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  • How can I compare market data feed sources for quality and latency improvement?

    - by yves Baumes
    I am in the very first stages of implementing a tool to compare 2 market data feed sources in order to prove the quality of new developed sources to my boss ( meaning there are no regressions, no missed updates, or wrong ), and to prove latencies improvement. So the tool I need must be able to check updates differences as well as to tell which source is the best (in term of latency). Concrectly, reference source could be Reuters while the other one is a Feed handler we develop internally. People warned me that updates might not arrive in the same order as Reuters implementation could differs totally from ours. Therefore a simple algorithm based on the fact that updates could arrive in the same order is likely not to work. My very first idea would be to use fingerprint to compare feed sources, as Shazaam application does to find the title of the tube you are submitting. Google told me it is based on FFT. And I was wondering if signal processing theory could behaves well with market access applications. I wanted to know your own experience in that field, is that possible to develop a quite accurate algorithm to meet the needs? What was your own idea? What do you think about fingerprint based comparison?

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  • Explaining the forecasts from an ARIMA model

    - by Samik R.
    I am trying to explain to myself the forecasting result from applying an ARIMA model to a time-series dataset. The data is from the M1-Competition, the series is MNB65. For quick reference, I have a google doc spreadsheet with the data. I am trying to fit the data to an ARIMA(1,0,0) model and get the forecasts. I am using R. Here are some output snippets: > arima(x, order = c(1,0,0)) Series: x ARIMA(1,0,0) with non-zero mean Call: arima(x = x, order = c(1, 0, 0)) Coefficients: ar1 intercept 0.9421 12260.298 s.e. 0.0474 202.717 > predict(arima(x, order = c(1,0,0)), n.ahead=12) $pred Time Series: Start = 53 End = 64 Frequency = 1 [1] 11757.39 11786.50 11813.92 11839.75 11864.09 11887.02 11908.62 11928.97 11948.15 11966.21 11983.23 11999.27 I have a few questions: (1) How do I explain that although the dataset shows a clear downward trend, the forecast from this model trends upward. This also happens for ARIMA(2,0,0), which is the best ARIMA fit for the data using auto.arima (forecast package) and for an ARIMA(1,0,1) model. (2) The intercept value for the ARIMA(1,0,0) model is 12260.298. Shouldn't the intercept satisfy the equation: C = mean * (1 - sum(AR coeffs)), in which case, the value should be 715.52. I must be missing something basic here. (3) This is clearly a series with non-stationary mean. Why is an AR(2) model still selected as the best model by auto.arima? Could there be an intuitive explanation? Thanks.

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  • Help me understand this "Programming pearls" bitsort program

    - by ardsrk
    Jon Bentley in Column 1 of his book programming pearls introduces a technique for sorting a sequence of non-zero positive integers using bit vectors. I have taken the program bitsort.c from here and pasted it below: /* Copyright (C) 1999 Lucent Technologies */ /* From 'Programming Pearls' by Jon Bentley */ /* bitsort.c -- bitmap sort from Column 1 * Sort distinct integers in the range [0..N-1] */ #include <stdio.h> #define BITSPERWORD 32 #define SHIFT 5 #define MASK 0x1F #define N 10000000 int a[1 + N/BITSPERWORD]; void set(int i) { int sh = i>>SHIFT; a[i>>SHIFT] |= (1<<(i & MASK)); } void clr(int i) { a[i>>SHIFT] &= ~(1<<(i & MASK)); } int test(int i){ return a[i>>SHIFT] & (1<<(i & MASK)); } int main() { int i; for (i = 0; i < N; i++) clr(i); /*Replace above 2 lines with below 3 for word-parallel init int top = 1 + N/BITSPERWORD; for (i = 0; i < top; i++) a[i] = 0; */ while (scanf("%d", &i) != EOF) set(i); for (i = 0; i < N; i++) if (test(i)) printf("%d\n", i); return 0; } I understand what the functions clr, set and test are doing and explain them below: ( please correct me if I am wrong here ). clr clears the ith bit set sets the ith bit test returns the value at the ith bit Now, I don't understand how the functions do what they do. I am unable to figure out all the bit manipulation happening in those three functions. Please help.

