def run( opts ):
c = fabric.createClient( opts )
pn = c.DG.createNode( "parent" )
pn.addMember( "input", "String" )
pn.addMember( "output", "String" )
pn.setData( "input", 0, "input1" )
print "parent input: " + str( pn.getData( "input", 0 ) )
pop = c.DG.createOperator( "parentOp" )
pop.setEntryPoint( "parentOp" )
pop.setSourceCode( "operator parentOp( String input, io String output ) { output = 'parent: ' + input; }" )
pb = c.DG.createBinding()
pb.setOperator( pop )
pb.setParameterLayout( [ "self.input", "self.output" ] )
pn.bindings.append( pb )
n = c.DG.createNode( "child" )
n.addMember( "output", "String" )
n.setDependency( pn, 'parent' )
op = c.DG.createOperator( "childOp" )
op.setEntryPoint( "childOp" )
op.setSourceCode( "operator childOp( io String input, io String output ) { output = 'child: ' + input; }" )
b = c.DG.createBinding()
b.setOperator( op )
b.setParameterLayout( [ "parent.output", "self.output" ] )
n.bindings.append( b )
n.evaluate()
print "child output: " + n.getData( "output", 0 )
c.close()
def do_GET( self ): client = fabric.createClient() self.send_response( 200 ) self.send_header( 'Content-type', 'text/plain' ) self.end_headers() self.wfile.write( client.build.getName() + ' version ' + client.build.getFullVersion() + '\n' ) client.close()
def do_GET(self):
client = fabric.createClient()
self.send_response(200)
self.send_header('Content-type', 'text/plain')
self.end_headers()
self.wfile.write(client.build.getName() + ' version ' +
client.build.getFullVersion() + '\n')
client.close()
def create_lots_nodes():
p = psutil.Process( os.getpid() )
num = 10000
for i in range(0, 100):
print "mem: " + str( round( p.get_memory_info().vms / 1024.0 / 1024.0, 2 ) ) + " MB"
print "starting loop " + str(i) + "..."
c = fabric.createClient()
for i in range(0, num):
c.DG.createNode("foo"+str(i))
print "flushing..."
c.flush()
print "closing..."
c.close()
def run(opts):
c = fabric.createClient(opts)
pn = c.DG.createNode("parent")
pn.addMember("input", "String")
pn.addMember("output", "String")
pn.setData("input", 0, "input1")
print "parent input: " + str(pn.getData("input", 0))
pop = c.DG.createOperator("parentOp")
pop.setEntryPoint("parentOp")
pop.setSourceCode(
"operator parentOp( String input, io String output ) { output = 'parent: ' + input; }"
)
pb = c.DG.createBinding()
pb.setOperator(pop)
pb.setParameterLayout(["self.input", "self.output"])
pn.bindings.append(pb)
n = c.DG.createNode("child")
n.addMember("output", "String")
n.setDependency(pn, 'parent')
op = c.DG.createOperator("childOp")
op.setEntryPoint("childOp")
op.setSourceCode(
"operator childOp( io String input, io String output ) { output = 'child: ' + input; }"
)
b = c.DG.createBinding()
b.setOperator(op)
b.setParameterLayout(["parent.output", "self.output"])
n.bindings.append(b)
n.evaluate()
print "child output: " + n.getData("output", 0)
c.close()
def run( opts ):
c = fabric.createClient( opts )
n = c.DG.createNode( "foo" )
n.addMember( "arr", "Size[]" )
n.setData( "arr", 0, [ 1 ] )
op = c.DG.createOperator( "op" )
op.setSourceCode( "operator entry(Size arr[]) { arr[1]; } " )
op.setEntryPoint( "entry" )
b = c.DG.createBinding()
b.setOperator( op )
b.setParameterLayout( [ "self.arr" ] )
n.bindings.append( b )
try:
n.evaluate()
except Exception as e:
print e
c.close()
def run(opts):
c = fabric.createClient(opts)
n = c.DG.createNode("foo")
