Tutorial: AzFinsim on Windows

This tutorial shows how to run the AzFinsim application on a Windows pool. This is a good reference for users attempting to run applications on Windows pools in Azure Batch. This is similar to the AzFinsim on Linux pool with Containers with the difference being we use a Windows pool instead of a Linux pool and we don’t use containers.

For this tutorial, we will use configuration files from examples/azfinsim-windows folder. The deployment.bicep is the entry point for this deployment and config.jonc is the configuration file that contains all the resource configuration parameters for this deployment.

Key Design Considerations

Uses Azure Batch service deployed with pool allocation mode set to Batch Service.
Powershell script is used as a start task for pool to install Python and then pip install the AzFinSim application.

Step 1: Prerequisites and environment setup

Follow the environment setup instructions to set up your environment. Since this tutorial uses Batch Service pool allocation mode, you can skip the User Subscription specific requirements and steps described in that document.

Step 2: Deploy resources to Azure

For this step, you have two options. You can use Azure CLI to deploy the resources using the bicep template provided. Or you can simply click the following link to deploy using Azure Portal.

Use the following steps to deploy using Azure CLI.

#!/bin/bash

# set variables for deployment
AZ_LOCATION=eastus2
AZ_DEPLOYMENT_NAME=azfinsim-win
AZ_RESOURCE_GROUP=azfinsim-win

# change directory to bacc (or where you cloned/downloaded the repository)
cd bacc

az deployment sub create                                      \
  --name $AZ_DEPLOYMENT_NAME                                  \
  --location $AZ_LOCATION                                     \
  --template-file examples/azfinsim-windows/deployment.bicep  \
  --parameters                                                \
      resourceGroupName=$AZ_RESOURCE_GROUP

On success, a new resource group will be created with the name specified. This resource group will contain all the resources deployed by this deployment.

Step 3: Install CLI

Next, we install the CLI tool provided by this repository. This tool is used to submit jobs and tasks to the batch account. We recommend using a python virtual environment to install the CLI tool to avoid polluting the global python environment.

Follow the steps described here to install the CLI tool.

Step 4: Verify deployment

We can the CLI tool deployed in previous step to verify the deployment. The following commands have been tested on WSL2 bash command prompt, and is recommended here.

#!/bin/bash
AZ_SUBSCRIPTION_ID=$(az account show --query id -o tsv)

# set resource group name to the one used in Step 2
AZ_RESOURCE_GROUP=azfinsim0 # or whatever you used in Step 2

# use the `bacc show` command
bacc show -s $AZ_SUBSCRIPTION_ID -g $AZ_RESOURCE_GROUP
# on success, you'll get the following output
{
  "acr_name": null,
  "batch_endpoint": "https://......batch.azure.com"
}

# To list all available pools, use the `bacc pool list` command
bacc pool list -s $AZ_SUBSCRIPTION_ID -g $AZ_RESOURCE_GROUP \
    --query "[].{pool_id:id, vm_size:vmSize, state:allocationState}"
# expected output
[
  {
    "pool_id": "windows",
    "state": "steady",
    "vm_size": "standard_ds5_v2"
  }
]

Step 5: Submit AzFinSim job

We can now submit the AzFinSim job to the pool.

#!/bin/bash

AZ_POOL_ID=$(bacc pool list -s $AZ_SUBSCRIPTION_ID -g $AZ_RESOURCE_GROUP --query "[0].id" -o tsv)
# --- or you can just manually set AZ_POOL_ID to "linux", of course!

# submit the job to generate 1000 trades, and process them using 100 concurrent tasks;
bacc azfinsim -s $AZ_SUBSCRIPTION_ID -g $AZ_RESOURCE_GROUP  \
    -p $AZ_POOL_ID                                          \
    --mode package                                          \
    --num-trades 1000                                       \
    --num-tasks 100                                         \
    --algorithm "pvonly" 
# on successful submission, you'll get the following output
{
  "job_id": "azfinsim-[...]",
  "results_file": "l:/azfinsim-[...]/trades.results.csv"
}

Now, you can browse to the batch account in Azure portal and monitor the job progress. If you look at the job’s details, you’ll see about 100+3 tasks in the job. The +3 tasks are the synthetic trades generation, split and merge tasks. None of the tasks have started yet. This is because the pool is configured with 0 compute nodes by default. We can change this as follows.

# resize pool
bacc pool resize -s $AZ_SUBSCRIPTION_ID -g $AZ_RESOURCE_GROUP -p $AZ_POOL_ID --target-dedicated-nodes 1
# this will block until the pool is resized and then print the following:
{
  "current_dedicated_nodes": 1,
  "current_low_priority_nodes": 0
}

Once the pool has resized, you’ll see the tasks starting to run. You can also monitor the progress of the job on the Portal or using Azure Batch Explorer.

To understand how to monitor the AzFinSim demo using various tools available and inspect the results, please refer to the understanding AzFinSim document.