Add 'xo-pyprocess/' from commit 'c4af12c625'
git-subtree-dir: xo-pyprocess git-subtree-mainline:7cc8af4b57git-subtree-split:c4af12c625
This commit is contained in:
commit
1026364701
11 changed files with 805 additions and 0 deletions
386
xo-pyprocess/.github/workflows/main.yml
vendored
Normal file
386
xo-pyprocess/.github/workflows/main.yml
vendored
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|
|
@ -0,0 +1,386 @@
|
|||
name: build xo-pyprocess + dependencies
|
||||
|
||||
on:
|
||||
push:
|
||||
branches: [ "main" ]
|
||||
pull_request:
|
||||
branches: [ "main" ]
|
||||
|
||||
env:
|
||||
# Customize the CMake build type here (Release, Debug, RelWithDebInfo, etc.)
|
||||
BUILD_TYPE: Release
|
||||
|
||||
jobs:
|
||||
build:
|
||||
# The CMake configure and build commands are platform agnostic and should work equally well on Windows or Mac.
|
||||
# You can convert this to a matrix build if you need cross-platform coverage.
|
||||
# See: https://docs.github.com/en/free-pro-team@latest/actions/learn-github-actions/managing-complex-workflows#using-a-build-matrix
|
||||
runs-on: ubuntu-latest
|
||||
|
||||
steps:
|
||||
- name: checkout source
|
||||
uses: actions/checkout@v3
|
||||
|
||||
- name: Install catch2
|
||||
# install catch2. see [[https://stackoverflow.com/questions/57982945/how-to-apt-get-install-in-a-github-actions-workflow]]
|
||||
run: sudo apt-get install -y catch2
|
||||
|
||||
- name: Install pybind11-dev
|
||||
run: sudo apt-get install -y pybind11-dev
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone xo-cmake
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-cmake
|
||||
path: repo/xo-cmake
|
||||
|
||||
- name: Configure xo-cmake
|
||||
run: cmake -B ${{github.workspace}}/build_xo-cmake -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/xo-cmake
|
||||
|
||||
- name: Build xo-cmake (trivial)
|
||||
run: cmake --build ${{github.workspace}}/build_xo-cmake --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install xo-cmake
|
||||
run: cmake --install ${{github.workspace}}/build_xo-cmake
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone indentlog
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/indentlog
|
||||
path: repo/indentlog
|
||||
|
||||
- name: Configure indentlog
|
||||
# configure cmake for indentlog in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_indentlog -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/indentlog
|
||||
|
||||
- name: Build indentlog
|
||||
run: cmake --build ${{github.workspace}}/build_indentlog --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install indentlog
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_indentlog
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone subsys
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/subsys
|
||||
path: repo/subsys
|
||||
|
||||
- name: Configure subsys
|
||||
# configure cmake for subsys in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_subsys -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/subsys
|
||||
|
||||
- name: Build subsys
|
||||
run: cmake --build ${{github.workspace}}/build_subsys --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install subsys
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_subsys
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone refcnt
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/refcnt
|
||||
path: repo/refcnt
|
||||
|
||||
- name: Configure refcnt
|
||||
# configure cmake for refcnt in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_refcnt -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/refcnt
|
||||
|
||||
- name: Build refcnt
|
||||
run: cmake --build ${{github.workspace}}/build_refcnt --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install refcnt
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_refcnt
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone reflect
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/reflect
|
||||
path: repo/reflect
|
||||
|
||||
- name: Configure reflect
|
||||
# configure cmake for reflect in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_reflect -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/reflect
|
||||
|
||||
- name: Build reflect
|
||||
run: cmake --build ${{github.workspace}}/build_reflect --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install reflect
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_reflect
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone callback
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-callback
|
||||
path: repo/callback
|
||||
|
||||
- name: Configure callback
|
||||
# configure cmake for callback in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_callback -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/callback
|
||||
|
||||
- name: Build callback
|
||||
run: cmake --build ${{github.workspace}}/build_callback --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install callback
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_callback
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone webutil
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-webutil
|
||||
path: repo/webutil
|
||||
|
||||
- name: Configure webutil
|
||||
# configure cmake for webutil in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_webutil -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/webutil
|
||||
|
||||
- name: Build webutil
|
||||
run: cmake --build ${{github.workspace}}/build_webutil --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install webutil
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_webutil
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone pyutil
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-pyutil
|
||||
path: repo/pyutil
|
||||
|
||||
- name: Configure pyutil
|
||||
# configure cmake for pyutil in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_pyutil -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/pyutil
|
