fix callback saving

Author: ChrisRackauckas

src/callbacks.jl

@@ -131,13 +131,15 @@ function find_callback_time(integrator,callback)
 end
 
 function apply_callback!(integrator,callback::ContinuousCallback,cb_time,prev_sign)
+  saved_in_cb = false
   if cb_time != zero(typeof(integrator.t))
     change_t_via_interpolation!(integrator,integrator.tprev+cb_time)
   end
 
   if callback.save_positions[1]
     update_running_noise!(integrator)
-    savevalues!(integrator)
+    savevalues!(integrator,true)
+    saved_in_cb = true
   end
 
   integrator.u_modified = true
@@ -162,40 +164,44 @@ function apply_callback!(integrator,callback::ContinuousCallback,cb_time,prev_si
       if !callback.save_positions[1]
         update_running_noise!(integrator)
       end
-      savevalues!(integrator)
+      savevalues!(integrator,true)
+      saved_in_cb = true
     end
-    return true
+    return true,saved_in_cb
   end
-  false
+  false,saved_in_cb
 end
 
 #Base Case: Just one
 function apply_discrete_callback!(integrator::SDEIntegrator,callback::DiscreteCallback)
+  saved_in_cb = false
   if callback.save_positions[1]
-    savevalues!(integrator)
+    savevalues!(integrator,true)
+    saved_in_cb = true
   end
 
   integrator.u_modified = true
   if callback.condition(integrator.t,integrator.u,integrator)
     callback.affect!(integrator)
     if callback.save_positions[2]
-      savevalues!(integrator)
+      savevalues!(integrator,true)
+      saved_in_cb = true
     end
   end
-  integrator.u_modified
+  integrator.u_modified,saved_in_cb
 end
 
 #Starting: Get bool from first and do next
 function apply_discrete_callback!(integrator::SDEIntegrator,callback::DiscreteCallback,args...)
-  apply_discrete_callback!(integrator,apply_discrete_callback!(integrator,callback),args...)
+  apply_discrete_callback!(integrator,apply_discrete_callback!(integrator,callback)...,args...)
 end
 
-function apply_discrete_callback!(integrator::SDEIntegrator,discrete_modified::Bool,callback::DiscreteCallback,args...)
-  bool = apply_discrete_callback!(integrator,apply_discrete_callback!(integrator,callback),args...)
-  discrete_modified || bool
+function apply_discrete_callback!(integrator::SDEIntegrator,discrete_modified::Bool,saved_in_cb::Bool,callback::DiscreteCallback,args...)
+  bool,saved_in_cb2 = apply_discrete_callback!(integrator,apply_discrete_callback!(integrator,callback)...,args...)
+  discrete_modified || bool, saved_in_cb || saved_in_cb2
 end
 
-function apply_discrete_callback!(integrator::SDEIntegrator,discrete_modified::Bool,callback::DiscreteCallback)
-  bool = apply_discrete_callback!(integrator,callback)
-  discrete_modified || bool
+function apply_discrete_callback!(integrator::SDEIntegrator,discrete_modified::Bool,saved_in_cb::Bool,callback::DiscreteCallback)
+  bool,saved_in_cb2 = apply_discrete_callback!(integrator,callback)
+  discrete_modified || bool, saved_in_cb || saved_in_cb2
 end

src/integrators/integrator_utils.jl

@@ -72,7 +72,7 @@ end
 end
 
 
-@inline function savevalues!(integrator::SDEIntegrator)
+@inline function savevalues!(integrator::SDEIntegrator,force_save=false)
   while !isempty(integrator.opts.saveat) && integrator.tdir*top(integrator.opts.saveat) <= integrator.tdir*integrator.t # Perform saveat
     integrator.saveiter += 1
     curt = pop!(integrator.opts.saveat)
@@ -97,7 +97,7 @@ end
       end
     end
   end
-  if integrator.opts.save_everystep && integrator.iter%integrator.opts.timeseries_steps==0
+  if force_save || (integrator.opts.save_everystep && integrator.iter%integrator.opts.timeseries_steps==0)
     integrator.saveiter += 1
     if integrator.opts.save_idxs == nothing
       copyat_or_push!(integrator.sol.u,integrator.saveiter,integrator.u)
@@ -189,18 +189,17 @@ end
 
   continuous_modified = false
   discrete_modified = false
+  saved_in_cb = false
   if !(typeof(continuous_callbacks)<:Tuple{})
     time,upcrossing,idx,counter = find_first_continuous_callback(integrator,continuous_callbacks...)
     if time != zero(typeof(integrator.t)) && upcrossing != 0 # if not, then no events
-      atleast_one_callback = true
-      continuous_modified = apply_callback!(integrator,continuous_callbacks[idx],time,upcrossing)
+      continuous_modified,saved_in_cb = apply_callback!(integrator,continuous_callbacks[idx],time,upcrossing)
     end
   end
   if !(typeof(discrete_callbacks)<:Tuple{})
-    atleast_one_callback = true
-    discrete_modified = apply_discrete_callback!(integrator,discrete_callbacks...)
+    discrete_modified,saved_in_cb = apply_discrete_callback!(integrator,discrete_callbacks...)
   end
-  if !atleast_one_callback
+  if !saved_in_cb
     update_running_noise!(integrator)
     savevalues!(integrator)
   end