n.addMember("arr", "Size[]")
n.setData("arr", 0, [1])
op = c.DG.createOperator("op")
op.setSourceCode("operator entry(Size arr[]) { arr[1]; } ")
op.setEntryPoint("entry")
b = c.DG.createBinding()
b.setOperator(op)
b.setParameterLayout(["self.arr"])
n.bindings.append(b)
try:
n.evaluate()
except Exception as e:
print e
c.close()
def pass_lots_data():
c = fabric.createClient()
iters = 32
size = 2048
num = 0
start = time.time()
n = c.DG.createNode("test")
n.addMember( "input", "String" )
n.addMember( "output", "String" )
n.resize( size )
op = c.DG.createOperator( "testOp" )
op.setEntryPoint( "entry" )
op.setSourceCode( "operator entry( io String input, io String output ) { output = 'output: ' + input; }" )
b = c.DG.createBinding()
b.setOperator( op )
b.setParameterLayout( [ "self.input", "self.output" ] )
n.bindings.append( b )
for i in range( 0, iters ):
for i in range( 0, size ):
n.setData( "input", i, "input"+str( num ))
num += 1
n.evaluate()
for i in range( 0, size ):
x = n.getData( "output", i )
c.close()
print 'execution time = ' + str( time.time() - start )
def do_GET( self ):
query = urlparse.parse_qs(urlparse.urlparse(self.path).query)
numTerms = 10
if 'n' in query:
numTerms = int( query[ 'n' ][ 0 ] )
fabricClient = fabric.createClient()
# Create the operator that computes the value for
# each term of the series
computeTermOp = fabricClient.DG.createOperator("computeTermOp")
computeTermOp.setSourceCode('computeTerm.kl', open('computeTerm.kl').read())
computeTermOp.setEntryPoint('computeTerm')
# Create the binding that binds the computeTermOp to the
# terms node. A binding binds the members of the node
# to the arguments to the operator
computeTermBinding = fabricClient.DG.createBinding()
computeTermBinding.setOperator(computeTermOp)
computeTermBinding.setParameterLayout([
"self.index", # self.index is special: the index of the
# slice being operated on
"self.result"
])
# Create the node that holds the terms in the series.
# The number of terms is the "count" of the node,
# ie. the SIMD multiplicity
termsNode = fabricClient.DG.createNode("termsNode")
termsNode.setCount(numTerms)
termsNode.addMember("result", "Scalar")
termsNode.bindings.append(computeTermBinding)
# Create the operator that sums the terms of the series
sumTermsOp = fabricClient.DG.createOperator("sumTermsOp")
sumTermsOp.setSourceCode('sumTerms.kl', open('sumTerms.kl').read())
sumTermsOp.setEntryPoint('sumTerms')
# Create the binding that binds sumTermsOp to the members of
# sumNode
sumTermsBinding = fabricClient.DG.createBinding()
sumTermsBinding.setOperator(sumTermsOp)
sumTermsBinding.setParameterLayout([
"terms", # terms is special: it is an object that
# allows you to get and set the number of slices
"terms.result<>", # the <> syntax specifies that we want to bind
# to all the slices at once
"self.result"
])
# Create the node to hold the result, add termsNode as a
# dependency and append the binding for sumTermsOp
sumNode = fabricClient.DG.createNode("sumNode")
sumNode.addMember("result", "Scalar")
sumNode.setDependency(termsNode, "terms")
sumNode.bindings.append(sumTermsBinding)
# Evaluate the sumNode
sumNode.evaluate()
# Return the result as the HTTP content
self.send_response( 200 )
self.send_header( 'Content-type', 'text/plain' )
self.end_headers()
self.wfile.write( str(sumNode.getData('result', 0)) + '\n' )
