I'm looking for a design pattern that would fit my application design.
My application processes large amounts of data and produces some graphs.
Data processing (fetching from files, CPU intensive calculations) and graph operations (drawing, updating) are done in seperate threads.
Graph can be scrolled - in this case new data portions need to be processed.
Because there can be several series on a graph, multiple threads can be spawned (two threads per serie, one for dataset update and one for graph update).
I don't want to create multiple progress bars. Instead, I'd like to have single progress bar that inform about global progress. At the moment I can think of MVC and Observer/Observable, but it's a little bit blurry :) Maybe somebody could point me in a right direction, thanks.
I once spent the best part of a week trying to make a smooth, non-hiccupy progress bar over a very complex algorithm.
The algorithm had 6 different steps. Each step had timing characteristics that were seriously dependent on A) the underlying data being processed, not just the "amount" of data but also the "type" of data and B) 2 of the steps scaled extremely well with increasing number of cpus, 2 steps ran in 2 threads and 2 steps were effectively single-threaded.
The mix of data effectively had a much larger impact on execution time of each step than number of cores.
The solution that finally cracked it was really quite simple. I made 6 functions that analyzed the data set and tried to predict the actual run-time of each analysis step. The heuristic in each function analyzed both the data sets under analysis and the number of cpus. Based on run-time data from my own 4 core machine, each function basically returned the number of milliseconds it was expected to take, on my machine.
f1(..) + f2(..) + f3(..) + f4(..) + f5(..) + f6(..) = total runtime in milliseconds
Now given this information, you can effectively know what percentage of the total execution time each step is supposed to take. Now if you say step1 is supposed to take 40% of the execution time, you basically need to find out how to emit 40 1% events from that algorithm. Say the for-loop is processing 100,000 items, you could probably do:
for (int i = 0; i < numItems; i++){
if (i % (numItems / percentageOfTotalForThisStep) == 0) emitProgressEvent();
.. do the actual processing ..
}
This algorithm gave us a silky smooth progress bar that performed flawlessly. Your implementation technology can have different forms of scaling and features available in the progress bar, but the basic way of thinking about the problem is the same.
And yes, it did not really matter that the heuristic reference numbers were worked out on my machine - the only real problem is if you want to change the numbers when running on a different machine. But you still know the ratio (which is the only really important thing here), so you can see how your local hardware runs differently from the one I had.
Now the average SO reader may wonder why on earth someone would spend a week making a smooth progress bar. The feature was requested by the head salesman, and I believe he used it in sales meetings to get contracts. Money talks ;)
In situations with threads or asynchronous processes/tasks like this, I find it helpful to have an abstract type or object in the main thread that represents (and ideally encapsulates) each process. So, for each worker thread, there will presumably be an object (let's call it Operation) in the main thread to manage that worker, and obviously there will be some kind of list-like data structure to hold these Operations.
Where applicable, each Operation provides the start/stop methods for its worker, and in some cases - such as yours - numeric properties representing the progress and expected total time or work of that particular Operation's task. The units don't necessarily need to be time-based, if you know you'll be performing 6,230 calculations, you can just think of these properties as calculation counts. Furthermore, each task will need to have some way of updating its owning Operation of its current progress in whatever mechanism is appropriate (callbacks, closures, event dispatching, or whatever mechanism your programming language/threading framework provides).
So while your actual work is being performed off in separate threads, a corresponding Operation object in the "main" thread is continually being updated/notified of its worker's progress. The progress bar can update itself accordingly, mapping the total of the Operations' "expected" times to its total, and the total of the Operations' "progress" times to its current progress, in whatever way makes sense for your progress bar framework.
Obviously there's a ton of other considerations/work that needs be done in actually implementing this, but I hope this gives you the gist of it.
Multiple progress bars aren't such a bad idea, mind you. Or maybe a complex progress bar that shows several threads running (like download manager programs sometimes have). As long as the UI is intuitive, your users will appreciate the extra data.
When I try to answer such design questions I first try to look at similar or analogous problems in other application, and how they're solved. So I would suggest you do some research by considering other applications that display complex progress (like the download manager example) and try to adapt an existing solution to your application.
Sorry I can't offer more specific design, this is just general advice. :)
Stick with Observer/Observable for this kind of thing. Some object observes the various series processing threads and reports status by updating the summary bar.
