def print_matlab(sexpr):
from dolo.compiler.codegen import to_source
ss = (to_source(sexpr))
ss = ss.replace(' ** ', '.^')
ss = ss.replace(' * ', '.*')
ss = ss.replace(' / ', './')
return ss
def timeshift(expr, variables, shift):
if isinstance(expr, str):
aexpr = ast.parse(expr).body[0].value
else:
aexpr = copy.deepcopy(expr)
resp = TimeShiftTransformer(variables, shift).visit(aexpr)
if isinstance(expr, str):
return to_source(resp)
else:
return resp
def compile_function_ast(equations, symbols, arg_names, output_names=None, funname='anonymous', rhs_only=False,
return_ast=False, print_code=False, definitions=None, vectorize=True, use_file=False):
arguments = OrderedDict()
for an in arg_names:
if an[0] != 'parameters':
t = an[1]
arguments[an[2]] = [(s,t) for s in symbols[an[0]]]
# arguments = [ [ (s,t) for s in symbols[sg]] for sg,t in arg_names if sg != 'parameters']
parameters = [(s,0) for s in symbols['parameters']]
targets = output_names
if targets is not None:
targets = [(s,targets[1]) for s in symbols[targets[0]]]
mod = make_function(equations, arguments, parameters, definitions=definitions, targets=targets, rhs_only=rhs_only, funname=funname)
from dolo.compiler.codegen import to_source
import dolo.config
if dolo.config.debug:
print(to_source(mod))
if vectorize:
from numba import float64, void
coredims = [len(symbols[an[0]]) for an in arg_names]
signature = str.join(',', ['(n_{})'.format(d) for d in coredims])
n_out = len(equations)
if n_out in coredims:
signature += '->(n_{})'.format(n_out)
# ftylist = float64[:](*([float64[:]] * len(coredims)))
fty = "void(*[float64[:]]*{})".format(len(coredims)+1)
else:
signature += ',(n_{})'.format(n_out)
fty = "void(*[float64[:]]*{})".format(len(coredims)+1)
ftylist = [fty]
else:
signature=None
ftylist=None
if use_file:
fun = eval_ast_with_file(mod, print_code=True)
else:
fun = eval_ast(mod)
from numba import jit, guvectorize
jitted = jit(fun, nopython=True)
if vectorize:
gufun = guvectorize([fty], signature, target='parallel', nopython=True)(fun)
return jitted, gufun
else:
return jitted
return [f,None]
def eval_ast_with_file(mod, print_code=False, signature=None, ftylist=None):
name = mod.body[0].name
code = """\
from __future__ import division
from numpy import exp, log, sin, cos, abs
from numpy import inf, maximum, minimum
"""
# if signature is not None:
# print(signature)
#
# decorator = """
# from numba import float64, void, guvectorize
# @guvectorize(signature='{signature}', ftylist={ftylist}, target='parallel', nopython=True)
# """.format(signature=signature, ftylist=ftylist)
# code += decorator
code += to_source(mod)
if print_code:
print(code)
import sys
# try to create a new file
import time
import tempfile
import os, importlib
from dolo.config import temp_dir
temp_file = tempfile.NamedTemporaryFile(mode='w+t',
prefix='fun',
suffix='.py',
dir=temp_dir,
delete=False)
with temp_file:
temp_file.write(code)
modname = os.path.basename(temp_file.name).strip('.py')
full_name = os.path.basename(temp_file.name)
modname, extension = os.path.splitext(full_name)
module = importlib.import_module(modname)
fun = module.__dict__[name]
return fun
def eval_ast_with_file(mod, print_code=False, signature=None, ftylist=None):
name = mod.body[0].name
code = """\
from __future__ import division
from numpy import exp, log, sin, cos, abs
from numpy import inf, maximum, minimum
"""
# if signature is not None:
# print(signature)
#
# decorator = """
# from numba import float64, void, guvectorize
# @guvectorize(signature='{signature}', ftylist={ftylist}, target='parallel', nopython=True)
# """.format(signature=signature, ftylist=ftylist)
# code += decorator
code += to_source(mod)
