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REVISED WITH COMMENTS v1: Multiprocessing on same dict/list

I am fairly new to python, kindly excuse me for insufficient information if any. As a part of the curriculum , I got introduced to python for quants/finance, I am studying multiprocessing and trying to understand this better. I tried modifying the problem given and now I am stuck mentally with the problem.
Problem:
I have a function which gives me ticks, in ohlc format.
{'scrip_name':'ABC','timestamp':1504836192,'open':301.05,'high':303.80,'low':299.00,'close':301.10,'volume':100000}
every minute. I wish to do the following calculation concurrently and preferably append/insert in the samelist
Find the Moving Average of the last 5 close data
Find the Median of the last 5 open data
Save the tick data to a database.
so expected data is likely to be
['scrip_name':'ABC','timestamp':1504836192,'open':301.05,'high':303.80,'low':299.00,'close':301.10,'volume':100000,'MA_5_open':300.25,'Median_5_close':300.50]
Assuming that the data is going to a db, its fairly easy to write a simple dbinsert routine to the database, I don't see that as a great challenge, I can spawn a to execute a insert statement for every minute.
How do I sync 3 different functions/process( a function to insert into db, a function to calculate the average, a function to calculate the median), while holding in memory 5 ticks to calculate the 5 period, simple average Moving Average and push them back to the dict/list.
The following assumption, challenges me in writing the multiprocessing routine. can someone guide me. I don't want to use pandas dataframe.
====REVISION/UPDATE===
The reason, why I don't want any solution on pandas/numpy is that, my objective is to understand the basics, and not the nuances of a new library. Please don't mistake my need for understanding to be arrogance or not wanting to be open to suggestions.
The advantage of having
p1=Process(target=Median,arg(sourcelist))
p2=Process(target=Average,arg(sourcelist))
p3=process(target=insertdb,arg(updatedlist))
would help me understand the possibility of scaling processes based on no of functions /algo components.. But how should I make sure p1&p2 are in sync while p3 should execute post p1&p2

Here is an example of how to use multiprocessing:
from multiprocessing import Pool, cpu_count
def db_func(ma, med):
db.save(something)
def backtest_strat(d, db_func):
a = d.get('avg')
s = map(sum, a)
db_func(s/len(a), median(a))
with Pool(cpu_count()) as p:
from functools import partial
bs = partial(backtest_strat, db_func=db_func)
print(p.map(bs, [{'avg': [1,2,3,4,5], 'median': [1,2,3,4,5]}]))
also see :
https://stackoverflow.com/a/24101655/2026508
note that this will not speed up anything unless there are a lot of slices.
so for the speed up part:
def get_slices(data)
for slice in data:
yield {'avg': [1,2,3,4,5], 'median': [1,2,3,4,5]}
p.map(bs, get_slices)
from what i understand multiprocessing works by message passing via pickles, so the pool.map when called should have access to all three things, the two arrays, and the db_save function. There are of course other ways to go about it, but hopefully this shows one way to go about it.

