first version of a parallel test runner for Unix/Mac using boost

interprocess
klausspanderen · Dec 13, 2015 · fd4fedb · fd4fedb
1 parent 9c2f5b3
commit fd4fedb
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Showing 7 changed files with 484 additions and 11 deletions.
diff --git a/QuantLib/acinclude.m4 b/QuantLib/acinclude.m4
@@ -85,6 +85,7 @@ AC_DEFUN([QL_CHECK_BOOST_VERSION_1_58_OR_HIGHER],
     ])
 ])
 
+
 # QL_CHECK_BOOST_UBLAS
 # --------------------
 # Check whether the Boost headers are available
@@ -187,8 +188,8 @@ AC_DEFUN([QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM],
       @%:@include <boost/signals2/signal.hpp>
       
       #ifndef BOOST_THREAD_PLATFORM_PTHREAD
-	  #error only pthread is supported on this plattform
-	  #endif
+      #error only pthread is supported on this plattform
+      #endif
 
       int main() {
         boost::recursive_mutex m;
@@ -197,7 +198,7 @@ AC_DEFUN([QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM],
         boost::signals2::signal<void()> sig;
   
         return 0;
-	 }
+      }
      ])],
      [boost_thread_found=$boost_thread_lib
       break],
@@ -208,7 +209,8 @@ AC_DEFUN([QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM],
      AC_MSG_RESULT([no])
      AC_SUBST([BOOST_THREAD_LIB],[""])
      AC_MSG_ERROR([Boost thread, signals2 and system libraries not found. 
-         These libraries are required by the thread-safe observer pattern.])
+         These libraries are required by the thread-safe observer pattern
+         or by the parallel unit test runner.])
  else
      AC_MSG_RESULT([yes])
      AC_SUBST([BOOST_THREAD_LIB],[$boost_thread_lib])
@@ -217,6 +219,45 @@ AC_DEFUN([QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM],
 
 ])
 
+# QL_CHECK_BOOST_TEST_INTERPROCESS
+# ------------------------
+# Check whether the Boost interprocess is available
+AC_DEFUN([QL_CHECK_BOOST_TEST_INTERPROCESS],
+[AC_MSG_CHECKING([whether Boost interprocess is available])
+ AC_REQUIRE([AC_PROG_CC])
+ AC_REQUIRE([QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM])
+ ql_original_LIBS=$LIBS
+ boost_interprocess_found=no
+ boost_interprocess_lib="-lrt"
+ LIBS="$ql_original_LIBS $boost_thread_lib $boost_interprocess_lib"
+ AC_LINK_IFELSE([AC_LANG_SOURCE(
+     [@%:@include <boost/interprocess/ipc/message_queue.hpp>
+     
+      using namespace boost::interprocess;
+      int main() {
+        message_queue mq(open_or_create,"message_queue",100,100);
+        message_queue::remove("message_queue");
+        
+        return 0;
+      }
+     ])],
+     [boost_interprocess_found=$boost_interprocess_lib
+      break],
+     [])
+ LIBS="$ql_original_LIBS"
+     
+ if test "$boost_interprocess_found" = no ; then
+     AC_MSG_RESULT([no])
+     AC_SUBST([BOOST_INTERPROCESS_LIB],[""])
+     AC_MSG_ERROR([Boost interprocess library not found. 
+         These libraries are required by the parallel unit test runner.])
+ else
+     AC_MSG_RESULT([yes])
+     AC_SUBST([BOOST_INTERPROCESS_LIB],[$boost_interprocess_lib])
+ fi
+])
+
+])
 
 
 # QL_CHECK_BOOST_TEST_STREAM

diff --git a/QuantLib/configure.ac b/QuantLib/configure.ac
@@ -275,6 +275,26 @@ else
    AC_SUBST([BOOST_THREAD_LIB],[""])
 fi
 
