callback initialize and retcodes

Author: ChrisRackauckas

src/StochasticDiffEq.jl

@@ -11,11 +11,11 @@ module StochasticDiffEq
 
   using Compat
 
-  import DiffEqBase: solve, solve!, init, step!, build_solution
+  import DiffEqBase: solve, solve!, init, step!, build_solution, initialize!
 
   import DiffEqBase: resize!,deleteat!,addat!,full_cache,user_cache, u_cache,du_cache,
                      resize_non_user_cache!,deleteat_non_user_cache!,addat_non_user_cache!,
-                     terminate!,get_du, get_dt,get_proposed_dt,modify_proposed_dt!,
+                     terminate!,get_du, get_dt,get_proposed_dt,
                      u_modified!,savevalues!,add_tstop!,add_saveat!,set_reltol!,
                      set_abstol!
 

src/integrators/integrator_utils.jl

@@ -49,20 +49,23 @@ end
       warn("Max Iters Reached. Aborting")
     end
     postamble!(integrator)
+    integrator.sol.retcode = :MaxIters
     return integrator.sol
   end
   if !integrator.opts.force_dtmin && integrator.opts.adaptive && abs(integrator.dt) <= abs(integrator.opts.dtmin)
     if integrator.opts.verbose
       warn("dt <= dtmin. Aborting. If you would like to force continuation with dt=dtmin, set force_dtmin=true")
     end
     postamble!(integrator)
+    integrator.sol.retcode = :DtLessThanMin
     return integrator.sol
   end
   if integrator.opts.unstable_check(integrator.dt,integrator.t,integrator.u)
     if integrator.opts.verbose
       warn("Instability detected. Aborting")
     end
     postamble!(integrator)
+    integrator.sol.retcode = :Unstable
     return integrator.sol
   end
 end

src/solve.jl

@@ -271,6 +271,7 @@ function init{uType,tType,isinplace,NoiseClass,F,F2,F3,algType<:AbstractSDEAlgor
                   tTypeNoUnits(qoldinit),q11)
   if initialize_integrator
     initialize!(integrator,integrator.cache)
+    initialize!(callbacks_internal,t,u,integrator)
   end
   integrator
 end
@@ -293,5 +294,6 @@ function solve!(integrator::SDEIntegrator)
   if typeof(integrator.sol.prob) <: AbstractSDETestProblem
     calculate_solution_errors!(integrator.sol;timeseries_errors=integrator.opts.timeseries_errors,dense_errors=integrator.opts.dense_errors)
   end
-  integrator.sol
+  integrator.sol.retcode = :Success
+  nothing
 end