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  • Any open source back test engine using bloomberg tick-by-tick data?

    - by Ian Xu
    I have a back test on index futures to do. I've finished the test on 1-minute OHLC data and the result is OK. Further I want to opt our tick-by-tick data downloaded from Bloomberg. I have browsed the internet and found that several trading platforms are available for such function but Bloomberg is not in the data source providers list. So I think these are not suitable for my case. I'm wondering whether there is any open-source engine that I may embed to finish the test?

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  • Redis - Records Fall Off

    - by Ian
    With memcache, when you exceed the available ram, it automatically drops the oldest records off the end of the stack.. Is there a way to do this with redis? I'm trying to find ways to avoid running in to a write error (when there's no more available ram), other than setting a timeout. The only reason the timeout isn't useful, it because it doesn't guaranty the ability to write.

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  • Delphi: Alternative to using Reset/ReadLn for text file reading

    - by Ian Boyd
    i want to process a text file line by line. In the olden days i loaded the file into a StringList: slFile := TStringList.Create(); slFile.LoadFromFile(filename); for i := 0 to slFile.Count-1 do begin oneLine := slFile.Strings[i]; //process the line end; Problem with that is once the file gets to be a few hundred megabytes, i have to allocate a huge chunk of memory; when really i only need enough memory to hold one line at a time. (Plus, you can't really indicate progress when you the system is locked up loading the file in step 1). The i tried using the native, and recommended, file I/O routines provided by Delphi: var f: TextFile; begin Reset(f, filename); while ReadLn(f, oneLine) do begin //process the line end; Problem withAssign is that there is no option to read the file without locking (i.e. fmShareDenyNone). The former stringlist example doesn't support no-lock either, unless you change it to LoadFromStream: slFile := TStringList.Create; stream := TFileStream.Create(filename, fmOpenRead or fmShareDenyNone); slFile.LoadFromStream(stream); stream.Free; for i := 0 to slFile.Count-1 do begin oneLine := slFile.Strings[i]; //process the line end; So now even though i've gained no locks being held, i'm back to loading the entire file into memory. Is there some alternative to Assign/ReadLn, where i can read a file line-by-line, without taking a sharing lock? i'd rather not get directly into Win32 CreateFile/ReadFile, and having to deal with allocating buffers and detecting CR, LF, CRLF's. i thought about memory mapped files, but there's the difficulty if the entire file doesn't fit (map) into virtual memory, and having to maps views (pieces) of the file at a time. Starts to get ugly. i just want Reset with fmShareDenyNone!

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  • Delphi 5: Ideas for simulating "Obsolete" or "Deprecated" methods?

