Code architecture¶

Simulation¶

file: simulation.py

The Simulation class takes care of loading the simulation file (it delegates much of the work to entities), prepares the data source and simulates each period in turn (runs each process in turn).

Entity¶

file: entities.py

The Entity class stores all there is to know about each entity: fields, links, processes and data. It serves as a glue class between everything data, processes, ...

Process¶

file: process.py

The Process class stores users processes. The most common kind of process is the Assignment which computes the value of an expression and optionally stores the result in a variable.

Another very common process is the Function (previously known as procedures) which runs a list of processes in order, and optionally takes arguments and return a value.

Expressions¶

file: expr.py (and many others)

Expressions are the meat of the code. The Expr class is the base class for all expressions in LIAM2. It defines all the basic operators on expressions (arithmetic, logical, comparison), but it should not be inherited from directly.

file: exprbases.py

LIAM2 provides many different bases classes to inherit from when implementing a new function:

• NumexprFunction: base class for functions which are implemented as-is in numexpr. eg. abs, log, exp
• CompoundExpression: base class for expressions which can be expressed in terms of other “liam2” expressions. eg. min, max, zeroclip
• EvaluableExpression: base class for all other expressions (those that do not exist in numexpr and cannot be expressed in terms of other liam2 expressions). These expressions need to be pre-evaluated and stored in a (hidden) temporary variable before being fed to numexpr, and this is what EvaluableExpression does. One should only inherit from this class directly if none of the below subclasses applies.
  1. NumpyFunction: subclass for functions which are implemented as is in Numpy. Should not be used directly.
     • NumpyCreateArray: subclass for functions which create arrays out of nothing (usually random functions).
     • NumpyChangeArray: subclass for functions which take an array as input and give another array as output (eg clip, round).
     • NumpyAggregate: subclass for aggregate functions. eg. count, min, max, std, median.
  2. FunctionExpr: subclass for functions. eg. trunc, lag, duration, ...
     • FilteredExpression: subclass for functions which have a filter argument and need to support contextual filters. eg. align, sum, avg, gini.

LIAM2 current expressions are implemented in the following files:

actions.py

actions are expressions which do not have any result (that can be stored in variables), but have side-effects. Examples include: csv(), show(), remove(), breakpoint()

alignment.py

handles align() and align_abs() functions

align_link.py

the core algorithm (an implementation of Chenard’s) for align_abs(link=)

exprmisc.py

all expressions which are not defined in another file.

groupby.py

handles groupby()

links.py

contains all link-related code:

• the Link class stores the definition of links
• the LinkGet class handles ManyToOne links
• one class for each method of OneToMany links: Count, Sum, Avg, Min and Max.

matching.py

handles the matching functions: matching() and rank_matching()

regressions.py

handles all the regression functions: logit_score, logit_regr, cont_regr, clip_regr, log_regr

tfunc.py

handles all time-related functions: value_for_period, lag, duration, tavg and tsum

Context¶

file: context.py

A context is a data structure used to keep track of “contextual” information: what is the “current” entity, what is the “current” period, what is the “current” dataset. The context is passed around to the evaluation functions/methods.

A context must present a simple dictionary interface (key: value). There are a few keys with special meanings:

period

should be the period currently being evaluated

__len__

if present, should be an int representing the number of rows in the context

__entity__

current entity

__globals__

if present, should be a dictionary of global tables (‘periodic’, ...)

The kind of context which is most used is the EntityContext which provides a context interface to an Entity.

Main code¶

config.py

Stores some global configuration variables

console.py

Handles the interactive console

cpartition.pyx

Cython source to speed up our partitioning function (group_indices_nd) which is used in groupby and alignment.

cpartition.c

generated from cpartition.pyx using Cython

cpartition.pyd

cpartition.c compiled

cutils.pyx

Cython source to speed up some commonly used utility functions.

cutils.c

generated from cutils.pyx using Cython

cutils.pyd

cutils.c compiled

data.py

handles loading, indexing, checking, merging, copying or modifying (adding or removing fields) tables (or subsets of them). It tries to provide a uniform interface from different data sources but it is a work in progress.

exprtools.py

parsing code for expressions

importer.py

code to import csv files in our own hdf5 “subformat” by reading an “import file” (in yaml).

khash.h

Generic hash table from Klib, used in cpartition.pyx see https://github.com/attractivechaos/klib

main.py

The main script. It reads command line arguments and calls the corresponding code (run, import, explore) in simulation.py (run/explore) or importer.py (import)

partition.py

handles partitioning objects depending on the possible values of their columns.

utils.py

miscellaneous support functions

standalone scripts¶

diff_h5.py

diff two liam2 files

dropfields_h5.py

copy a subset of a liam2 file (excluding specified columns)

filter_h5.py

copy a subset of a liam2 file (all rows matching specified condition)

merge_h5.py

merge two liam2 files

build scripts¶

build_exe.py

generic script to make executables (for standalones scripts)

setup.py

compile cython extensions to pyd and make an .exe for the main liam2 executable (using cx_Freeze)