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  • Query to return internal details about stored function in MS-SQL database

    - by Anthony
    I have been given access to a ms-sql database that is currently used by 3rd party app. As such, I don't have any documentation on how that application stores the data or how it retrieves it. I can figure a few things out based on the names of various tables and the parameters that the user-defined functions takes and returns, but I'm still getting errors at every other turn. I was thinking that it would be really helpful if I could see what the stored functions were doing with the parameters given to return the output. Right now all I've been able to figure out is how to query for the input parameters and the output columns. Is there any built-in information_schema table that will expose what the function is doing between input and output?

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  • Windows API calls from assembly while minimizing program size

    - by takteek
    I'm trying to write a program in assembly and make the resulting executable as small as possible. Some of what I'm doing requires windows API calls to functions such as WriteProcessMemory. I've had some success with calling these functions, but after compiling and linking, my program comes out in the range of 14-15 KB. (From a source of less than 1 KB) I was hoping for much, much less than that. I'm very new to doing low level things like this so I don't really know what would need to be done to make the program smaller. I understand that the exe format itself takes up quite a bit of space. Can anything be done to minimize that? I should mention that I'm using NASM and GCC but I can easily change if that would help.

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  • JUnit Test method with randomized nature

    - by Peter
    Hey, I'm working on a small project for myself at the moment and I'm using it as an opportunity to get acquainted with unit testing and maintaining proper documentation. I have a Deck class with represents a deck of cards (it's very simple and, to be honest, I can be sure that it works without a unit test, but like I said I'm getting used to using unit tests) and it has a shuffle() method which changes the order of the cards in the deck. The implementation is very simple and will certainly work: public void shuffle() { Collections.shuffle(this.cards); } But, how could I implement a unit test for this method. My first thought was to check if the top card of the deck was different after calling shuffle() but there is of course the possibility that it would be the same. My second thought was to check if the entire order of cards has changed, but again they could possibly be in the same order. So, how could I write a test that ensures this method works in all cases? And, in general, how can you unit test methods for which the outcome depends on some randomness? Cheers, Pete

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  • Should i use HttpResponse.End() for a fast webapp?

    - by acidzombie24
    HttpResponse.End() seems to throw an exception according to msdn. Right now i have the choice of returning a value to say end thread (it only goes 2 functions deep) or i can call end(). I know that throwing exceptions is significantly slower (read the comment for a C#/.NET test) so if i want a fast webapp should i consider not calling it when it is trivially easy to not call it? -edit- I do have a function call in certain functions and in the constructor in classes to ensure the user is logged in. So i call HttpResponse.End() in enough places although hopefully in regular site usage it doesn't occur too often.

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  • verilog or systemc for testbench

    - by Alphaneo
    I am assigned with the task of verifying some verilog based RTL code. Now, coding the RTL testbench using verilog seems to be very difficult (for me). So I would like to try one of the following. - Try providing a PLI interface to the RTL and thereby invoke 'C functions for testing - Using system 'C for interfacing the 'C functions PS: I already have a extensive 'C code that was used for testing the behavioral model. I am new to the world of hardware programming. Any pointers would be greatly appreciated.

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  • python iterators and thread-safety

    - by Igor
    I have a class which is being operated on by two functions. One function creates a list of widgets and writes it into the class: def updateWidgets(self): widgets = self.generateWidgetList() self.widgets = widgets the other function deals with the widgets in some way: def workOnWidgets(self): for widget in self.widgets: self.workOnWidget(widget) each of these functions runs in it's own thread. the question is, what happens if the updateWidgets() thread executes while the workOnWidgets() thread is running? I am assuming that the iterator created as part of the for...in loop will keep some kind of reference to the old self.widgets object? So I will finish iterating over the old list... but I'd love to know for sure.

