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• Bypass network stack. Which options do we have? Pros and cons of each option [on hold]

  - by javapowered

  I'm writing trading application. I want to bypass network stack in Linux but I don't know how this can be done. I'm looking for complete list of options with pros and cons of each of them. The only option I know - is to buy solarflare network card which supports OpenOnLoad. What other options should I consider and what is pros and cons of each of them? Well the question is pretty simple - what is the best way to bypass network stack? upd: OpenOnload It achieves performance improvements in part by performing network processing at user-level, bypassing the OS kernel entirely on the data path. Intel DDIO to allow Intel® Ethernet Controllers and adapters to talk directly with the processor cache of the Intel® Xeon® processor E5. What's key difference between these techologies? Do they do roughly the same things? I much better like Intel DDIO because it's much easy to use, but OpenOnload required a lot of installation and tuning. If good OpenOnload application is much faster than good Intel DDIO application?

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• How many VPS do I need for my website? [duplicate]

  - by michael

  This question already has an answer here: How do you do load testing and capacity planning for web sites? 3 answers I made a website which aims at simulating a trading market. There are a list of prices and corresponding volumes that people want to purchase. Users can purchase at any price any time. My website retrieves the prices and volumes from my database every 2 seconds (I have to update the user's browser frequently to allow them to see the current market). Users' database INSERT query can be sent any time if they purchase. I used ajax to post or get data from my database (sometimes nested ajax calls). So, every 2 seconds, each user will send or retrieve data by using more than 20 database queries (in order to show a users the current prices and volumes). Also, I may have 200 users at a time. I was not using VPS before, and I got banned because of using too much CPU resources on my host. Now, I've purchased VPS*2 from a hosting servers. I have: CPU Speed: 2000 Mhz Memory: 2048 MB Disk Space: 20000 MB Bandwidth: 2000 GB Connection: 40 Mb/s Dedicated IP's 2 IP's Is this enough for my 200 users? Also, which VPS OS is suitable for me? Thank you.

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• Java Spotlight Episode 57: Live From #Devoxx - Ben Evans and Martijn Verburg of the London JUG with Yara Senger of SouJava

  - by Roger Brinkley

  Tweet Live from Devoxx 11,  an interview with Ben Evans and Martijn Verburg from the London JUG along with  Yara Senger from the SouJava JUG on the JCP Executive Committee Elections, JSR 248, and Adopt-a-JSR program. Both the London JUG and SouJava JUG are JCP Standard Edition Executive Committee Members. Joining us this week on the Java All Star Developer Panel are Geertjan Wielenga, Principal Product Manger in Oracle Developer Tools; Stephen Chin, Java Champion and Java FX expert; and Antonio Goncalves, Paris JUG leader. Right-click or Control-click to download this MP3 file. You can also subscribe to the Java Spotlight Podcast Feed to get the latest podcast automatically. If you use iTunes you can open iTunes and subscribe with this link: Java Spotlight Podcast in iTunes. Show Notes News Netbeans 7.1 JDK 7 upgrade tools Netbeans First Patch Program OpenJFX approved as an OpenJDK project Devoxx France April 18-20, 2012 Events Nov 22-25, OTN Developer Days in the Nordics Nov 22-23, Goto Conference, Prague Dec 6-8, Java One Brazil, Sao Paulo Feature interview Ben Evans has lived in "Interesting Times" in technology - he was the lead performance testing engineer for the Google IPO, worked on the initial UK trials of 3G networks with BT, built award-winning websites for some of Hollywood's biggest hits of the 90s, rearchitected and reimagined technology helping some of the most vulnerable people in the UK and has worked on everything from some of the UKs very first ecommerce sites, through to multi-billion dollar currency trading systems. He helps to run the London Java Community, and represents the JUG on the Java SE/EE Executive Committee. His first book "The Well-Grounded Java Developer" (with Martijn Verburg) has just been published by Manning. Martijn Verburg (aka 'the Diabolical Developer') herds Cats in the Java/open source communities and is constantly humbled by the creative power to be found there. Currently he resides in London where he co-leads the London JUG (a JCP EC member), runs a couple of open source projects & drinks too much beer at his local pub. You can find him online moderating at the Javaranch or discussing (ranting?) subjects on the Prgorammers Stack Exchange site. Most recently he's become a regular speaker at conferences on Java, open source and software development and has recently wrapped up his first Manning title - "The Well-Grounded Java Developer" with his co-author Ben Evans. Yara Senger is the partner and director of teacher education and Globalcode, graduated from the University of Sao Paulo, Sao Carlos, has significant experience in Brazil and abroad in developing solutions to critical Java. She is the co-creator of Java programs Academy and Academy of Web Developer, accumulating over 1000 hours in the classroom teaching Java. She currently serves as the President of Sou Java. In this interview Ben, Martijn, and Yara talk about the JCP Executive Committee Elections, JSR 348, and the Adopt-a-JSR program. Mail Bag What's Cool Show Transcripts Transcript for this show is available here when available.

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• Big Data: Size isn’t everything

  - by Simon Elliston Ball

  Big Data has a big problem; it’s the word “Big”. These days, a quick Google search will uncover terabytes of negative opinion about the futility of relying on huge volumes of data to produce magical, meaningful insight. There are also many clichéd but correct assertions about the difficulties of correlation versus causation, in massive data sets. In reading some of these pieces, I begin to understand how climatologists must feel when people complain ironically about “global warming” during snowfall. Big Data has a name problem. There is a lot more to it than size. Shape, Speed, and…err…Veracity are also key elements (now I understand why Gartner and the gang went with V’s instead of S’s). The need to handle data of different shapes (Variety) is not new. Data developers have always had to mold strange-shaped data into our reporting systems, integrating with semi-structured sources, and even straying into full-text searching. However, what we lacked was an easy way to add semi-structured and unstructured data to our arsenal. New “Big Data” tools such as MongoDB, and other NoSQL (Not Only SQL) databases, or a graph database like Neo4J, fill this gap. Still, to many, they simply introduce noise to the clean signal that is their sensibly normalized data structures. What about speed (Velocity)? It’s not just high frequency trading that generates data faster than a single system can handle. Many other applications need to make trade-offs that traditional databases won’t, in order to cope with high data insert speeds, or to extract quickly the required information from data streams. Unfortunately, many people equate Big Data with the Hadoop platform, whose batch driven queries and job processing queues have little to do with “velocity”. StreamInsight, Esper and Tibco BusinessEvents are examples of Big Data tools designed to handle high-velocity data streams. Again, the name doesn’t do the discipline of Big Data any favors. Ultimately, though, does analyzing fast moving data produce insights as useful as the ones we get through a more considered approach, enabled by traditional BI? Finally, we have Veracity and Value. In many ways, these additions to the classic Volume, Velocity and Variety trio acknowledge the criticism that without high-quality data and genuinely valuable outputs then data, big or otherwise, is worthless. As a discipline, Big Data has recognized this, and data quality and cleaning tools are starting to appear to support it. Rather than simply decrying the irrelevance of Volume, we need as a profession to focus how to improve Veracity and Value. Perhaps we should just declare the ‘Big’ silent, embrace these new data tools and help develop better practices for their use, just as we did the good old RDBMS? What does Big Data mean to you? Which V gives your business the most pain, or the most value? Do you see these new tools as a useful addition to the BI toolbox, or are they just enabling a dangerous trend to find ghosts in the noise?