    - by Ian Boyd
    i want to mark a method as obsolete, but Delphi 5 doesn't have such a feature. For the sake of an example, here is a made-up method with it's deprecated and new preferred form: procedure TStormPeaksQuest.BlowHodirsHorn; overload; //obsolete procedure TStormPeaksQuest.BlowHodirsHorn(UseProtection: Boolean); overload; Note: For this hypothetical example, we assume that using the parameterless version is just plain bad. There are problems with not "using protection" - which have no good solution. Nobody likes having to use protection, but nobody wants to not use protection. So we make the caller decide if they want to use protection or not when blowing Hodir's horn. If we default the parameterless version to continue not using protection: procedure TStormPeaksQuest.BlowHodirsHorn; begin BlowHodirsHorn(False); //No protection. Bad! end; then the developer is at risk of all kinds of nasty stuff. If we force the parameterless version to use protection: procedure TStormPeaksQuest.BlowHodirsHorn; begin BlowHodirsHorn(True); //Use protection; crash if there isn't any end; then there's a potential for problems if the developer didn't get any protection, or doesn't own any. Now i could rename the obsolete method: procedure TStormPeaksQuest.BlowHodirsHorn_Deprecatedd; overload; //obsolete procedure TStormPeaksQuest.BlowHodirsHorn(UseProtection: Boolean); overload; But that will cause a compile error, and people will bitch at me (and i really don't want to hear their whining). i want them to get a nag, rather than an actual error. i thought about adding an assertion: procedure TStormPeaksQuest.BlowHodirsHorn; //obsolete begin Assert(false, 'TStormPeaksQuest.BlowHodirsHorn is deprecated. Use BlowHodirsHorn(Boolean)'); ... end; But i cannot guarantee that the developer won't ship a version without assertions, causing a nasty crash for the customer. i thought about using only throwing an assertion if the developer is debugging: procedure TStormPeaksQuest.BlowHodirsHorn; //obsolete begin if DebugHook > 0 then Assert(false, 'TStormPeaksQuest.BlowHodirsHorn is deprecated. Use BlowHodirsHorn(Boolean)'); ... end; But i really don't want to be causing a crash at all. i thought of showing a MessageDlg if they're in the debugger (which is a technique i've done in the past): procedure TStormPeaksQuest.BlowHodirsHorn; //obsolete begin if DebugHook > 0 then MessageDlg('TStormPeaksQuest.BlowHodirsHorn is deprecated. Use BlowHodirsHorn(Boolean)', mtWarning, [mbOk], 0); ... end; but that is still too disruptive. And it has caused problems where the code is stuck at showing a modal dialog, but the dialog box wasn't obviously visible. i was hoping for some sort of warning message that will sit there nagging them - until they gouge their eyes out and finally change their code. i thought perhaps if i added an unused variable: procedure TStormPeaksQuest.BlowHodirsHorn; //obsolete var ThisMethodIsObsolete: Boolean; begin ... end; i was hoping this would cause a hint only if someone referenced the code. But Delphi shows a hint even if you don't call actually use the obsolete method. Can anyone think of anything else?

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  • Why is OCR(MODI.MiLANGUAGES.miLANG_ENGLISH, true, true) causing an OCR running error?

    - by Ian Wells
    Hi folks, I am using MODI to read tiff images and do what I need to do with the text. Some images work fine and then other tiff images always cause the method, OCR(MODI.MiLANGUAGES.miLANG_ENGLISH, true, true) to fail. I have researched this and tried different variations such as 'false','false' in the parameter list. I have also tried SYSDEFAULT instead of English but I still get the error. Can anyone please tell me why it would fail on some tiff images and not on others? I have done some research and found this answer: One possible cause is MODI trying to process a file without any recognisable text. A blank document, or one which has only drawings/scribbles and is effectively blank, will cause this exception. Obviously this is not good enough as there is no way I can have an app that decides to OCR some images and not others. I handle the exception, but the OCR object is not then initalised so I can't do what I need to do from there. This is a bloody nightmare! Why can't the method just do it's bloody job and if the image has some unreadable pages then just ignore them? I am using Windows 7 Ultimate and Office 2007 Ultimate. Visual Studio version is 2008 Thanks, IW

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  • SQL Server: Clutering by timestamp; pros/cons

    - by Ian Boyd
    i have a table in SQL Server, where i want inserts to be added to the end of the table (as opposed to a clustering key that would cause them to be inserted in the middle). This means i want the table clustered by some column that will constantly increase. This could be achieved by clustering on a datetime column: CREATE TABLE Things ( ... CreatedDate datetime DEFAULT getdate(), [timestamp] timestamp, CONSTRAINT [IX_Things] UNIQUE CLUSTERED (CreatedDate) ) But i can't guaranteed that two Things won't have the same time. So my requirements can't really be achieved by a datetime column. i could add a dummy identity int column, and cluster on that: CREATE TABLE Things ( ... RowID int IDENTITY(1,1), [timestamp] timestamp, CONSTRAINT [IX_Things] UNIQUE CLUSTERED (RowID) ) But you'll notice that my table already constains a timestamp column; a column which is guaranteed to be a monotonically increasing. This is exactly the characteristic i want for a candidate cluster key. So i cluster the table on the rowversion (aka timestamp) column: CREATE TABLE Things ( ... [timestamp] timestamp, CONSTRAINT [IX_Things] UNIQUE CLUSTERED (timestamp) ) Rather than adding a dummy identity int column (RowID) to ensure an order, i use what i already have. What i'm looking for are thoughts of why this is a bad idea; and what other ideas are better. Note: Community wiki, since the answers are subjective.