# Close the Fabric Engine client. If the client isn't closed
# then Fabric Python client will keep this script alive!
fabricClient.close()
# Obtaining the FABRIC object
import fabric
FABRIC = fabric.createClient()
# Registered types
class Vec3():
def __init__( self, x = None, y = None, z = None ):
if type( x ) is float and type( y ) is float and type( z ) is float:
self.x = x
self.y = y
self.z = z
elif x is None and y is None and z is None:
self.x = 0
self.y = 0
self.z = 0
else:
raise Exception( 'Vec3: invalid arguments' )
FABRIC.RT.registerType('Vec3', {
'members': [{'x': 'Scalar'}, {'y': 'Scalar'}, {'z': 'Scalar'}],
'constructor': Vec3,
'klBindings': {
'filename': "(inline)",
'sourceCode': """
// Construct a Vec3 from three Scalars
function Vec3(Scalar x, Scalar y, Scalar z) {
this.x = x;
this.y = y;
this.z = z;
}
// Add two Vec3s
#
# Copyright 2010-2012 Fabric Engine Inc. All rights reserved.
#
import fabric
fabricClient = fabric.createClient()
op = fabricClient.DependencyGraph.createOperator("op")
op.setEntryPoint("load")
op.setSourceCode('\
require FabricPNG;\n\
\n\
struct RGBA\n\
{\n\
Byte r;\n\
Byte g;\n\
Byte b;\n\
Byte a;\n\
};\n\
\n\
operator load( io String url, io FabricResource resource )\n\
{\n\
report("Loaded " + url + " (mime type " + resource.mimeType + ")");\n\
report("PNG data size is " + resource.data.dataSize());\n\
Size imageWidth, imageHeight;\n\
RGBA imagePixels[];\n\
FabricPNGDecode( resource.data.data(), resource.data.dataSize(), imageWidth, imageHeight, imagePixels );\n\
report("Image dimentions are "+imageWidth+" by "+imageHeight);\n\
report("Image pixels size is "+imagePixels.size);\n\
}\n\
')
# # Copyright 2010-2012 Fabric Engine Inc. All rights reserved. # import fabric fabric.createClient().close()
def do_GET(self):
query = urlparse.parse_qs(urlparse.urlparse(self.path).query)
numTerms = 10
if 'n' in query:
numTerms = int(query['n'][0])
fabricClient = fabric.createClient()
# Create the operator that computes the value for
# each term of the series
computeTermOp = fabricClient.DG.createOperator("computeTermOp")
computeTermOp.setSourceCode('computeTerm.kl',
open('computeTerm.kl').read())
computeTermOp.setEntryPoint('computeTerm')
# Create the binding that binds the computeTermOp to the
# terms node. A binding binds the members of the node
# to the arguments to the operator
computeTermBinding = fabricClient.DG.createBinding()
computeTermBinding.setOperator(computeTermOp)
computeTermBinding.setParameterLayout([
"self.index", # self.index is special: the index of the
# slice being operated on
"self.result"
])
# Create the node that holds the terms in the series.
# The number of terms is the "count" of the node,
# ie. the SIMD multiplicity
termsNode = fabricClient.DG.createNode("termsNode")
termsNode.setCount(numTerms)
termsNode.addMember("result", "Scalar")
termsNode.bindings.append(computeTermBinding)
# Create the operator that sums the terms of the series
sumTermsOp = fabricClient.DG.createOperator("sumTermsOp")
sumTermsOp.setSourceCode('sumTerms.kl', open('sumTerms.kl').read())
sumTermsOp.setEntryPoint('sumTerms')
# Create the binding that binds sumTermsOp to the members of
# sumNode
sumTermsBinding = fabricClient.DG.createBinding()
sumTermsBinding.setOperator(sumTermsOp)
sumTermsBinding.setParameterLayout([
"terms", # terms is special: it is an object that
# allows you to get and set the number of slices
"terms.result<>", # the <> syntax specifies that we want to bind
# to all the slices at once
"self.result"
])
# Create the node to hold the result, add termsNode as a
# dependency and append the binding for sumTermsOp
sumNode = fabricClient.DG.createNode("sumNode")
sumNode.addMember("result", "Scalar")
sumNode.setDependency(termsNode, "terms")
sumNode.bindings.append(sumTermsBinding)
def callback():
# Return the result as the HTTP content
self.send_response(200)
self.send_header('Content-type', 'text/plain')
self.end_headers()
self.wfile.write(str(sumNode.getData('result', 0)) + '\n')
