mc-dagprop 0.5.0

Fast, Monte Carlo DAG propagation simulator with user‑defined delay distributions

mc_dagprop

mc_dagprop is a fast, Monte Carlo–style propagation simulator for directed acyclic graphs (DAGs),
written in C++ with Python bindings via pybind11. It allows you to model timing networks
(timetables, precedence graphs, etc.) and inject user-defined delay distributions on edges.

Under the hood, we leverage the high-performance utl::random module
for all pseudo-random number generation—offering better speed and quality than the standard library.

Background

mc_dagprop was developed as part of the SORRI project at the Institute for Transport Planning and Systems (IVT), ETH Zurich. The SORRI project— Simulation-based Optimisation for Railway Robustness Improvement —focuses on learning real-life constraints and objectives to determine timetables optimized for robustness interactively. This research is supported by the SBB Research Fund, which promotes innovative studies in transport management and the future of mobility in Switzerland.

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Features

• Lightweight & high-performance core in C++
• Simple Python API via poetry or pip
• Custom per-activity-type delay distributions:
  • Constant (linear scaling)
  • Exponential (scales base duration with cutoff)
  • Gamma (shape & scale, to scale base duration)
  • Empirical (absolute or relative)
    • Absolute: fixed values with weights
    • Relative: scaling factors with weights
  • Easily extendable (Weibull, etc.)
• Single-run (run(seed)) and batch-run (run_many([seeds])), the latter releases the GIL, thus one can run it embarrassingly parallel with multithreading
• Returns a SimResult: realized times, per-edge durations, and causal predecessors

Note: Defining multiple distributions for the same activity_type will override previous settings.
Always set exactly one distribution per activity type.

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Installation

# with poetry
poetry add mc_dagprop

# or with pip
pip install mc_dagprop

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Quickstart

from mc_dagprop import (
    EventTimestamp,
    SimEvent,
    SimActivity,
    SimContext,
    GenericDelayGenerator,
    Simulator,
)

# 1) Build your DAG timing context
events = [
    SimEvent("A", EventTimestamp(0.0, 100.0, 0.0)),
    SimEvent("B", EventTimestamp(10.0, 100.0, 0.0)),
]

activities = {
    (0, 1): (0, SimActivity(minimal_duration=60.0, activity_type=1)),
}

precedence = [
    (1, [(0, 0)]),
]

ctx = SimContext(
    events=events,
    activities=activities,
    precedence_list=precedence,
    max_delay=1800.0,
)

# 2) Configure a delay generator (one per activity_type)
gen = GenericDelayGenerator()
gen.add_constant(activity_type=1, factor=1.5)  # only one call for type=1

# 3) Create simulator and run
sim = Simulator(ctx, gen)
result = sim.run(seed=42)
print("Realized times:", result.realized)
print("Edge durations:", result.durations)
print("Causal predecessors:", result.cause_event)

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API Reference

EventTimestamp(earliest: float, latest: float, actual: float)

Holds the scheduling window and actual time for one event (node):

• earliest – earliest possible occurrence
• latest – latest allowed occurrence
• actual – scheduled (baseline) timestamp

SimEvent(id: str, timestamp: EventTimestamp)

Wraps a DAG node with:

• id – string key for the node
• timestamp – an EventTimestamp instance

SimActivity(minimal_duration: float, activity_type: int)

Represents an edge in the DAG:

• minimal_duration – minimal (base) duration
• activity_type – integer type identifier

SimContext(events, activities, precedence_list, max_delay)

Container for your DAG:

• events: List[SimEvent]
• activities: Dict[(src_idx, dst_idx), SimActivity]
• precedence_list: List[(target_idx, [(pred_idx, link_idx), …])]
• max_delay: overall cap on delay propagation
  • Can be given in any order. Simulator will sort topologically and raise a RuntimeError if cycles are detected.

GenericDelayGenerator

Configurable delay factory (one distribution per activity_type):

• .add_constant(activity_type, factor)
• .add_exponential(activity_type, lambda_, max_scale)
• .add_gamma(activity_type, shape, scale, max_scale=∞)
• .add_empirical_absolute(activity_type, values, weights)
• .add_empirical_relative(activity_type, factors, weights)
• .set_seed(seed)

Simulator(context: SimContext, generator: GenericDelayGenerator)

• .run(seed: int) → SimResult
• .run_many(seeds: Sequence[int]) → List[SimResult]

SimResult

• .realized: NDArray[float] – event times after propagation
• .durations: NDArray[float] – per-edge durations (base + extra)
• .cause_event: NDArray[int] – which predecessor caused each event

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Visualization Demo

pip install plotly
python -m mc_dagprop.utils.demonstration

Displays histograms of realized times and delays.

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Development

git clone https://github.com/WonJayne/mc_dagprop.git
cd mc_dagprop
poetry install

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License

MIT — see LICENSE