QPR-11977 -- Add logging exclude filters to filter out log messages based on function() -> bool

Author: NathanielVolfango

OREAnalytics/orea/app/inputparameters.hpp

@@ -332,6 +332,9 @@ class InputParameters {
     const boost::shared_ptr<ore::data::EngineData>& pricingEngine() { return pricingEngine_; }
     const boost::shared_ptr<ore::data::TodaysMarketParameters>& todaysMarketParams() { return todaysMarketParams_; }
     const boost::shared_ptr<ore::data::Portfolio>& portfolio() { return portfolio_; }
+    const boost::shared_ptr<ore::data::Portfolio>& useCounterpartyOriginalPortfolio() {
+        return useCounterpartyOriginalPortfolio_;
+    }
 
     QuantLib::Size maxRetries() const { return maxRetries_; }
     QuantLib::Size nThreads() const { return nThreads_; }
@@ -591,7 +594,7 @@ class InputParameters {
     CurveConfigurationsManager curveConfigs_;
     boost::shared_ptr<ore::data::EngineData> pricingEngine_;
     boost::shared_ptr<ore::data::TodaysMarketParameters> todaysMarketParams_;
-    boost::shared_ptr<ore::data::Portfolio> portfolio_;
+    boost::shared_ptr<ore::data::Portfolio> portfolio_, useCounterpartyOriginalPortfolio_;
     QuantLib::Size maxRetries_ = 7;
     QuantLib::Size nThreads_ = 1;
 

OREData/ored/portfolio/portfolio.hpp

@@ -66,6 +66,8 @@ class Portfolio : public XMLSerializable {
     //! Portfolio size
     QuantLib::Size size() const { return trades_.size(); }
 
+    bool empty() const { return trades_.empty(); }
+
     //! XMLSerializable interface
     void fromXML(XMLNode* node) override;
     XMLNode* toXML(XMLDocument& doc) override;

OREData/ored/utilities/log.cpp

@@ -106,6 +106,21 @@ void Log::removeAllLoggers() {
     loggers_.clear();
 }
 
+void Log::addExcludeFilter(const string& key, const std::function<bool(std::string)>& func) {
+    excludeFilters_[key] = func;
+}
+
+void Log::removeExcludeFilter(const string& key) { excludeFilters_.erase(key); }
+
+bool Log::checkExcludeFilters(const std::string& msg) {
+    for (const auto& f : excludeFilters_) {
+        if (f.second(msg))
+            return true;
+    }
+
+    return false;
+}
+
 void Log::header(unsigned m, const char* filename, int lineNo) {
     // 1. Reset stringstream
     ls_.str(string());

OREData/ored/utilities/log.hpp

@@ -262,6 +262,12 @@ class Log : public QuantLib::Singleton<Log, std::integral_constant<bool, true>>
      */
     void removeAllLoggers();
 
+    void addExcludeFilter(const std::string&, const std::function<bool(std::string)>&);
+
+    void removeExcludeFilter(const std::string&);
+
+    bool checkExcludeFilters(const std::string&);
+
     //! macro utility function - do not use directly
     void header(unsigned m, const char* filename, int lineNo);
     //! macro utility function - do not use directly
@@ -337,6 +343,8 @@ class Log : public QuantLib::Singleton<Log, std::integral_constant<bool, true>>
     int pid_ = 0;
 
     mutable boost::shared_mutex mutex_;
+
+    std::map<std::string, std::function<bool(std::string)>> excludeFilters_;
 };
 
 /*!
@@ -347,10 +355,12 @@ class Log : public QuantLib::Singleton<Log, std::integral_constant<bool, true>>
         if (ore::data::Log::instance().enabled() && ore::data::Log::instance().filter(mask)) {                         \
             std::ostringstream __ore_mlog_tmp_stringstream__;                                                          \
             __ore_mlog_tmp_stringstream__ << text;                                                                     \
-            boost::unique_lock<boost::shared_mutex> lock(ore::data::Log::instance().mutex());                          \
-            ore::data::Log::instance().header(mask, __FILE__, __LINE__);                                               \
-            ore::data::Log::instance().logStream() << __ore_mlog_tmp_stringstream__.str();                             \
-            ore::data::Log::instance().log(mask);                                                                      \
+            if (!ore::data::Log::instance().checkExcludeFilters(__ore_mlog_tmp_stringstream__.str())) {                \
+                boost::unique_lock<boost::shared_mutex> lock(ore::data::Log::instance().mutex());                      \
+                ore::data::Log::instance().header(mask, __FILE__, __LINE__);                                           \
+                ore::data::Log::instance().logStream() << __ore_mlog_tmp_stringstream__.str();                         \
+                ore::data::Log::instance().log(mask);                                                                  \
+            }                                                                                                          \
         }                                                                                                              \
     }