openMosix クラスタをテストする Perl プログラム
ここにあげるのは、私が openMosix クラスタをテストするためにさくっと書いた プログラムです。openMosix-devel メーリングリストに 2002 年 3 月 6 日に投稿 しました。 "Charles 氏はこの小さなプログラム(Perl で書いた)を自分のクラスタ(3 台の Pentium 200MMX と 1 台の Pentium 166)向けに負荷テスト目的で書きました。このプログラム はあるポートフォリオに基づいて様々なテストを一定時間内にシミュレートします。 コードにはきちんとした解説があり、簡単にテスト基準を追加・削除できるようになって いて、テスト基準の月単位の平均処理量と標準偏差を変更できます。 ポートフォリオを最適化する問題は、分析しても解析できません。したがって、ポート フォリオを何回もシミュレートして最後に結果を報告します。 注意してもらいたい点は、このプログラムはテスト項目間の相関関係は考慮していない 点です。でもまだ完璧ではありませんが、はじめとしてはまずまずだと思います。 さらにコードをプログラムの最後に追加して、データの報告機能を改善するつもりで います(SVG(Scalable Vector Graphics)グラフ作成が進行中)。しかしシミュレート する部分は満足に動きます。 openMosix による並行処理の長所を活かすために、Perl のモジュールである Parallel::?ForkManager(CPAN より)を使います。このモジュールでスレッドを広げて openMosix がクラスタ全マシンに割り当てられるようにしています(統計計算 には別のモジュールが必要です。両者とも忘れずインストールしてください。コード のコメントに URL を書いておきます)。まず見て感想を教えてください。それでは。"
#! /usr/bin/perl -w
# this mill unlock this process and all tis childs
sub unlock {
open (OUTFILE,">/proc/self/lock") ||
die "Could not unlock myself!\n";
print OUTFILE "0";
}
unlock;
# this will count the nodes
sub cpucount {
$CLUSTERDIR="/proc/hpc/nodes/";
$howmany=0;
opendir($nodes, $CLUSTERDIR);
while(readdir($nodes)) {
$howmany++;
}
$howmany--;
$howmany--;
closedir ($nodes);
return $howmany;
}
my $processes=cpucount;
$processes=$processes*3;
print("starting $processes processes\n");
#Portfolio.pl, version 0.1
#Perl program that simulate a portfolios for various stock composition for a given period of time
#We run various scenarios to find the mix of assets that give the best performance/risk ratio
#This method is base on the book "The intelligent asset allocator" by William Bernstein
#Can be used to test an OpenMosix cluster
#This program is licensed under GPL
#Author: Charles-E. Nadeau Ph.D., (c) 2002
#E-mail address: charlesnadeau AT hotmail DOT com
use Parallel::ForkManager; #We use a module to parallelize the calculation
#Available at http://theoryx5.uwinnipeg.ca/mod_perl/cpan-search?filetype=%20distribution%20name%20or%20description;join=and;arrange=file;download=auto;stem=no;case=clike;site=ftp.funet.fi;age=;distinfo=2589
use Statistics::Descriptive::Discrete; #A module providing statistical values
#Available at http://theoryx5.uwinnipeg.ca/mod_perl/cpan-search?new=Search;filetype=%20distribution%20name%20or%20description;join=and;arrange=file;download=auto;stem=no;case=clike;site=ftp.funet.fi;age=;distinfo=2988
srand; #We initialize the random number generator
#Initializing constant
$NumberOfSimulation=$processes; #Number of simulation to run
$NumberOfMonth=100000; #Number of month for wich to run the simulation
$NumberOfStock=6; #Number of different stocks in the simulation
#Portfolio to simulate
#TODO: Read the stock details from a file
$Stock[0][0]="BRKB"; #Stock ticker
$Stock[0][1]=0.01469184; #Stock average monthly return
$Stock[0][2]=0.071724934; #Stock average monthly standard deviation
$Stock[1][0]="TEST "; #Stock ticker
$Stock[1][1]=-0.01519; #Stock average monthly return
$Stock[1][2]=0.063773903; #Stock average monthly standard deviation
$Stock[2][0]="SPDR"; #Stock ticker
$Stock[2][1]=0.008922718; #Stock average monthly return
$Stock[2][2]=0.041688404; #Stock average monthly standard deviation
$Stock[3][0]="BRKB"; #Stock ticker
$Stock[3][1]=0.01469184; #Stock average monthly return
$Stock[3][2]=0.071724934; #Stock average monthly standard deviation
$Stock[4][0]="TEST "; #Stock ticker
$Stock[4][1]=-0.01519; #Stock average monthly return
$Stock[4][2]=0.063773903; #Stock average monthly standard deviation
$Stock[5][0]="SPDR"; #Stock ticker
