(error)
thread = Thread(target=target)
thread.daemon = True
thread.start()
self.call_count += 1
except:
self.result_queue.put(None)
raise
def test_get_dependency_values(self):
call_dependencies_repo = MagicMock(
spec=CallDependenciesRepository,
__getitem__=lambda self, x: {
1:
CallDependencies(dependencies=[2, 3],
entity_id=123,
entity_version=0,
timestamp=1),
}[x])
call_result_repo = MagicMock(
spec=CallResultRepository,
__getitem__=lambda self, x: {
2: Mock(spec=CallResult, result_value=12),
3: Mock(spec=CallResult, result_value=13),
}[x])
values = get_dependency_values(1, call_dependencies_repo,
call_result_repo)
self.assertEqual(values, {2: 12, 3: 13})
def run(self, **kwargs):
super(SingleThreadedDependencyGraphRunner, self).run(**kwargs)
self.call_queue = six.moves.queue.Queue()
self.result_queue = six.moves.queue.Queue()
self.calls_dict = self.dependency_graph.call_requirements.copy()
self.dependencies = self.dependency_graph.dependencies.copy()
self.dependents = self.dependency_graph.dependents.copy()
# Put the leaves on the execution queue.
for call_requirement_id in self.dependency_graph.leaf_ids:
self.call_queue.put(call_requirement_id)
# Loop over the required call queue.
while not self.call_queue.empty():
# Get a waiting call requirement from the queue.
call_requirement_id = self.call_queue.get()
# Get the call attributes.
dsl_source, effective_present_time = self.calls_dict[
call_requirement_id]
evaluation_kwds = self.get_evaluation_kwds(dsl_source,
effective_present_time)
dependency_values = get_dependency_values(call_requirement_id,
self.dependencies,
self.results_repo)
# Evaluate the call.
call_spec = CallSpecification(
id=call_requirement_id,
dsl_expr_str=dsl_source,
effective_present_time=effective_present_time,
evaluation_kwds=evaluation_kwds,
dependency_values=dependency_values)
evaluate_call(call_spec, self.result_queue)
while not self.result_queue.empty():
call_requirement_id, result_value = self.result_queue.get()
handle_result(call_requirement_id, result_value,
self.results_repo, self.dependents,
self.dependencies, self.call_queue)
self.call_count += 1
def evaluate_calls(self):
try:
while True:
call_requirement_id = self.execution_queue.get()
if call_requirement_id is None:
break
else:
call_requirement = self.calls_dict[call_requirement_id]
assert isinstance(call_requirement, StubbedCall)
dsl_source, effective_present_time = call_requirement
evaluation_kwds = self.get_evaluation_kwds(dsl_source, effective_present_time)
dependency_values = get_dependency_values(call_requirement_id, self.dependencies, self.results_repo)
call_spec = CallSpecification(
id=call_requirement_id,
dsl_expr_str=dsl_source,
effective_present_time=effective_present_time,
evaluation_kwds=evaluation_kwds,
dependency_values=dependency_values,
)
def target():
async_result = self.evaluation_pool.apply_async(evaluate_call, (
call_spec,
self.result_queue,
))
try:
async_result.get()
except Exception as error:
self.result_queue.put(None)
self.execution_queue.put(None)
self.errors.append(error)
thread = Thread(target=target)
thread.daemon = True
thread.start()
self.call_count += 1
except:
self.result_queue.put(None)
raise
def run(self, **kwargs):
super(SingleThreadedDependencyGraphRunner, self).run(**kwargs)
self.call_queue = six.moves.queue.Queue()
self.result_queue = six.moves.queue.Queue()
self.calls_dict = self.dependency_graph.call_requirements.copy()
self.dependencies = self.dependency_graph.dependencies.copy()
self.dependents = self.dependency_graph.dependents.copy()
# Put the leaves on the execution queue.
for call_requirement_id in self.dependency_graph.leaf_ids:
self.call_queue.put(call_requirement_id)
