Merge branch 'QPR-11822' into 'master'

Resolve QPR-11822

Closes QPR-11822

See merge request qs/oreswig!44

Author: damienbarker

CMakeLists.txt

@@ -1,11 +1,6 @@
-
 cmake_minimum_required(VERSION 3.8)
 
 project(ORE-SWIG)
-
-#add_subdirectory(QuantExt-SWIG/Python) 
-#add_subdirectory(OREData-SWIG/Python) 
+ 
 add_subdirectory(OREAnalytics-SWIG/Python) 
-#add_subdirectory(OREAnalytics-SWIG/Java) 
-#add_subdirectory(QuantExt-SWIG/Java) 
-#add_subdirectory(OREData-SWIG/Java)
+

Docker/Dockerfile-ORESWIG

@@ -35,26 +35,10 @@ WORKDIR /swig/OREAnalytics-SWIG/Python/build.release
 RUN cmake -DORE=/swig ..
 RUN make -j ${num_cores}
 WORKDIR /
-RUN mkdir build
-RUN mv /swig/OREAnalytics-SWIG/Python/build.release/ORE.py build \
-  && mv /swig/OREAnalytics-SWIG/Python/build.release/_ORE.so build 
-
-ENV PYTHONPATH=/build
-
-RUN cd swig/QuantLib-SWIG/Python/test \
-  && python3 -c "import sys, ORE; sys.modules['QuantLib']=ORE;import QuantLibTestSuite;QuantLibTestSuite.test()" 
-RUN cd swig/QuantExt-SWIG/Python/test \
-  && python3 -c "import sys, ORE; sys.modules['QuantExt']=ORE;import QuantExtTestSuite;QuantExtTestSuite.test()" 
-RUN cd swig/OREData-SWIG/Python/test \
-  && python3 -c "import sys, ORE; sys.modules['OREData']=ORE;import OREDataTestSuite;OREDataTestSuite.test()"
-RUN cd swig/OREAnalytics-SWIG/Python/test \
-  && python3 -c "import sys, ORE; sys.modules['OREAnalytics']=ORE;import OREAnalyticsTestSuite;OREAnalyticsTestSuite.test()"
-RUN rm -rf /swig \
-  && cd /usr/local/include \
-  && rm -rf boost \
-  && rm -rf orea \
-  && rm -rf ored \
-  && rm -rf ql \
-  && rm -rf qle
-
-COPY oreswig/OREAnalytics-SWIG/Python/Examples ./Examples
+RUN mkdir oreswig
+RUN mv /swig/OREAnalytics-SWIG/Python/build.release/ORE.py oreswig \
+  && mv /swig/OREAnalytics-SWIG/Python/build.release/_ORE.so oreswig 
+
+ENV PYTHONPATH=/oreswig
+
+WORKDIR /swig/OREAnalytics-SWIG/Python/Examples

Docker/Dockerfile-ORESWIG-App

@@ -0,0 +1,45 @@
+#syntax = nexus3.acadiasoft.net:4445/docker/dockerfile:experimental
+
+ARG ore_version=latest
+ARG debian_tag=latest
+
+FROM env_oreswig:${ore_version} as env_oreswig
+FROM env_ore:${ore_version} as env_ore
+FROM debian:${debian_tag}
+
+RUN apt-get update \
+  && DEBIAN_FRONTEND=noninteractive apt-get install -y dos2unix python3 python3-pip vim \
+  && apt-get clean \
+  && rm -rf /var/lib/apt/lists/*
+
+RUN pip3 install matplotlib pandas nose nose_xunitmp datacompy
+
+WORKDIR /
+RUN mkdir /oreswig
+RUN mkdir /oreswig/pythonlib
+
+COPY --from=env_oreswig /oreswig/ORE.py /oreswig/pythonlib/ORE.py 
+COPY --from=env_oreswig /oreswig/_ORE.so /oreswig/pythonlib/_ORE.so 
+
+COPY --from=env_ore /usr/lib/x86_64-linux-gnu /usr/lib/x86_64-linux-gnu
+
+RUN true
+
+COPY --from=env_ore /usr/local/lib /usr/local/lib
+
+ENV PYTHONPATH=/oreswig/pythonlib
+ENV LD_LIBRARY_PATH=/usr/local/lib
+
+RUN mkdir /oreswig/tests
+
+COPY oreswig/QuantLib-SWIG/Python/test /oreswig/tests/QuantLibTestSuite
+# Delete the init.py otherwise nosetest will not pick up all the tests
+RUN rm oreswig/tests/QuantLibTestSuite/__init__.py
+COPY oreswig/OREAnalytics-SWIG/Python/test /oreswig/tests/ORETestSuite
+COPY oreswig/OREAnalytics-SWIG/Python/Examples /oreswig/example_scripts
+COPY ore/Examples /oreswig/Examples
+COPY ore/Tools /oreswig/Tools
+# Set env variable to run the ore examples with the python interface instead of the executable
+ENV ORE_EXAMPLES_USE_PYTHON=1
+
+CMD bash