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• Orchestrating the Virtual Enterprise, Part I

  - by Kathryn Perry

  A guest post by Jon Chorley, Oracle's Chief Sustainability Officer & Vice President, SCM Product Strategy During the American Industrial Revolution, the Ford Motor Company did it all. It turned raw materials into a showroom full of Model Ts. It owned a steel mill, a glass factory, and an automobile assembly line. The company was both self-sufficient and innovative and went on to become one of the largest and most profitable companies in the world. Nowadays, it's unusual for any business to follow this vertical integration model because its much harder to be best in class across such a wide a range of capabilities and services. Instead, businesses focus on their core competencies and outsource other business functions to specialized suppliers. They exchange vertical integration for collaboration. When done well, all parties benefit from this arrangement and the collaboration leads to the creation of an agile, lean and successful "virtual enterprise." Case in point: For Sun hardware, Oracle outsources most of its manufacturing and all of its logistics to third parties. These are vital activities, but ones where Oracle doesn't have a core competency, so we shift them to business partners who do. Within our enterprise, we always retain the core functions of product development, support, and most of the sales function, because that's what constitutes our core value to our customers. This is a perfect example of a virtual enterprise.  What are the implications of this? It means that we must exchange direct internal control for indirect external collaboration. This fundamentally changes the relative importance of different business processes, the boundaries of security and information sharing, and the relationship of the supply chain systems to the ERP. The challenge is that the systems required to support this virtual paradigm are still mired in "island enterprise" thinking. But help is at hand. Developments such as the Web, social networks, collaboration, and rules-based orchestration offer great potential to fundamentally re-architect supply chain systems to better support the virtual enterprise.  Supply Chain Management Systems in a Virtual Enterprise Historically enterprise software was constructed to automate the ERP - and then the supply chain systems extended the ERP. They were joined at the hip. In virtual enterprises, the supply chain system needs to be ERP agnostic, sitting above each of the ERPs that are distributed across the virtual enterprise - most of which are operating in other businesses. This is vital so that the supply chain system can manage the flow of material and the related information through the multiple enterprises. It has to have strong collaboration tools. It needs to be highly flexible. Users need to be able to see information that's coming from multiple sources and be able to react and respond to events across those sources.  Oracle Fusion Distributed Order Orchestration (DOO) is a perfect example of a supply chain system designed to operate in this virtual way. DOO embraces the idea that a company's fulfillment challenge is a distributed, multi-enterprise problem. It enables users to manage the process and the trading partners in a uniform way and deliver a consistent user experience while operating over a heterogeneous, virtual enterprise. This is a fundamental shift at the core of managing supply chains. It forces virtual enterprises to think architecturally about how best to construct their supply chain systems. In my next post, I will share examples of companies that have made that shift and talk more about the distributed orchestration process.

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• Come up with a real-world problem in which only the best solution will do (a problem from Introduction to algorithms) [closed]

  - by Mike

  EDITED (I realized that the question certainly needs a context) The problem 1.1-5 in the book of Thomas Cormen et al Introduction to algorithms is: "Come up with a real-world problem in which only the best solution will do. Then come up with one in which a solution that is “approximately” the best is good enough." I'm interested in its first statement. And (from my understanding) it is asked to name a real-world problem where only the exact solution will work as opposed to a real-world problem where good-enough solution will be ok. So what is the difference between the exact and good enough solution. Consider some physics problem for example the simulation of the fulid flow in the permeable medium. To make this simulation happen some simplyfing assumptions have to be made when deriving a mathematical model. Otherwise the model becomes at least complex and unsolvable. Virtually any particle in the universe has its influence on the fluid flow. But not all particles are equal. Those that form the permeable medium are much more influental than the ones located light years away. Then when the mathematical model needs to be solved an exact solution can rarely be found unless the mathematical model is simple enough (wich probably means the model isn't close to reality). We take an approximate numerical method and after hours of coding and days of verification come up with the program or algorithm which is a solution. And if the model and an algorithm give results close to a real problem by some degree that is good enough soultion. Its worth noting the difference between exact solution algorithm and exact computation result. When considering real-world problems and real-world computation machines I believe all physical problems solutions where any calculations are taken can not be exact because universal physical constants are represented approximately in the computer. Any numbers are represented with the limited precision, at least limited by amount of memory available to computing machine. I can imagine plenty of problems where good-enough, good to some degree solution will work, like train scheduling, automated trading, satellite orbit calculation, health care expert systems. In that cases exact solutions can't be derived due to constraints on computation time, limitations in computer memory or due to the nature of problems. I googled this question and like what this guy suggests: there're kinds of mathematical problems that need exact solutions (little note here: because the question is taken from the book "Introduction to algorithms" the term "solution" means an algorithm or a program, which in this case gives exact answer on each input). But that's probably more of theoretical interest. So I would like to narrow down the question to: What are the real-world practical problems where only the best (exact) solution algorithm or program will do (but not the good-enough solution)? There are problems like breaking of cryptographic ciphers where only exact solution matters in practice and again in practice the process of deciphering without knowing a secret should take reasonable amount of time. Returning to the original question this is the problem where good-enough (fast-enough) solution will do there's no practical need in instant crack though it's desired. So the quality of "best" can be understood in any sense: exact, fastest, requiring least memory, having minimal possible network traffic etc. And still I want this question to be theoretical if possible. In a sense that there may be example of computer X that has limited resource R of amount Y where the best solution to problem P is the one that takes not more than available Y for inputs of size N*Y. But that's the problem of finding solution for P on computer X which is... well, good enough. My final thought that we live in a world where it is required from programming solutions to practical purposes to be good enough. In rare cases really very very good but still not the best ones. Isn't it? :) If it's not can you provide an example? Or can you name any such unsolved problem of practical interest?