||||
|
||||
- name: Build pyutil
|
||||
run: cmake --build ${{github.workspace}}/build_pyutil --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install pyutil
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_pyutil
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone pywebutil
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-pywebutil
|
||||
path: repo/pywebutil
|
||||
|
||||
- name: Configure pywebutil
|
||||
# configure cmake for pywebutil in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_pywebutil -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/pywebutil
|
||||
|
||||
- name: Build pywebutil
|
||||
run: cmake --build ${{github.workspace}}/build_pywebutil --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install pywebutil
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_pywebutil
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone printjson
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-printjson
|
||||
path: repo/printjson
|
||||
|
||||
- name: Configure printjson
|
||||
# configure cmake for printjson in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_printjson -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/printjson
|
||||
|
||||
- name: Build printjson
|
||||
run: cmake --build ${{github.workspace}}/build_printjson --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install printjson
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_printjson
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone randomgen
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/randomgen
|
||||
path: repo/randomgen
|
||||
|
||||
- name: Configure randomgen
|
||||
# configure cmake for randomgen in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_randomgen -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/randomgen
|
||||
|
||||
- name: Build randomgen
|
||||
run: cmake --build ${{github.workspace}}/build_randomgen --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install randomgen
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_randomgen
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone ordinaltree
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-ordinaltree
|
||||
path: repo/ordinaltree
|
||||
|
||||
- name: Configure ordinaltree
|
||||
# configure cmake for ordinaltree in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_ordinaltree -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/ordinaltree
|
||||
|
||||
- name: Build ordinaltree
|
||||
run: cmake --build ${{github.workspace}}/build_ordinaltree --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install ordinaltree
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_ordinaltree
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone reactor
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-reactor
|
||||
path: repo/reactor
|
||||
|
||||
- name: Configure reactor
|
||||
# configure cmake for reactor in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_reactor -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/reactor
|
||||
|
||||
- name: Build reactor
|
||||
run: cmake --build ${{github.workspace}}/build_reactor --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install reactor
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_reactor
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone simulator
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-simulator
|
||||
path: repo/simulator
|
||||
|
||||
- name: Configure simulator
|
||||
# configure cmake for simulator in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_simulator -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/simulator
|
||||
|
||||
- name: Build simulator
|
||||
run: cmake --build ${{github.workspace}}/build_simulator --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install simulator
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_simulator
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone process
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-process
|
||||
path: repo/process
|
||||
|
||||
- name: Configure process
|
||||
# configure cmake for process in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_process -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/process
|
||||
|
||||
- name: Build process
|
||||
run: cmake --build ${{github.workspace}}/build_process --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install process
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_process
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone pyreflect
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-pyreflect
|
||||
path: repo/pyreflect
|
||||
|
||||
- name: Configure pyreflect
|
||||
# configure cmake for pyreflect in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_pyreflect -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/pyreflect
|
||||
|
||||
- name: Build pyreflect
|
||||
run: cmake --build ${{github.workspace}}/build_pyreflect --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install pyreflect
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_pyreflect
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone pyprintjson
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-pyprintjson
|
||||
path: repo/pyprintjson
|
||||
|
||||
- name: Configure pyprintjson
|
||||
# configure cmake for pyprintjson in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_pyprintjson -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/pyprintjson
|
||||
|
||||
- name: Build pyprintjson
|
||||
run: cmake --build ${{github.workspace}}/build_pyprintjson --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install pyprintjson
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_pyprintjson
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Clone pyreactor
|
||||
uses: actions/checkout@v3
|
||||
with:
|
||||
repository: Rconybea/xo-pyreactor
|
||||
path: repo/pyreactor
|
||||
|
||||
- name: Configure pyreactor
|
||||
# configure cmake for pyreactor in dedicated build directory.
|
||||
run: cmake -B ${{github.workspace}}/build_pyreactor -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local repo/pyreactor
|
||||
|
||||
- name: Build pyreactor
|
||||
run: cmake --build ${{github.workspace}}/build_pyreactor --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Install pyreactor
|
||||
# install into ${{github.workspace}}/local
|
||||
run: cmake --install ${{github.workspace}}/build_pyreactor
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
- name: Configure self (pyprocess)
|
||||
# Configure CMake in a 'build' subdirectory. `CMAKE_BUILD_TYPE` is only required if you are using a single-configuration generator such as make.
|
||||
# See https://cmake.org/cmake/help/latest/variable/CMAKE_BUILD_TYPE.html?highlight=cmake_build_type
|
||||
run: cmake -B ${{github.workspace}}/build_pyprocess -DCMAKE_MODULE_PATH=${{github.workspace}}/local/share/cmake -DCMAKE_PREFIX_PATH=${{github.workspace}}/local -DCMAKE_INSTALL_PREFIX=${{github.workspace}}/local -DCMAKE_BUILD_TYPE=${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Build self (pyprocess)
|
||||
# Build your program with the given configuration
|
||||
run: cmake --build ${{github.workspace}}/build_pyprocess --config ${{env.BUILD_TYPE}}
|
||||
|
||||
- name: Test self (pyprocess)
|
||||
working-directory: ${{github.workspace}}/build_pyprocess
|
||||
# Execute tests defined by the CMake configuration.
|
||||
# See https://cmake.org/cmake/help/latest/manual/ctest.1.html for more detail
|
||||
run: ctest -C ${{env.BUILD_TYPE}}
|
||||
6
xo-pyprocess/.gitignore
vendored
Normal file
6
xo-pyprocess/.gitignore
vendored
Normal file
|
|
@ -0,0 +1,6 @@
|
|||
# lsp keeps state here
|
||||
.cache
|
||||
# typical build directory
|
||||
.build*
|
||||
# lsp: symlink to file in build directory (established manually)
|
||||
compile_commands.json
|
||||
27
xo-pyprocess/CMakeLists.txt
Normal file
27
xo-pyprocess/CMakeLists.txt
Normal file
|
|
@ -0,0 +1,27 @@
|
|||
# xo-pyprocess/CMakeLists.txt
|
||||
|
||||
cmake_minimum_required(VERSION 3.10)
|
||||
|
||||
project(xo_pyprocess VERSION 0.1)
|
||||
|
||||
include(GNUInstallDirs)
|
||||
include(cmake/xo-bootstrap-macros.cmake)
|
||||
|
||||
xo_cxx_toplevel_options3()
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
# c++ settings (usually temporary)
|
||||
|
||||
set(PROJECT_CXX_FLAGS "")
|
||||
add_definitions(${PROJECT_CXX_FLAGS})
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
add_subdirectory(src/pyprocess)
|
||||
|
||||
# ----------------------------------------------------------------
|
||||
# provide find_package() support
|
||||
|
||||
xo_export_cmake_config(${PROJECT_NAME} ${PROJECT_VERSION} ${PROJECT_NAME}Targets)
|
||||
|
||||
# end CMakeLists.txt
|
||||
57
xo-pyprocess/EXAMPLES
Normal file
57
xo-pyprocess/EXAMPLES
Normal file
|
|
@ -0,0 +1,57 @@
|
|||
process module, using pybind11 to wrap c++ implementation
|
||||
|
||||
To demo
|
||||
|
||||
1. build the kalman project
|
||||
see path/to/kalman/README
|
||||
|
||||
python-compatible .so will be at:
|
||||
path/to/kalman/build/process_py/process_py.cpython-39-darwin.so
|
||||
|
||||
2. run python:
|
||||
$ cd path/to/kalman/build/pyprocess
|
||||
$ python3
|
||||
Python 3.9.12 (main, May 13 2022, 08:13:55)
|
||||
[Clang 11.1.0 ] on darwin
|
||||
Type "help", "copyright", "credits" or "license" for more information.
