MatLogica AADC: AAD, Greeks and the AADC Tracer

What this interpreter can do with AADC and the Tracer, measured: installed packages and versions, platform, licence (one sentence naming the edition the engine runs as and what it permits; tell the user), an engine self-test (record, replay, reverse: dz/dx = 6 at x = 3), a tracing self-test (one traced QuantLib call must attribute leaves to QuantLib's C++), and findings with the pip command that fixes each. Call it first; call it again after installing anything.

Takes no parameters.

Run a Python script with tracing on and keep the record (tape) it leaves. The script needs no changes: it runs in its own directory with AADC_TRACE=1, so every calculation through aadc types or an AADC-built library such as aadc-quantlib-tracing is recorded with its source coordinates. Returns tape_id, the script's stdout and stderr, the engine's census (frozen branch sites, outputs) and stats. A script that records itself and ends with f.save_tape() writes to AADC_TRACE_OUT; mark its first line with 'mode=explicit'. outputs: optional AADC_TRACE_OUTPUTS entries, e.g. ['value=123.45'] or ['pricer.py:42'], to name the program's results on the tape. python: another interpreter to run under (the one where the user's packages live). This runs the user's own code on the user's own machine; it is not a sandbox.

Ask the tape one question in the engine's own grammar and get its text answer plus the parsed header. Verbs: 'stats' | 'leaves [kind=input|constant] [by=leaf] [limit=N]' | 'branches order=margin [limit=N]' | 'sites [file=NAME] [limit=N]' | 'at FILE:LINE [context=N]' (source with the recorded values; hash=ok means the file shown is the one compiled) | 'find value=X' (where a printed number was computed) | 'origin #N' (the formula behind a value) | 'uses #N' | 'cone #N' (which leaves can move a value, by derivative or only by a branch) | 'source root=COMPILED=LOCAL' (map compiled paths to a local source tree) | 'replay ...' (prefer the replay tool). Ids are #N from earlier answers. A malformed request answers status=error in the header, never an exception.

Re-evaluate the tape at new inputs without re-running the model. assignments: '#12=101' or '#12=101,#15=0.21' (leaf ids from 'leaves kind=input' or 'leaves by=leaf'); out: the output id from 'find value=<printed price>'. survives=true: the recorded path holds and value is exact (equal to a fresh run to the last digit). survives=false: WITHHELD; flipped names the decision (file:line, decided true -> false) and unchecked the conversions the tape cannot check. There is no value to quote in that case. A tape read back from a file keeps no operand for a counted conversion, so on most QuantLib tapes a replay is withheld with unchecked naming the line (often errorfunction.cpp:200); say so and re-run the script at the new inputs for the price. path_recorded=true returns the recorded path's value labelled as such, for comparison only.

Map the compiled source prefix recorded on the tape (for aadc-quantlib-tracing 1.41 it is /project/work/QLAADC/ql) to a local directory holding that source, so 'at FILE:LINE' and 'origin' can show the code. Later answers say hash=ok when the local file is the one the library was compiled from and hash=MISMATCH when it is not; a mismatch is reported, never silent. Remembered for this tape.

Register an existing .tape file written earlier (by trace_script, by a script's own save_tape(), or downloaded from a report) and return its tape_id and stats.

The tapes this server holds: id, file, size, the script that produced each, and the source roots applied.

Takes no parameters.

Run a Python script that records itself (aadc.Functions, start_recording with marked inputs, stop_recording) and keep its process alive, so later questions are answered by the object that recorded. Returns session_id, the script's stdout, which Functions object was kept, and its stats. Why: a record read back from a file cannot re-check a counted conversion, so 'replay' on it is often withheld; in the recording process the same replay is exact (the same digits as pricing again). Use it for what-ifs and sensitivities on a script with marked inputs; for an unmodified script use trace_script. The script's save_tape() to AADC_TRACE_OUT also registers a tape. Idle sessions close themselves after AADC_MCP_SESSION_IDLE_S seconds (default 1800). This runs the user's own code on the user's own machine.

The same question grammar as inspect_tape (stats, leaves, branches, sites, at, find, origin, uses, cone, source), answered by the live recording of an open_session.

Replay the live recording at new inputs. assignments: '#0=101' (leaf ids from ask_session 'leaves kind=input by=leaf'); out: the id marked OUTPUT from 'find value=<printed price>'. survives=true means the recorded path holds and value is exact to the last digit; survives=false is WITHHELD with the decision named (flipped) and no value.

End a live session and free its process.

The live sessions this server holds: id, script, start time, questions answered.

Takes no parameters.

Bundled scripts to start from: plain AADC (any platform), and unmodified QuantLib pricers that aadc-quantlib-tracing records (Linux x86-64, macOS arm64). mode=auto scripts are traced as they are; mode=explicit scripts record themselves and print sensitivities. Each is a starting point to copy and edit.

Takes no parameters.

The source of one bundled example, to read, copy or adapt.

Copy one bundled example into the server's working folder, run it with tracing on and return its tape_id, its printed output and the tape's stats. Then question the tape with inspect_tape and replay.