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Merged
auto-differentiation-dev merged 1 commit into from
Apr 1, 2026
Merged

Integrate xad-codegen JIT backend #40

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245 changes: 2 additions & 243 deletions .github/workflows/ci.yaml
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Original file line number Diff line number Diff line change
Expand Up @@ -3,15 +3,13 @@
# QuantLibAAD CI Workflow
#
# Tests QuantLibAAD with XAD automatic differentiation, and optionally
# with Forge JIT acceleration on Linux and Windows.
#
#
# Jobs:
# - xad-linux: XAD tests (C++17, C++20, AAD ON/OFF)
# - xad-win: XAD tests (C++17, C++20, AAD ON/OFF)
# - xad-macos: XAD tests (C++17, C++20, AAD ON/OFF)
# - xad-linux-std-classes: XAD with QL_USE_STD_CLASSES
# - forge-linux: XAD + Forge JIT tests (C++17, Release/Debug)
# - forge-windows: XAD + Forge JIT tests (C++17, Release/Debug)
#
# Copyright (C) 2010-2026 Xcelerit Computing Limited
#
Expand Down Expand Up @@ -42,32 +40,12 @@ on:
description: Branch or tag for XAD repository
required: true
default: main
forge_repo:
description: Forge repository in <owner>/<repo> format
required: true
default: da-roth/forge
forge_branch:
description: Branch or tag for Forge repository
required: true
default: main
xad_forge_repo:
description: xad-forge repository in <owner>/<repo> format
required: true
default: da-roth/xad-forge
xad_forge_branch:
description: Branch or tag for xad-forge repository
required: true
default: main

env:
ql_repo: ${{ github.event.inputs.ql_repo || 'lballabio/QuantLib' }}
ql_branch: ${{ github.event.inputs.ql_branch || 'master' }}
xad_repo: ${{ github.event.inputs.xad_repo || 'auto-differentiation/xad' }}
xad_branch: ${{ github.event.inputs.xad_branch || 'main' }}
forge_repo: ${{ github.event.inputs.forge_repo || 'da-roth/forge' }}
forge_branch: ${{ github.event.inputs.forge_branch || 'main' }}
xad_forge_repo: ${{ github.event.inputs.xad_forge_repo || 'da-roth/xad-forge' }}
xad_forge_branch: ${{ github.event.inputs.xad_forge_branch || 'main' }}

jobs:
##############################################################################
Expand Down Expand Up @@ -290,7 +268,7 @@ jobs:

##############################################################################
# macOS - XAD
# Note: Forge not supported on macOS ARM yet

##############################################################################
xad-macos:
strategy:
Expand Down Expand Up @@ -449,222 +427,3 @@ jobs:
cd QuantLib/build
./QuantLibAAD/test-suite/quantlib-aad-test-suite --log_level=message

##############################################################################
# Linux - XAD + Forge JIT
#
# Forge accelerates AAD tape computations via JIT compilation, so these jobs
# only make sense with AAD enabled (QLAAD_DISABLE_AAD=OFF).
# Tests C++17 and C++20 to match original XAD job coverage.
##############################################################################
forge-linux:
strategy:
fail-fast: false
matrix:
build_type: ["Release", "Debug"]
cxx: ["17", "20"]
runs-on: ubuntu-latest
container: ghcr.io/lballabio/quantlib-devenv:rolling

steps:
- name: Checkout QuantLib
uses: actions/checkout@v4
with:
repository: ${{ env.ql_repo }}
ref: ${{ env.ql_branch }}
path: QuantLib

- name: Checkout XAD
uses: actions/checkout@v4
with:
repository: ${{ env.xad_repo }}
ref: ${{ env.xad_branch }}
path: xad

- name: Checkout Forge
uses: actions/checkout@v4
with:
repository: ${{ env.forge_repo }}
ref: ${{ env.forge_branch }}
path: forge

- name: Checkout xad-forge
uses: actions/checkout@v4
with:
repository: ${{ env.xad_forge_repo }}
ref: ${{ env.xad_forge_branch }}
path: xad-forge

- name: Checkout QuantLibAAD
uses: actions/checkout@v4
with:
path: QuantLibAAD

- name: ccache
uses: hendrikmuhs/ccache-action@v1.2.12
with:
key: linux-forge-${{ matrix.build_type }}
max-size: 650M

- name: Setup
run: |
apt-get update && apt-get install -y ninja-build ccache

- name: Build Forge C API
run: |
cd forge
cmake -B build -S api/c \
-G Ninja \
-DCMAKE_BUILD_TYPE=${{ matrix.build_type }} \
-DCMAKE_INSTALL_PREFIX=$(pwd)/../install
cmake --build build --config ${{ matrix.build_type }}
cmake --install build --config ${{ matrix.build_type }}

- name: Configure QuantLib with XAD + Forge
run: |
cd QuantLib
mkdir build
cd build
cmake -G Ninja -DBOOST_ROOT=/usr \
-DCMAKE_CXX_STANDARD=${{ matrix.cxx }} \
-DCMAKE_BUILD_TYPE=${{ matrix.build_type }} \
-DCMAKE_CXX_COMPILER_LAUNCHER=ccache \
-DXAD_WARNINGS_PARANOID=OFF \
-DXAD_ENABLE_JIT=ON \
-DCMAKE_PREFIX_PATH=$(pwd)/../../install \
-DQL_EXTERNAL_SUBDIRECTORIES="$(pwd)/../../xad;$(pwd)/../../xad-forge;$(pwd)/../../QuantLibAAD" \
-DQL_EXTRA_LINK_LIBRARIES=QuantLibAAD \
-DQL_NULL_AS_FUNCTIONS=ON \
-DQL_BUILD_TEST_SUITE=OFF \
-DQL_BUILD_EXAMPLES=OFF \
-DQL_BUILD_BENCHMARK=OFF \
-DQLAAD_DISABLE_AAD=OFF \
-DQLAAD_ENABLE_FORGE=ON \
-DQLAAD_USE_FORGE_CAPI=ON \
-DXAD_FORGE_USE_CAPI=ON \
-DQLAAD_BUILD_TEST_SUITE=ON \
-DQLAAD_ENABLE_FORGE_TESTS=ON \
..