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  • Screen Recording Utility

    - by abc
    Hello, I want a screen recording(video) utility desired features are : it should be free (higher in priority) it should be available for win,linux,and mac(mac in lower priority,linux or win will work) It should have mic input facility to record external sound as well as machine's sound. It should have highlighting functionality(lower in priority) at last cracked versions are also welcomed. Thanks.

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  • how to make the user add and delete in android

    - by user3678019
    i have 1 activity .. and in this activity i have 2 web view next to each other , i would like to add , ADD and Delete Button that can add one more web view next to the last web view , and the delete wish will delete any of the web view the user choose . and i want to make the user but it in the order he want like webview 1 first then webview 2 second how can i do this this is mu main.xml <RelativeLayout xmlns:android="http://schemas.android.com/apk/res/android" xmlns:tools="http://schemas.android.com/tools" android:layout_width="match_parent" android:layout_height="match_parent" tools:context="test.zezo.test.Main$PlaceholderFragment" > <HorizontalScrollView android:id="@+id/horizontalScrollView2" android:layout_width="match_parent" android:layout_height="match_parent" android:layout_alignParentLeft="true" android:layout_alignParentRight="true" android:layout_alignParentTop="true" > <LinearLayout android:layout_width="match_parent" android:layout_height="match_parent" android:orientation="horizontal" > <WebView android:id="@+id/webView1" android:layout_width="350dp" android:layout_height="match_parent" android:layout_alignParentLeft="true" /> <WebView android:id="@+id/webView22" android:layout_width="350dp" android:layout_height="match_parent" android:layout_toRightOf="@+id/webView1" android:layout_alignParentLeft="true" /> </LinearLayout> </HorizontalScrollView> and this is a part of my main.java webView = (WebView) findViewById(R.id.webView1); String url = "http://google.com"; webView.getSettings().setJavaScriptEnabled(true); webView.loadUrl(url); webView.setWebChromeClient(new WebChromeClient()); webView.setWebViewClient(new WebViewClient()); WebView webView22 = (WebView)findViewById(R.id.webView22); webView22.getSettings().setJavaScriptEnabled(true); webView22.loadUrl("google.com); webView22.setWebChromeClient(new WebChromeClient()); webView22.setWebViewClient(new WebViewClient()); so how can i do the ADD and DELETE and re Order Buttons to it and one more thing it should be save so when he reopen the app it will be the same as after he add or delete or re order

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  • Getting unpredictable data into a tabular format

    - by Acorn
    The situation: Each page I scrape has <input> elements with a title= and a value= I don't know what is going to be on the page. I want to have all my collected data in a single table at the end, with a column for each title. So basically, I need each row of data to line up with all the others, and if a row doesn't have a certain element, then it should be blank (but there must be something there to keep the alignment). eg. First page has: {animal: cat, colour: blue, fruit: lemon, day: monday} Second page has: {animal: fish, colour: green, day: saturday} Third page has: {animal: dog, number: 10, colour: yellow, fruit: mango, day: tuesday} Then my resulting table should be: animal | number | colour | fruit | day cat | none | blue | lemon | monday fish | none | green | none | saturday dog | 10 | yellow | mango | tuesday Although it would be good to keep the order of the title value pairs, which I know dictionaries wont do. So basically, I need to generate columns from all the titles (kept in order but somehow merged together) What would be the best way of going about this without knowing all the possible titles and explicitly specifying an order for the values to be put in?

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  • Need help with homework(very short code)

    - by b3y4z1d
    I have a code, and I need to have it done until friday or so.I'd say 95% of it is finished,but the functions and the function-calling could use some grooming. It is really simple for anyone who knows C++ pretty well, but I'm a newbie and I just can't seem to get through this with the functions so if anyone could take a look and correct the few mistakes or add a line or two if needed I'd be very grateful. Here is the link to the full code, you'll understand the purpose of the code once you see it. I use Borland C++ by the way if it helps. Thanks in advance!