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• Manipulating columns of numbers in elisp

  - by ~unutbu

  I have text files with tables like this: Investment advisory and related fees receivable (161,570 ) (71,739 ) (73,135 ) Net purchases of trading investments (93,261 ) (30,701 ) (11,018 ) Other receivables 61,216 (10,352 ) (69,313 ) Restricted cash 20,658 (20,658 ) - Other current assets (39,643 ) 14,752 64 Other non-current assets 71,896 (26,639 ) (26,330 ) Since these are accounting numbers, parenthesized numbers indicate negative numbers. Dashes represent 0 or no number. I'd like to be able to mark a rectangular region such as third column above, call a function (format-column), and automatically have (-73135-11018-69313+64-26330)/1000 sitting in my kill-ring. Even better would be -73.135-11.018-69.313+0.064-26.330 but I couldn't figure out a way to transform 64 -- 0.064. This is what I've come up with: (defun format-column () "format accounting numbers in a rectangular column. format-column puts the result in the kill-ring" (interactive) (let ((p (point)) (m (mark)) ) (copy-rectangle-to-register 0 (min m p) (max m p) nil) (with-temp-buffer (insert-register 0) (goto-char (point-min)) (while (search-forward "-" nil t) (replace-match "" nil t)) (goto-char (point-min)) (while (search-forward "," nil t) (replace-match "" nil t)) (goto-char (point-min)) (while (search-forward ")" nil t) (replace-match "" nil t)) (goto-char (point-min)) (while (search-forward "(" nil t) (replace-match "-" nil t) (just-one-space) (delete-backward-char 1) ) (goto-char (point-min)) (while (search-forward "\n" nil t) (replace-match " " nil t)) (goto-char (point-min)) (kill-new (mapconcat 'identity (split-string (buffer-substring (point-min) (point-max))) "+")) (kill-region (point-min) (point-max)) (insert "(") (yank 2) (goto-char (point-min)) (while (search-forward "+-" nil t) (replace-match "-" nil t)) (goto-char (point-max)) (insert ")/1000") (kill-region (point-min) (point-max)) ) ) ) (global-set-key "\C-c\C-f" 'format-column) Although it seems to work, I'm sure this function is poorly coded. The repetitive calls to goto-char, search-forward, and replace-match and the switching from buffer to string and back to buffer seems ugly and inelegant. My entire approach may be wrong-headed, but I don't know enough elisp to make this more beautiful. Do you see a better way to write format-column, and/or could you make suggestions on how to improve this code?

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• Need help choosing database server

  - by The Pretender

  Good day everyone. Recently I was given a task to develop an application to automate some aspects of stocks trading. While working on initial architecture, the database dilemma emerged. What I need is a fast database engine which can process huge amounts of data coming in very fast. I'm fairly experienced in general programming, but I never faced a task of developing a high-load database architecture. I developed a simple MSSQL database schema with several many-to-many relationships during one of my projects, but that's it. What I'm looking for is some advice on choosing the most suitable database engine and some pointers to various manuals or books which describe high-load database development. Specifics of the project are as follows: OS: Windows NT family (Server 2008 / 7) Primary platform: .NET with C# Database structure: one table to hold primary items and two or three tables with foreign keys to the first table to hold additional information. Database SELECT requirements: Need super-fast selection by foreign keys and by combination of foreign key and one of the columns (presumably DATETIME) Database INSERT requirements: The faster the better :) If there'll be significant performance gain, some parts can be written in C++ with managed interfaces to the rest of the system. So once again: given all that stuff I just typed, please give me some advice on what the best database for my project is. Links or references to some manuals and books on the subject are also greatly appreciated. EDIT: I'll need to insert 3-5 rows in 2 tables approximately once in 30-50 milliseconds and I'll need to do SELECT with 0-2 WHERE clauses queries with similar rate.

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• c# webbrowser | pushed realtime quotes

  - by Eric

  Hi, I am programmer and share trader. Before I have written a day trading application. Until last week it was possible to fetch realtime quotes from http://aktien.boerse.de/aktien_startseite.php?view=2&order=name%20asc&liste=prime&page=0 . Every time the site was surfed the quotes had changed. The HTML contents could then be decoded with regular expressions (regex). Problem They have stopped this service by today. Now the quotes are not realtime when surfing on the page. The only way to get stock quotes now is to use pushed quotes "Push starten"-Button. However I do not know how to basically fetch them in C#. When I create a webbrowser element the only way which I know to get the push quotes out of it is to give the webbrowser element the focus send key ctrl+A and ctrl+C and insert the data some where for decoding. This is not desired since the control is moved away from the user and in case some other control is clicked during the process this may result in unexpected behaviour. Question So is there a proper way to decode push stock quotes in C#? Thanks a lot in advance, --eric

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• Java and dynamic variables

  - by Arvanem

  Hi folks, I am wondering whether it is possible to make dynamic variables in Java. In other words, variables that change depending on my instructions. FYI, I am making a trading program. A given merchant will have an array of items for sale for various prices. The dynamism I am calling for comes in because each category of items for sale has its own properties. For example, a book item has two properties: int pages, and boolean hardCover. In contrast, a bookmark item has one property, String pattern. Here are skeleton snippets of code so you can see what I am trying to do: public class Merchants extends /* certain parent class */ { // only 10 items for sale to begin with Stock[] itemsForSale = new Stock[10]; // Array holding Merchants public static Merchants[] merchantsArray = new Merchants[maxArrayLength]; // method to fill array of stock goes here } and public class Stock { int stockPrice; int stockQuantity; String stockType; // e.g. book and bookmark // Dynamic variables here, but they should only be invoked depending on stockType int pages; boolean hardCover; String pattern; }

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• proper use of volatile keyword

  - by luke

  I think i have a pretty good idea about the volatile keyword in java, but i'm thinking about re-factoring some code and i thought it would be a good idea to use it. i have a class that is basically working as a DB Cache. it holds a bunch of objects that it has read from a database, serves requests for those objects, and then occasionally refreshes the database (based on a timeout). Heres the skeleton public class Cache { private HashMap mappings =....; private long last_update_time; private void loadMappingsFromDB() { //.... } private void checkLoad() { if(System.currentTimeMillis() - last_update_time > TIMEOUT) loadMappingsFromDB(); } public Data get(ID id) { checkLoad(); //.. look it up } } So the concern is that loadMappingsFromDB could be a high latency operation and thats not acceptable, So initially i thought that i could spin up a thread on cache startup and then just have it sleep and then update the cache in the background. But then i would need to synchronize my class (or the map). and then i would just be trading an occasional big pause for making every cache access slower. Then i thought why not use volatile i could define the map reference as volatile private volatile HashMap mappings =....; and then in get (or anywhere else that uses the mappings variable) i would just make a local copy of the reference: public Data get(ID id) { HashMap local = mappings; //.. look it up using local } and then the background thread would just load into a temp table and then swap the references in the class HashMap tmp; //load tmp from DB mappings = tmp;//swap variables forcing write barrier Does this approach make sense? and is it actually thread-safe?

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• Does Java have dynamic variables for class members?

