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@@ -53,7 +53,7 b' globsyntax = """\\' | |||||
53 | - readme*, exclude files ending with .bak |
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53 | - readme*, exclude files ending with .bak | |
54 | !.svn/ !.hg/ !*_Data/ rec:. |
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54 | !.svn/ !.hg/ !*_Data/ rec:. | |
55 | - Skip .svn, .hg, foo_Data dirs (and their subdirs) in recurse. |
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55 | - Skip .svn, .hg, foo_Data dirs (and their subdirs) in recurse. | |
56 | Trailing / is the key, \ does not work! |
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56 | Trailing / is the key, \ does not work! Use !.*/ for all hidden. | |
57 | dir:foo |
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57 | dir:foo | |
58 | - the directory foo if it exists (not files in foo) |
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58 | - the directory foo if it exists (not files in foo) | |
59 | dir:* |
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59 | dir:* | |
@@ -63,13 +63,16 b' globsyntax = """\\' | |||||
63 | foo.py is *not* included twice. |
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63 | foo.py is *not* included twice. | |
64 | @filelist.txt |
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64 | @filelist.txt | |
65 | - All files listed in 'filelist.txt' file, on separate lines. |
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65 | - All files listed in 'filelist.txt' file, on separate lines. | |
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66 | "cont:class \wak:" rec:*.py | |||
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67 | - Match files containing regexp. Applies to subsequent files. | |||
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68 | note quotes because of whitespace. | |||
66 | """ |
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69 | """ | |
67 |
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70 | |||
68 |
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71 | |||
69 | __version__ = "0.2" |
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72 | __version__ = "0.2" | |
70 |
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73 | |||
71 |
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74 | |||
72 | import os,glob,fnmatch,sys |
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75 | import os,glob,fnmatch,sys,re | |
73 | from sets import Set as set |
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76 | from sets import Set as set | |
74 |
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77 | |||
75 |
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78 | |||
@@ -84,21 +87,34 b' def expand(flist,exp_dirs = False):' | |||||
84 |
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87 | |||
85 | """ |
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88 | """ | |
86 | if isinstance(flist, basestring): |
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89 | if isinstance(flist, basestring): | |
87 | flist = flist.split() |
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90 | import shlex | |
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91 | flist = shlex.split(flist) | |||
88 | done_set = set() |
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92 | done_set = set() | |
89 | denied_set = set() |
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93 | denied_set = set() | |
90 |
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94 | cont_set = set() | ||
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95 | cur_rejected_dirs = set() | |||
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96 | ||||
91 | def recfind(p, pats = ["*"]): |
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97 | def recfind(p, pats = ["*"]): | |
92 |
denied_dirs = [ |
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98 | denied_dirs = [os.path.dirname(d) for d in denied_set if d.endswith("/")] | |
93 | #print "de", denied_dirs |
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94 | for (dp,dnames,fnames) in os.walk(p): |
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99 | for (dp,dnames,fnames) in os.walk(p): | |
95 | # see if we should ignore the whole directory |
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100 | # see if we should ignore the whole directory | |
96 | dp_norm = dp.replace("\\","/") + "/" |
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101 | dp_norm = dp.replace("\\","/") + "/" | |
97 | deny = False |
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102 | deny = False | |
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103 | # do not traverse under already rejected dirs | |||
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104 | for d in cur_rejected_dirs: | |||
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105 | if dp.startswith(d): | |||
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106 | deny = True | |||
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107 | break | |||
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108 | if deny: | |||
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109 | continue | |||
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110 | ||||
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111 | ||||
98 | #print "dp",dp |
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112 | #print "dp",dp | |
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113 | bname = os.path.basename(dp) | |||
99 | for deny_pat in denied_dirs: |
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114 | for deny_pat in denied_dirs: | |
100 |
if fnmatch.fnmatch( |
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115 | if fnmatch.fnmatch( bname, deny_pat): | |
101 | deny = True |
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116 | deny = True | |
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117 | cur_rejected_dirs.add(dp) | |||
102 | break |
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118 | break | |
103 | if deny: |
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119 | if deny: | |
104 | continue |
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120 | continue | |
@@ -124,6 +140,17 b' def expand(flist,exp_dirs = False):' | |||||
124 | if fnmatch.fnmatch(os.path.basename(p), deny_pat): |
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140 | if fnmatch.fnmatch(os.path.basename(p), deny_pat): | |
125 | deny = True |
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141 | deny = True | |
126 | break |
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142 | break | |
|
143 | if cont_set: | |||
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144 | try: | |||
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145 | cont = open(p).read() | |||
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146 | except IOError: | |||
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147 | # deny | |||
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148 | continue | |||
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149 | for pat in cont_set: | |||
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150 | if not re.search(pat,cont, re.IGNORECASE): | |||
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151 | deny = True | |||
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152 | break | |||
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153 | ||||
127 | if not deny: |
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154 | if not deny: | |
128 | yield it |
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155 | yield it | |
129 | return |
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156 | return | |
@@ -158,7 +185,8 b' def expand(flist,exp_dirs = False):' | |||||
158 | # glob only dirs |
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185 | # glob only dirs | |
159 | elif ent.lower().startswith('dir:'): |
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186 | elif ent.lower().startswith('dir:'): | |
160 | res.extend(once_filter(filter(os.path.isdir,glob.glob(ent[4:])))) |
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187 | res.extend(once_filter(filter(os.path.isdir,glob.glob(ent[4:])))) | |
161 |
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188 | elif ent.lower().startswith('cont:'): | ||
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189 | cont_set.add(ent[5:]) | |||
162 | # get all files in the specified dir |
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190 | # get all files in the specified dir | |
163 | elif os.path.isdir(ent) and exp_dirs: |
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191 | elif os.path.isdir(ent) and exp_dirs: | |
164 | res.extend(once_filter(filter(os.path.isfile,glob.glob(ent + os.sep+"*")))) |
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192 | res.extend(once_filter(filter(os.path.isfile,glob.glob(ent + os.sep+"*")))) |
@@ -13,7 +13,8 b' rc = client.MultiEngineClient()' | |||||
13 | # Initialize the common code on the engines |
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13 | # Initialize the common code on the engines | |
14 | rc.run('mcpricer.py') |
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14 | rc.run('mcpricer.py') | |
15 |
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15 | |||
16 |
# Push the variables that won't change |
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16 | # Push the variables that won't change | |
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17 | #(stock print, interest rate, days and MC paths) | |||
17 | rc.push(dict(S=100.0, r=0.05, days=260, paths=10000)) |
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18 | rc.push(dict(S=100.0, r=0.05, days=260, paths=10000)) | |
18 |
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19 | |||
19 | task_string = """\ |
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20 | task_string = """\ | |
@@ -23,8 +24,8 b' vp, ap, vc, ac = op.vanilla_put, op.asian_put, op.vanilla_call, op.asian_call' | |||||
23 | """ |
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24 | """ | |
24 |
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25 | |||
25 | # Create arrays of strike prices and volatilities |
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26 | # Create arrays of strike prices and volatilities | |
26 |
K_vals = N. |
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27 | K_vals = N.linspace(90.0,100.0,5) | |
27 |
sigma_vals = N. |
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28 | sigma_vals = N.linspace(0.0, 0.2,5) | |
28 |
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29 | |||
29 | # Submit tasks |
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30 | # Submit tasks | |
30 | taskids = [] |
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31 | taskids = [] |
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