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gquant - RAPIDS Financial Services Algorithms

Project description

gQuant - Graph Computation Toolkit

What is gQuant?

gQuant is a tool that helps you to organize the workflows.

  1. It define a TaskGraph file format .gq.yaml that describes the workflow. It can be edited easily by gquantlab JupyterLab plugin.
  2. Dynamically compute the input-output ports compatibility, dataframe columns names and types, ports types to prevent connection errors.
  3. Nodes can have multiple output ports that can be used to generate different output types. E.g. some data loader Node provides both cudf and dask_cudf output ports. The multiple GPUs distributed computation computation is automatically enabled by switching to the dask_cudf output port.
  4. Provides the standard API to extend your computation Nodes.
  5. The composite node can encapsulate the TaskGraph into a single node for easy reuse. The composite node can be exported as a regular gQuant node without any coding.
  6. gQuant can be extended by writing a plugin with a set of nodes for a particular domain. Check plugins for examples.

These examples can be used as-is or, as they are open source, can be extended to suit your environments.

Binary pip installation

To install the gQuant graph computation library, run:

pip install gquant

Or install gquant at the root directory:

pip install .

gQuant node plugins can be registered in two ways:

  1. (Recommended)Write a external plugin using 'entry point' to register it. Check the external directory for details
  2. Register the plugin in gquantrc file. Check the System environment for details

System environment

There are a few system environment that the user can overwrite.

The custom module files are specified in the gquantrc file. GQUANT_CONFIG enviroment variable points to the location of this file. By default, it points to $CWD\gquantrc.

In the example gquantrc, system environment variable MODULEPATH is used to point to the paths of the module files. To start the jupyterlab, please make sure MODULEPATH is set properly.

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