|
||||
>>>
|
||||
|
||||
3. import pybind11 module and run:
|
||||
>>> import pyprocess
|
||||
>>> import datetime as dt
|
||||
>>> from datetime import datetime as clock
|
||||
>>> t0=clock.now()
|
||||
# brownian motion, 50% annual volatility
|
||||
>>> bm=pyprocess.make_brownian_motion(t0, 0.5)
|
||||
>>> bm
|
||||
<BrownianMotion>
|
||||
>>> bm.exterior_sample(t0, [t0, 2.0])
|
||||
2.0
|
||||
>>> bm.exterior_sample(t0, [t0, 1.0])
|
||||
1.0
|
||||
>>> bm.exterior_sample(t0 + dt.timedelta(days=30, [t0, 1.0]))
|
||||
1.959941114989831
|
||||
|
||||
>>> ebm=pyprocess.make_exponential_brownian_motion(t0, 0.5)
|
||||
>>> ebm
|
||||
<ExpProcess>
|
||||
>>> ebm.exterior_sample(t + dt.timedelta(days=180, [t0, 50.0]))
|
||||
42.3212369005776
|
||||
>>> ebm.exterior_sample(t + dt.timedelta(days=180, [t0, 50.0]))
|
||||
56.16317742801309
|
||||
|
||||
>>> r=pyprocess.make_realization_source(ebm, dt.timedelta(seconds=1))
|
||||
|
||||
4. attach printer
|
||||
|
||||
>>> import reactor_py
|
||||
>>> p=reactor_py.make_realization_printer()
|
||||
>>> r.attach_sink(p)
|
||||
>>> bm.deliver_one()
|
||||
>>> bm.deliver_one()
|
||||
>>> r.deliver_one()
|
||||
[20220718:224818.909576, 0]
|
||||
1
|
||||
>>> r.deliver_one()
|
||||
[20220718:224819.909576, -0.000111338]
|
||||
1
|
||||
72
xo-pyprocess/README.md
Normal file
72
xo-pyprocess/README.md
Normal file
|
|
@ -0,0 +1,72 @@
|
|||
# python bindings for c++ stochastic process library (xo-process)
|
||||
|
||||
## Getting Started
|
||||
|
||||
### build + install dependencies
|
||||
|
||||
- [github/Rconybea/xo-process](https://github.com/Rconybea/xo-process)
|
||||
- [github/Rconybea/xo-reactor](https://github.com/Rconybea/xo-reactor)
|
||||
- [github/Rconybea/xo-pyutil](https://github.com/Rconybea/xo-pyutil)
|
||||
- [github/Rconybea/xo-pyreflect](https://github.com/Rconybea/xo-pyreflect)
|
||||
- [github/Rconybea/xo-pyprintjson](https://github.com/Rconybea/xo-pyprintjson)
|
||||
- [github/Rconybea/xo-pyreactor](https://github.com/Rconybea/xo-pyreactor)
|
||||
|
||||
### build + install
|
||||
```
|
||||
$ cd xo-pyprocess
|
||||
$ mkdir build
|
||||
$ cd build
|
||||
$ INSTALL_PREFIX=/usr/local # or wherever you prefer, e.g. ~/local
|
||||
$ cmake \
|
||||
-DCMAKE_MODULE_PATH=${INSTALL_PREFIX}/share/cmake \
|
||||
-DCMAKE_PREFIX_PATH=${INSTALL_PREFIX} \
|
||||
-DCMAKE_INSTALL_PREFIX=${INSTALL_PREFIX} ..
