[Pharo-users] Dynamic graph exploration - seeking input on idiomatic smalltalk [LONG]

Patrik Sundberg patrik.sundberg at gmail.com
Fri Jul 6 08:16:13 EDT 2012

On Fri, Jul 6, 2012 at 12:38 PM, S Krish <krishnamachari.sudhakar at gmail.com>

> You should read as much as you can about Kapital of JPMC. It does more or
> less what you describe for esoteric Prime Interest Derivatives and very
> scalably ..
I've heard of that one. Never worked at JPM so haven't seen it first hand
though. I'll see what I can find. In terms of concepts I'm fully on top of
it (have a background with other companies using similar ideas, but not in
smalltalk but their own in-house language). So the good part is that I know
exactly what I want conceptually, but I'm not stuck into smalltalk enough
to know the natural way to implement the concepts. It may sound like a
huge endeavour but I've done a lot of it in ruby and even as a side project
to my real job we're talking about a couple of months to have something

> I doubt if there is much in the public domain, but the fact that Kapital
> is the golden standard in this product line talks highly of why Smalltalk
> is THE platform for this kind of product.
I wouldn't say it's the golden standard, that's taking it a bit far, there
are others that I rate higher bit I'm also biased :) But I do agree that
smalltalk is a reasonably natural platform for these types of concepts,
hence why I'm exploring it.

> It would be nice to have a Pharo based derivative product that can easily
> beat Ruby/ Java / .Net at this dynamic visualization using standard
> browsers, where Nautilus too can serve your purpose.. or a home grown tree
> based browser.../ Grids..
That's my hunch, that the tooling work would be much cut down. In my
current ruby mockup I'm kind of creating a poor man's image like experience
- it's jruby on the JVM, vim + vim-slime to send code fragments to the
"runtime", git, and most likely homegrown GUI to navigate the graph and
play with it (not done anything on that yet). I'll be keeping jruby as a
dear tool as right now it's a fantastic glue tool in terms of interacting
with anything out there in the world (i.e. I can easily work with the
bloomberg java API), but I'm very keen to explore pharo for my graph +
tooling around that.

(slight tangent - coming from outside the smalltalk world it'd be HUGE to
me to have git backend for packages and use of github for collaboration.
seen that mentioned in other threads. I think it'd be HUGE for community's
ability to attract more people).

> Once I have completed my run at a PharoTabletIDE/ PharoMorphicView
> framework, I would love to collaborate on your endeavour to see if it can
> be modelled on it and exposed..
Cool. Early days yet and we'll see where I end up. Not familiar with those
projects, I shall take a look.


