Hi 10isitch,

Welcome to the monastery! Without a test sample of the input data, the MCE solution may or not work depending on whether or not processing multi-line records. Highlight: There is no data passing between the manager process and workers for input and output. This saves on IPC overhead. IO is read and written sequentially, not random.

use strict;
use warnings;

use MCE;
use IO::Handle; # for autoflush

if (@ARGV != 3) {
    print "Usage: <BNH scenario file> <Equity scenario output> <IR sce
+nario output>\n";
    exit -1;
}

print "\nSTARTING $0...\n";

my ($infile, $eqfile, $irfile) = @ARGV;

unless (-e $infile) {
    print "Error: Cannot open $infile!\n";
    exit -1;
}
unless (open(EQFILE, ">", $eqfile)) {
    print "Error: Cannot open $eqfile!\n";
    exit -1;
}
unless (open(IRFILE, ">", $irfile)) {
    print "Error: Cannot open $irfile!\n";
    exit -1;
}

# Must enable autoflush whenever workers
# write directly to output file handles.

EQFILE->autoflush(1);
IRFILE->autoflush(1);

# The user function for MCE workers.
# Workers open a file handle to a scalar ref
# due to using MCE option use_slurpio => 1.

sub user_func {
    my ($mce, $slurp_ref, $chunk_id) = @_;
    my ($eqbuf, $irbuf) = ('','');
    my ($w1, $w2);

    open INFILE, "<", $slurp_ref;

    # The gist of it all is concatenation to buffer
    # string(s) while inside the loop.

    while (<INFILE>) {
        chomp $_;

        if ($_ =~ /ScenSet/) {
            $eqbuf .= "$_\n";
            $irbuf .= "$_\n";
            next;
        }

        my @arr = split/\,/;

        if ($arr[1]) {
            $eqbuf .= ",equity,Base Scenario,0,\n";
            $irbuf .= ",irate,Base Scenario,0,\n";
            next;
        }
        if ($arr[2]) {
            my @arrn = split(/\_/,$arr[2]);
            $eqbuf .= ",,eq_".$arrn[1].",1,\n";
            $irbuf .= ",,ir_".$arrn[1].",1,\n";
            next;
        }

        if ($arr[6]) {
            $w1 = $w2 = 0;
        }

        # Riskfactor contains the string "Index" will be identified
        # as equity riskfactor
        if ($_ =~ /Index/ && $_ !~ /Credit/) {
            $w1 = 1;
        }
        # Assumption for IR - there will be only riskfactor
        # USDSWAP and USDTREA
        if ($_ =~ /USDSWAP/ || $_ =~ /USDTREA/) {
            $w2 = 1;
        }

        if ($w1) {
            $eqbuf .= "$_\n";
        }
        if ($w2) {
            $irbuf .= "$_\n";
        }
    }

    close INFILE;

    # Workers write directly to output files sequentially
    # and orderly, one worker at a time inside the MCE::relay
    # block. Call this one time only and outside the loop.

    MCE::relay {
        print EQFILE $eqbuf if length($eqbuf);
        print IRFILE $irbuf if length($irbuf);
    };

    return;
}

# Using the core MCE API. Workers read the input file
# directly and sequentially, one worker at a time.

MCE->new(
    max_workers => 3,
    input_data  => $infile,
    chunk_size  => 2 * 1024 * 1024, # 2 MiB
    use_slurpio => 1,
    init_relay  => 0,               # loads MCE::Relay
    user_func   => \&user_func,
)->run();

close EQFILE;
close IRFILE;
[download]

Regards, Mario

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