ScriptEngine Class Reference

#include <ored/scripting/scriptengine.hpp>

Collaboration diagram for ScriptEngine:

Public Member Functions
	ScriptEngine (const ASTNodePtr root, const QuantLib::ext::shared_ptr< Context > context, const QuantLib::ext::shared_ptr< Model > model=nullptr)
void	run (const std::string &script="", bool interactive=false, QuantLib::ext::shared_ptr< PayLog > paylog=nullptr, bool includePastCashflows=false)

Private Attributes
const ASTNodePtr	root_
const QuantLib::ext::shared_ptr< Context >	context_
const QuantLib::ext::shared_ptr< Model >	model_

Detailed Description

Definition at line 36 of file scriptengine.hpp.

Constructor & Destructor Documentation

ScriptEngine()

ScriptEngine	(	const ASTNodePtr	root,
		const QuantLib::ext::shared_ptr< Context >	context,
		const QuantLib::ext::shared_ptr< Model >	model = nullptr
	)

Definition at line 38 of file scriptengine.hpp.

        : root_(root), context_(context), model_(model) {}

Member Function Documentation

run()

void run	(	const std::string &	script = "",
		bool	interactive = false,
		QuantLib::ext::shared_ptr< PayLog >	paylog = nullptr,
		bool	includePastCashflows = false
	)

Definition at line 1163 of file scriptengine.cpp.

                                                  {
 
    ASTNode* loc;
    ASTRunner runner(model_, script, interactive, *context_, loc, paylog, paylog != nullptr && includePastCashflows);
 
    randomvariable_output_pattern pattern;
    if (model_ == nullptr || model_->type() == Model::Type::MC) {
        pattern = randomvariable_output_pattern(randomvariable_output_pattern::pattern::expectation);
    } else if (model_->type() == Model::Type::FD) {
        pattern = randomvariable_output_pattern(randomvariable_output_pattern::pattern::left_middle_right);
    } else {
        QL_FAIL("model type not handled when setting output pattern for random variables");
    }
 
    DLOG("run script engine, context before run is:");
    DLOGGERSTREAM(pattern << *context_);
 
    if (interactive) {
        std::cerr << pattern << "\nInitial Context: \n" << (*context_) << std::endl;
    }
 
    boost::timer::cpu_timer timer;
    try {
        reset(root_);
        root_->accept(runner);
        timer.stop();
        QL_REQUIRE(runner.value.size() == 1,
                   "ScriptEngine::run(): value stack has wrong size (" << runner.value.size() << "), should be 1");
        QL_REQUIRE(runner.filter.size() == 1,
                   "ScriptEngine::run(): filter stack has wrong size (" << runner.filter.size() << "), should be 1");
        DLOG("script engine successfully finished, context after run is:");
 
        if (interactive) {
            std::cerr << "\nScript engine finished without errors. Context after run:" << std::endl;
        }
 
    } catch (const std::exception& e) {
        std::ostringstream errorMessage;
        errorMessage << "Error during script execution: " << e.what() << " at "
                     << (loc ? to_string(loc->locationInfo) : "(last visited ast node not known)") << ": "
                     << printCodeContext(script, loc, true);
 
        std::ostringstream strippedErrorMsg;
        strippedErrorMsg << "Error during script execution: " << e.what() << " at "
                         << (loc ? to_string(loc->locationInfo) : "(last visited ast node not known)");
 
        DLOGGERSTREAM(strippedErrorMsg.str());
        DLOGGERSTREAM(printCodeContext(script, loc));
        DLOGGERSTREAM("Context when hitting the error:");
        DLOGGERSTREAM(pattern << *context_);
 
        if (interactive) {
            std::cerr << strippedErrorMsg.str() << "\n";
            std::cerr << printCodeContext(script, loc);
            std::cerr << "Context when hitting the error:" << std::endl;
            std::cerr << (*context_) << std::endl;
            std::cin.get();
        }
 
        QL_FAIL(errorMessage.str());
    }
 
    DLOGGERSTREAM(pattern << *context_);
    DLOG("Script engine running time: " << boost::timer::format(timer.elapsed()));
 
    if (interactive) {
        std::cerr << pattern << *context_ << std::endl;
        std::cin.get();
    }
}

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Member Data Documentation

root_

const ASTNodePtr root_

private

Definition at line 45 of file scriptengine.hpp.

context_

const QuantLib::ext::shared_ptr<Context> context_

private

Definition at line 46 of file scriptengine.hpp.

model_

const QuantLib::ext::shared_ptr<Model> model_

private

Definition at line 47 of file scriptengine.hpp.