Related
I want to approximate the Worst Case Execution Time (WCET) for a set of tasks on linux. Most professional tools are either expensive (1000s $), or don't support my processor architecture.
Since, I don't need a tight bound, my line of thought is that I :
disable frequency scaling
disbale unnecesary background services and tasks
set the program affinity to run on a specified core
run the program for 50,000 times with various inputs
Profiling it and storing the total number of cycles it had completed to
execute.
Given the largest clock cycle count and knowing the core frequency, I can get an estimate
Is this is a sound Practical approach?
Secondly, to account for interference from other tasks, I will run the whole task set (40) tasks in parallel with each randomly assigned a core and do the same thing for 50,000 times.
Once I get the estimate, a 10% safe margin will be added to account for unforseeble interference and untested path. This 10% margin has been suggested in the paper "Approximation of Worst Case Execution time in Preepmtive Multitasking Systems" by Corti, Brega and Gross
Some comments:
1) Even attempting to compute worst case bounds in this way means making assumptions that there aren't uncommon inputs that cause tasks to take much more or even much less time. An extreme example would be a bug that causes one of the tasks to go into an infinite loop, or that causes the whole thing to deadlock. You need something like a code review to establish that the time taken will always be pretty much the same, regardless of input.
2) It is possible that the input data does influence the time taken to some extent. Even if this isn't apparent to you, it could happen because of the details of the implementation of some library function that you call. So you need to run your tests on a representative selection of real life data.
3) When you have got your 50K test results, I would draw some sort of probability plot - see e.g. http://www.itl.nist.gov/div898/handbook/eda/section3/normprpl.htm and links off it. I would be looking for isolated points that show that in a few cases some runs were suspiciously slow or suspiciously fast, because the code review from (1) said there shouldn't be runs like this. I would also want to check that adding 10% to the maximum seen takes me a good distance away from the points I have plotted. You could also plot time taken against different parameters from the input data to check that there wasn't any pattern there.
4) If you want to try a very sophisticated approach, you could try fitting a statistical distribution to the values you have found - see e.g. https://en.wikipedia.org/wiki/Generalized_Pareto_distribution. But plotting the data and looking at it is probably the most important thing to do.
We are working on a Algorithmic trading software in C#. We monitor Market Price and then based on certain conditions, we want to buy the stock.
User input can be taken from GUI (WPF) and send to back-end for monitoring.
Back - end receives data continuously from Stock Exchange and checks if user entered price is met with certain limits and conditions. If all are satisfied, then we will buy / sell the stock (in Futures FUT).
Now, I want to design my Back end service.
I need Task Parallel Library or Custom Thread Pool where I want to create my tasks / threads / pool when application starts (may be incremental or fixed say 5000).
All will be in waiting state.
Once user creates an algorithm, we will activate one thread from the pool and monitors price for each incoming string. If it matches, then buy / sell and then go into waiting state again. (I don't want to create and destroy the threads / tasks as it is time consuming).
So please can you guys help me in this regard? If the above approach is good or do we have any other approach?
I am struck with this idea and not able to go out of box to think on this.
The above approach is definitely not "good"
Given the idea above, the architecture is wrong in many cardinal aspects. If your Project aspires to survive in 2017+ markets, try to learn from mistakes already taken in 2007-2016 years.
The percentages demonstrate the NBBO flutter for all U.S. Stocks from 2007-01 ~ 2012-01. ( Lower values means better NBBO stability. Higher values: Instability ) ( courtesy NANEX )
Financial Markets operate on nanosecond scales
Yes, a few inches of glass-fibre signal propagation transport delay decide on PROFIT or LOSS.
If planning to trading in Stock Markets, your system will observe the HFT crowd, doing dirty practice of Quote Stuffing and Vacuum-Cleaning 'em right in front of your nose at such scales, that your single-machine multi-threaded execution will just move through thin-air of fall in gap already created many microseconds before your decision took place on your localhost CPU.
The rise of HFT from 2007-01 ~ 2012-01 ( courtesy NANEX ).
May read more about an illusion of liquidity here.
See the expansion of Quotes against the level of Trades:
( courtesy NANEX )
Even if one decides to trade in a single instrument, on FX, the times are prohibitively short ( more than 20% of the ToB Bids are changed in time less than 2 ms and do not arrive to your localhost before your trading algorithm may react accordingly ).