|
||||
$ make
|
||||
$ make install
|
||||
```
|
||||
(also see .github/workflows/main.yml)
|
||||
|
||||
## Examples
|
||||
|
||||
Assumes `xo-pyprocess` installed to `~/local2/lib`
|
||||
```
|
||||
PYTHONPATH=~/local2/lib:$PYTHONPATH python
|
||||
>>> import xo_pyprocess
|
||||
>>> dir(xo_pyprocess)
|
||||
['BrownianMotion', 'ExpProcess', 'RealizationSource', 'RealizationTracer', 'StochasticProcess', 'UpxAdapterSink', 'UpxEvent', 'UpxEventStore', 'UpxToConsole', '__doc__', '__file__', '__loader__', '__name__', '__package__', '__spec__', 'make_brownian_motion', 'make_exponential_brownian_motion', 'make_realization_printer', 'make_realization_source', 'make_tracer']
|
||||
>>>
|
||||
```
|
||||
|
||||
## Development
|
||||
|
||||
# build for unit test coverage
|
||||
```
|
||||
$ cd xo-pyprocess
|
||||
$ mkdir build-ccov
|
||||
$ cd build-ccov
|
||||
$ cmake \
|
||||
-DCMAKE_MODULE_PATH=${INSTALL_PREFIX}/share/cmake \
|
||||
-DCMAKE_PREFIX_PATH=${INSTALL_PREFIX} \
|
||||
-DCODE_COVERAGE=ON \
|
||||
-DCMAKE_BUILD_TYPE=Debug ..
|
||||
```
|
||||
|
||||
# LSP (language server) support
|
||||
|
||||
LSP looks for compile commands in the root of the source tree;
|
||||
while Cmake creates them in the root of its build directory.
|
||||
|
||||
```
|
||||
$ cd xo-pyprocess
|
||||
$ ln -s build/compile_commands.json # supply compile commands to LSP
|
||||
```
|
||||
|
||||
# Examples
|
||||
|
||||
Assumes `xo-pyprocess` installed to `~/local2/lib`
|
||||
|
||||
```
|
||||
PYTHONPATH=~/local2/lib python
|
||||
>>> import pyprocess
|
||||
>>> dir(pyprocess)
|
||||
```
|
||||
35
xo-pyprocess/cmake/xo-bootstrap-macros.cmake
Normal file
35
xo-pyprocess/cmake/xo-bootstrap-macros.cmake
Normal file
|
|
@ -0,0 +1,35 @@
|
|||
# ----------------------------------------------------------------
|
||||
# for example:
|
||||
# $ PREFIX=/usr/local # for example
|
||||
# $ cmake -DCMAKE_MODULE_PATH=prefix -DCMAKE_INSTALL_PREFIX=$PREFIX -B .build
|
||||
#
|
||||
# will get
|
||||
# CMAKE_MODULE_PATH
|
||||
# from xo-cmake-config --cmake-module-path
|
||||
#
|
||||
# and expect .cmake macros in
|
||||
# CMAKE_MODULE_PATH/xo_macros/xo_cxx.cmake
|
||||
# ----------------------------------------------------------------
|
||||
|
||||
find_program(XO_CMAKE_CONFIG_EXECUTABLE NAMES xo-cmake-config REQUIRED)
|
||||
|
||||
if ("${XO_CMAKE_CONFIG_EXECUTABLE}" STREQUAL "XO_CMAKE_CONFIG_EXECUTABLE-NOT_FOUND")
|
||||
message(FATAL "could not find xo-cmake-config executable")
|
||||
endif()
|
||||
|
||||
message(STATUS "XO_CMAKE_CONFIG_EXECUTABLE=${XO_CMAKE_CONFIG_EXECUTABLE}")
|
||||
|
||||
if (NOT XO_SUBMODULE_BUILD)
|
||||
