Cannot run ORE not example files cd from Python

[p-hatstadt]

I am trying to use ORE in python. My goal is to first run some of the python examples, starting with Example_42 and go from there. My issue is that if I do "pip install open-source-risk-engine" (which works) then I do not have access to the example files. As a result, I cannot do "python run.py" from the Example_42 folder that contains run.py. So what I did was to clone the repo locally, which allows access to the Example_42 folder. However, upon trying to execute run.py, I get this error: "ORE executable not found". So in order to try and understand what the problem is and debug the code, I tried doing a local installation of the code by doing "pip uninstall open-source-risk-engine", then switch to the "engine" subfolder where I cloned the repo and try to do "pip install -e .". However, upon doing so, I get this error: "ERROR: File "setup.py" or "setup.cfg" not found. Directory cannot be installed in editable mode: C:\Users\Philippe Hatstadt\git\OpenSourceRisk\Engine

So I sort of have nowhere to go right now and help would be appreciated.

[rkapl123]

The examples in ORE are mostly not to be run with ORE-SWIG. The python code in the examples of the Engine project is usually only for invoking the built ORE executable (with the notable exception of example 42, which requires ORE-SWIG), which you have to build on your own (as of the last version). Or - if you are on windows - you can use this one. Simply klick on download raw file: You then have to put it into your ORE root into folder App\bin\x64\Release. Then you can run the examples.

[p-hatstadt]

Thank you for the executable, I can now run some of the examples. If I may, I have an immediate question. In the examples, I see this code: from ORE import However, all code appears to call standard QuantLib functions. However, I do have both QuantLib and open-source-risk-engine pip installed in my environment. As a result, the code would also "superficially" work if I did "from QuantLib import ". So my question is this: Am I supposed to pip uninstall QuantLib from the environment from which I pip install and use ORE? I am aware that ORE contains its own QuantLib branch, so I assume that "pip uninstall Quantlib" is the answer, but can you please confirm and otherwise advise?

Regards

Philippe Hatstadt

On Tue, Feb 13, 2024 at 1:36 PM Roland Kapl @.***> wrote:

The examples in ORE are not to be run with ORE-SWIG. The python code in the Engine project is only for invoking the built ORE executable, which you have to build on your own (as of the last version). Or - if you are on windows - you can use this one https://github.com/rkapl123/rkapl123.github.io/blob/master/OREbinaries.zip. Simply klick on download raw file: image.png (view on web) https://github.com/OpenSourceRisk/ORE-SWIG/assets/7430763/243fd53b-b8d0-4d98-8be7-bab792639b9e You then have to put it into your ORE root into folder App\bin\x64\Release. Then you can run the examples.

— Reply to this email directly, view it on GitHub https://github.com/OpenSourceRisk/ORE-SWIG/issues/30#issuecomment-1942163945, or unsubscribe https://github.com/notifications/unsubscribe-auth/ALXJDKRNRHYZFHHAFIITFOTYTOXDPAVCNFSM6AAAAABDE6EOW2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTSNBSGE3DGOJUGU . You are receiving this because you authored the thread.Message ID: @.***>

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[rkapl123]

Judging from the Userguide:

Since release 4, ORE comes with Python and Java language bindings following the QuantLib-SWIG example. The ORE bindings extend the QuantLib SWIG wrappers and allow calling ORE functionality in the QuantExt/OREData/OREAnalytics libraries alongside with functionality in QuantLib.

and the fact that commodityforward.py in example 42 doesn't need a separate Quantlib import while using Quantlib functions, I would say that you can (and probably should) uninstall the Quantlib SWIG module.