- name: Build
run: |
cd QuantLib/build
cmake --build .

- name: Test QuantLibAAD
run: |
cd QuantLib/build
./QuantLibAAD/test-suite/quantlib-aad-test-suite --log_level=message

##############################################################################
# Windows - XAD + Forge JIT
#
# Forge accelerates AAD tape computations via JIT compilation, so these jobs
# only make sense with AAD enabled (QLAAD_DISABLE_AAD=OFF).
# Tests C++17 and C++20 to match original XAD job coverage.
##############################################################################
forge-windows:
strategy:
fail-fast: false
matrix:
build_type: ["Release", "Debug"]
cxx: ["17", "20"]
runs-on: windows-2022

env:
VSVARSALL: C:\Program Files\Microsoft Visual Studio\2022\Enterprise\VC\Auxiliary\Build\vcvarsall.bat

steps:
- name: Checkout QuantLib
uses: actions/checkout@v4
with:
repository: ${{ env.ql_repo }}
ref: ${{ env.ql_branch }}
path: QuantLib

- name: Checkout XAD
uses: actions/checkout@v4
with:
repository: ${{ env.xad_repo }}
ref: ${{ env.xad_branch }}
path: xad

- name: Checkout Forge
uses: actions/checkout@v4
with:
repository: ${{ env.forge_repo }}
ref: ${{ env.forge_branch }}
path: forge

- name: Checkout xad-forge
uses: actions/checkout@v4
with:
repository: ${{ env.xad_forge_repo }}
ref: ${{ env.xad_forge_branch }}
path: xad-forge

- name: Checkout QuantLibAAD
uses: actions/checkout@v4
with:
path: QuantLibAAD

- name: Setup
run: choco install -y ninja

- name: Setup Boost
run: |
$Url = "https://downloads.sourceforge.net/project/boost/boost-binaries/1.86.0/boost_1_86_0-msvc-14.3-64.exe"
(New-Object System.Net.WebClient).DownloadFile($Url, "$RUNNER_TEMP\boost.exe")
Start-Process -Wait -FilePath "$RUNNER_TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
echo "BOOST_ROOT=C:\local\boost" >> $env:GITHUB_ENV

- name: Build Forge C API
shell: cmd
run: |
cd forge
call "%VSVARSALL%" amd64
cmake -B build -S api/c -G Ninja ^
-DCMAKE_BUILD_TYPE=${{ matrix.build_type }} ^
-DFORGE_CAPI_BUILD_TESTS=OFF ^
-DFORGE_CAPI_USE_STATIC_RUNTIME=ON ^
-DCMAKE_INSTALL_PREFIX="%cd%\..\install"
cmake --build build --config ${{ matrix.build_type }}
cmake --install build --config ${{ matrix.build_type }}

- name: Configure QuantLib with XAD + Forge
shell: cmd
run: |
cd QuantLib
call "%VSVARSALL%" amd64
cmake -B build -G Ninja ^
-DCMAKE_BUILD_TYPE=${{ matrix.build_type }} ^
-DCMAKE_CXX_STANDARD=${{ matrix.cxx }} ^
-DXAD_WARNINGS_PARANOID=OFF ^
-DXAD_ENABLE_JIT=ON ^
-DXAD_STATIC_MSVC_RUNTIME=ON ^
-DCMAKE_PREFIX_PATH="%cd%\..\install" ^
-DQL_EXTERNAL_SUBDIRECTORIES="%cd%\..\xad;%cd%\..\xad-forge;%cd%\..\QuantLibAAD" ^
-DQL_EXTRA_LINK_LIBRARIES=QuantLibAAD ^
-DQL_NULL_AS_FUNCTIONS=ON ^
-DQL_BUILD_TEST_SUITE=OFF ^
-DQL_BUILD_EXAMPLES=OFF ^
-DQL_BUILD_BENCHMARK=OFF ^
-DQLAAD_DISABLE_AAD=OFF ^
-DQLAAD_ENABLE_FORGE=ON ^
-DQLAAD_USE_FORGE_CAPI=ON ^
-DXAD_FORGE_USE_CAPI=ON ^
-DQLAAD_BUILD_TEST_SUITE=ON ^
-DQLAAD_ENABLE_FORGE_TESTS=ON

- name: Build
shell: cmd
run: |
cd QuantLib\build
call "%VSVARSALL%" amd64
cmake --build . --config ${{ matrix.build_type }}

- name: Test QuantLibAAD
shell: cmd
run: |
cd QuantLib\build
set PATH=%cd%\..\..\install\bin;%PATH%
QuantLibAAD\test-suite\quantlib-aad-test-suite.exe --log_level=message
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