if (("${CMAKE_MODULE_PATH}" STREQUAL "") OR ("${CMAKE_MODULE_PATH}" STREQUAL prefix))
|
||||
# default to typical install location for xo-project-macros
|
||||
execute_process(COMMAND ${XO_CMAKE_CONFIG_EXECUTABLE} --cmake-module-path OUTPUT_VARIABLE CMAKE_MODULE_PATH)
|
||||
message(STATUS "CMAKE_MODULE_PATH=${CMAKE_MODULE_PATH}")
|
||||
endif()
|
||||
endif()
|
||||
|
||||
# needs to have been installed somewhere on CMAKE_MODULE_PATH,
|
||||
# (e.g. from xo-cmake with the same value for CMAKE_INSTALL_PREFIX)
|
||||
#
|
||||
include(xo_macros/xo_cxx)
|
||||
|
||||
xo_cxx_bootstrap_message()
|
||||
4
xo-pyprocess/cmake/xo_pyprocessConfig.cmake.in
Normal file
4
xo-pyprocess/cmake/xo_pyprocessConfig.cmake.in
Normal file
|
|
@ -0,0 +1,4 @@
|
|||
@PACKAGE_INIT@
|
||||
|
||||
include("${CMAKE_CURRENT_LIST_DIR}/@PROJECT_NAME@Targets.cmake")
|
||||
check_required_components("@PROJECT_NAME@")
|
||||
1
xo-pyprocess/include/README.md
Normal file
1
xo-pyprocess/include/README.md
Normal file
|
|
@ -0,0 +1 @@
|
|||
placeholder for future pyprocess #include files
|
||||
10
xo-pyprocess/src/pyprocess/CMakeLists.txt
Normal file
10
xo-pyprocess/src/pyprocess/CMakeLists.txt
Normal file
|
|
@ -0,0 +1,10 @@
|
|||
# xo_pyprocess/src/pyprocess/CMakeLists.txt
|
||||
|
||||
set(SELF_LIB xo_pyprocess)
|
||||
set(SELF_SRCS pyprocess.cpp)
|
||||
|
||||
xo_pybind11_library(${SELF_LIB} ${PROJECT_NAME}Targets ${SELF_SRCS})
|
||||
|
||||
xo_pybind11_dependency(${SELF_LIB} process)
|
||||
xo_pybind11_header_dependency(${SELF_LIB} xo_pyreactor)
|
||||
xo_pybind11_header_dependency(${SELF_LIB} xo_pywebutil)
|
||||
182
xo-pyprocess/src/pyprocess/pyprocess.cpp
Normal file
182
xo-pyprocess/src/pyprocess/pyprocess.cpp
Normal file
|
|
@ -0,0 +1,182 @@
|
|||
/* @file pyprocess.cpp */
|
||||
|
||||
// note: need pyprocess/ here bc pyprocess.hpp is generated, located in build directory
|
||||
#include "pyprocess.hpp"
|
||||
#include "xo/pywebutil/pywebutil.hpp"
|
||||
#include "xo/process/init_process.hpp"
|
||||
#include "xo/process/UpxToConsole.hpp"
|
||||
#include "xo/process/StochasticProcess.hpp"
|
||||
#include "xo/process/BrownianMotion.hpp"
|
||||
#include "xo/process/ExpProcess.hpp"
|
||||
#include "xo/process/RealizationSource.hpp"
|
||||
#include "xo/pyreactor/pyreactor.hpp"
|
||||
#include "xo/reactor/EventStore.hpp"
|
||||
#include "xo/reactor/PolyAdapterSink.hpp"
|
||||
#include "xo/randomgen/random_seed.hpp"
|
||||
#include "xo/randomgen/xoshiro256.hpp"
|
||||
#include <pybind11/pybind11.h>
|
||||
#include <pybind11/stl.h>
|
||||
#include <pybind11/chrono.h>
|
||||
|
||||
/* xo::ref::intrusive_ptr<T> is an intrusively-reference-counted pointer.