+AC_MSG_CHECKING([whether to enable parallel unit test runner])
+AC_ARG_ENABLE([parallel-unit-test-runner],
+              AC_HELP_STRING([--enable-parallel-unit-test-runner],
+                             [If enabled, a parallel unit test runner is used 
+                              to execute the C++ test suite. This will reduce 
+                              the runtime on multi core CPUs.]),
+              [ql_use_parallel_test=$enableval],
+              [ql_use_parallel_test=no])
+AC_MSG_RESULT([$ql_parallel_test])
+if test "$ql_use_parallel_test" = "yes" ; then
+   AC_DEFINE([QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER],[1],
+             [Define this if you want to enable 
+              the parallel unit test runner.])
+   QL_CHECK_BOOST_VERSION_1_58_OR_HIGHER
+   QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM
+   QL_CHECK_BOOST_TEST_INTERPROCESS
+else
+   AC_SUBST([BOOST_THREAD_LIB],[""])
+fi
+
 AC_MSG_CHECKING([whether to install examples])
 AC_ARG_ENABLE([examples],
               AC_HELP_STRING([--enable-examples],
@@ -384,12 +404,12 @@ AC_CONFIG_FILES([
     ql/math/statistics/Makefile
     ql/methods/Makefile
     ql/methods/finitedifferences/Makefile    
-	ql/methods/finitedifferences/meshers/Makefile
-	ql/methods/finitedifferences/operators/Makefile
-	ql/methods/finitedifferences/schemes/Makefile
-	ql/methods/finitedifferences/solvers/Makefile
-	ql/methods/finitedifferences/stepconditions/Makefile
-	ql/methods/finitedifferences/utilities/Makefile
+    ql/methods/finitedifferences/meshers/Makefile
+    ql/methods/finitedifferences/operators/Makefile
+    ql/methods/finitedifferences/schemes/Makefile
+    ql/methods/finitedifferences/solvers/Makefile
+    ql/methods/finitedifferences/stepconditions/Makefile
+    ql/methods/finitedifferences/utilities/Makefile
     ql/methods/lattices/Makefile
     ql/methods/montecarlo/Makefile
     ql/models/Makefile

diff --git a/QuantLib/test-suite/Makefile.am b/QuantLib/test-suite/Makefile.am
@@ -201,7 +201,7 @@ endif
 
 quantlib_test_suite_SOURCES = ${QL_TESTS}
 quantlib_test_suite_LDADD = libUnitMain.la ${top_builddir}/ql/libQuantLib.la \
-                            -l${BOOST_UNIT_TEST_LIB} ${BOOST_THREAD_LIB}
+                            -l${BOOST_UNIT_TEST_LIB} ${BOOST_THREAD_LIB} ${BOOST_INTERPROCESS_LIB}
 
 quantlib_benchmark_SOURCES = ${QL_BENCHMARKS}
 quantlib_benchmark_LDADD = libUnitMain.la ${top_builddir}/ql/libQuantLib.la \
@@ -215,6 +215,7 @@ benchmark: quantlib-benchmark$(EXEEXT)
 	BOOST_TEST_LOG_LEVEL=message ./quantlib-benchmark$(EXEEXT)
 
 EXTRA_DIST = \
+    unixparalleltestrunner.hpp \
 	README.txt \
 	testsuite_vc8.vcproj \
 	testsuite_vc9.vcproj \
@@ -226,6 +227,7 @@ else
 
 EXTRA_DIST = \
 	${QL_TESTS} \
+    unixparalleltestrunner.hpp \
 	quantlibbenchmark.cpp \
 	README.txt \
 	testsuite_vc8.vcproj \

diff --git a/QuantLib/test-suite/inflationcpibond.cpp b/QuantLib/test-suite/inflationcpibond.cpp
@@ -173,6 +173,8 @@ namespace {
 
 
 void InflationCPIBondTest::testCleanPrice() {
+    IndexManager::instance().clearHistories();
+
     CommonVars common;
 
     Real notional = 1000000.0;

diff --git a/QuantLib/test-suite/quantlibbenchmark.cpp b/QuantLib/test-suite/quantlibbenchmark.cpp
@@ -98,6 +98,15 @@
 #  include <boost/config/auto_link.hpp>
 #  undef BOOST_LIB_NAME
 
+#ifdef QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN
+#  define BOOST_LIB_NAME boost_system
+#  include <boost/config/auto_link.hpp>
+#  undef BOOST_LIB_NAME
+#  define BOOST_LIB_NAME boost_thread
+#  include <boost/config/auto_link.hpp>
+#  undef BOOST_LIB_NAME
+#endif
+
 /* uncomment the following lines to unmask floating-point exceptions.
    See http://www.wilmott.com/messageview.cfm?catid=10&threadid=9481
 */

diff --git a/QuantLib/test-suite/quantlibtestsuite.cpp b/QuantLib/test-suite/quantlibtestsuite.cpp
@@ -21,7 +21,13 @@
 #include <ql/types.hpp>
 #include <ql/settings.hpp>
 #include <ql/version.hpp>
+
+#ifdef QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER
+#include "unixparalleltestrunner.hpp"
+#else
 #include <boost/test/unit_test.hpp>
+#endif
+
 #include <boost/timer.hpp>
 
 /* Use BOOST_MSVC instead of _MSC_VER since some other vendors (Metrowerks,
@@ -286,6 +292,7 @@ test_suite* init_unit_test_suite(int, char* []) {
     test->add(BusinessDayConventionTest::suite());
     test->add(CalendarTest::suite());
     test->add(CapFloorTest::suite());
+
     test->add(CapFlooredCouponTest::suite());
     test->add(CashFlowsTest::suite());
     test->add(CliquetOptionTest::suite());