# Close the Fabric Engine client. If the client isn't closed
# then Fabric Python client will keep this script alive!
fabricClient.close()
# Evaluate the sumNode asynchronously. The given
# callback is issue when the computation is done.
sumNode.evaluateAsync(callback)
import fabric
c = fabric.createClient({'logWarnings': True})
pn = c.DG.createNode("parent")
pn.addMember("input", "String")
pn.addMember("output", "String")
pn.setData("input", 0, "input1")
print "parent input: " + str(pn.getData("input", 0))
pop = c.DG.createOperator("parentOp")
pop.setEntryPoint("parentOp")
pop.setSourceCode(
"operator parentOp( String input, io String output ) { output = 'parent: ' + input; }"
)
pb = c.DG.createBinding()
pb.setOperator(pop)
pb.setParameterLayout(["self.input", "self.output"])
pn.bindings.append(pb)
n = c.DG.createNode("child")
n.addMember("output", "String")
n.resize(2)
n.setDependency(pn, 'parent')
# test normal parameters
op = c.DG.createOperator("childOp")
op.setEntryPoint("childOp")
import fabric
myvars = {}
myvars['completed'] = 0
def launchTest( fabricClient ):
o = fabricClient.DG.createOperator("o"+str(testIndex))
o.setSourceCode("inline", "operator entry(in Size index, io Scalar result) { for (Size i=0; i<4096; ++i) result = log(1+index+i); }")
o.setEntryFunctionName("entry")
b = fabricClient.DG.createBinding();
b.setOperator(o)
b.setParameterLayout(["self.index","self.a"])
n = fabricClient.DG.createNode("n"+str(testIndex))
n.addMember("a", "Scalar")
n.resize(10000)
n.bindings.append(b)
def complete():
myvars['completed'] = myvars['completed'] + 1
print "completed " + str(myvars['completed'])
fabricClient.close()
n.evaluateAsync( complete )
for testIndex in range( 0, 64 ):
launchTest( fabric.createClient() )
print("queued "+str(testIndex))
import fabric
myvars = {}
myvars['completed'] = 0
def launchTest( fabricClient ):
o = fabricClient.DG.createOperator("o"+str(testIndex))
o.setSourceCode("inline", "operator entry(in Size index, io Scalar result) { for (Size i=0; i<4096; ++i) result = log(1+index+i); }")
o.setEntryPoint("entry")
b = fabricClient.DG.createBinding();
b.setOperator(o)
b.setParameterLayout(["self.index","self.a"])
n = fabricClient.DG.createNode("n"+str(testIndex))
n.addMember("a", "Scalar")
n.resize(10000)
n.bindings.append(b)
def complete():
myvars['completed'] = myvars['completed'] + 1
print "completed " + str(myvars['completed'])
fabricClient.close()
n.evaluateAsync( complete )
for testIndex in range( 0, 64 ):
launchTest( fabric.createClient() )
print("queued "+str(testIndex))
# Obtaining the FABRIC object
import fabric
FABRIC = fabric.createClient()
# Registered types
class Vec3():
def __init__(self, x=None, y=None, z=None):
if type(x) is float and type(y) is float and type(z) is float:
self.x = x
self.y = y
self.z = z
elif x is None and y is None and z is None:
self.x = 0
self.y = 0
self.z = 0
else:
raise Exception('Vec3: invalid arguments')
FABRIC.RT.registerType(
'Vec3', {
'members': [{
'x': 'Scalar'
}, {
'y': 'Scalar'
}, {
'z': 'Scalar'
}],
'constructor': Vec3,
import fabric
c = fabric.createClient( { 'logWarnings': True } )
pn = c.DG.createNode( "parent" )
pn.addMember( "input", "String" )
pn.addMember( "output", "String" )
pn.setData( "input", 0, "input1" )
print "parent input: " + str( pn.getData( "input", 0 ) )
pop = c.DG.createOperator( "parentOp" )
pop.setEntryPoint( "parentOp" )
pop.setSourceCode( "operator parentOp( String input, io String output ) { output = 'parent: ' + input; }" )
pb = c.DG.createBinding()
pb.setOperator( pop )
pb.setParameterLayout( [ "self.input", "self.output" ] )
pn.bindings.append( pb )
n = c.DG.createNode( "child" )
n.addMember( "output", "String" )
n.resize( 2 )
n.setDependency( pn, 'parent' )
# test normal parameters
op = c.DG.createOperator( "childOp" )
op.setEntryPoint( "childOp" )
op.setSourceCode( "operator childOp( io String input, io String output ) { output = 'child: ' + input; }" )
