/option-pricer-app

Web-based user interface for the OpenCL option pricer

Primary LanguageJavaScript

option-pricer-app

Web-based user interface for the OpenCL option pricer

This is a set of components to provide a user interface for the OpenCL option pricer at https://github.com/profmaad/opencl-option-pricer.

The UI is based on ember.js, also using the following components:

The API is implemented as a Sinatra app, also using the following components:

  • Sidekiq for executing the option pricer asynchronously in the background.
  • Mongoid for talking to MongoDB.

Installation

The client app brings all its dependencies along for the ride. To install the dependencies of the Sinatra app, you need Ruby and Bundler. Then do:

cd option-pricer-app/server
bundle install

Then, to start the app, you need to start the sinatra app and at least one sidekiq worker:

bundle exec rackup config.ru
bundle exec sidekiq -r ./api.rb

Note that the sidekiq worker must know the path to the opencl_option_pricer binary. This is set via the constant PRICER_BINARY at the start of the file server/workers/pricing_worker.rb.

The app can then be accessed at http://localhost:9292/index.html by default.

Copyright

Copyright 2014 Maximilian Wolter (Prof. MAAD)