slides on DSL

doc/talks/07_03_2014.tex

@@ -241,7 +241,24 @@ \section{Introduction}
 Previous definition is de-sugared at typing stage into
 
 \includegraphics[width=1\linewidth]{macd_desugared.png}
+\end{frame}
+%------------------------------------------------
+\begin{frame}
+\frametitle{Class Inheritance}
+Classes derive fields and methods from base classes.
+
+Methods are treated as "virtual" to stimulate code re-use
+
+\includegraphics[width=1\linewidth]{moments.png}
+\end{frame}
+%------------------------------------------------
+\begin{frame}
+\frametitle{Packages and Attributes}
+Package are used to group functions and types. They can be nested. Attributes are inherited from enclosing package. Anonymous packages are used to assign same attributes to a group of functions without introducing a new name scope.
+
+\includegraphics[width=1\linewidth]{packages.png}
 
+In this sample \texttt{.A.B.f} will have attributes \texttt{X == "Xa", Y == "Y"} and \texttt{.A.B.g} and \texttt{.A.B.h} will have attributes \texttt{X == "Xb", Y == "Y"}
 
 \end{frame}
 %------------------------------------------------

marketsim/_pub/_test/__init__.py

@@ -1,5 +1,6 @@
 from marketsim.gen._out._test._a import A
 
+import a
 import in1
 import types
 import overloading

marketsim/_pub/_test/a/__init__.py

@@ -0,0 +1 @@
+import b

marketsim/_pub/_test/a/b/__init__.py

@@ -0,0 +1,6 @@
+from marketsim.gen._out._test.a.b._f import f
+
+from marketsim.gen._out._test.a.b._g import g
+
+from marketsim.gen._out._test.a.b._h import h
+

marketsim/gen/.output/names.sc

@@ -51,6 +51,25 @@ package event
 @method = "N/A"
 package _test
 {
+    package A
+    {
+        @X = "X"
+        @Y = "Y"
+        package B
+        {
+            @X = "Xa"
+            def f() : () => .Float
+
+            @X = "Xb"
+            def g() : () => .Float
+
+            @X = "Xb"
+            def h() : () => .Float
+
+        }
+
+    }
+
     package in1
     {
         package in2
@@ -385,7 +404,8 @@ package math
     @python.mathops("atan")
     def Atan(x = .constant(0.0)) : () => .Float
 
-    /** Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt
+    /** Observable that adds a lag to an observable data source
+     *  so Lagged(x, dt)(t0+dt) == x(t0)
      */
     @python.intrinsic("observable.lagged.Lagged_Impl")
     @label = "Lagged_{%(timeframe)s}(%(source)s)"

marketsim/gen/.output/typed.sc

@@ -59,6 +59,26 @@ package event {
 @method = "N/A"
 
 package _test {
+    package A {@X = "X"
+        @Y = "Y"
+
+        package B {
+            @X = "Xa"
+
+            def f() : () => .Float
+
+            @X = "Xb"
+
+            def g() : () => .Float
+
+            @X = "Xb"
+
+            def h() : () => .Float
+        }
+
+    }
+
+
     package in1 {
         package in2 {
 
@@ -810,7 +830,8 @@ package math {
     @python.accessor()
     def Fast(x : Optional[.math.macd] = .math.macd()) : .Float
 
-    /** Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt
+    /** Observable that adds a lag to an observable data source
+     *  so Lagged(x, dt)(t0+dt) == x(t0)
      */
     @label = "Lagged_{%(timeframe)s}(%(source)s)"
 

marketsim/gen/.parsed/defs/math/rsi.pretty-printed.sc

@@ -1,21 +1,22 @@
 
 package math() {
     // defined at defs\math\rsi.sc: 3.5
-    /** Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt
+    /** Observable that adds a lag to an observable data source
+     *  so Lagged(x, dt)(t0+dt) == x(t0)
      */
     @python.intrinsic("observable.lagged.Lagged_Impl")
     @label = "Lagged_{%(timeframe)s}(%(source)s)"
     def Lagged(/** observable data source */ source = const(1.0),
                /** lag size */ timeframe = 10.0) : IObservable[Float]
 
-    // defined at defs\math\rsi.sc: 11.5
+    // defined at defs\math\rsi.sc: 12.5
     /** Returns positive movements of some observable *source* with lag *timeframe*
      */
     @label = "Ups_{%(timeframe)s}(%(source)s)"
     def UpMovements(/** observable data source */ source = const(1.0),
                     /** lag size */ timeframe = 10.0) = Max(0.0,source-source~>Lagged(timeframe))
 
-    // defined at defs\math\rsi.sc: 20.5
+    // defined at defs\math\rsi.sc: 21.5
     /** Returns negative movements of some observable *source* with lag *timeframe*
      */
     @label = "Downs_{%(timeframe)s}(%(source)s)"
@@ -27,17 +28,17 @@ package math() {
         @label = "RSIRaw_{%(timeframe)s}^{%(alpha)s}(%(source)s)"
         type RSI(/** observable data source */ source = .const(1.0),/** lag size */ timeframe = 10.0,/** alpha parameter for EWMA */ alpha = 0.015)
         {
-            // defined at defs\math\rsi.sc: 39.13
+            // defined at defs\math\rsi.sc: 40.13
             /** Absolute value for Relative Strength Index
              */
             def Raw() = source~>UpMovements(timeframe)~>EW(alpha)~>Avg/source~>DownMovements(timeframe)~>EW(alpha)~>Avg
 