$Stock[5][1]=0.008922718; #Stock average monthly return
$Stock[5][2]=0.041688404; #Stock average monthly standard deviation
my $pm = new Parallel::ForkManager($NumberOfSimulation); #Specify the number of threads to span
$pm->run_on_start(
sub { my ($pid,$ident)=@_;
print "started, pid: $pid\n";
}
);
#We initialize the array that will contain the results
@Results=();
for $i (0..$NumberOfSimulation-1){
for $j (0..$NumberOfStock+3){
$Results[$i][$j]=0.0; #Equal to 0.0 to start
}
}
for $i (0..$NumberOfSimulation-1){ #Loop on the number of simulation to run
$Results[$i][0]=$i; #The first column of each line is the number of the simulation
$pm->start and next; #Start the thread
$TotalRatio=1; #The sum of the proprtion of each stock
#Here we calculate the portion of each investment in the portfolio for a given simulation
for $j (0..$NumberOfStock-2){ #We loop on all stock until the second to last one
#TODO: Replace rand by something from Math::TrulyRandom
$Ratio[$j]=rand($TotalRatio);
$Results[$i][$j+1]=$Ratio[$j]; #We store the ratio associated to this stock
$TotalRatio=$TotalRatio-$Ratio[$j];
}
$Ratio[$NumberOfStock-1]=$TotalRatio; #In order to have a total of the ratios equal to one, we set the last ratio to be the remainder
$Results[$i][$NumberOfStock]=$Ratio[$NumberOfStock-1]; #We store the ratio associated to this stock. Special case for the last stock
$InvestmentValue=1; #Initially the investment value is 1 time the initial capital amount.
my $stats=new Statistics::Descriptive::Discrete; #We initialize the module used to calculate the means and standard deviations
for $j (1..$NumberOfMonth){ #Loop on the number of months
$MonthlyGrowth[$j]=0.0; #By how much did we grow this month. Initially, no growth yet.
#We loop on each stock to find its monthly contribution to the yield
for $k (0..$NumberOfStock-1){
$MonthlyGrowth[$j]=$MonthlyGrowth[$j]+($Ratio[$k]*((gaussian_rand()*$Stock[$k][2])+$Stock[$k][1])); #We had the growth for this stock to the stock already calculated for the preceding stocks
}
$stats->add_data($MonthlyGrowth[$j]); #Add the yield for this month so we can later on have the mean and standard deviation for this simulation
$InvestmentValue=$InvestmentValue*(1+$MonthlyGrowth[$j]); #Value of the Investment after this month
}
$Results[$i][$NumberOfStock+1]=$stats->mean(); #Calculate the average monthly growth
$Results[$i][$NumberOfStock+2]=$stats->standard_deviation(); #Calculate the standard deviation of the monthly growth
$pm->finish; #Finish the thread
}
$pm->wait_all_children; #We wait until all threads are finished
#Printing the results
print "Simulation ";
for $j (0..$NumberOfStock-1){
print "Ratio$Stock[$j][0] ";
}
print " Mean StdDev YieldRatio\n";
for $i (0..$NumberOfSimulation-1){
printf "%10d ", $Results[$i][0];
for $j (1..$NumberOfStock){
printf " %6.2f ",$Results[$i][$j];
}
if($Results[$i][$NumberOfStock+2]!=0) {
printf "%5.4f %5.4f %5.4f\n", $Results[$i][$NumberOfStock+1], $Results[$i][$NumberOfStock+2], ($Results[$i][$NumberOfStock+1]/$Results[$i][$NumberOfStock+2]);
} else {
printf "%5.4f %5.4f %5.4f\n", $Results[$i][$NumberOfStock+1], $Results[$i][$NumberOfStock+2], 0;
}
}
#Subroutines
#Subroutine to generate two numbers normally distributed
#From "The Perl Cookbook", recipe 2.10
sub gaussian_rand {
my ($u1, $u2);
my $w;
my ($g1, $g2);
do {
$u1=2*rand()-1;
$u2=2*rand()-1;
$w=$u1*$u1+$u2*$u2;
} while ($w>=1 || $w==0); #There was an error in the recipe, I corrected it here
$w=sqrt(-2*log($w)/$w);
$g2=$u1*$w;
$g1=$u2*$w;
return wantarray ? ($g1,$g2) : $g1;
} |