|
||||
* always safe to create one from a T* p
|
||||
* (since refcount is directly accessible from p)
|
||||
*/
|
||||
PYBIND11_DECLARE_HOLDER_TYPE(T, xo::ref::intrusive_ptr<T>, true);
|
||||
|
||||
namespace xo {
|
||||
using xo::reactor::AbstractSink;
|
||||
using xo::reactor::AbstractEventStore;
|
||||
using xo::reactor::StructEventStore;
|
||||
using xo::reactor::PolyAdapterSink;
|
||||
using xo::json::PrintJsonSingleton;
|
||||
using xo::time::utc_nanos;
|
||||
using xo::rng::Seed;
|
||||
using xo::rng::xoshiro256ss;
|
||||
namespace py = pybind11;
|
||||
|
||||
namespace process {
|
||||
PYBIND11_MODULE(PYPROCESS_MODULE_NAME(), m) {
|
||||
/* ensure process/ will be initialized */
|
||||
InitSubsys<S_process_tag>::require();
|
||||
/* ..and immediately perform init steps */
|
||||
Subsystem::initialize_all();
|
||||
|
||||
/* e.g. py wrapper for xo::reactor::ReactorSource */
|
||||
PYREACTOR_IMPORT_MODULE();
|
||||
/* e.g. py wrapper for xo::web::EndpointDescr */
|
||||
PYWEBUTIL_IMPORT_MODULE();
|
||||
|
||||
m.doc() = "pybind11 plugin for xo.process";
|
||||
|
||||
m.def("make_brownian_motion",
|
||||
[](utc_nanos start_tm,
|
||||
double annual_volatility) {
|
||||
Seed<xoshiro256ss> seed;
|
||||
|
||||
return BrownianMotion<xoshiro256ss>::make(start_tm,
|
||||
annual_volatility,
|
||||
seed);
|
||||
},
|
||||
"create new BrownianMotion instance");
|
||||
|
||||
m.def("make_exponential_brownian_motion",
|
||||
[](utc_nanos start_tm,
|
||||
double start_value,
|
||||
double annual_volatility) {
|
||||
Seed<xoshiro256ss> seed;
|
||||
|
||||
return ExpProcess::make(start_value /*scale*/,
|
||||
BrownianMotion<xoshiro256ss>::make(start_tm,
|
||||
annual_volatility,
|
||||
seed));
|
||||
},
|
||||
py::arg("start_tm"), py::arg("start_value"), py::arg("annual_volatility"));
|
||||
|
||||
py::class_<StochasticProcess<double>,
|
||||
xo::rp<StochasticProcess<double>>>(m, "StochasticProcess")
|
||||
.def_property_readonly("t0", &StochasticProcess<double>::t0)
|
||||
.def_property_readonly("t0_value", &StochasticProcess<double>::t0_value)
|
||||
.def("exterior_sample", &StochasticProcess<double>::exterior_sample)
|
||||
.def("__repr__", &StochasticProcess<double>::display_string);
|
||||
|
||||
py::class_<BrownianMotion<xoshiro256ss>,
|
||||
StochasticProcess<double>,
|
||||
xo::rp<BrownianMotion<xoshiro256ss>>>(m, "BrownianMotion");
|
||||
//.def("exterior_sample", &BrownianMotion<xoshiro256ss>::exterior_sample)
|
||||
//.def("__repr__", &BrownianMotion<xoshiro256ss>::display_string);
|
||||
|
||||
py::class_<ExpProcess, StochasticProcess<double>,
|
||||
xo::rp<ExpProcess>>(m, "ExpProcess")
|
||||
.def_property_readonly("exponent_process",
|
||||
[](ExpProcess & self) {
|
||||
return self.exponent_process().promote();
|
||||
});
|
||||
|
||||
m.def("make_tracer",
|
||||
&RealizationTracer<double>::make);
|
||||
|
||||
py::class_<RealizationTracer<double>,
|
||||
xo::rp<RealizationTracer<double>>>(m, "RealizationTracer");
|
||||
|
||||
/* e.g.