  - by Arvanem

  Hi folks, I am wondering whether it is possible to make dynamic variables in Java. In other words, variables that change depending on my instructions. FYI, I am making a trading program. A given merchant will have an array of items for sale for various prices. The dynamism I am calling for comes in because each category of items for sale has its own properties. For example, a book item has two properties: int pages, and boolean hardCover. In contrast, a bookmark item has one property, String pattern. Here are skeleton snippets of code so you can see what I am trying to do: public class Merchants extends /* certain parent class */ { // only 10 items for sale to begin with Stock[] itemsForSale = new Stock[10]; // Array holding Merchants public static Merchants[] merchantsArray = new Merchants[maxArrayLength]; // method to fill array of stock goes here } and public class Stock { int stockPrice; int stockQuantity; String stockType; // e.g. book and bookmark // Dynamic variables here, but they should only be invoked depending on stockType int pages; boolean hardCover; String pattern; }

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• Simple Database normalization question...

  - by user365531

  Hi all, I have a quick question regarding a database that I am designing and making sure it is normalized... I have a customer table, with a primary key of customerId. It has a StatusCode column that has a code which reflects the customers account status ie. 1 = Open, 2 = Closed, 3 = Suspended etc... Now I would like to have another field in the customer table that flags whether the account is allowed to be suspended or not... certain customers will be automatically suspended if they break there trading terms... others not... so the relevant table fields will be as so: Customers (CustomerId(PK):StatusCode:IsSuspensionAllowed) Now both fields are dependent on the primary key as you can not determine the status or whether suspensions are allowed on a particular customer unless you know the specific customer, except of course when the IsSuspensionAllowed field is set to YES, the the customer should never have a StatusCode of 3 (Suspended). It seems from the above table design it is possible for this to happen unless a check contraint is added to my table. I can't see how another table could be added to the relational design to enforce this though as it's only in the case where IsSuspensionAllowed is set to YES and StatusCode is set to 3 when the two have a dependence on each other. So after my long winded explanation my question is this: Is this a normalization problem and I'm not seeing a relational design that will enforce this... or is it actually just a business rule that should be enforced with a check contraint and the table is in fact still normalized. Cheers, Steve

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• Best (Java) book for understanding 'under the bonnet' for programming?

  - by Ben

  What would you say is the best book to buy to understand exactly how programming works under the hood in order to increase performance? I've coded in assembly at university, I studied computer architecture and I obviously did high level programming, but what I really dont understand is things like: -what is happening when I perform a cast -whats the difference in performance if I declare something global as opposed to local? -How does the memory layout for an ArrayList compare with a Vector or LinkedList? -Whats the overhead with pointers? -Are locks more efficient than using synchronized? -Would creating my own array using int[] be faster than using ArrayList -Advantages/disadvantages of declaring a variable volatile I have got a copy of Java Performance Tuning but it doesnt go down very low and it contains rather obvious things like suggesting a hashmap instead of using an ArrayList as you can map the keys to memory addresses etc. I want something a bit more Computer Sciencey, linking the programming language to what happens with the assembler/hardware. The reason im asking is that I have an interview coming up for a job in High Frequency Trading and everything has to be as efficient as possible, yet I cant remember every single possible efficiency saving so i'd just like to learn the fundamentals. Thanks in advance

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• Excel data range - to sum series within date range

  - by Mark

  I have a set of data that I would like to manipulate but my problem is not straight forward. In this data I have date ranges that include multiple entries of the same date on some days and not on others. What I need to accomplish is to manage a trading account so that no more than 1% of the account is put at risk on any given day (retrospectively). To do this, when a series of trades falls on the same day, I need to total the risk associated with each of those trades so that I can limit the total risk of the combined trades by limiting the position size I take in each. Here is a sample set of the data I am working with. As you can see, there are 5 trades on Jan 3. Each of these trades comes with a risk value. I need to add the risk values of these 5 trades so that I can compare it to an account value and then determine if I should take more than 1 position in each trade. As you can see there are different numbers of trades that occur on the 4th, 5th 6th and 9th. I need the values returned in each row so that I can further manipulate them in the spreadsheet. I am not new to Excel, but cannot come up with a solution here - your input is much appreciated. Forgive the presentation below - I cannot upload a pic (new user) and the format does not carry across from excel. I have aligned the first several lines manually. Thx. Date ............. Pair ....... L/S ...... Initial Risk .......Win ......Loss ....BE. ....Avg Gain Avg Loss pips/swing 1/3/2012 ....EUR/USD ....S .............15 ................1 ..................................10 ..........................15. .. 1/3/2012 ....USD/CHF .....L ............15 ..........................................1 ..........0 1/3/2012 ....AUD/USD ....S .............15 ................1 .................................16 ...........................18 1/3/2012 ....NZD/USD ....S .............15 ................1 ...................................7 .............................8 1/3/2012 ....AUD/JPY .... S .............10 ................1 .................................25 ............................20 1/4/2012 ....EUR/USD ....L .............20 ................1 .................................19 ...........................19 1/4/2012 ....USD/CHF ....S ............ 15 ................1 .................................17 ...........................20 1/4/2012 EUR/JPY L 20 1 0 1/5/2012 EUR/USD L 15 1 10 20 1/5/2012 GBP/USD L 20 1 15 20 1/5/2012 USD/CHF S 15 1 0 1/5/2012 USD/JPY S 10 1 7 10 1/5/2012 USD/CAD S 15 1 28 36 1/5/2012 AUD/USD L 15 1 20 20 1/6/2012 USD/CAD S 15 1 5 -10 1/6/2012 EUR/JPY L 15 1 7 7 1/9/2012 AUD/USD S 15 1 22 30 1/9/2012 NZD/USD S 15 1 10 15

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• Simple Excel Export with EPPlus