#
# Copyright 2010-2012 Fabric Engine Inc. All rights reserved.
#
import fabric
fabricClient = fabric.createClient()
try:
fabricClient.RT.registerType( 'Foobar1', 'foobar' )
fabricClient.flush()
except Exception as e:
print 'error registering Foobar1: ' + str( e )
try:
desc = {
'members': { 'x' },
'constructor': object
}
fabricClient.RT.registerType( 'Foobar2', desc )
fabricClient.flush()
except Exception as e:
print 'error registering Foobar2: ' + str( e )
try:
desc = {
'constructor': object
}
fabricClient.RT.registerType( 'Foobar3', desc )
fabricClient.flush()
except Exception as e:
print 'error registering Foobar3: ' + str( e )
def do_GET( self ):
global numRequests
numRequests += 1
numTradingDays = 252
dt = 1.0/numTradingDays
sqrtDT = math.sqrt(dt)
query = urlparse.parse_qs(urlparse.urlparse(self.path).query)
numStocks = 0
initialPrices = []
priceMeans = []
priceDevs = []
priceCorrs = []
while True:
i = numStocks
initialPriceName = "ip_"+str(i+1)
priceMeanName = "pm_"+str(i+1)
priceDevName = "pd_"+str(i+1)
if initialPriceName in query and priceMeanName in query and priceDevName in query:
initialPrices.insert(i, float(query[initialPriceName][0]))
priceMeans.insert(i, float(query[priceMeanName][0]) / numTradingDays)
priceDevs.insert(i, float(query[priceDevName][0]) / numTradingDays)
priceCorrs.insert(i, [])
for j in range(0, numStocks):
priceCorrelationName = "pc_" + str(j+1) + "_" + str(i+1)
if priceCorrelationName in query:
priceCorrs[i].insert(j, float(query[priceCorrelationName][0]))
else:
priceCorrs[i].insert(j, 0.0)
priceCorrs[j].insert(i, priceCorrs[i][j])
priceCorrs[i].insert(i, 1.0)
numStocks += 1
else:
break
if numStocks <= 0:
self.writeHeader( 400 )
self.wfile.write("You must provide at least one stock!\n")
else:
if debug:
print("priceMeans:")
print(priceMeans)
print("priceDevs:")
print(priceDevs)
print("priceCorrs:")
print(priceCorrs)
priceCovariance = []
for i in range(0, numStocks):
priceCovariance.insert(i, [])
for j in range(0, numStocks):
priceCovariance[i].insert(j, priceDevs[i] * priceDevs[j] * priceCorrs[i][j])
choleskyTrans = MathExt.choleskyTrans(priceCovariance)
drifts = []
for i in range(0, numStocks):
drifts.insert(i, priceMeans[i] - priceCovariance[i][i]/2)
totalInitialPrice = 0.0
for i in range(0, numStocks):
totalInitialPrice += initialPrices[i]
numTrials = 16384
if useFabric:
fabricClient = fabric.createClient()
fabricClients.append( fabricClient )
params = fabricClient.DG.createNode("params")
params.addMember('numTradingDays', 'Size', numTradingDays)
params.addMember('dt', 'Float64', dt)
params.addMember('sqrtDT', 'Float64', sqrtDT)
params.addMember('initialPrices', 'Float64['+str(numStocks)+']')
params.addMember('choleskyTrans', 'Float64['+str(numStocks)+']['+str(numStocks)+']')
params.setData('choleskyTrans', choleskyTrans)
params.addMember('drifts', 'Float64['+str(numStocks)+']')
params.setData('drifts', drifts)
runTrialOp = fabricClient.DG.createOperator("runTrial")
