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Parallel2017 #1

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anton-malakhov
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Code review for @fschlimb

@anton-malakhov
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From a glance, this code is not compatible with few design principles we tried to follow with the SC version. To name a few:

  • files bs_erf_*.py are supposed to runnable (see run.sh) and clearly diffable (for the sake of live demo)
  • names are not consistent, in particular "framework" files like bs_erf_apply.py defines black_scholes which is rather property of the compute kernel, not "launcher"
  • global?!
  • while I like modular approach to different parallel engines, it asks for better integration with the main driver, probably specifying "run" method by argument keys (see composability benches as an example)
  • it introduces some new usage principles which are not obvious to me at this moment. But what's obvious already is that they are incompatible with existing code introducing fragmentation of approaches and usage model.
    Apparently, existing structure of the benchmark was not ready for introduction of many "run approaches", so, it needs clean design approach to be established in order to keep everything uniformly organized, easy to use, easy to read, simply diffable, modular for avoiding side-effects from one component to another..

anton-malakhov
anton-malakhov commented Mar 8, 2017
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bs_erf_naive.py Outdated
T = t [i]
P = float(price[i])
S = strike[i]
T = t[i]
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spaces here were on purpose to make it look pretty in WinMerge reports comparing implementations

base_bs_erf.py
if repeat < 1:
repeat = 1
##############################################

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what's changed here? EOLs?

bs_erf_numpy_apply_ipyparallel.py Outdated


def bs(nopt, rate, vol):
mr = -rate
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why do you need new implementation here?

bs_erf_numpy.py Outdated
sig_sig_two = vol * vol * 2
def black_scholes(nopt, price, strike, t, rate, vol):
mr = -rate
sig_sig_two = vol * vol * 2
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all spaces were on purpose for the diff

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@anton-malakhov @fschlimb