Question: how should I make sure p1&p2 are in sync while p3 should execute post p1&p2
If you sync all Processes, computing one Task (p1,p2,p3) couldn't be faster as the slowes Process are be.
In the meantime the other Processes running idle.
It's called "Producer - Consumer Problem".
Solution using Queue all Data serialize, no synchronize required.
# Process-1
def Producer()
task_queue.put(data)
# Process-2
def Consumer(task_queue)
data = task_queue.get()
# process data
You want multiple Consumer Processes and one Consumer Process gather all Results.
You don't want to use Queue, but Sync Primitives.
This Example let all Processes run independent.
Only the Process Result waits until notified.
This Example uses a unlimited Task Buffer tasks = mp.Manager().list().
The Size could be minimized if List Entrys for done Tasks are reused.
If you have some very fast algos combine some to one Process.
import multiprocessing as mp
# Base class for all WORKERS
class Worker(mp.Process):
tasks = mp.Manager().list()
task_ready = mp.Condition()
parties = mp.Manager().Value(int, 0)
#classmethod
def join(self):
# Wait until all Data processed
def get_task(self):
for i, task in enumerate(Worker.tasks):
if task is None: continue
if not self.__class__.__name__ in task['result']:
return (i, task['range'])
return (None, None)
# Main Process Loop
def run(self):
while True:
# Get a Task for this WORKER
idx, _range = self.get_task()
if idx is None:
break
# Compute with self Method this _range
result = self.compute(_range)
# Update Worker.tasks
with Worker.lock:
task = Worker.tasks[idx]
task['result'][name] = result
parties = len(task['result'])
Worker.tasks[idx] = task
# If Last, notify Process Result
if parties == Worker.parties.value:
with Worker.task_ready:
Worker.task_ready.notify()
class Result(Worker):
# Main Process Loop
def run(self):
while True:
with Worker.task_ready:
Worker.task_ready.wait()
# Get (idx, _range) from tasks List
idx, _range = self.get_task()
if idx is None:
break
# process Task Results
# Mark this tasks List Entry as done for reuse
Worker.tasks[idx] = None
class Average(Worker):
def compute(self, _range):
return average of DATA[_range]
class Median(Worker):
def compute(self, _range):
return median of DATA[_range]
if __name__ == '__main__':
DATA = mp.Manager().list()
WORKERS = [Result(), Average(), Median()]
Worker.start(WORKERS)
# Example creates a Task every 5 Records
for i in range(1, 16):
DATA.append({'id': i, 'open': 300 + randrange(0, 5), 'close': 300 + randrange(-5, 5)})
if i % 5 == 0:
Worker.tasks.append({'range':(i-5, i), 'result': {}})
Worker.join()
Tested with Python: 3.4.2

Different inputs for different processes in python multiprocessing

Please bear with me as this is a bit of a contrived example of my real application. Suppose I have a list of numbers and I wanted to add a single number to each number in the list using multiple (2) processes. I can do something like this:
import multiprocessing
my_list = list(range(100))
my_number = 5
data_line = [{'list_num': i, 'my_num': my_number} for i in my_list]
def worker(data):
return data['list_num'] + data['my_num']
pool = multiprocessing.Pool(processes=2)
pool_output = pool.map(worker, data_line)
pool.close()
pool.join()
Now however, there's a wrinkle to my problem. Suppose that I wanted to alternate adding two numbers (instead of just adding one). So around half the time, I want to add my_number1 and the other half of the time I want to add my_number2. It doesn't matter which number gets added to which item on the list. However, the one requirement is that I don't want to be adding the same number simultaneously at the same time across the different processes. What this boils down to essentially (I think) is that I want to use the first number on Process 1 and the second number on Process 2 exclusively so that the processes are never simultaneously adding the same number. So something like:
my_num1 = 5
my_num2 = 100
data_line = [{'list_num': i, 'my_num1': my_num1, 'my_num2': my_num2} for i in my_list]
def worker(data):
# if in Process 1:
return data['list_num'] + data['my_num1']
# if in Process 2:
return data['list_num'] + data['my_num2']
# and so forth
Is there an easy way to specify specific inputs per process? Is there another way to think about this problem?

multiprocessing.Pool allows to execute an initializer function which is going to be executed before the actual given function will be run.
You can use it altogether with a global variable to allow your function to understand in which process is running.
You probably want to control the initial number the processes will get. You can use a Queue to notify to the processes which number to pick up.
This solution is not optimal but it works.
import multiprocessing
process_number = None
def initializer(queue):
global process_number
process_number = queue.get() # atomic get the process index
def function(value):
print "I'm process %s" % process_number
return value[process_number]
def main():
queue = multiprocessing.Queue()
for index in range(multiprocessing.cpu_count()):
queue.put(index)
pool = multiprocessing.Pool(initializer=initializer, initargs=[queue])
tasks = [{0: 'Process-0', 1: 'Process-1', 2: 'Process-2'}, ...]
print(pool.map(function, tasks))
My PC is a dual core, as you can see only Process-0 and Process-1 are processed.
I'm process 0
I'm process 0
I'm process 1
I'm process 0
I'm process 1
...
['Process-0', 'Process-0', 'Process-1', 'Process-0', ... ]

How to get end of process time per processor using "pool" in Python?