  - by Jesse Taber

  Originally posted on: http://geekswithblogs.net/GruffCode/archive/2013/10/30/simple-excel-export-with-epplus.aspxAnyone I’ve ever met who works with an application that sits in front of a lot of data loves it when they can get that data exported to an Excel file for them to mess around with offline. As both developer and end user of a little website project that I’ve been working on, I found myself wanting to be able to get a bunch of the data that the application was collecting into an Excel file. The great thing about being both an end user and a developer on a project is that you can build the features that you really want! While putting this feature together I came across the fantastic EPPlus library. This library is certainly very well known and popular, but I was so impressed with it that I thought it was worth a quick blog post. This library is extremely powerful; it lets you create and manipulate Excel 2007/2010 spreadsheets in .NET code with a high degree of flexibility. My only gripe with the project is that they are not touting how insanely easy it is to build a basic Excel workbook from a simple data source. If I were running this project the approach I’m about to demonstrate in this post would be front and center on the landing page for the project because it shows how easy it really is to get started and serves as a good way to ease yourself in to some of the more advanced features. The website in question uses RavenDB, which means that we’re dealing with POCOs to model the data throughout all layers of the application. I love working like this so when it came time to figure out how to export some of this data to an Excel spreadsheet I wanted to find a way to take an IEnumerable<T> and just have it dumped to Excel with each item in the collection being modeled as a single row in the Excel worksheet. Consider the following class: public class Employee { public int Id { get; set; } public string Name { get; set; } public decimal HourlyRate { get; set; } public DateTime HireDate { get; set; } } Now let’s say we have a collection of these represented as an IEnumerable<Employee> and we want to be able to output it to an Excel file for offline querying/manipulation. As it turns out, this is dead simple to do with EPPlus. Have a look: public void ExportToExcel(IEnumerable<Employee> employees, FileInfo targetFile) { using (var excelFile = new ExcelPackage(targetFile)) { var worksheet = excelFile.Workbook.Worksheets.Add("Sheet1"); worksheet.Cells["A1"].LoadFromCollection(Collection: employees, PrintHeaders: true); excelFile.Save(); } } That’s it. Let’s break down what’s going on here: Create a ExcelPackage to model the workbook (Excel file). Note that the ‘targetFile’ value here is a FileInfo object representing the location on disk where I want the file to be saved. Create a worksheet within the workbook. Get a reference to the top-leftmost cell (addressed as A1) and invoke the ‘LoadFromCollection’ method, passing it our collection of Employee objects. Behind the scenes this is reflecting over the properties of the type provided and pulling out any public members to become columns in the resulting Excel output. The ‘PrintHeaders’ parameter tells EPPlus to grab the name of the property and put it in the first row. Save the Excel file All of the heavy lifting here is being done by the ‘LoadFromCollection’ method, and that’s a good thing. Now, this was really easy to do, but it has some limitations. Using this approach you get a very plain, un-styled Excel worksheet. The column widths are all set to the default. The number format for all cells is ‘General’ (which proves particularly interesting if you have a DateTime property in your data source). I’m a “no frills” guy, so I wasn’t bothered at all by trading off simplicity for style and formatting. That said, EPPlus has tons of samples that you can download that illustrate how to apply styles and formatting to cells and a ton of other advanced features that are way beyond the scope of this post.

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• ROracle support for TimesTen In-Memory Database

  - by Sam Drake

  Today's guest post comes from Jason Feldhaus, a Consulting Member of Technical Staff in the TimesTen Database organization at Oracle.  He shares with us a sample session using ROracle with the TimesTen In-Memory database.  Beginning in version 1.1-4, ROracle includes support for the Oracle Times Ten In-Memory Database, version 11.2.2. TimesTen is a relational database providing very fast and high throughput through its memory-centric architecture.  TimesTen is designed for low latency, high-volume data, and event and transaction management. A TimesTen database resides entirely in memory, so no disk I/O is required for transactions and query operations. TimesTen is used in applications requiring very fast and predictable response time, such as real-time financial services trading applications and large web applications. TimesTen can be used as the database of record or as a relational cache database to Oracle Database. ROracle provides an interface between R and the database, providing the rich functionality of the R statistical programming environment using the SQL query language. ROracle uses the OCI libraries to handle database connections, providing much better performance than standard ODBC.The latest ROracle enhancements include: Support for Oracle TimesTen In-Memory Database Support for Date-Time using R's POSIXct/POSIXlt data types RAW, BLOB and BFILE data type support Option to specify number of rows per fetch operation Option to prefetch LOB data Break support using Ctrl-C Statement caching support Times Ten 11.2.2 contains enhanced support for analytics workloads and complex queries: Analytic functions: AVG, SUM, COUNT, MAX, MIN, DENSE_RANK, RANK, ROW_NUMBER, FIRST_VALUE and LAST_VALUE Analytic clauses: OVER PARTITION BY and OVER ORDER BY Multidimensional grouping operators: Grouping clauses: GROUP BY CUBE, GROUP BY ROLLUP, GROUP BY GROUPING SETS Grouping functions: GROUP, GROUPING_ID, GROUP_ID WITH clause, which allows repeated references to a named subquery block Aggregate expressions over DISTINCT expressions General expressions that return a character string in the source or a pattern within the LIKE predicate Ability to order nulls first or last in a sort result (NULLS FIRST or NULLS LAST in the ORDER BY clause) Note: Some functionality is only available with Oracle Exalytics, refer to the TimesTen product licensing document for details. Connecting to TimesTen is easy with ROracle. Simply install and load the ROracle package and load the driver. > install.packages("ROracle") > library(ROracle) Loading required package: DBI > drv <- dbDriver("Oracle") Once the ROracle package is installed, create a database connection object and connect to a TimesTen direct driver DSN as the OS user. > conn <- dbConnect(drv, username ="", password="", dbname = "localhost/SampleDb_1122:timesten_direct") You have the option to report the server type - Oracle or TimesTen? > print (paste ("Server type =", dbGetInfo (conn)$serverType)) [1] "Server type = TimesTen IMDB" To create tables in the database using R data frame objects, use the function dbWriteTable. In the following example we write the built-in iris data frame to TimesTen. The iris data set is a small example data set containing 150 rows and 5 columns. We include it here not to highlight performance, but so users can easily run this example in their R session. > dbWriteTable (conn, "IRIS", iris, overwrite=TRUE, ora.number=FALSE) [1] TRUE Verify that the newly created IRIS table is available in the database. To list the available tables and table columns in the database, use dbListTables and dbListFields, respectively. > dbListTables (conn) [1] "IRIS" > dbListFields (conn, "IRIS") [1] "SEPAL.LENGTH" "SEPAL.WIDTH" "PETAL.LENGTH" "PETAL.WIDTH" "SPECIES" To retrieve a summary of the data from the database we need to save the results to a local object. The following call saves the results of the query as a local R object, iris.summary. The ROracle function dbGetQuery is used to execute an arbitrary SQL statement against the database. When connected to TimesTen, the SQL statement is processed completely within main memory for the fastest response time. > iris.summary <- dbGetQuery(conn, 'SELECT SPECIES, AVG ("SEPAL.LENGTH") AS AVG_SLENGTH, AVG ("SEPAL.WIDTH") AS AVG_SWIDTH, AVG ("PETAL.LENGTH") AS AVG_PLENGTH, AVG ("PETAL.WIDTH") AS AVG_PWIDTH FROM IRIS GROUP BY ROLLUP (SPECIES)') > iris.summary SPECIES AVG_SLENGTH AVG_SWIDTH AVG_PLENGTH AVG_PWIDTH 1 setosa 5.006000 3.428000 1.462 0.246000 2 versicolor 5.936000 2.770000 4.260 1.326000 3 virginica 6.588000 2.974000 5.552 2.026000 4 <NA> 5.843333 3.057333 3.758 1.199333 Finally, disconnect from the TimesTen Database. > dbCommit (conn) [1] TRUE > dbDisconnect (conn) [1] TRUE We encourage you download Oracle software for evaluation from the Oracle Technology Network. See these links for our software: Times Ten In-Memory Database,  ROracle.  As always, we welcome comments and questions on the TimesTen and  Oracle R technical forums.