if print_code:
print(code)
import sys
# try to create a new file
import time
import tempfile
import os, importlib
from dolo.config import temp_dir
temp_file = tempfile.NamedTemporaryFile(mode='w+t', prefix='fun', suffix='.py', dir=temp_dir, delete=False)
with temp_file:
temp_file.write(code)
modname = os.path.basename(temp_file.name).strip('.py')
full_name = os.path.basename(temp_file.name)
modname, extension = os.path.splitext(full_name)
module = importlib.import_module(modname)
fun = module.__dict__[name]
return fun
def compile_function_ast(expressions, symbols, arg_names, output_names=None, funname='anonymous', return_ast=False, print_code=False, definitions=None, vectorize=True, use_file=False):
'''
expressions: list of equations as string
'''
from collections import OrderedDict
table = OrderedDict()
aa = arg_names
if output_names is not None:
aa = arg_names + [output_names]
for a in aa:
symbol_group = a[0]
date = a[1]
an = a[2]
for b in symbols[symbol_group]:
index = symbols[symbol_group].index(b)
table[(b, date)] = (an, index)
table_symbols = {k: (std_date_symbol(*k)) for k in table.keys()}
# standard assignment: i.e. k = s[0]
index = lambda x: Index(Num(x))
# declare symbols
aux_short_names = [e[2] for e in arg_names if e[0]=='auxiliaries']
preamble = []
for k in table: # order it
# k : var, date
arg, pos = table[k]
if not (arg in aux_short_names):
std_name = table_symbols[k]
val = Subscript(value=Name(id=arg, ctx=Load()), slice=index(pos), ctx=Load())
line = Assign(targets=[Name(id=std_name, ctx=Store())], value=val)
if arg != 'out':
preamble.append(line)
body = []
std_dates = StandardizeDates(symbols, aa)
if definitions is not None:
for k,v in definitions.items():
if isinstance(k, str):
lhs = ast.parse(k).body[0].value
if isinstance(v, str):
rhs = ast.parse(v).body[0].value
else:
rhs = v
lhs = std_dates.visit(lhs)
rhs = std_dates.visit(rhs)
vname = lhs.id
line = Assign(targets=[Name(id=vname, ctx=Store())], value=rhs)
preamble.append(line)
outs = []
for i, expr in enumerate(expressions):
expr = ast.parse(expr).body[0].value
# if definitions is not None:
# expr = ReplaceName(defs).visit(expr)
rexpr = std_dates.visit(expr)
rhs = rexpr
if output_names is not None:
varname = symbols[output_names[0]][i]
date = output_names[1]
out_name = table_symbols[(varname, date)]
else:
out_name = 'out_{}'.format(i)
line = Assign(targets=[Name(id=out_name, ctx=Store())], value=rhs)
body.append(line)
line = Assign(targets=[Subscript(value=Name(id='out', ctx=Load()),
slice=index(i), ctx=Store())], value=Name(id=out_name, ctx=Load()))
body.append(line)
arg_names = [e for e in arg_names if e[0]!="auxiliaries"]
args = [e[2] for e in arg_names] + ['out']
if is_python_3:
from ast import arg
f = FunctionDef(name=funname, args=arguments(args=[arg(arg=a) for a in args], vararg=None, kwarg=None, kwonlyargs=[], kw_defaults=[], defaults=[]),
body=preamble + body, decorator_list=[])
else:
f = FunctionDef(name=funname, args=arguments(args=[Name(id=a, ctx=Param()) for a in args], vararg=None, kwarg=None, kwonlyargs=[], kw_defaults=[], defaults=[]),
body=preamble + body, decorator_list=[])
mod = Module(body=[f])
mod = ast.fix_missing_locations(mod)
if print_code:
s = "Function {}".format(mod.body[0].name)
print("-" * len(s))
print(s)
print("-" * len(s))
print(to_source(mod))
if vectorize:
from numba import float64, void
coredims = [len(symbols[an[0]]) for an in arg_names]