-            // defined at defs\math\rsi.sc: 46.13
+            // defined at defs\math\rsi.sc: 47.13
             def Value() = 100.0-100.0/(1.0+Raw)
         }
     }
 
-    // defined at defs\math\rsi.sc: 51.5
+    // defined at defs\math\rsi.sc: 52.5
     /** Log returns
      */
     @label = "LogReturns_{%(timeframe)s}(%(x)s)"

marketsim/gen/.parsed/defs/math/rsi.raw

@@ -46,8 +46,9 @@ Definitions:
 | | | | | | | | | - List:
 | | | | | - Some:
 | | | | | | - DocString:
-| | | | | | | - Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt
+| | | | | | | - Observable that adds a lag to an observable data source
 | | | | | | | - List:
+| | | | | | | | -   so Lagged(x, dt)(t0+dt) == x(t0)
 | | | | | - List:
 | | | | | | - Annotation:
 | | | | | | | - QualifiedName:

marketsim/gen/.parsed/defs/trash.pretty-printed.sc

@@ -1,7 +1,24 @@
 @category = "internal tests"
 @method = "N/A"
 
-package _test() {
+package _test() {@X = "X"
+    @Y = "Y"
+
+    package A.B() {
+        // defined at defs\trash.sc: 8.5
+        @X = "Xa"
+        def f() : () => Float
+        @X = "Xb"
+
+        package () {
+            // defined at defs\trash.sc: 13.9
+            def g() : () => Float
+
+            // defined at defs\trash.sc: 14.9
+            def h() : () => Float
+        }
+    }
+
     package types() {
         type T1 = T
 
@@ -13,64 +30,64 @@ package _test() {
     }
 
     package overloading() {
-        // defined at defs\trash.sc: 17.5
+        // defined at defs\trash.sc: 30.5
         def f(x : IFunction[Price]) = x
 
-        // defined at defs\trash.sc: 18.5
+        // defined at defs\trash.sc: 31.5
         def f(x : IFunction[Volume]) = x
 
-        // defined at defs\trash.sc: 20.5
+        // defined at defs\trash.sc: 33.5
         def g(x : IFunction[Volume]) = f(x)
 
-        // defined at defs\trash.sc: 22.5
+        // defined at defs\trash.sc: 35.5
         def h() = f(12)
 
-        // defined at defs\trash.sc: 23.5
+        // defined at defs\trash.sc: 36.5
         def hh() = f(12.2)
     }
 
     abstract package _base1() {
-        // defined at defs\trash.sc: 27.27
+        // defined at defs\trash.sc: 40.27
         def toInject1() : () => Int
     }
 
     abstract package _base2() {
-        // defined at defs\trash.sc: 28.27
+        // defined at defs\trash.sc: 41.27
         def toInject2() : () => Int
     }
 
-    // defined at defs\trash.sc: 30.1
+    // defined at defs\trash.sc: 43.1
     def A(x = in1.in2.A()) : () => types.R
 
     package in1() extends _base1 extends _base2 {
-        // defined at defs\trash.sc: 33.1
+        // defined at defs\trash.sc: 46.1
         def A(x : () => ._test.types.T1 = ._test.A()) : () => types.U
 
         package in2() {
-            // defined at defs\trash.sc: 36.1
+            // defined at defs\trash.sc: 49.1
             def A(x = constant(),
                   y = if 3>x+2 then x else x*2) : () => types.T
 
-            // defined at defs\trash.sc: 38.1
+            // defined at defs\trash.sc: 51.1
             def S1(y = "abc") = y
 
-            // defined at defs\trash.sc: 40.1
+            // defined at defs\trash.sc: 53.1
             def S2() : Optional[String] = S1()
 
-            // defined at defs\trash.sc: 42.1
+            // defined at defs\trash.sc: 55.1
             def C(x : IFunction[ICandleStick],
                   p = 12) = p
 
-            // defined at defs\trash.sc: 44.1
+            // defined at defs\trash.sc: 57.1
             def IntFunc() : IFunction[Int] = const(0)
 
-            // defined at defs\trash.sc: 46.1
+            // defined at defs\trash.sc: 59.1
             def F(x = IntFunc() : IFunction[Float]) = x
 
-            // defined at defs\trash.sc: 48.1
+            // defined at defs\trash.sc: 61.1
             def IntObs() : IObservable[Int] = const(0)
 