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• ROracle support for TimesTen In-Memory Database

  - by Sherry LaMonica

  Today's guest post comes from Jason Feldhaus, a Consulting Member of Technical Staff in the TimesTen Database organization at Oracle.  He shares with us a sample session using ROracle with the TimesTen In-Memory database.  Beginning in version 1.1-4, ROracle includes support for the Oracle Times Ten In-Memory Database, version 11.2.2. TimesTen is a relational database providing very fast and high throughput through its memory-centric architecture.  TimesTen is designed for low latency, high-volume data, and event and transaction management. A TimesTen database resides entirely in memory, so no disk I/O is required for transactions and query operations. TimesTen is used in applications requiring very fast and predictable response time, such as real-time financial services trading applications and large web applications. TimesTen can be used as the database of record or as a relational cache database to Oracle Database. ROracle provides an interface between R and the database, providing the rich functionality of the R statistical programming environment using the SQL query language. ROracle uses the OCI libraries to handle database connections, providing much better performance than standard ODBC.The latest ROracle enhancements include: Support for Oracle TimesTen In-Memory Database Support for Date-Time using R's POSIXct/POSIXlt data types RAW, BLOB and BFILE data type support Option to specify number of rows per fetch operation Option to prefetch LOB data Break support using Ctrl-C Statement caching support Times Ten 11.2.2 contains enhanced support for analytics workloads and complex queries: Analytic functions: AVG, SUM, COUNT, MAX, MIN, DENSE_RANK, RANK, ROW_NUMBER, FIRST_VALUE and LAST_VALUE Analytic clauses: OVER PARTITION BY and OVER ORDER BY Multidimensional grouping operators: Grouping clauses: GROUP BY CUBE, GROUP BY ROLLUP, GROUP BY GROUPING SETS Grouping functions: GROUP, GROUPING_ID, GROUP_ID WITH clause, which allows repeated references to a named subquery block Aggregate expressions over DISTINCT expressions General expressions that return a character string in the source or a pattern within the LIKE predicate Ability to order nulls first or last in a sort result (NULLS FIRST or NULLS LAST in the ORDER BY clause) Note: Some functionality is only available with Oracle Exalytics, refer to the TimesTen product licensing document for details. Connecting to TimesTen is easy with ROracle. Simply install and load the ROracle package and load the driver. > install.packages("ROracle") > library(ROracle) Loading required package: DBI > drv <- dbDriver("Oracle") Once the ROracle package is installed, create a database connection object and connect to a TimesTen direct driver DSN as the OS user. > conn <- dbConnect(drv, username ="", password="", dbname = "localhost/SampleDb_1122:timesten_direct") You have the option to report the server type - Oracle or TimesTen? > print (paste ("Server type =", dbGetInfo (conn)$serverType)) [1] "Server type = TimesTen IMDB" To create tables in the database using R data frame objects, use the function dbWriteTable. In the following example we write the built-in iris data frame to TimesTen. The iris data set is a small example data set containing 150 rows and 5 columns. We include it here not to highlight performance, but so users can easily run this example in their R session. > dbWriteTable (conn, "IRIS", iris, overwrite=TRUE, ora.number=FALSE) [1] TRUE Verify that the newly created IRIS table is available in the database. To list the available tables and table columns in the database, use dbListTables and dbListFields, respectively. > dbListTables (conn) [1] "IRIS" > dbListFields (conn, "IRIS") [1] "SEPAL.LENGTH" "SEPAL.WIDTH" "PETAL.LENGTH" "PETAL.WIDTH" "SPECIES" To retrieve a summary of the data from the database we need to save the results to a local object. The following call saves the results of the query as a local R object, iris.summary. The ROracle function dbGetQuery is used to execute an arbitrary SQL statement against the database. When connected to TimesTen, the SQL statement is processed completely within main memory for the fastest response time. > iris.summary <- dbGetQuery(conn, 'SELECT SPECIES, AVG ("SEPAL.LENGTH") AS AVG_SLENGTH, AVG ("SEPAL.WIDTH") AS AVG_SWIDTH, AVG ("PETAL.LENGTH") AS AVG_PLENGTH, AVG ("PETAL.WIDTH") AS AVG_PWIDTH FROM IRIS GROUP BY ROLLUP (SPECIES)') > iris.summary SPECIES AVG_SLENGTH AVG_SWIDTH AVG_PLENGTH AVG_PWIDTH 1 setosa 5.006000 3.428000 1.462 0.246000 2 versicolor 5.936000 2.770000 4.260 1.326000 3 virginica 6.588000 2.974000 5.552 2.026000 4 <NA> 5.843333 3.057333 3.758 1.199333 Finally, disconnect from the TimesTen Database. > dbCommit (conn) [1] TRUE > dbDisconnect (conn) [1] TRUE We encourage you download Oracle software for evaluation from the Oracle Technology Network. See these links for our software: Times Ten In-Memory Database,  ROracle.  As always, we welcome comments and questions on the TimesTen and  Oracle R technical forums.

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• What is Happening vs. What is Interesting