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  • What is the equivalent to IScriptControl for Web.UI.Page?

    - by Jeff Dege
    We've been using IScriptControl to tie javascript objects to our UserControls and ServerControls, and it's worked fine. The problem is that ASP.NET seems to provide no method to tie a javascript object to a Page. Up to now, we've been putting plain functions in the global namespace, but I am developing a serious allergy to that practice. It'd be easy enough to wrap our functions into a javascript class, and to include the javascript file on the page, but how to instantiate the object, how to reference it from callback events, and how to pass data to it from the code-behind, I haven't figured out. Or rather, the methods we've been using up to now (hidden fields, emitted javascript strings, etc.), really bug me. Anyone have better ideas?

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  • What's the purpose of having a separate "operator new[]" ?

    - by sharptooth
    Looks like operator new and operator new[] have exactly the same signature: void* operator new( size_t size ); void* operator new[]( size_t size ); and do exactly the same: either return a pointer to a big enough block of raw (not initialized in any way) memory or throw an exception. Also operator new is called internally when I create an object with new and operator new[] - when I create an array of objects with new[]. Still the above two special functions are called by C++ internally in exactly the same manner and I don't se how the two calls can have different meanings. What's the purpose of having two different functions with exactly the same signatures and exactly the same behavior?

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  • Sort latitude and longitude coordinates into clockwise quadrangle

    - by Dave Jarvis
    Problem Users can provide up to four latitude and longitude coordinates, in any order. They do so with Google Maps. Using Google's Polygon API (v3), the coordinates they select should highlight the selected area between the four coordinates. Solutions and Searches http://stackoverflow.com/questions/242404/sort-four-points-in-clockwise-order Graham's scan seems too complicated for four coordinates Sort the coordinates into two arrays (one by latitude, the other longitude) ... then? Question How do you sort the coordinates in (counter-)clockwise order, using JavaScript? Code Here is what I have so far: // Ensures the markers are sorted: NW, NE, SE, SW function sortMarkers() { var ns = markers.slice( 0 ); var ew = markers.slice( 0 ); ew.sort( function( a, b ) { if( a.lat() < b.lat() ) { return -1; } else if( a.lat() > b.lat() ) { return 1; } return 0; }); ns.sort( function( a, b ) { if( a.lng() < b.lng() ) { return -1; } else if( a.lng() > b.lng() ) { return 1; } return 0; }); } What is a better approach? Thank you.

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  • An agenda in Korn Shell: New / Edit / Delete / View appointment

    - by Abaco
    As stated in the title, I have to write a simple script which should perform some typical agenda's functions. The script must use crontab. The functions are: Creating a new appointment Edit an existent appointment Delete an appointment List the appointment I really don't have a clue how to do this, can you help me with some hint? Maybe a bit of sweet code? Thank you very much, Abaco EDIT: To be more specific on my question Point 1: how can I edit a crontab thorugh ksh? How can I insert a new line? Can you link me some documentation or a bit of code about this?

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  • Jquery Delay Function Calls

    - by fizgig07
    I'm trying to find a way to delay all code that takes place after I make a service call. The reason for this delay is that my service returns code necesarry for the following functions and the result I pass is to these following functions is undefined. I have tried attaching the setTimeout() to the function that is called directly after the service call, but then it just skips the function I set the timeout on and jumps to the next function...My web method that I am calling is not that big and is not doing anything that is too intensive public bool GetSpreadsheetStatusForAdmin(string cacId) { SpreadSheetStatus result = new SpreadSheetStatus(); List<Data.Spreadsheet> spreadsheets = SpreadsheetManager.GetUserSpreadsheets(GetCurrent.Identity); if (spreadsheets.Count != 0) { foreach (Data.Spreadsheet spreadsheet in spreadsheets) { if (spreadsheet.Status == SpreadsheetStatus.Pending) { return true; } } } return false; } I had found the delay() and thought that might work, but I don't have jquery 1.4 and can't use it as of yet. is there anything that can help..?

