build: streamline .cmake instructions
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2 changed files with 59 additions and 33 deletions
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cmake_minimum_required(VERSION 3.10)
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cmake_minimum_required(VERSION 3.10)
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project(xo_pyprocess VERSION 0.1)
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project(xo_pyprocess VERSION 0.1)
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enable_language(CXX)
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# common XO cmake macros (see github.com:Rconybea/xo-cmake)
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include(xo_macros/xo-project-macros)
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include(xo_macros/xo_cxx)
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include(xo_macros/code-coverage)
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# ----------------------------------------------------------------
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xo_cxx_toplevel_options()
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# unit test setup
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enable_testing()
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# activate code coverage for all executables + libraries (when configured with -DCODE_COVERAGE=ON)
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add_code_coverage()
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# 1. assuming that /nix/store/ prefixes .hpp files belonging to gcc, catch2 etc.
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# we're not interested in code coverage for these sources.
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# 2. exclude the utest/ subdir, we don't need coverage on the unit tests themselves;
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# rather, want coverage on the code that the unit tests exercise.
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#
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# NOTE: this seems to work only with the 'ccov-all' target. In particular, doesn't seem to do anything with the 'ccov' target
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#
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add_code_coverage_all_targets(EXCLUDE /nix/store/* ${PROJECT_SOURCE_DIR}/utest/* ${PROJECT_BINARY_DIR}/local/* ${PROJECT_SOURCE_DIR}/repo/*)
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# ----------------------------------------------------------------
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# c++ settings (usually temporary)
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set(PROJECT_CXX_FLAGS "")
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add_definitions(${PROJECT_CXX_FLAGS})
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xo_toplevel_compile_options()
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# ----------------------------------------------------------------
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# sources
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add_subdirectory(src/pyprocess)
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add_subdirectory(src/pyprocess)
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#add_subdirectory(utest)
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# ----------------------------------------------------------------
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# provide find_package() support
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xo_export_cmake_config(${PROJECT_NAME} ${PROJECT_VERSION} ${PROJECT_NAME}Targets)
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xo_export_cmake_config(${PROJECT_NAME} ${PROJECT_VERSION} ${PROJECT_NAME}Targets)
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57
EXAMPLES
Normal file
57
EXAMPLES
Normal file
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@ -0,0 +1,57 @@
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process module, using pybind11 to wrap c++ implementation
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To demo
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1. build the kalman project
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see path/to/kalman/README
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python-compatible .so will be at:
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path/to/kalman/build/process_py/process_py.cpython-39-darwin.so
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2. run python:
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$ cd path/to/kalman/build/pyprocess
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$ python3
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Python 3.9.12 (main, May 13 2022, 08:13:55)
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[Clang 11.1.0 ] on darwin
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Type "help", "copyright", "credits" or "license" for more information.
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>>>
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3. import pybind11 module and run:
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>>> import pyprocess
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>>> import datetime as dt
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>>> from datetime import datetime as clock
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>>> t0=clock.now()
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# brownian motion, 50% annual volatility
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>>> bm=pyprocess.make_brownian_motion(t0, 0.5)
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>>> bm
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<BrownianMotion>
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>>> bm.exterior_sample(t0, [t0, 2.0])
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2.0
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>>> bm.exterior_sample(t0, [t0, 1.0])
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1.0
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>>> bm.exterior_sample(t0 + dt.timedelta(days=30, [t0, 1.0]))
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1.959941114989831
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>>> ebm=pyprocess.make_exponential_brownian_motion(t0, 0.5)
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>>> ebm
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<ExpProcess>
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>>> ebm.exterior_sample(t + dt.timedelta(days=180, [t0, 50.0]))
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42.3212369005776
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>>> ebm.exterior_sample(t + dt.timedelta(days=180, [t0, 50.0]))
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56.16317742801309
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>>> r=pyprocess.make_realization_source(ebm, dt.timedelta(seconds=1))
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4. attach printer
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>>> import reactor_py
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>>> p=reactor_py.make_realization_printer()
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>>> r.attach_sink(p)
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>>> bm.deliver_one()
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>>> bm.deliver_one()
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>>> r.deliver_one()
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[20220718:224818.909576, 0]
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1
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>>> r.deliver_one()
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[20220718:224819.909576, -0.000111338]
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1
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