  - by Geertjan

  Devoxx 2011 was yet another confirmation that all development everywhere is either on the web or on mobile phones. Whether you looked at the conference schedule or attended sessions or talked to speakers at any point at all, it was very clear that no development whatsoever is done anymore on the desktop. In fact, that's something Tim Bray himself told me to my face at the speakers dinner. No new developments of any kind are happening on the desktop. Everyone who is currently on the desktop is working overtime to move all of their applications to the web. They're probably also creating a small subset of their application on an Android tablet, with an even smaller subset on their Android phone. Then you scratch that monolithic surface and find some interesting results. Without naming any names, I asked one of these prominent "ah, forget about the desktop" people at the Devoxx speakers dinner (and I have a witness): "Yes, the desktop is dead, but what about air traffic control, stock trading, oil analysis, risk management applications? In fact, what about any back office application that needs to be usable across all operating systems? Here there is no concern whatsoever with 100% accessibility which is, after all, the only thing that the web has over the desktop, (except when there's a network failure, of course, or when you find yourself in the 3/4 of the world where there's bandwidth problems)? There are 1000's of hidden applications out there that have processing requirements, security requirements, and the requirement that they'll be available even when the network is down or even completely unavailable. Isn't that a valid use case and aren't there 1000's of applications that fall into this so-called niche category? Are you not, in fact, confusing consumer applications, which are increasingly web-based and mobile-based, with high-end corporate applications, which typically need to do massive processing, of one kind or another, for which the web and mobile worlds are completely unsuited?" And you will not believe what the reply to the above question was. (Again, I have a witness to this discussion.) But here it is: "Yes. But those applications are not interesting. I do not want to spend any of my time or work in any way on those applications. They are boring." I'm sad to say that the leaders of the software development community, including those in the Java world, either share the above opinion or are led by it. Because they find something that is not new to be boring, they move on to what is interesting and start talking like the supposedly-boring developments don't even exist. (Kind of like a rapper pretending classical music doesn't exist.) Time and time again I find myself giving Java desktop development courses (at companies, i.e., not hobbyists, or students, but companies, i.e., the places where dollars are earned), where developers say to me: "The course you're giving about creating cross-platform, loosely coupled, and highly cohesive applications is really useful to us. Why do we never find information about this topic at conferences? Why can we never attend a session at a conference where the story about pluggable cross-platform Java is told? Why do we get the impression that we are uncool because we're not on the web and because we're not on a mobile phone, while the reason for that is because we're creating $1000,000 simulation software which has nothing to gain from being on the web or on the mobile phone?" And then I say: "Because nobody knows you exist. Because you're not submitting abstracts to conferences about your very interesting use cases. And because conferences tend to focus on what is new, which tends to be web related (especially HTML 5) or mobile related (especially Android). Because you're not taking the responsibility on yourself to tell the real stories about the real applications being developed all the time and every day. Because you yourself think your work is boring, while in fact it is fascinating. Because desktop developers are working from 9 to 5 on the desktop, in secure environments, such as banks and defense, where you can't spend time, nor have the interest in, blogging your latest tip or trick, as opposed to web developers, who tend to spend a lot of time on the web anyway and are therefore much more inclined to create buzz about the kind of work they're doing." So, next time you look at a conference program and wonder why there's no stories about large desktop development projects in the program, here's the short answer: "No one is going to put those items on the program until you start submitting those kinds of sessions. And until you start blogging. Until you start creating the buzz that the web developers have been creating around their work for the past 10 years or so. And, yes, indeed, programmers get the conference they deserve." And what about Tim Bray? Ask yourself, as Google's lead web technology evangelist, how many desktop developers do you think he talks to and, more generally, what his frame of reference is and what, clearly, he considers to be most interesting.

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• Are there Negative Impact of opensource on commercial environment?

  - by Lostsoul

  I know this is not a good fit for Stack Overflow but wasn't sure if it was good for this site also so let me know if its not and I'll delete it. I love programming for fun but my role in my company is not technical. I have always loved the hacker culture and have been trying to drive that openness within my company from day one. My company has a very broad range of products and there are a few that are not strategic to us so I wanted to open source them (so we can focus on what makes us unique and open source the products that every firm has). Our industry does not open source(we would be the first firm to try this) and the feedback I'm getting from my management team is either 1) we'll destroy the industry or 2) all competitive commercial firms will unite against us and we'll be wiped out either way. I disagreed on both points because I think transparency will only grow our industry and our firm (think of McDonalds/KFC sharing their recipe openly, people may copy you, competitors may target you, but customers also may feel more comfortable buying your product. The value add, I believe, is in the delivery and experience not in hoarding the recipe). It's a big battle in my firm right now between the IT people who have seen the positive effects of sharing and the business people who think we'll be giving up everything (they prefer we sell parts we want to opensource, but in their defense this is standard when divesting something). Our industry is very secretive and I don't want to put anyone(even my competitors employees) out of a job yet I don't want to protect inefficient people by not being open with everyone. Yet I've seen so many amazing technologies created in interesting ways just by giving people freedom to take apart code and put it back together. I'm interested in hearing people's thoughts(doesn't have to be to my specific situation, I'm looking for the general lessons). Its a very stressful decision(but one I feel I must make) because if we go the open source route then there will be no going back. So what are your thoughts? Does open sourcing apply generally or is it only really applicable to software? Is it overall good for people in the industry and outside? I'm actually more interested in the negativeness effects(although positive are welcomed as well) Update: Long story short, although code is involved this is not so much about code as it is more about the idea of open sourcing. We are a mid sized quant hedge fund. We have some unique strategies but also have the standard long/short, arbitrage, global macro, etc.. funds. We are keeping the unique funds we have but the other stuff that everyone else has we are considering open sourcing (We have put in years of work & millions of dollars into. Our funds is pretty popular and our performance is either in first or second quartile so I suspect there will be interest but I don't know to what extent). The goal is not to get a community to work for us or anything, the goal is to let anyone who wants to tinker with it do so and create anything they want (it will not be part of our product line although I may unofficially allocate some our of staff's time to assist any community that grows). Although the code base is quite large, the value in this is the industry knowledge and approaches we have acquired (there are many books on artificial intelligence and quant trading but they are often years behind what's really going on as most firms forbid their staff from discussing what they are doing). We are also considering after we move our clients out to let the software still run and output the resulting portfolios for free as well so people can at least see the results(as long as we have avail. infrastructure). I think our main choices are, we can continue to fight for market share in a products that are becoming commoditized, we can shut the funds/products down(and keep the code but no one outside of our firm will ever learn from it) or we can open source it and let people do what they want. By open sourcing it, my idea is that the talent pool in the industry will grow because right now most of our hires have the same background (CFA, MBA, similar school, same experience,etc.. because we can't spend time training people so the industry 'standardizes' most people and thus the firms themselves start to look/act similar) but this may allow us to identify talent that has never been in the industry before (if we put a GPU license then as people learn from what we did, we can learn from what they do as well and maybe apply it to other areas of our firm). I see a lot of benefits but not many negatives while my peers at the company see the opposite.

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• Tips / techniques for high-performance C# server sockets

  - by McKenzieG1

  I have a .NET 2.0 server that seems to be running into scaling problems, probably due to poor design of the socket-handling code, and I am looking for guidance on how I might redesign it to improve performance. Usage scenario: 50 - 150 clients, high rate (up to 100s / second) of small messages (10s of bytes each) to / from each client. Client connections are long-lived - typically hours. (The server is part of a trading system. The client messages are aggregated into groups to send to an exchange over a smaller number of 'outbound' socket connections, and acknowledgment messages are sent back to the clients as each group is processed by the exchange.) OS is Windows Server 2003, hardware is 2 x 4-core X5355. Current client socket design: A TcpListener spawns a thread to read each client socket as clients connect. The threads block on Socket.Receive, parsing incoming messages and inserting them into a set of queues for processing by the core server logic. Acknowledgment messages are sent back out over the client sockets using async Socket.BeginSend calls from the threads that talk to the exchange side. Observed problems: As the client count has grown (now 60-70), we have started to see intermittent delays of up to 100s of milliseconds while sending and receiving data to/from the clients. (We log timestamps for each acknowledgment message, and we can see occasional long gaps in the timestamp sequence for bunches of acks from the same group that normally go out in a few ms total.) Overall system CPU usage is low (< 10%), there is plenty of free RAM, and the core logic and the outbound (exchange-facing) side are performing fine, so the problem seems to be isolated to the client-facing socket code. There is ample network bandwidth between the server and clients (gigabit LAN), and we have ruled out network or hardware-layer problems. Any suggestions or pointers to useful resources would be greatly appreciated. If anyone has any diagnostic or debugging tips for figuring out exactly what is going wrong, those would be great as well. Note: I have the MSDN Magazine article Winsock: Get Closer to the Wire with High-Performance Sockets in .NET, and I have glanced at the Kodart "XF.Server" component - it looks sketchy at best.