-            // defined at defs\trash.sc: 50.1
+            // defined at defs\trash.sc: 63.1
             def O(x = IntObs() : IObservable[Float]) = x
         }
     }

marketsim/gen/.parsed/defs/trash.raw

@@ -12,6 +12,80 @@ Definitions:
 | | | | | - Some:
 | | | | | | - QualifiedName:
 | | | | | | | - List:
+| | | | | | | | - A
+| | | | | | | | - B
+| | | | | - List:
+| | | | | - Definitions:
+| | | | | | - List:
+| | | | | | | - FunDef:
+| | | | | | | | - f
+| | | | | | | | - List:
+| | | | | | | | - None
+| | | | | | | | - Some:
+| | | | | | | | | - FunctionType:
+| | | | | | | | | | - List:
+| | | | | | | | | | - SimpleType:
+| | | | | | | | | | | - QualifiedName:
+| | | | | | | | | | | | - List:
+| | | | | | | | | | | | | - Float
+| | | | | | | | | | | - List:
+| | | | | | | | - None
+| | | | | | | | - List:
+| | | | | | | | | - Attribute:
+| | | | | | | | | | - X
+| | | | | | | | | | - Xa
+| | | | | | | - PackageDef:
+| | | | | | | | - None
+| | | | | | | | - List:
+| | | | | | | | - Definitions:
+| | | | | | | | | - List:
+| | | | | | | | | | - FunDef:
+| | | | | | | | | | | - g
+| | | | | | | | | | | - List:
+| | | | | | | | | | | - None
+| | | | | | | | | | | - Some:
+| | | | | | | | | | | | - FunctionType:
+| | | | | | | | | | | | | - List:
+| | | | | | | | | | | | | - SimpleType:
+| | | | | | | | | | | | | | - QualifiedName:
+| | | | | | | | | | | | | | | - List:
+| | | | | | | | | | | | | | | | - Float
+| | | | | | | | | | | | | | - List:
+| | | | | | | | | | | - None
+| | | | | | | | | | | - List:
+| | | | | | | | | | - FunDef:
+| | | | | | | | | | | - h
+| | | | | | | | | | | - List:
+| | | | | | | | | | | - None
+| | | | | | | | | | | - Some:
+| | | | | | | | | | | | - FunctionType:
+| | | | | | | | | | | | | - List:
+| | | | | | | | | | | | | - SimpleType:
+| | | | | | | | | | | | | | - QualifiedName:
+| | | | | | | | | | | | | | | - List:
+| | | | | | | | | | | | | | | | - Float
+| | | | | | | | | | | | | | - List:
+| | | | | | | | | | | - None
+| | | | | | | | | | | - List:
+| | | | | | | | - List:
+| | | | | | | | | - Attribute:
+| | | | | | | | | | - X
+| | | | | | | | | | - Xb
+| | | | | | | | - List:
+| | | | | | | | - false
+| | | | | - List:
+| | | | | | - Attribute:
+| | | | | | | - X
+| | | | | | | - X
+| | | | | | - Attribute:
+| | | | | | | - Y
+| | | | | | | - Y
+| | | | | - List:
+| | | | | - false
+| | | | - PackageDef:
+| | | | | - Some:
+| | | | | | - QualifiedName:
+| | | | | | | - List:
 | | | | | | | | - types
 | | | | | - List:
 | | | | | - Definitions:

marketsim/gen/_out/_test/a/b/_f.py

@@ -0,0 +1,4 @@
+def f(): 
+    from marketsim import rtti
+    return f_()
+    raise Exception('Cannot find suitable overload for f('++')')

marketsim/gen/_out/_test/a/b/_g.py

@@ -0,0 +1,4 @@
+def g(): 
+    from marketsim import rtti
+    return g_()
+    raise Exception('Cannot find suitable overload for g('++')')

marketsim/gen/_out/_test/a/b/_h.py

@@ -0,0 +1,4 @@
+def h(): 
+    from marketsim import rtti
+    return h_()
+    raise Exception('Cannot find suitable overload for h('++')')

marketsim/gen/_out/math/_Lagged.py

@@ -4,7 +4,7 @@
 from marketsim.gen._out._iobservable._iobservablefloat import IObservablefloat
 @registry.expose(["Basic", "Lagged"])
 class Lagged_IObservableFloatFloat(Observablefloat,Lagged_Impl):
-    """ 
+    """   so Lagged(x, dt)(t0+dt) == x(t0)
     """ 
     def __init__(self, source = None, timeframe = None):
         from marketsim import deref_opt

marketsim/gen/defs/math/rsi.sc

@@ -1,11 +1,12 @@
 package math
 {
     /**
-     *  Observable that adds a lag to an observable data source so [Lagged(x, dt)]t=t0 == [x]t=t0+dt
+     *  Observable that adds a lag to an observable data source
+     *  so Lagged(x, dt)(t0+dt) == x(t0)
      */
     @python.intrinsic("observable.lagged.Lagged_Impl")
     @label = "Lagged_{%(timeframe)s}(%(source)s)"
-    def Lagged (/** observable data source */   source = const (1.),
+    def Lagged (/** observable data source */   source    = const (1.),
                 /** lag size */                 timeframe = 10.0) : IObservable[Float]
 
     /**