|
||||
* import datetime as dt
|
||||
* t0=dt.datetime.now()
|
||||
* ebm=pyprocess.make_exponential_brownian_motion(t0, 0.5)
|
||||
* s=pyprocess.make_realization_source(ebm, dt.timedelta(seconds=1))
|
||||
*/
|
||||
m.def("make_realization_source",
|
||||
[](xo::rp<StochasticProcess<double>> p,
|
||||
xo::time::nanos sample_dt)
|
||||
{
|
||||
auto tracer = RealizationTracer<double>::make(p);
|
||||
|
||||
return RealizationSource<UpxEvent, double>::make(tracer,
|
||||
sample_dt);
|
||||
});
|
||||
|
||||
/* note: providing __repr__ changes printing behavior,
|
||||
* but uses default printer for inherited std::pair<..>
|
||||
*/
|
||||
py::class_<UpxEvent>(m, "UpxEvent")
|
||||
.def_property_readonly("tm", &UpxEvent::tm)
|
||||
.def_property_readonly("upx", &UpxEvent::upx)
|
||||
.def("__repr__", &UpxEvent::display_string);
|
||||
|
||||
py::class_<RealizationSource<UpxEvent, double>,
|
||||
reactor::ReactorSource,
|
||||
xo::rp<RealizationSource<UpxEvent, double>>>(m, "RealizationSource")
|
||||
.def_property_readonly("current_ev", &RealizationSource<UpxEvent, double>::current_ev);
|
||||
|
||||
py::class_<UpxToConsole,
|
||||
AbstractSink,
|
||||
rp<UpxToConsole>>
|
||||
(m, "UpxToConsole");
|
||||
|
||||
using UpxEventStore = StructEventStore<UpxEvent>;
|
||||
|
||||
/* see also: KalmanFilterStateEventStore in [pyfilter/pyfilter.cpp]
|
||||
*/
|
||||
py::class_<UpxEventStore,
|
||||
AbstractSink,
|
||||
AbstractEventStore,
|
||||
rp<UpxEventStore>>
|
||||
(m, "UpxEventStore")
|
||||
.def_static("make", &UpxEventStore::make)
|
||||
.def_property_readonly("empty", &UpxEventStore::empty)
|
||||
.def_property_readonly("size", &UpxEventStore::size)
|
||||
.def("last_n", &UpxEventStore::last_n, py::arg("n"))
|
||||
.def("last_dt", &UpxEventStore::last_dt, py::arg("dt"));
|
||||
//.def("__repr__", &UpxEventStore::display_string);
|
||||
|
||||
/* temporary -- to reveal compiler errors */
|
||||
using UpxAdapterSink = PolyAdapterSink<UpxEvent>;
|
||||
|
||||
py::class_<UpxAdapterSink,
|
||||
AbstractSink,
|
||||
rp<UpxAdapterSink>>(m, "UpxAdapterSink")
|
||||
.def_static("make", &UpxAdapterSink::make);
|
||||
|
||||
/* prints
|
||||
* std::pair<utc_nanos, double>
|
||||
* pairs
|
||||
*/
|
||||
m.def("make_realization_printer", &UpxToConsole::make);
|
||||
|
||||
#ifdef OBSOLETE
|
||||
/* this implementation fails -- looks like .so libraries
|
||||
* have separate typeinfo for std::pair<utc_nanos, double>
|
||||
* and don't find each other.
|
||||
*/
|
||||
m.def("make_realization_printer2",
|
||||
[]
|
||||
{
|
||||
return reactor::TemporaryTest::realization_printer();
|
||||
});
|
||||
#endif
|
||||
|
||||
} /*pyprocess*/
|
||||
} /*namespace process*/
|
||||
} /*namespace xo*/
|
||||
|
||||
/* end pyprocess.cpp */
|
||||
25
xo-pyprocess/src/pyprocess/pyprocess.hpp.in
Normal file
25
xo-pyprocess/src/pyprocess/pyprocess.hpp.in
Normal file
|
|
@ -0,0 +1,25 @@
|
|||
/* @file pyprocess.hpp
|
||||
*
|
||||
* automatically generated from src/pyprocess/pyprocess.hpp.in
|
||||
* see src/pyprocess/CMakeLists.txt
|
||||
*/
|
||||
|
||||
/* python requires module name = library name
|
||||
* example:
|
||||
* PYBIND11_MODULE(PYPROCESS_MODULE_NAME(), m) { ... }
|
||||
*/
|
||||
#define PYPROCESS_MODULE_NAME() @SELF_LIB@
|
||||
|
||||
/* example:
|
||||
* py::module_::import(PYPROCESS_MODULE_NAME_STR)
|
||||
*/
|
||||
#define PYPROCESS_MODULE_NAME_STR "@SELF_LIB@"
|
||||
|
||||
/* example:
|
||||
* PYPROCESS_IMPORT_MODULE()
|
||||
* replaces
|
||||
* py::module_::import("pyprocess")
|
||||
*/
|
||||
#define PYPROCESS_IMPORT_MODULE() py::module_::import("@SELF_LIB@")
|
||||
|
||||
/* end pyprocess.hpp */
|
||||
Loading…
Add table
Add a link
Reference in a new issue