If your TAMARA-measurements are similar to this, at your localhost, simply forget to trade in any HF/MF/LF-HFT instruments -- you simply do not see the real market ( the tip of the iceberg ) -- as the +20% price-events happen in the very first column ( 1 .. 2 ms ), where you do not see any single event at all!
5000 threads is bad, don't do that ever, you'll degrade the performance with context switch loss much more than parallel execution timing improvement. Traditionally the number of threads for your application should be equal to the number of cores in your system, by default. There are other possible variants, but probably they aren't the best option for your.
So you can use a ThreadPool with some working item method there with infinite loop, which is very low level, but you have control on what is going on in your system. Callback function could update the UI so the user will be notified about the trading results.
However, if you are saying that you can use the TPL, I suggest to consider these two options for your case:
Use a collection of tasks running forever for checking the new trading request. You still should tune up the number of simultaneously running tasks because you probably don't want them to fight each other for a CPU time. As the LongRunning tasks are created with dedicated background thread, many of them will degrade your application performance as well. Maybe in this approach you should introduce a strategy pattern implementation for a algorithm being run inside the task.
Setup a TPL Dataflow process within your application. For such approach your should encapsulate the info about the algorithm inside a DTO-object, and introduce a pipeline:
BufferBlock for storing all the incoming requests. Maybe you can use here a BroadcastBlock, if you want to check the sell or buy options in parallel. You can link the block with a boolean predicate here so the different block will process different types of requests.
ActionBlock (maybe one block for each algorithm from user) for processing the algorithmic check for a pattern based on which you are providing the decision.
ActionBlock for storing all the buy / sell requests for a data successfully passed by the algorithm.
BufferBlock for UI reaction with a Reactive Extensions (Introductory book for Rx, if you aren't familiar with it)
This solution still has to be tuned up with a block creation options, and more informative for you how exactly your data flow across the trading algorithm, the speed of the decision making and overall performance. You should properly examine for a defaults for TPL Dataflow blocks, you can find them into the official documentation. Other good place to start is Stephen Cleary's introductory blog posts (Part 1, Part 2, Part 3) and the chapter #4 about this library in his book.
With C# 5.0, the natural approach is to use async methods running on top of the default thread pool.
This way, you are creating Tasks quite often, but the most prominent cost of that is in GC. And unless you have very high performance requirements, that cost should be acceptable.
I think you would be better with an event loop, and if you need to scale, you can always shard by stock.
I apologize up front for this long post, but as you can probably see I have been thinking about this for quite some time, and I feel I need some input from other people before my head explodes :-)
I have been experimenting for some time now with various ways of building a game engine which satifies all the following criteria:
Complete seperation of object updating and object rendering
Full determinism
Updating and rendering at individual speeds
No blocking on shared resources
Complete seperation of object updating and object rendering
Seperation of object updating and object rendering seems to be vital to ensure optimal usage of resources while sending data to the graphics API and swapping buffers.
Even if you want to ensure full parallelism to use multiple cores of a CPU it seems that this seperation must still be managed.
Full determinism
Many game types, and especially multiplayer versions, must ensure full determinism. Otherwise players will experience different states of the same game effectively breaking the game logic. Determinism is required for game replays as well. And it is useful for other purposes where it is important that each run of a simulation produces the same result every time given the same starting conditions and inputs.
Updating and rendering at individual speeds
This is really a prerequisite for full determinism as you cannot have the simulation depend on rendering speeds (ie the various monitor refresh rates, graphics adapter speed etc.). During optimal conditions the update speed should be set at a certain fixed interval (eg. 25 updates per second - maybe less depending on the update type), and the rendering speed should be whatever the client's monitor refresh rate / graphics adapter allows.
This implies that rendering speed higher that update speed should be allowed. And while that sounds like a waste there are known tricks to ensure that the added rendering cycles are not wastes (interpolation / extrapolation) which means that faster monitors / adapters would be rewarded with a more visually pleasing experience as they should.
Rendering speeds lower than update speed must also be allowed though, even if this does in fact result in wasted updating cycles - at least the added updating cycles are not all presented to the user. This is however necessary to ensure a smooth multiplayer experience even if the rendering in one of the clients slows to a sudden crawl for one reason or another.
No blocking on shared resources
If the other criterias mentioned above are to be implemented it must also follow that we cannot allow rendering to be waiting for updating or vice versa. Of course it is painfully obvious that when 2 different threads share access to resources and one thread is updating some of these resources then it is impossible to guarantee that blocking will never take place. It is, however, possible to keep this blocking at an absolute minimum - for example when switching pointer references between queue of updated object and a queue of previously rendered objects.