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  • Handling XMLHttpRequest to call external application

    - by Ian
    I need a simple way to use XMLHttpRequest as a way for a web client to access applications in an embedded device. I'm getting confused trying to figure out how to make something thin and light that handles the XMLHttpRequests coming to the web server and can translate those to application calls. The situation: The web client using Ajax (ExtJS specifically) needs to send and receive asynchronously to an existing embedded application. This isn't just to have a thick client/thin server, the client needs to run background checking on the application status. The application can expose a socket interface, with a known set of commands, events, and configuration values. Configuration could probably be transmitted as XML since it comes from a SQLite database. In between the client and app is a lighttpd web server running something that somehow handles the translation. This something is the problem. What I think I want: Lighttpd can use FastCGI to route all XMLHttpRequest to an external process. This process will understand HTML/XML, and translate between that and the application's language. It will have custom logic to simulate pushing notifications to the client (receive XMLHttpRequest, don't respond until the next notification is available). C/C++. I'd really like to avoid installing Java/PHP/Perl on an embedded device. So I'll need more low level understanding. How do I do this? Are there good C++ libraries for interpreting the CGI headers and HTML so that I don't have to do any syntax processing, I can just deal with the request/response contents? Are there any good references to exactly what goes on, server side, when handling the XMLHttpRequest and CGI interfaces? Is there any package that does most of this job already, or will I have to build the non-HTTP/CGI stuff from scratch? Thanks for any help! I am really having trouble learning about the server side of these technologies.

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  • G++, compiler warnings, c++ templates

    - by Ian
    During the compilatiion of the C++ program those warnings appeared: c:/MinGW/bin/../lib/gcc/mingw32/3.4.5/../../../../include/c++/3.4.5/bc:/MinGW/bin/../lib/gcc/mingw32/3.4.5/../../../../include/c++/3.4.5/bits/stl_algo.h:2317: instantiated from `void std::partial_sort(_RandomAccessIterator, _RandomAccessIterator, _RandomAccessIterator, _Compare) [with _RandomAccessIterator = __gnu_cxx::__normal_iterator<Object<double>**, std::vector<Object<double>*, std::allocator<Object<double>*> > >, _Compare = sortObjects<double>]' c:/MinGW/bin/../lib/gcc/mingw32/3.4.5/../../../../include/c++/3.4.5/bits/stl_algo.h:2506: instantiated from `void std::__introsort_loop(_RandomAccessIterator, _RandomAccessIterator, _Size, _Compare) [with _RandomAccessIterator = __gnu_cxx::__normal_iterator<Object<double>**, std::vector<Object<double>*, std::allocator<Object<double>*> > >, _Size = int, _Compare = sortObjects<double>]' c:/MinGW/bin/../lib/gcc/mingw32/3.4.5/../../../../include/c++/3.4.5/bits/stl_algo.h:2589: instantiated from `void std::sort(_RandomAccessIterator, _RandomAccessIterator, _Compare) [with _RandomAccessIterator = __gnu_cxx::__normal_iterator<Object<double>**, std::vector<Object<double>*, std::allocator<Object<double>*> > >, _Compare = sortObjects<double>]' io/../structures/objects/../../algorithm/analysis/../../structures/list/ObjectsList.hpp:141: instantiated from `void ObjectsList <T>::sortObjects(unsigned int, T, T, T, T, unsigned int) [with T = double]' I do not why, because all objects have only template parameter T, their local variables are also T. The only place, where I am using double is main. There are objects of type double creating and adding into the ObjectsList... Object <double> o1; ObjectsList <double> olist; olist.push_back(o1); .... T xmin = ..., ymin = ..., xmax = ..., ymax = ...; unsigned int n = ...; olist.sortAllObjects(xmin, ymin, xmax, ymax, n); and comparator template <class T> class sortObjects { private: unsigned int n; T xmin, ymin, xmax, ymax; public: sortObjects ( const T xmin_, const T ymin_, const T xmax_, const T ymax_, const int n_ ) : xmin ( xmin_ ), ymin ( ymin_ ), xmax ( xmax_ ), ymax ( ymax_ ), n ( n_ ) {} bool operator() ( const Object <T> *o1, const Object <T> *o2 ) const { T dmax = (std::max) ( xmax - xmin, ymax - ymin ); T x_max = ( xmax - xmin ) / dmax; T y_max = ( ymax - ymin ) / dmax; ... return ....; } representing ObjectsList method: template <class T> void ObjectsList <T> ::sortAllObjects ( const T xmin, const T ymin, const T xmax, const T ymax, const unsigned int n ) { std::sort ( objects.begin(), objects.end(), sortObjects <T> ( xmin, ymin, xmax, ymax, n ) ); }