# Loop over the required call queue.
while not self.call_queue.empty():
# Get a waiting call requirement from the queue.
call_requirement_id = self.call_queue.get()
# Get the call attributes.
dsl_source, effective_present_time = self.calls_dict[call_requirement_id]
evaluation_kwds = self.get_evaluation_kwds(dsl_source, effective_present_time)
dependency_values = get_dependency_values(call_requirement_id, self.dependencies, self.results_repo)
# Evaluate the call.
call_spec = CallSpecification(
id=call_requirement_id,
dsl_expr_str=dsl_source,
effective_present_time=effective_present_time,
evaluation_kwds=evaluation_kwds,
dependency_values=dependency_values
)
evaluate_call(call_spec, self.result_queue)
while not self.result_queue.empty():
call_requirement_id, result_value = self.result_queue.get()
handle_result(call_requirement_id, result_value, self.results_repo, self.dependents,
self.dependencies, self.call_queue)
self.call_count += 1
def generate_contract_valuation(self, dependency_graph_id, market_simulation):
assert isinstance(dependency_graph_id, six.string_types), dependency_graph_id
assert isinstance(market_simulation, MarketSimulation)
v = self.register_contract_valuation(dependency_graph_id)
for call_id in regenerate_execution_order(dependency_graph_id, self.call_link_repo):
call = self.call_requirement_repo[call_id]
assert isinstance(call, CallRequirement)
# Evaluate the call requirement.
dependency_values = get_dependency_values(call_id, self.call_dependencies_repo, self.call_result_repo)
# - parse the expr
stubbed_module = dsl_parse(call.dsl_source)
assert isinstance(stubbed_module, Module), "Parsed stubbed expr string is not a module: %s" % stubbed_module
# - build a namespace from the dependency values
dsl_locals = DslNamespace(dependency_values)
# - compile the parsed expr
dsl_expr = stubbed_module.body[0].reduce(dsl_locals=dsl_locals, dsl_globals=DslNamespace())
assert isinstance(dsl_expr, DslExpression), dsl_expr
# - evaluate the compiled expr
first_market_name = market_simulation.market_names[0] if market_simulation.market_names else None
evaluation_kwds = {
'simulated_price_repo': self.simulated_price_repo,
'simulation_id': market_simulation.id,
'interest_rate': market_simulation.interest_rate,
'present_time': call.effective_present_time or market_simulation.observation_date,
'first_market_name': first_market_name,
}
result_value = dsl_expr.evaluate(**evaluation_kwds)
# - store the result
register_call_result(call_id=call_id, result_value=result_value)
def celery_evaluate_call(call_id, evaluation_kwds=None):
if not evaluation_kwds:
evaluation_kwds = {}
quantdsl_app = get_quantdsl_app()
if not 'interest_rate' in evaluation_kwds:
evaluation_kwds['interest_rate'] = 10
if not 'first_market_name' in evaluation_kwds:
evaluation_kwds['first_market_name'] = '#1'
call_requirement = quantdsl_app.call_requirement_repo[call_id]
assert isinstance(call_requirement, CallRequirement)
if not 'all_market_prices' in evaluation_kwds:
evaluation_kwds['all_market_prices'] = MarketSimulations(
simulation_id=call_requirement.simulation_id)
if not 'present_time' in evaluation_kwds:
evaluation_kwds[
'present_time'] = call_requirement.effective_present_time
if not 'present_time' in evaluation_kwds:
evaluation_kwds['simulation_id'] = call_requirement.simulation_id
dependency_values = get_dependency_values(
call_id, quantdsl_app.call_dependencies_repo,
quantdsl_app.call_result_repo)
call_spec = CallSpecification(
id=call_id,
dsl_expr_str=call_requirement.dsl_source,
effective_present_time=call_requirement.effective_present_time,
evaluation_kwds=evaluation_kwds,
dependency_values=dependency_values,
)
evaluate_call(call_spec, result_queue=ResultsQueueAdapter())