So...
My question to all you skilled people in here is: Am I asking for too much?
I have been reading about ideas of these various topics on many sites. But always it seems that one part or the other is left out from the suggestions I've seen. And maybe the reason is that you cannot have it all without compromise.
I started this seemingly common quest a long time ago when I was putting my thoughts about it in this thread:
Thoughts about rendering loop strategies
Back then my first naive assumption was that it shouldn't matter if updating and reading happened simultaneously since this variations object state was so small that you shouldn't notice if one object was occasionally a step ahead of the other.
Now I am somewhat wiser, but still confused at times.
The most promising and detailed description of a method that would allow for all my wishes to come through was this:
http://blog.slapware.eu/game-engine/programming/multithreaded-renderloop-part1/
A three-state model that will ensure that the renderer can always choose a new queue for rendering without any wait (except perhaps a micro-second while switching pointer-references). At the same time the updater can alway gain access to 2 queues required for building the next state tree (1 queue for creating/updating the next state, and 1 queue for reading the previsous - which can be done even while the renderer reads it as well).
I recently found time to make a sample implementation of this, and it works very well, but for two issues.
One is a minor issue of having to deal with multiple references to all involved objects
The other is more serious (unless I'm just being too needy). And that is the fact that extrapolation - as opposed to intrapolation - is used to maintain a visually pleasing representation of the states given a fast screen refresh rate. While both methods do the job of showing states deviating from the solidly calculated object states, extrapolation seems to me to produce much more visible artifacts when the predictions fail to represent reality. My position seems to be supported by this:
http://gafferongames.com/networked-physics/snapshots-and-interpolation/
And it is not possible to implement interpolation in the three-state design as far as I can tell, since it requires the renderer to have read-access to 2 queues at all times to calculate the intermediate state between two known states.
So I was toying with extending the three-state model suggested on the slapware-blog to utilize interpolation instead of extrapolation - and at the same time try to simplify the multi-reference structur. While it seems to me to be possible, I am wondering if the price is too high. In order to meet all my goals I would need to have
2 queues (or states) exclusively held by the renderer (they could be used by another thread for read-only purposes, but never updated, or switched during rendering
1 queue (or state) with the newest updated state ready to switch over to the renderer, when it is done rendering the current scene
1 queue (or state) with the next frame being built/updated by the updater
1 queue (or state) containing a copy of the frame last built/updated. This is the same state as last sent to the renderer, so this queue/state should be accessible by both the updater for reading the previous state and the renderer for rendering the state.
So that would mean that I should keep at all times 4 copies of render states to be able to keep this design running smoothly, locklessly, deterministically.
I fear that I'm overthinking this. So if any of you have advise to pull me back on the ground, or advises of what can be improved, critique of the design, or perhaps references to good resources explaining how these goals can be achieved, or why this is or isn't a good idea - please hit me with them :-)
I'm designing a large-scale project, and I think I see a way I could drastically improve performance by taking advantage of multiple cores. However, I have zero experience with multiprocessing, and I'm a little concerned that my ideas might not be good ones.
Idea
The program is a video game that procedurally generates massive amounts of content. Since there's far too much to generate all at once, the program instead tries to generate what it needs as or slightly before it needs it, and expends a large amount of effort trying to predict what it will need in the near future and how near that future is. The entire program, therefore, is built around a task scheduler, which gets passed function objects with bits of metadata attached to help determine what order they should be processed in and calls them in that order.
Motivation
It seems to be like it ought to be easy to make these functions execute concurrently in their own processes. But looking at the documentation for the multiprocessing modules makes me reconsider- there doesn't seem to be any simple way to share large data structures between threads. I can't help but imagine this is intentional.
Questions
So I suppose the fundamental questions I need to know the answers to are thus:
Is there any practical way to allow multiple threads to access the same list/dict/etc... for both reading and writing at the same time? Can I just launch multiple instances of my star generator, give it access to the dict that holds all the stars, and have new objects appear to just pop into existence in the dict from the perspective of other threads (that is, I wouldn't have to explicitly grab the star from the process that made it; I'd just pull it out of the dict as if the main thread had put it there itself).