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  • How do I map common properties in NHibernate

    - by Ian Oakes
    In the database I'm working with, every table repeats the same nine columns and I don't want to have to supply the same properties in each of my entities to map these columns. I've tried adding properties to a common base class and adding them to the sub class's mapping file, but this doesn't work. I've read the documentation around inheritance mapping but this did not help. What is the best way to map columns that repeat accross multiple tables in NHibernate?

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  • Python sock.listen(...)

    - by Ian
    All the examples I've seen of sock.listen(5) in the python documentation suggest I should set the max backlog number to be 5. This is causing a problem for my app since I'm expecting some very high volume (many concurrent connections). I set it to 200 and haven't seen any problems on my system, but was wondering how high I can set it before it causes problems.. Anyone know?

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  • GCC/X86, Problems with relative jumps

    - by Ian Kelly
    I'm trying to do a relative jump in x86 assembly, however I can not get it to work. It seems that for some reason my jump keeps getting rewritten as an absolute jump or something. A simple example program for what I'm trying to do is this: .global main main: jmp 0x4 ret Since the jmp instruction is 4 bytes long and a relative jump is offset from the address of the jump + 1, this should be a fancy no-op. However, compiling and running this code will cause a segmentation fault. The real puzzler for me is that compiling it to the object level and then disassembling the object file shows that it looks like the assembler is correctly doing a relative jump, but after the file gets compiled the linker is changing it into another type of jump. For example if the above code was in a file called asmtest.s: $gcc -c asmtest.s $objdump -D asmtest.o ... Some info from objdump 00000000 <main>: 0: e9 00 00 00 00 jmp 5 <main+0x5> 5: c3 ret This looks like the assembler correctly made a relative jump, although it's suspicious that the jmp instruction is filled with 0s. I then used gcc to link it then disassembled it and got this: $gcc -o asmtest asmtest.o $objdump -d asmtest ...Extra info and other disassembled functions 08048394 <main>: 8048394: e9 6b 7c fb f7 jmp 4 <_init-0x8048274> 8048399: c3 ret This to me looks like the linker rewrote the jmp statement, or substituted the 5 in for another address. So my question comes down to, what am I doing wrong? Am I specifying the offset incorrectly? Am I misunderstanding how relative jumps work? Is gcc trying to make sure I don't do dangerous things in my code?

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  • w3c validation error with utf-8

    - by ian
    When I try to validate a certain page I get the below error: Sorry, I am unable to validate this document because on line 136 it contained one or more bytes that I cannot interpret as utf-8 (in other words, the bytes found are not valid values in the specified Character Encoding). Please check both the content of the file and the character encoding indication. The error was: utf8 "\xFF" does not map to Unicode What exactly does this mean and how can I find out what character is causing the problem? The page is generated dynamically in PHP and a bit large and I am not sure what to look for.