I use Multiprocessing library in Python to distribute a function over multiple cores. To do that I use "Pool" function, but I want to know when each processor has completed its work.
Here is the code :
def parallel(m,G):
D=0
for i in xrange(G):
D+=random()
return 1*(D<1)
pool=Pool()
TOTAL=0
for i in xrange(10):
TOTAL += sum(pool.map(partial(parallel,G=2),xrange(100)))
print TOTAL
I know how to use time.time() in normal situation, but what I need is to know when each core has completed is part of the job. If I put a time stamp directly in the function I will get many time values without knowing on what core it is processed.
Any advice is welcome!

You may return the completion time along with the actual result from parallel and then pick the last timestamp for each worker.
import time
from random import random
from functools import partial
from multiprocessing import Pool, current_process
def parallel(m, G):
D = 0
for i in xrange(G):
D += random()
# uncomment to give the other workers more chances to run
# time.sleep(.001)
return (current_process().name, time.time()), 1 * (D < 1)
# don't deny the existence of Windows
if __name__ == '__main__':
pool = Pool()
TOTAL = 0
proc_times = {}
for i in xrange(5):
# times is a list of proc_name:timestamp pairs
times, results = zip(*pool.map(partial(parallel, G=2), xrange(100)))
TOTAL += sum(results)
# process_times_loc is guaranteed to hold the last timestamp
# for each proc_name, see the doc on dict
proc_times_loc = dict(times)
print 'local completion times:', proc_times_loc
proc_times.update(proc_times_loc)
print TOTAL
print 'total completion times:', proc_times
However when jobs are that simple you may find that calling time.time each time consumes too much of CPU time.)

How to design an async pipeline pattern in python

I am trying to design an async pipeline that can easily make a data processing pipeline. The pipeline is composed of several functions. Input data goes in at one end of the pipeline and comes out at the other end.
I want to design the pipeline in a way that:
Additional functions can be insert in the pipeline
Functions already in the pipeline can be popped out.
Here is what I came up with:
import asyncio
#asyncio.coroutine
def add(x):
return x + 1
#asyncio.coroutine
def prod(x):
return x * 2
#asyncio.coroutine
def power(x):
return x ** 3
def connect(funcs):
def wrapper(*args, **kwargs):
data_out = yield from funcs[0](*args, **kwargs)
for func in funcs[1:]:
data_out = yield from func(data_out)
return data_out
return wrapper
pipeline = connect([add, prod, power])
input = 1
output = asyncio.get_event_loop().run_until_complete(pipeline(input))
print(output)
This works, of course, but the problem is that if I want to add another function into (or pop out a function from) this pipeline, I have to disassemble and reconnect every function again.
I would like to know if there is a better scheme or design pattern to create such a pipeline?

I've done something similar before, using just the multiprocessing library. It's a bit more manual, but it gives you the ability to easily create and modify your pipeline, as you've requested in your question.
The idea is to create functions that can live in a multiprocessing pool, and their only arguments are an input queue and an output queue. You tie the stages together by passing them different queues. Each stage receives some work on its input queue, does some more work, and passes the result out to the next stage through its output queue.
The workers spin on trying to get something from their queues, and when they get something, they do their work and pass the result to the next stage. All of the work ends by passing a "poison pill" through the pipeline, causing all stages to exit:
This example just builds a string in multiple work stages:
import multiprocessing as mp
POISON_PILL = "STOP"
def stage1(q_in, q_out):
while True:
# get either work or a poison pill from the previous stage (or main)
val = q_in.get()
# check to see if we got the poison pill - pass it along if we did
if val == POISON_PILL:
q_out.put(val)
return
# do stage 1 work
val = val + "Stage 1 did some work.\n"
# pass the result to the next stage
q_out.put(val)
def stage2(q_in, q_out):
while True:
val = q_in.get()
if val == POISON_PILL:
q_out.put(val)
return
val = val + "Stage 2 did some work.\n"
q_out.put(val)
def main():
pool = mp.Pool()
manager = mp.Manager()
# create managed queues
q_main_to_s1 = manager.Queue()
q_s1_to_s2 = manager.Queue()
q_s2_to_main = manager.Queue()
# launch workers, passing them the queues they need
results_s1 = pool.apply_async(stage1, (q_main_to_s1, q_s1_to_s2))
results_s2 = pool.apply_async(stage2, (q_s1_to_s2, q_s2_to_main))
# Send a message into the pipeline
q_main_to_s1.put("Main started the job.\n")
# Wait for work to complete
print(q_s2_to_main.get()+"Main finished the job.")
q_main_to_s1.put(POISON_PILL)
pool.close()
pool.join()
return
if __name__ == "__main__":
main()
The code produces this output:
Main started the job.
Stage 1 did some work.
Stage 2 did some work.
Main finished the job.
You can easily put more stages in the pipeline or rearrange them just by changing which functions get which queues. I'm not very familiar with the asyncio module, so I can't speak to what capabilities you would be losing by using the multiprocessing library instead, but this approach is very straightforward to implement and understand, so I like its simplicity.