runTrial = str(numStocks).join( open('runTrial.kl').read().split('%NS%') )
#print(runTrial)
runTrialOp.setSourceCode('runTrial.kl', runTrial)
runTrialOp.setEntryFunctionName('runTrial')
if len( runTrialOp.getDiagnostics() ) > 0:
print(runTrialOp.getDiagnostics())
raise Exception( "Compile errors, aborting" )
runTrialBinding = fabricClient.DG.createBinding()
runTrialBinding.setOperator(runTrialOp)
runTrialBinding.setParameterLayout([
'self.index',
'params.numTradingDays',
'params.dt',
'params.sqrtDT',
'params.choleskyTrans',
'params.drifts',
'self.value'
])
sortOp = fabricClient.DG.createOperator("sort")
sort = str(numStocks).join( open('sort.kl').read().split('%NS%') )
#print(sort)
sortOp.setSourceCode('sort.kl', sort)
sortOp.setEntryFunctionName('sort')
if len( sortOp.getDiagnostics() ) > 0:
print(sortOp.getDiagnostics())
raise Exception( "Compile errors, aborting" )
sortBinding = fabricClient.DG.createBinding()
sortBinding.setOperator(sortOp)
sortBinding.setParameterLayout([
'self.value<>'
])
trials = fabricClient.DG.createNode('trials')
trials.setCount(numTrials)
trials.setDependency(params, 'params')
trials.addMember('value', 'Float64')
trials.bindings.append(runTrialBinding)
trials.bindings.append(sortBinding)
if len( trials.getErrors() ) > 0:
print(trials.getErrors())
raise Exception( "DG errors, aborting" )
def callback():
valueAtRisk = totalInitialPrice - trials.getData('value', int(round(numTrials*0.05)))
self.writeHeader( 200 )
self.wfile.write(str(valueAtRisk) + "\n")
fabricClient.close()
fabricClients.remove( fabricClient )
self.close()
trials.evaluateAsync( callback )
else:
prng = MathExt.Random.ExpGenerator
trialResults = []
for trial in range(0, numTrials):
prng.seed(4096*(1+trial))
#print("trial="+trial+" numTradingDays="+numTradingDays+" dt="+dt+" sqrtDT="+sqrtDT)
#print("choleskyTrans="+choleskyTrans)
#print("drifts="+drifts)
amounts = []
for i in range(0, numStocks):
amounts.insert(i, initialPrices[i])
for day in range(1, numTradingDays+1):
Z = MathExt.normalVec(numStocks, prng)
#print("Z = "+Z)
X = MathExt.mat.mulVec(choleskyTrans, Z)
#print("X = "+X)
for i in range(0, numStocks):
amounts[i] *= math.exp(drifts[i]*dt + X[i]*sqrtDT)
value = 0.0
for i in range(0, numStocks):
value += amounts[i]
trialResults.append(value)
def sort(v):
def partition(a, begin, end, pivot):
piv = a[pivot]
a[pivot] = a[end-1]
a[end-1] = piv
store = begin
for i in range(begin, end-1):
if a[i] <= piv:
t = a[store]
a[store] = a[i]
a[i] = t
store += 1
t = a[end-1]
a[end-1] = a[store]
a[store] = t
return store
def qsort(a, begin, end):
if end - begin <= 1:
return
else:
pivot = partition(a, begin, end, begin+int(round((end-begin)/2)))
qsort(a, begin, pivot)
qsort(a, pivot+1, end)
return qsort(v, 0, len(v))
sort(trialResults)
valueAtRisk = totalInitialPrice - trialResults[int(round(numTrials*0.05))]
self.writeHeader( 200 )
self.wfile.write( str(valueAtRisk) + "\n" )
self.close()