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  • Visual Studio Unit Tests : dll is not trusted

    - by Ian
    I'm struggling getting some unit tests running and wondering if anyone might have anything insightful. The setup is that we've got a bunch of referenced DLL's on a server and when I try and execute I get the old Test Run deployment issue: The location of the file or directory 'c:\source\ProjectName\bin\debug\3rdPartyLibrary.dll' is not trusted. I've tried the old caspol command: caspol -m -ag 1.2 -url file:\server\binaries* FullTrust Which seems to work for everything bar one DLL. I'm currently having to manually change the permissions everytime I do a build of the test project, which is a pain. Anyone have any suggestions? Running a Win7 64bit OS btw.

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  • Office Automation Libraries

    - by Ian
    Some time ago I posted about a question about reading Excel files as a server process, to get around the tighter restrictions Microsoft have been applying on Office Automation. I now need to extend this, by finding methods/libraries to read other sorts of Office files in an automated way on a server. The applications I'm interested in are Word, Powerpoint, Project and to a lesser extent Word and Visio. I need to be able to support 97-2003 office files, and the newer open xml formats (e.g. xlsx, docx) at a very least. With regards to Word integration, I also need to be able to handle writing/reading RTF text. If anyone has any suggestions I'd be pleased to hear them. Thanks

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  • How can I send an automated reply to the sender and all recipients with Procmail?

    - by jchong
    I'd like to create a procmail recipe or Perl or shell script that will send an auto response to the original sender as well as anybody that was copied (either To: or cc:) on the original email. Example: [email protected] writes an email to [email protected] and [email protected] (in the To: field). Copies are sent via cc: to [email protected] and [email protected]. I'd like the script to send an auto response to the original sender ([email protected]) and everybody else that was sent a copy of the email ([email protected], [email protected], [email protected] and [email protected]). Thanks

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  • .NET: How to know when serialization is completed?

    - by Ian Boyd
    When I construct my control (which inherits DataGrid), I add specific rows and columns. This works great at design time. Unfortunately, at runtime I add my rows and columns in the same constructor, but then the DataGrid is serialized (after the constructor runs) adding more rows and columns. After serialization is complete, I need to clear everything and re-initialize the rows and columns. Is there a protected method that I can override to know when the control is done serializing? Of course, I'd prefer to not have to do the work in the constructor, throw it away, and do it again after (potential) serialization. Is there a preferred event that is the equivalent of "set yourself up now", so that it is called once whether I'm serialized or not? The serialization i speak of comes from the InitializeComponent() method in the form's code-behind file. #region Windows Form Designer generated code /// <summary> /// Required method for Designer support - do not modify /// the contents of this method with the code editor. /// </summary> private void InitializeComponent() { ... } It would have been perfect if InitializeComponent was a virtual method defined by Control, then i could just override it and then perform my processing after i call base: protected override void InitializeComponent() { base.InitializeComponent(); InitializeMe(); } But it's not an ancestor method, it's declared only in the code-behind file. i notice that InitializeComponent calls SuspendLayout and ResumeLayout on various Controls. i thought it could override ResumeLayout, and perform my initialization then: public override void ResumeLayout() { base.ResumeLayout(); InitializeMe(); } But ResumeLayout is not virtual, so that's out. Anymore ideas? i can't be the first person to create a custom control.

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  • How do I normalise this database design?

    - by Ian Roke
    I am creating a rowing reporting and statistics system for a client where I have a structure at the moment similar to the following: ----------------------------------------------------------------------------- | ID | Team | Coaches | Rowers | Event | Position | Time | ----------------------------------------------------------------------------- | 18 | TeamName | CoachName1 | RowerName1 | EventName | 1 | 01:32:34 | | | | CoachName2 | RowerName2 | | | | | | | | RowerName3 | | | | | | | | RowerName4 | | | | ----------------------------------------------------------------------------- This is an example row of data but I would like to expand this out to a Rowers table and Coaches table and so on but I don't know how best to then link that back to the Entries table which is what this is. Has anybody got any words of wisdom they could share with me? Update A Team can have any number of Coaches and Rowers, a Rower can be in many Teams (Team A, B, C etc) and a Team can have many Coaches.

