Sympy integration via ufunc dispatch, expanded numpy integration

[timkpaine]

Just getting started on this but opening for visibility

fixes #59 eventually

fixes #63 as a side-effect

TODO after

• update docs on edge methods
• update docs on separation of some stuff into csp.math
• add example

Proof of concept:

import csp
from csp import DelayedEdge, ts
from datetime import timedelta
from sympy.utilities.lambdify import lambdify
from sympy.parsing.sympy_parser import (
    parse_expr,
    standard_transformations as _st,
    implicit_multiplication_application as _ima,
)

# Parse sympy expression
expr = parse_expr("x**2 + y**2", transformations=(_st + (_ima,)))

# wrap to csp
syms = list(expr.free_symbols)
names = [s.name for s in syms]
modules = ["scipy", "numpy"]
func = lambdify(syms, expr, modules=modules)

@csp.graph
def graph():
  edges = {n: DelayedEdge(ts[float], True) for n in names}
  value_ts = func(*edges.values())

  # now bind to curves
  x_ts = csp.curve(float, [(timedelta(seconds=0.1 * n), 1.0 + (1 * n)) for n in range(10)])
  y_ts = csp.curve(float, [(timedelta(seconds=0.1 * n), 2.0 + (1 * n)) for n in range(10)])
  edges["x"].bind(x_ts)
  edges["y"].bind(y_ts)
  # print the result
  csp.print("out", value_ts)

csp.show_graph(graph, graph_filename="tmp.png")
csp.run(graph, realtime=True)

2024-02-10 20:48:13.115249 out:5.0
2024-02-10 20:48:13.215249 out:13.0
2024-02-10 20:48:13.315249 out:25.0
2024-02-10 20:48:13.415249 out:41.0
2024-02-10 20:48:13.515249 out:61.0
2024-02-10 20:48:13.615249 out:85.0
2024-02-10 20:48:13.715249 out:113.0
2024-02-10 20:48:13.815249 out:145.0
2024-02-10 20:48:13.915249 out:181.0
2024-02-10 20:48:14.015249 out:221.0

Here's the generated graph for e.g. black scholes, the left print is printing the spot price, the right is printing the calculated vanilla european call option price

out of date

[AdamGlustein]

Just the comment on Edge modulus (it seems incorrectly implemented), other than that it lgtm.