> On Fri, Jul 6, 2012 at 4:08 PM, Patrik Sundberg <patrik.sundberg at gmail.com
> > wrote:
>> Hi,
>> First of all, sorry for the long email as my first email to the list.
>> Hopefully some people will find it an interesting discussion :)
>> I'm a long time programmer that has been studying smalltalk and pharo over
>> the last year. It's a beautiful language I'm liking the image style of
>> development a whole lot. I've been looking for a good test case to try out
>> in pharo and I've got something in mind. I've used ruby since around 2000
>> and given how much it has been inspired by smalltalk it's not a big leap.
>> My real job is being a commodities trader but I build my own tools and
>> something I'm always working on is improved risk and pricing tools. Lots
>> of
>> that comes down to 2 things:
>> 1. evaluating a "function" (in a general sense) with inputs that are
>> picked
>> depending on time. e.g. I want to price a security and I want to pick up
>> prices for time X as inputs to the pricing model.
>> 2. calculating a derivative of the "function" above with respect to inputs
>> What I tend to do in order to keep things consistent by design, plus add
>> natural caching, is create a calculation graph. I define all the
>> dependencies and create an in-memory graph where each node is unique using
>> an identity map. I then perform a calculation where the calculations
>> trickle
>> down the graph starting from the node I'm interested in down all it's
>> dependencies. To calculate the derivative I then find the node
>> representing
>> the input I want the derivative with respect to and use finite
>> differences,
>> e.g. move it's value, and recalculate the top level node. On the second
>> valuation of the graph only the parts that are affected by me changing
>> that
>> 1 value will need to be evaluated, the rest is cached an unaffected. It
>> makes it very easy to ask questions like "How much will I be affected by X
>> changing by Y?" since I can take the top level node of the graph, search
>> for
>> X, and if found change it by Y and recalculate.
>> How the graph is constructed in memory depends on time (and a few other
>> things). I always store all previous states of the world so that I can
>> recreate any calculation I did in the past. Very useful for diagnosing
>> problem. Hence if I for example change what model I use to model
>> something,
>> that change is recorded in a way such that if I set my "time" to before
>> the
>> change happened the graph will get created as it would have with the old
>> model, and for a time after the change it'll create a different graph
>> reflecting the new model. Hence the graph can only be known at runtime
>> when
>> the "time" etc is known.
>> I currently have a ruby mockup of this. It's a DSL that looks like this:
>> ----------- EXAMPLE
>> class ExampleObject
>>   include GraphEntity # includes a module with functionality for objects
>> participating in the graph, including #property and #calc used below
>>   property :foo do
>>     123 # this is the default value for this property which will be used
>> before a value has been set and saved
>>   end
>>   calc :bar do |arg|
>>     foo.value + arg     # take the value of the arg property and add the
>> argument given to the calculation node
>>   end
>> end
>> o = ExampleObject.new
>> # this will kick of the graph being built in memory and setup the
>> dependency
>> between bar and foo nodes
>> o.bar(1).value  # -> 124
>> # this will be a "cache lookup" since nothing in the graph that bar
>> depends
>> on has changed (i.e. the "expensive" calculation is not performed again
>> o.bar(1).value  # -> 124
>> o.foo.set_value(2)
>> o.bar(1).value  # -> 125, realizes that foo changed and performs a recalc
>> --------------------------------------------------------
>> To accomplish this I use dynamic code generation like the below for
>> #property and similar for other types of nodes:
>>         # NOTE: it's a class level method, hence how I can call it when
>> defining the class in the example
>>         def property(name, time = CdrEnv.instance.time, &block)
>>           clear_property(name)
>>           getter_method_body = <<-EOF
>>             def #{name}
>>               init_block = self.class.property_init_block_for(:#{name})
>>               time_for_property =
>> self.class.property_time_dependency_for(:#{name})
>>               if init_block.nil?
>>                 CdrEnv.instance.get_property_node(self, :#{name},
>> time_for_property)
>>               else
>>                 CdrEnv.instance.get_property_node(self, :#{name},
>> time_for_property, &init_block)
>>               end
>>             end
>>           EOF
>>           setter_method_body = <<-EOF
>>             def #{name.to_s}=(value)
>>               #{name.to_s}.mutate(value)
>>             end
>>           EOF
>>           class_eval getter_method_body
>>           class_eval setter_method_body
>>           register_property_node(name, time, &block)
>>         end
>> Don't worry about the details or all the unfamiliar ruby, the main point
>> is
>> that it creates an instance method that uses the singleton CdrEnv.instance
>> to either get or create the node representing the property from the graph
>> identity cache depending on if it exists or not.
>> From a tooling point of view I think I'd love to work with this kind of
>> thing in pharo. Building my own browsers for inspecting and debugging my
>> dynamic graph should be very good fit. However, I'd appreciate some
>> pointers
>> to idiomatic smalltalk to attack this kind of problem in terms of
>> implementing the graph itself - I obviously want the user (even if it's
>> me)
>> to just have to focus on the domain model and hide as much as possible of
>> the graph bits under the covers the same way I've done with the code
>> generation stuff in my ruby example.
>> Any input into this would be much appreciated,
>> Patrik
>> P.S.
>> Btw, the persistence backend for this is the neo4j graph database, but
>> it's
>> fronted by a service slotting into my own service framework built using
>> ZeroMQ and services exchanging messages in protobuf format. One can use it
>> from any language as long as one can send protobuf messages over zeromq. I
>> see there's a zeromq ffi library available on SS that I'll check out, but
>> I'm not finding a protobuf implementation. It'd be easy enough for me to
>> port a ruby protobuf implementation but I may as well ask if someone has
>> already done any work on protobuf for smalltalk?
>> --
>> View this message in context:
>> http://forum.world.st/Dynamic-graph-exploration-seeking-input-on-idiomatic-smalltalk-LONG-tp4638702.html
>> Sent from the Pharo Smalltalk Users mailing list archive at Nabble.com.
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