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  • Why is this attempt at a binary search crashing?

    - by Ian Campbell
    I am fairly new to the concept of a binary search, and am trying to write a program that does this in Java for personal practice. I understand the concept of this well, but my code is not working. There is a run-time exception happening in my code that just caused Eclipse, and then my computer, to crash... there are no compile-time errors here though. Here is what I have so far: public class BinarySearch { // instance variables int[] arr; int iterations; // constructor public BinarySearch(int[] arr) { this.arr = arr; iterations = 0; } // instance method public int findTarget(int targ, int[] sorted) { int firstIndex = 1; int lastIndex = sorted.length; int middleIndex = (firstIndex + lastIndex) / 2; int result = sorted[middleIndex - 1]; while(result != targ) { if(result > targ) { firstIndex = middleIndex + 1; middleIndex = (firstIndex + lastIndex) / 2; result = sorted[middleIndex - 1]; iterations++; } else { lastIndex = middleIndex + 1; middleIndex = (firstIndex + lastIndex) / 2; result = sorted[middleIndex - 1]; iterations++; } } return result; } // main method public static void main(String[] args) { int[] sortedArr = new int[] { 1, 3, 5, 7, 9, 11, 13, 15, 17, 19, 21, 23, 25, 27, 29 }; BinarySearch obj = new BinarySearch(sortedArr); int target = sortedArr[8]; int result = obj.findTarget(target, sortedArr); System.out.println("The original target was -- " + target + ".\n" + "The result found was -- " + result + ".\n" + "This took " + obj.iterations + " iterations to find."); } // end of main method } // end of class BinarySearch

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  • All possible permutations of a set of lists in Python

    - by Ian Davis
    In Python I have a list of n lists, each with a variable number of elements. How can I create a single list containing all the possible permutations: For example [ [ a, b, c], [d], [e, f] ] I want [ [a, d, e] , [a, d, f], [b, d, e], [b, d, f], [c, d, e], [c, d, f] ] Note I don't know n in advance. I thought itertools.product would be the right approach but it requires me to know the number of arguments in advance

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  • How to debug a process using Visual Studio?

    - by Ian Boyd
    If an application† crashes: i hit "Debug" and Visual Studio is my currently registered Just-In-Time (JIT) debugger: Visual Studio appears, but there's no way to debug anything: i do not see any disassembly. i do not see any symbols i do not see reconstructed source code from reflection i do not see any registers the call stack is empty Other JIT debugger products are able to show disassembly, but they are either command-line based (Debugging Tools for Windows), or do not support symbols (OllyDbg, Delphi). Additionally, my question is about debugging using Visual Studio, since i already have it installed, and is already my registered JIT. How do you debug a program using Visual Studio? Alternatively: has anyone written a graphical debugger that supports the Microsoft symbol server? † not, necessarily, written in Visual Studio Edit: Changes title to process rather than application, since the latter somehow implies "my application."

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  • Delphi: How to diagnose sluggish UI?

    - by Ian Boyd
    i have a form, which you can pretend is laid out like Windows Explorer: panel on the left splitter client panel +------------+#+-----------------------+ | |#| | | |#| | | |#| | | |#| | | Left |#| Client | | |#| | | |#| | | |#| | | |#| | | |#| | +------------+#+-----------------------+ ^ | +----splitter The the left and client area panels are each rich with controls. The problem is that using the splitter is very sluggish. i would expect that a modern 2 GHz computer can re-display the form as fast as a human can push the mouse around. But that's definitely not the case, and it takes about 200-300 ms before the form is fully re-adjusted. The form has about 100 visual controls on it, no code, or custom controls. How do i go about tracing who's the cause of the sluggishness?

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