If not, is there any practical way to allow multiple threads to read the same data structure at the same time, but feed their resultant data back to a main thread to be rolled into that same data structure safely?
Would this design work even if I ensured that no two concurrent functions tried to access the same data structure at the same time, either for reading or for writing?
Can data structures be inherently shared between processes at all, or do I always explicitly have to send data from one process to another as I would with processes communicating over a TCP stream? I know there are objects that abstract away that sort of thing, but I'm asking if it can be done away with entirely; have the object each thread is looking at actually be the same block of memory.
How flexible are the objects that the modules provide to abstract away the communication between processes? Can I use them as a drop-in replacement for data structures used in existing code and not notice any differences? If I do such a thing, would it cause an unmanageable amount of overhead?
Sorry for my naivete, but I don't have a formal computer science education (at least, not yet) and I've never worked with concurrent systems before. Is the idea I'm trying to implement here even remotely practical, or would any solution that allows me to transparently execute arbitrary functions concurrently cause so much overhead that I'd be better off doing everything in one thread?
Example
For maximum clarity, here's an example of how I imagine the system would work:
The UI module has been instructed by the player to move the view over to a certain area of space. It informs the content management module of this, and asks it to make sure that all of the stars the player can currently click on are fully generated and ready to be clicked on.
The content management module checks and sees that a couple of the stars the UI is saying the player could potentially try to interact with have not, in fact, had the details that would show upon click generated yet. It produces a number of Task objects containing the methods of those stars that, when called, will generate the necessary data. It also adds some metadata to these task objects, assuming (possibly based on further information collected from the UI module) that it will be 0.1 seconds before the player tries to click anything, and that stars whose icons are closest to the cursor have the greatest chance of being clicked on and should therefore be requested for a time slightly sooner than the stars further from the cursor. It then adds these objects to the scheduler queue.
The scheduler quickly sorts its queue by how soon each task needs to be done, then pops the first task object off the queue, makes a new process from the function it contains, and then thinks no more about that process, instead just popping another task off the queue and stuffing it into a process too, then the next one, then the next one...
Meanwhile, the new process executes, stores the data it generates on the star object it is a method of, and terminates when it gets to the return statement.
The UI then registers that the player has indeed clicked on a star now, and looks up the data it needs to display on the star object whose representative sprite has been clicked. If the data is there, it displays it; if it isn't, the UI displays a message asking the player to wait and continues repeatedly trying to access the necessary attributes of the star object until it succeeds.
Even though your problem seems very complicated, there is a very easy solution. You can hide away all the complicated stuff of sharing you objects across processes using a proxy.
The basic idea is that you create some manager that manages all your objects that should be shared across processes. This manager then creates its own process where it waits that some other process instructs it to change the object. But enough said. It looks like this:
import multiprocessing as m
manager = m.Manager()
starsdict = manager.dict()
process = Process(target=yourfunction, args=(starsdict,))
process.run()
The object stored in starsdict is not the real dict. instead it sends all changes and requests, you do with it, to its manager. This is called a "proxy", it has almost exactly the same API as the object it mimics. These proxies are pickleable, so you can pass as arguments to functions in new processes (like shown above) or send them through queues.
You can read more about this in the documentation.
I don't know how proxies react if two processes are accessing them simultaneously. Since they're made for parallelism I guess they should be safe, even though I heard they're not. It would be best if you test this yourself or look for it in the documentation.
Im new to threads, therefore im not sure if threads are the right way to approach this.
My program needs to perform a calculation a couple of times, same logik behind it, but with different parameters. The longer the calculation, the closer it will be to the perfect answer. The calculation duration cant be measured beforehanded (from a few seconds to a couple of minutes)
The user wants to have the results in an order (from calculation 1 to X) at certain times. He is satisfied with not the perfect solution as long as it he gets a result. Once he has a solution, he is not interested in the one before (example: he has a not perfect answer from calculation 1 and demands now answer from calculation 2; even if there is a better answer now for calculation 1, he is not interested in it)
Is threading the right way to do this?
Threading sounds like a good approach for this, as you can perform your long-running computation on a background thread while keeping your UI responsive.
In order to satisfy your requirement of having results in an order, you may need a way of stopping threads that are no longer needed. Either abort them (may be extreme), or just signal them to stop and/or return the current result.
Note you may want the threads to periodically check back in with the UI to report progress (% complete), check for any abort requests, etc. Although this depends entirely upon your application and is not necessarily required.