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  • Outputting variable values in x86?

    - by Airjoe
    Hello All- I'm working on a homework assignment in x86 and it isn't working as I expect (surprise surprise!). I'd like to be able to output values of variables in x86 functions to ensure that the values are what I expect them to be. Is there a simple way to do this, or is it very complex? For what it's worth, the x86 functions are being used by a C file and compiled with gcc, so if that makes it simpler that is how I'm going about it. Thanks for the help.

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  • Compute weighted averages for large numbers

    - by Travis
    I'm trying to get the weighted average of a few numbers. Basically I have: Price - 134.42 Quantity - 15236545 There can be as few as one or two or as many as fifty or sixty pairs of prices and quantities. I need to figure out the weighted average of the price. Basically, the weighted average should give very little weight to pairs like Price - 100000000.00 Quantity - 3 and more to the pair above. The formula I currently have is: ((price)(quantity) + (price)(quantity) + ...)/totalQuantity So far I have this done: double optimalPrice = 0; int totalQuantity = 0; double rolling = 0; System.out.println(rolling); Iterator it = orders.entrySet().iterator(); while(it.hasNext()) { System.out.println("inside"); Map.Entry order = (Map.Entry)it.next(); double price = (Double)order.getKey(); int quantity = (Integer)order.getValue(); System.out.println(price + " " + quantity); rolling += price * quantity; totalQuantity += quantity; System.out.println(rolling); } System.out.println(rolling); return totalQuantity / rolling; The problem is I very quickly max out the "rolling" variable. How can I actually get my weighted average? Thanks!

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  • Pls help working with Dropdownlist in scroll window.

    - by Rahul
    Hi all, Data is stored in the database table with the field document type and document id. And displayed in the scrollwindow, scrollwindow is editable. Data displayed like this: In scrollwindow dropdown items are quote, order, invoice etc. And suppose for Quote type document id is QTE100, and for order is ORD100 etc. In this format data is displayed in the scrollwindow. Here my query is at run time when user change the document type say for Quote to Order warning message should display like “This range is not valid”. And since the scrollwindow editable when user select any new document type from dropdown list system should allow to add that new document type and should not display any message. Pls somebody help me how can I achieve this???pls………pls…......pls For this I have written this code in dropdown document change event. Document Type Site_Scroll Document Type_CHG: warning "The range entered isn't valid."; clear window 'Document Type Site_Scroll'; fill window 'Document Type Site_Scroll' table sop_site_line_temp; But whenever I am changing any document from existing one getting the warning message like “This range is not valid” this is expected, but after changing when the window is filled again by temp table focus is setting to document type dropdown list. One more thing whenever I am going to select any new document type from document type I am getting the same warning message which is not expected, system should allow user to select new document type without giving any warning message. Pls….somebody give me some idea or pls modify my code….

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  • How much money can I save from installing a 80 plus bronze or gold PSU? [closed]

    - by David
    Currently I've only a 300 watt PSU and my pc is working like a charm but with all the components it should use the psu to the max. Recently I've read about 80 plus certificate and I'm wondering if it's worth to buy a 80 plus certificate psu? My power cost last year was also higher then before and my pc turns almost 14/7 a day. I mean power cost in used power not in augmented prices. I'm also planing to buy a SLI video card.

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  • Php wrapper class for XML

    - by gms8994
    I'm working on a new class to wrap XML handling. I want my class to use simplexml if it's installed, and the built in XML functions if it's not. Can anyone give me some suggestions on a skeleton class to do this? It seems "wrong" to litter each method with a bunch of if statements, and that also seems like it would make it nearly impossible to correctly test. Any upfront suggestions would be great! EDIT: I'm talking about these built-in xml functions.

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