signature = str.join(',', ['(n_{})'.format(d) for d in coredims])
n_out = len(expressions)
if n_out in coredims:
signature += '->(n_{})'.format(n_out)
# ftylist = float64[:](*([float64[:]] * len(coredims)))
fty = "void(*[float64[:]]*{})".format(len(coredims)+1)
else:
signature += ',(n_{})'.format(n_out)
fty = "void(*[float64[:]]*{})".format(len(coredims)+1)
ftylist = [fty]
else:
signature=None
ftylist=None
if use_file:
fun = eval_ast_with_file(mod, print_code=True)
else:
fun = eval_ast(mod)
jitted = njit(fun)
if vectorize:
gufun = guvectorize([fty], signature, target='parallel', nopython=True)(fun)
return jitted, gufun
else:
return jitted
def compile_function_ast(equations,
symbols,
arg_names,
output_names=None,
funname='anonymous',
rhs_only=False,
return_ast=False,
print_code=False,
definitions=None,
vectorize=True,
use_file=False):
arguments = OrderedDict()
for an in arg_names:
if an[0] != 'parameters':
t = an[1]
arguments[an[2]] = [(s, t) for s in symbols[an[0]]]
# arguments = [ [ (s,t) for s in symbols[sg]] for sg,t in arg_names if sg != 'parameters']
parameters = [(s, 0) for s in symbols['parameters']]
targets = output_names
if targets is not None:
targets = [(s, targets[1]) for s in symbols[targets[0]]]
mod = make_function(equations,
arguments,
parameters,
definitions=definitions,
targets=targets,
rhs_only=rhs_only,
funname=funname)
from dolo.compiler.codegen import to_source
import dolo.config
if dolo.config.debug:
print(to_source(mod))
if vectorize:
from numba import float64, void
coredims = [len(symbols[an[0]]) for an in arg_names]
signature = str.join(',', ['(n_{})'.format(d) for d in coredims])
n_out = len(equations)
if n_out in coredims:
signature += '->(n_{})'.format(n_out)
# ftylist = float64[:](*([float64[:]] * len(coredims)))
fty = "void(*[float64[:]]*{})".format(len(coredims) + 1)
else:
signature += ',(n_{})'.format(n_out)
fty = "void(*[float64[:]]*{})".format(len(coredims) + 1)
ftylist = [fty]
else:
signature = None
ftylist = None
if use_file:
fun = eval_ast_with_file(mod, print_code=True)
else:
fun = eval_ast(mod)
from numba import jit, guvectorize
jitted = jit(fun, nopython=True)
if vectorize:
gufun = guvectorize([fty], signature, target='parallel',
nopython=True)(fun)
return jitted, gufun
else:
return jitted
return [f, None]
def expr_to_sympy(sexpr):
from dolo.compiler.codegen import to_source
ss = (to_source(sexpr))
import sympy
return sympy.sympify(ss)
def expr_to_sympy(sexpr):
from dolo.compiler.codegen import to_source
ss = (to_source(sexpr))
import sympy
return sympy.sympify(ss)
sol = solve_triangular_system(calibration)
with timeit("Parse and normalize equations"):
equations = model['equations']
compat = lambda s: s.replace("^", "**").replace('==','=').replace('=','==')
equations = [compat(eq) for eq in equations]
equations = ['{} - ({})'.format(*str.split(eq,'==')) for eq in equations]
equations = [to_expr(e) for e in equations]
all_symbols = sum(model['symbols'].values(), [])
sds = StandardizeDatesSimple(all_symbols)
equations_normalized = [sds.visit(e) for e in equations]
equations_normalized_strings = [to_source(e) for e in equations_normalized]
symbols_normalized_strings = [to_source(sds.visit(to_expr(e))) for e in all_symbols]
with timeit("Sympify equations"):
equations_normalized_sympy = [sympy.sympify(e) for e in equations_normalized_strings]
with timeit("Compute jacobian (sympy)"):
jac = []
for eq in equations_normalized_strings:
line = []
eqs = sympy.sympify(eq)
atoms = [v for v in eqs.atoms() if str(v) in symbols_normalized_strings]
for v in atoms:
