initial implementation
This commit is contained in:
Roland Conybeare
commit
471a0d4d43
6 changed files with 362 additions and 0 deletions
13
CMakeLists.txt
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13
CMakeLists.txt
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# xo-pykalmanfilter/CMakeLists.txt
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cmake_minimum_required(VERSION 3.10)
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project(xo_pykalmanfilter VERSION 1.0)
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include(xo_macros/xo-project-macros)
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xo_cxx_toplevel_options()
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add_subdirectory(src/pykalmanfilter)
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xo_export_cmake_config(${PROJECT_NAME} ${PROJECT_VERSION} ${PROJECT_NAME}Targets)
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4
cmake/xo_pykalmanfilterConfig.cmake.in
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4
cmake/xo_pykalmanfilterConfig.cmake.in
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@PACKAGE_INIT@
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include("${CMAKE_CURRENT_LIST_DIR}/@PROJECT_NAME@Targets.cmake")
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check_required_components("@PROJECT_NAME@")
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1
include/README.md
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1
include/README.md
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@ -0,0 +1 @@
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placeholder for future pyreflect #include files
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33
src/pykalmanfilter/CMakeLists.txt
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33
src/pykalmanfilter/CMakeLists.txt
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# xo_pykalmanfilter/src/pykalmanfilter/CMakeLists.txt
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set(SELF_LIB pykalmanfilter)
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set(SELF_SRCS pykalmanfilter.cpp)
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xo_pybind11_library(${SELF_LIB} ${PROJECT_NAME}Targets ${SELF_SRCS})
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xo_pybind11_dependency(${SELF_LIB} xo_kalmanfilter)
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xo_pybind11_dependency(${SELF_LIB} xo_pyutil)
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# cmake config generated by xo-kalman filter
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# (xo-kalmanfilter/cmake/xo_kalmanfilterConfig.cmake)
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# doesn't work here.
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# kalmanfilterConfig.cmake include path that would make
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# #include <eigen3/Eigen/Dense>
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# work; we want to be able to use
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# #include <Eigen/Dense>
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#
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# BTW this tells us that there's some discrepancy between what
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# cmake does in response to
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#
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# (A) xo_kalmanfilterTarget.cmake:
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# set_target_properties(xo_kalmanfilter PROPERTIES
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# ..
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# INTERFACE_LINK_LIBRARIES "reactor;Eigen3::Eigen")
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#
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# (B) target_link_libraries() below; via the original
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# xo_external_target_dependency
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# (xo_kalmanfilter Eigen3 Eigen3::Eigen)
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# in xo-kalmanfilter/src/kalmanfilter/CMakeLists.txt
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#
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target_link_libraries(${SELF_LIB} PUBLIC Eigen3::Eigen)
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# CMakeLists.txt
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286
src/pykalmanfilter/pykalmanfilter.cpp
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src/pykalmanfilter/pykalmanfilter.cpp
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/* @file pykalmanfilter.cpp */
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#include "pykalmanfilter.hpp"
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#include "xo/pyreactor/pyreactor.hpp"
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#include "xo/pyutil/pyutil.hpp"
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#include "xo/kalmanfilter/init_filter.hpp"
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#include "xo/refcnt/Refcounted.hpp"
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#include "xo/kalmanfilter/KalmanFilterSvc.hpp"
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#include "xo/kalmanfilter/KalmanFilter.hpp"
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#include "xo/kalmanfilter/KalmanFilterEngine.hpp"
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#include "xo/kalmanfilter/KalmanFilterSpec.hpp"
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#include "xo/kalmanfilter/KalmanFilterStep.hpp"
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#include "xo/kalmanfilter/KalmanFilterStateToConsole.hpp"
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#include "xo/kalmanfilter/KalmanFilterState.hpp"
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#include "xo/kalmanfilter/KalmanFilterTransition.hpp"
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#include "xo/kalmanfilter/KalmanFilterObservable.hpp"
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#include "xo/kalmanfilter/KalmanFilterInputToConsole.hpp"
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#include "xo/kalmanfilter/KalmanFilterInput.hpp"
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#include "xo/reactor/EventStore.hpp"
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#include "xo/subsys/Subsystem.hpp"
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#include <pybind11/pybind11.h>
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#include <pybind11/eigen.h>
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#include <pybind11/stl.h>
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#include <pybind11/chrono.h>
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#include <pybind11/functional.h>
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//#include <pybind11/operators.h>
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namespace xo {
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using xo::kalman::KalmanFilterSvc;
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using xo::kalman::KalmanFilter;
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using xo::kalman::KalmanFilterState;
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using xo::kalman::KalmanFilterEngine;
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using xo::kalman::KalmanFilterSpec;
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using xo::kalman::KalmanFilterStepBase;
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using xo::kalman::KalmanFilterStep;
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using xo::kalman::KalmanFilterStateToConsole;
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using xo::kalman::KalmanFilterState;
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using xo::kalman::KalmanFilterStateExt;
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using xo::kalman::KalmanFilterTransition;
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using xo::kalman::KalmanFilterObservable;
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using xo::kalman::KalmanFilterInputToConsole;
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using xo::kalman::KalmanFilterInput;
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using xo::reactor::AbstractSource;
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using xo::reactor::AbstractSink;
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using xo::reactor::AbstractEventStore;
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using xo::reactor::ReactorSource;
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using xo::reactor::PtrEventStore;
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using xo::reflect::SelfTagging;
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using xo::ref::rp;
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using xo::time::utc_nanos;
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using Eigen::VectorXd;
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using Eigen::VectorXi;
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using Eigen::MatrixXd;
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namespace py = pybind11;
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namespace filter {
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PYBIND11_MODULE(PYKALMANFILTER_MODULE_NAME(), m) {
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/* ensure filter/ will be initialized */
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InitSubsys<S_kalmanfilter_tag>::require();
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/* ..and immediately perform init steps
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* (this 2nd step is sketchy -- want to pass an application context
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* to initialize_all())
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*/
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Subsystem::initialize_all();
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/* e.g. need python wrapper for for xo::reactor::AbstractSource
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*/
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PYREACTOR_IMPORT_MODULE();
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m.doc() = "pybind11 plugin for xo.filter";
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m.def("print_matrix",
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[](MatrixXd const & m) {
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std::cout << m << std::endl;
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});
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m.def("print_vector",
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[](VectorXd const & v) {
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std::cout << v << std::endl;
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});
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// ----- xo::kalman::KalmanFilterState -----
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py::class_<KalmanFilterState,
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SelfTagging,
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rp<KalmanFilterState>>(m, "KalmanFilterState")
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.def_static("make",
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py::overload_cast<uint32_t, utc_nanos, VectorXd, MatrixXd, KalmanFilterTransition>(&KalmanFilterState::make),
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py::arg("k"), py::arg("tk"),
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py::arg("x"), py::arg("P"),
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py::arg("transition"))
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.def("step_no", &KalmanFilterState::step_no)
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.def("tm", &KalmanFilterState::tm)
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.def("n_state", &KalmanFilterState::n_state)
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.def("state_v", &KalmanFilterState::state_v)
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.def("state_cov", &KalmanFilterState::state_cov)
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.def_property_readonly("k", &KalmanFilterState::step_no)
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.def_property_readonly("tk", &KalmanFilterState::tm)
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.def_property_readonly("x", &KalmanFilterState::state_v)
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.def_property_readonly("P", &KalmanFilterState::state_cov)
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.def("__repr__", &KalmanFilterState::display_string);
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// ----- xo::kalman::KalmanFilterStateExt -----
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py::class_<KalmanFilterStateExt,
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KalmanFilterState,
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rp<KalmanFilterStateExt>>(m, "KalmanFilterStateExt")
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.def_static("make",
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py::overload_cast<uint32_t, utc_nanos, VectorXd, MatrixXd, KalmanFilterTransition, MatrixXd, int32_t, rp<KalmanFilterInput>>(&KalmanFilterStateExt::make),
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py::arg("k"),
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py::arg("tk"),
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py::arg("x"),
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py::arg("P"),
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py::arg("transition"),
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py::arg("K"),
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py::arg("j"),
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py::arg("zk"))
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.def_property_readonly("j", &KalmanFilterStateExt::observable)
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.def_property_readonly("K", &KalmanFilterStateExt::gain)
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.def_property_readonly("zk", &KalmanFilterStateExt::zk);
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// ----- xo::kalman::KalmanFilterTransition -----
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py::class_<KalmanFilterTransition>(m, "KalmanFilterTransition")
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.def(py::init<MatrixXd, MatrixXd>())
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.def("n_state", &KalmanFilterTransition::n_state)
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.def("transition_mat", &KalmanFilterTransition::transition_mat)
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.def("transition_cov", &KalmanFilterTransition::transition_cov)
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.def("check_ok", &KalmanFilterTransition::check_ok)
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.def_property_readonly("F", &KalmanFilterTransition::transition_mat)
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.def_property_readonly("Q", &KalmanFilterTransition::transition_cov)
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.def("__repr__", &KalmanFilterTransition::display_string);
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// ----- xo::kalman::KalmanFilterObservable -----
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py::class_<KalmanFilterObservable>(m, "KalmanFilterObservable")
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.def(py::init<VectorXi, MatrixXd, MatrixXd>(),
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py::arg("keep"), py::arg("H"), py::arg("R"))
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.def("n_state", &KalmanFilterObservable::n_state)
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.def("n_observable", &KalmanFilterObservable::n_observable)
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.def("observable_mat", &KalmanFilterObservable::observable)
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.def("observable_cov", &KalmanFilterObservable::observable_cov)
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.def_property_readonly("H", &KalmanFilterObservable::observable)
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.def_property_readonly("R", &KalmanFilterObservable::observable_cov)
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.def("__repr__", &KalmanFilterObservable::display_string);
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// ----- xo::kalman::KalmanFilterInput -----
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py::class_<KalmanFilterInput,
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SelfTagging,
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rp<KalmanFilterInput>>(m, "KalmanFilterInput")
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//.def(py::init<utc_nanos, VectorXd>(),
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// py::arg("tkp1"), py::arg("z"))
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.def("n_observable", &KalmanFilterInput::n_obs)
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.def_property_readonly("tkp1", &KalmanFilterInput::tkp1)
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.def_property_readonly("z", &KalmanFilterInput::z)
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.def("__repr__", &KalmanFilterInput::display_string);
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m.def("make_kalman_filter_input", &KalmanFilterInput::make,
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py::arg("tkp1"), py::arg("presence"), py::arg("z"), py::arg("zerr"));
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// ----- xo::kalman::KalmanFilterStep -----
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py::class_<KalmanFilterStep>(m, "KalmanFilterStep")
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.def(py::init<rp<KalmanFilterState>, KalmanFilterTransition, KalmanFilterObservable, ref::rp<KalmanFilterInput>>(),
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py::arg("state"), py::arg("model"), py::arg("obs"), py::arg("input"))
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.def_property_readonly("state", &KalmanFilterStep::state)
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.def_property_readonly("model", &KalmanFilterStepBase::model)
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.def_property_readonly("obs", &KalmanFilterStepBase::obs)
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.def_property_readonly("input", &KalmanFilterStep::input)
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.def("extrapolate", &KalmanFilterStep::extrapolate)
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.def("gain", &KalmanFilterStep::gain)
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.def("gain1", &KalmanFilterStep::gain1)
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.def("correct", &KalmanFilterStep::correct)
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.def("correct1", &KalmanFilterStep::correct1)
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.def("__repr__", &KalmanFilterStep::display_string);
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// ----- xo::kalman::KalmanFilterSpec -----
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py::class_<KalmanFilterSpec>(m, "KalmanFilterSpec")
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.def(py::init<rp<KalmanFilterStateExt>, KalmanFilterSpec::MkStepFn>(),
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py::arg("s0"), py::arg("mkstepfn"))
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.def("start_ext", &KalmanFilterSpec::start_ext)
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.def("make_step", &KalmanFilterSpec::make_step,
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py::arg("sk"), py::arg("zkp1"))
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.def("__repr__", &KalmanFilterSpec::display_string);
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// ----- xo::kalman::KalmanFilterEngine -----
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m.def("kf_engine_extrapolate",
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&KalmanFilterEngine::extrapolate);
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m.def("kf_engine_gain",
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&KalmanFilterEngine::kalman_gain);
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m.def("kf_engine_gain1",
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&KalmanFilterEngine::kalman_gain1);
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m.def("kf_engine_correct",
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&KalmanFilterEngine::correct);
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m.def("kf_engine_correct1",
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&KalmanFilterEngine::correct1);
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// ----- xo::kalman::KalmanFilter -----
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py::class_<KalmanFilter>(m, "KalmanFilter")
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.def(py::init<KalmanFilterSpec>(),
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py::arg("spec"))
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.def_property_readonly("step_no", &KalmanFilter::step_no)
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.def_property_readonly("tm", &KalmanFilter::tm)
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.def_property_readonly("filter_spec", &KalmanFilter::filter_spec)
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.def_property_readonly("step", &KalmanFilter::step)
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.def_property_readonly("state_ext", &KalmanFilter::state_ext)
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.def("notify_input", &KalmanFilter::notify_input)
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.def("__repr__", &KalmanFilter::display_string);
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// ----- xo::kalman::KalmanFilterSvc -----
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py::class_<KalmanFilterSvc,
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ReactorSource,
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AbstractSink,
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rp<KalmanFilterSvc>>(m, "KalmanFilterSvc")
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.def_property_readonly("filter", &KalmanFilterSvc::filter)
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.def_property_readonly("last_annexed_ev", &KalmanFilterSvc::last_annexed_ev);
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m.def("make_kalman_filter",
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&KalmanFilterSvc::make,
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py::arg("spec"));
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// ----- xo::kalman::KalmanFilterInputToConsole -----
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py::class_<KalmanFilterInputToConsole, AbstractSink, rp<KalmanFilterInputToConsole>>
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(m, "KalmanFilterInputToConsole");
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/* prints KalmanFilterInput events to console */
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m.def("make_kalman_filter_input_printer", &KalmanFilterInputToConsole::make);
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// ----- xo::kalman::KalmanFilterStateToConsole -----
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py::class_<KalmanFilterStateToConsole, AbstractSink, rp<KalmanFilterStateToConsole>>
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(m, "KalmanFilterStateToConsole");
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/* prints KalmanFilterStateExt events to console */
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m.def("make_kalman_filter_state_printer", &KalmanFilterStateToConsole::make);
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// ----- xo::kalman::KalmanFilterStateStore -----
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using KalmanFilterStateEventStore
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= PtrEventStore<rp<KalmanFilterStateExt>>;
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/* see also: UpxEventStore in [pyprocess/pyprocess.cpp]
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* BboTickStore in [pyoption/pyoption.cpp]
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*/
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py::class_<KalmanFilterStateEventStore,
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AbstractSink,
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AbstractEventStore,
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rp<KalmanFilterStateEventStore>>
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(m, "KalmanFilterStateEventStore")
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.def_static("make", &KalmanFilterStateEventStore::make)
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.def("last_n", &KalmanFilterStateEventStore::last_n, py::arg("n"))
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.def("last_dt", &KalmanFilterStateEventStore::last_dt, py::arg("dt"));
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//.def("__repr__", &KalmanFilterStateEventStore::display_string);
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#ifdef OBSOLETE
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// ----- xo::option::Pxtick -----
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py::enum_<Pxtick>(m, "Pxtick")
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.value("nickel_dime", Pxtick::nickel_dime);
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//.export_values(); // only need this for pre-c++11-style enum inside a class
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// ----- xo::option::OptionStrikeSet -----
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py::class_<OptionStrikeSet,
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rp<OptionStrikeSet>>(m, "OptionStrikeSet")
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.def("get_options",
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[](OptionStrikeSet const & x) {
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std::vector<rp<VanillaOption>> v;
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x.append_options(&v);
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return v;
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})
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#endif
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} /*filter_py*/
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} /*namespace filter*/
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} /*namespace xo*/
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/* end pykalmanfilter.cpp */
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25
src/pykalmanfilter/pykalmanfilter.hpp.in
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25
src/pykalmanfilter/pykalmanfilter.hpp.in
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@ -0,0 +1,25 @@
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/* @file pykalmanfilter.hpp
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*
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* automatically generated from src/pykalmanfilter/pykalmanfilter.hpp.in
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* see src/pykalmanfilter/CMakeLists.txt
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*/
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/* python requires module name = library name
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* example:
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* PYBIND11_MODULE(PYKALMANFILTER_MODULE_NAME(), m) { ... }
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*/
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#define PYKALMANFILTER_MODULE_NAME() @SELF_LIB@
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/* example:
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* py::module_::import(PYKALMANFILTER_MODULE_NAME_STR)
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*/
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#define PYKALMANFILTER_MODULE_NAME_STR "@SELF_LIB@"
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/* example:
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* PYKALMANFILTER_IMPORT_MODULE()
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* replaces
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* py::module_::import("pykalmanfilter")
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*/
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#define PYKALMANFILTER_IMPORT_MODULE() py::module_::import("@SELF_LIB@")
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/* end pykalmanfilter.hpp */
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