I don't know if it is the best way to do it but here is my solution.
While I think it's possible to control a pipeline using a list or a dictionary I found easier and more efficent to use a generator.
Consider the following generator:
def controller():
old = value = None
while True:
new = (yield value)
value = old
old = new
This is basically a one-element queue, it stores the value that you send it and releases it at the next call of send (or next).
Example:
>>> c = controller()
>>> next(c) # prime the generator
>>> c.send(8) # send a value
>>> next(c) # pull the value from the generator
8
By associating every coroutine in the pipeline with its controller we will have an external handle that we can use to push the target of each one. We just need to define our coroutines in a way that they will pull the new target from our controller every cycle.
Now consider the following coroutines:
def source(controller):
while True:
target = next(controller)
print("source sending to", target.__name__)
yield (yield from target)
def add():
return (yield) + 1
def prod():
return (yield) * 2
The source is a coroutine that does not return so that it will not terminate itself after the first cycle. The other coroutines are "sinks" and does not need a controller.
You can use these coroutines in a pipeline as in the following example. We initially set up a route source --> add and after receiving the first result we change the route to source --> prod.
# create a controller for the source and prime it
cont_source = controller()
next(cont_source)
# create three coroutines
# associate the source with its controller
coro_source = source(cont_source)
coro_add = add()
coro_prod = prod()
# create a pipeline
cont_source.send(coro_add)
# prime the source and send a value to it
coro_source.send(None)
print("add =", coro_source.send(4))
# change target of the source
cont_source.send(coro_prod)
# reset the source, send another value
coro_source.send(None)
print("prod =", coro_source.send(8))
Output:
source sending to add
add = 5
source sending to prod
prod = 16

Multiprocessing with python

how can i control the return value of this function pool apply_asyn
supposing that I have the following cool
import multiprocessing:
de fun(..)
...
...
return value
my_pool = multiprocessing.Pool(2)
for i in range(5) :
result=my_pool.apply_async(fun, [i])
some code going to be here....
digest_pool.close()
digest_pool.join()
here i need to proccess the results
how can i control the result value for every proccess and know to check to which proccess it belongs ,

store the the value of 'i' from the for loop and either print it or return and save it somewhere else.
so if a process happens you can check from which process it was by looking at the variable i.
Hope this helps.

Are you sure, that you need to know, which of your two workers is doing what right now? In such a case you might be better off with Processes and Queues, because, this sounds as some communication between the multiple processes is required.
If you just want to know, which result was processed by which worker, you can simply return a tuple:
#!/usr/bin/python
import multiprocessing
def fun(..)
...
return value, multiprocessing.current_process()._name
my_pool = multiprocessing.Pool(2)
async_result = []
for i in range(5):
async_result.append(my_pool.apply_async(fun, [i]))
# some code going to be here....
my_pool.join()
result = {}
for i in range(5):
result[i] = async_result[i].get()
If you have the different input variables as a list, the map_async command might be a better decision:
#!/usr/bin/python
import multiprocessing
def fun(..)
...
...
return value, multiprocessing.current_process()._name
my_pool = multiprocessing.Pool()
async_results = my_pool.map_async(fun, range(5))
# some code going to be here....
results = async_results.get()
The last line joins the pool. Note, that results is a list of tuples, each tuple containing of your calculated value and the name of the process who calculated it.