Docker/DockerfileRunORE.sh

@@ -1,3 +1,3 @@
 #!/bin/sh
-
-docker-compose -f oreswig/Docker/docker-compose-oreswig.yml build || exit 1
+COMPOSE_DOCKER_CLI_BUILD=1 DOCKER_BUILDKIT=1 docker-compose --env-file ore/Docker/.env -f oreswig/Docker/docker-compose-oreswig.yml build || exit 1
+COMPOSE_DOCKER_CLI_BUILD=1 DOCKER_BUILDKIT=1 docker-compose --env-file ore/Docker/.env -f oreswig/Docker/docker-compose-oreswig-app.yml build || exit 1

Docker/docker-compose-oreswig-app.yml

@@ -0,0 +1,11 @@
+version: '3'
+
+services:
+  ore_plus_app:
+    image: oreswig_app:${ORE_TAG}
+    build:
+      context: ../../
+      dockerfile: oreswig/Docker/Dockerfile-ORESWIG-App
+      args:
+        - ore_version=${ORE_TAG}
+        - debian_tag=${DEBIAN_TAG}

OREAnalytics-SWIG/Makefile.am

@@ -39,9 +39,6 @@
 for name in analyticTypes:
     print("analytc:", name)
 
-print("\npress <enter> ...")
-sys.stdin.readline()
-
 #####################################
 # List all results, reports and cubes
 
@@ -55,9 +52,6 @@
 for name in cubeNames:
     print("cube:", name)
 
-print("\npress <enter> ...")
-sys.stdin.readline()
-
 #######################
 # Access report details
 
@@ -78,19 +72,13 @@
 for i in range(0, report.columns()):
     print("colum", i, "header", report.header(i), "type", report.columnType(i), columnTypes[report.columnType(i)])
 
-print("\npress <enter> ...")
-sys.stdin.readline()
-
 time = report.dataAsReal(2);
 epe = report.dataAsReal(3);
 ene = report.dataAsReal(4);
 print ("#Time", "EPE")
 for i in range(0, report.rows()):
     print("%5.2f  %12.2f  %12.2f" % (time[i], epe[i], ene[i]))
 
-print("\npress <enter> ...")
-sys.stdin.readline()
-
 #####################
 # Access cube details
 
@@ -102,9 +90,6 @@
 print ("cube dates:", cube.numDates())
 print ("cube depth:", cube.depth())
 
-print("\npress <enter> ...")
-sys.stdin.readline()
-
 cubeIds = cube.ids() 
 cubeDates = cube.dates()
 
@@ -118,9 +103,6 @@
 ###########################################################
 # Access one analytic e.g. to query the market or portfolio
 
-print("\npress <enter> ...")
-sys.stdin.readline()
-
 print("Inspect NPV analytic ...")
 analytic = ore.getAnalytic("NPV")
 market  = analytic.getMarket()

OREAnalytics-SWIG/Python/Examples/ore.py

@@ -0,0 +1,14 @@
+#!/bin/sh
+status=0
+return_code=0
+for file in *.py; do
+    if [ -f "$file" ]; then
+        echo RUN $file
+        python3 "$file" || status=1
+        return_code=$?
+        if [ $return_code -gt $status ]; then
+                status=$return_code
+        fi
+    fi
+done
+exit $status