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• Using 32bit COM object from C# or VBS on Vista 64bit and getting error 80004005

  - by alexandroid

  I need some mind reading here, since I am trying to do what I do not completely understand. There is a 32-bit application (electronic trading application called CQG) which provides a COM API for external access. I have sample programs and scripts which access this API from Excel, .NET (C++, VB and C#) and shell VBScript. I have these .NET applications as source code and as compiled executables (32-bit, compiled on Windows XP). Now I have Windows Vista Home 64-bit which makes my head to spin. Excel examples work just fine (in Excel 2003). Compiled .NET sample executables work as well. But when I am trying to run .NET C# sample converted to and compiled by Visual Studio C# Expression, or run the VBScript script, I am getting error 80004005 when trying to create an object. Initially the .NET application also gave me 80040154 but then I figured how to make it produce 32-bit code and not 64-bit, so now the errors in C# and VBScript applications are the same. That's all the progress I got for now. And yes, I tried running 32-bit versions of cscript.exe/WScript from SysWOW64 folder on my VBS, but still the result is the same (80004005). How to solve this problem? I am almost ready to believe it is practically impossible, but the fact that Excel VBA works and .NET executables compiled on Windows XP run just fine just makes me angry. There should be a way to beat this thing (some secret which probably only Windows Vista developers know)! I will appreciate any help! PS: I believe code samples do not make much sense here, but this is the line of VBScript which fails: Set CEL = WScript.CreateObject("CQG.CQGCEL.4.0", "CEL_") And this is C#: CQGCEL CEL = new CQGCEL(); Update: Forgot to say UAC is off, of course. And I am working from account with administrator priviledges. I also tried watching which registry keys are read using Process Monitor but everything looks OK for GUIDs of this object. I could not recognize some other GUIDs so I am not sure whether they were critical or not. Is there a chance that this COM object uses Internet Explorer and gets the wrong one (like Internet Explorer 7 instead of Internet Explorer 6 engine or something)?

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• Can Hudson branch promotion get based on project stability?

  - by Wayne

  Hudson CI server displays stability "weather" which is cool. And it allows one project build to kick off based on the successful build of another. However, how can you make that secondary project dependent additionally on the stability of multiple builds of the first project? Specifically, project "stable_deploy" needs to only kick off to promote a version to "stable" if project "integrate" with version 8.3.4.1233 has built and tested successfully at least 8 times--in a row. Until then, it's still in integration mode. IMPORTANT: A significant caveat to this is that a single set of Hudson projects gets used as a "pipeline" to process each new version through to release. So a project may have built successfully 8 times in a rolw but the latest version 8.3.4.1233 may be only the 2 most recent builds. The builds prior to that may be an earlier version. We're open to completely reorganizing this but the pipeline idea seemed to greatly reduce the amount of manually project creation and deletion. Is there a better way to track version release "pipeline"? In particular, we will have multiple versions in this pipeline simultaneously in the future due to fixes or patches to older versions. We don't see how to do that yet, except to create new pipeline projects for each version which is a real hassle. Here's some background details: The TickZoom application has some very complete unit tests some of which simulates real time trading environments. Add to that TickZoom makes elaborate use of parallelization for leveraging multi-core computers. Needless to say, during development of a new version, there can be stability issues during integration testing which get uncovered by running the build and auto tests repeatedly. A version which builds and tests cleanly 8 times in a row without change plus has undergone some real world testing by users can be deemed "stable" and promoted to the stable branch. Our Hudson projects look like this: test - Only for testing a build, zero user visibility. integrate_deploy - Promotes a test project build to integrate branch and makes it available to public for UA testing. integrate - Repeatedly builds the integrate branch to determine if it's stable enough to promote to stable branch. This runs the builds and test hourly throughout every night. stable_deploy - Promotes an integrate project build to the stable branch and makes it public for users who want the latest and greatest. stable - Builds the stable branch once every night. After 2 weeks of successful builds (14 builds) it can go to "release candidate". And so on... it continues with "release candidate" and then "release".

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• Week in Geek: 4chan Falls Victim to DDoS Attack Edition

  - by Asian Angel

  This week we learned how to tweak the low battery action on a Windows 7 laptop, access an eBook collection anywhere in the world, “extend iPad battery life, batch resize photos, & sync massive music collections”, went on a reign of destruction with Snow Crusher, and had fun decorating our desktops with abstract icon collections. Photo by pasukaru76. Random Geek Links We have included extra news article goodness to help you catch up on any developments that you may have missed during the holiday break this past week. Note: The three 27C3 articles listed here represent three different presentations at the 27th Chaos Communication Congress hacker conference. 4chan victim of DDoS as FBI investigates role in PayPal attack Users of 4chan may have gotten a taste of their own medicine after the site was knocked offline by a DDoS attack from an unknown origin early Thursday morning. Report: FBI seizes server in probe of WikiLeaks attacks The FBI has seized a server in Texas as part of its hunt for the groups behind the pro-WikiLeaks denial-of-service attacks launched in December against PayPal, Visa, MasterCard, and others. Mozilla exposes older user-account database Mozilla has disabled 44,000 older user accounts for its Firefox add-ons site after a security researcher found part of a database of the account information on a publicly available server. Data breach affects 4.9 million Honda customers Japanese automaker Honda has put some 2.2 million customers in the United States on a security breach alert after a database containing information on the owners and their cars was hacked. Chinese Trojan discovered in Android games An Android-based Trojan called “Geinimi” has been discovered in the wild and the Trojan is capable of sending personal information to remote servers and exhibits botnet-like behavior. 27C3 presentation claims many mobiles vulnerable to SMS attacks According to security experts, an ‘SMS of death’ threatens to disable many current Sony Ericsson, Samsung, Motorola, Micromax and LG mobiles. 27C3: GSM cell phones even easier to tap Security researchers have demonstrated how open source software on a number of revamped, entry-level cell phones can decrypt and record mobile phone calls in the GSM network. 27C3: danger lurks in PDF documents Security researcher Julia Wolf has pointed out numerous, previously hardly known, security problems in connection with Adobe’s PDF standard. Critical update for WordPress A critical update has been made available for WordPress in the form of version 3.0.4. The update fixes a security bug in WordPress’s KSES library. McAfee Labs Predicts Geolocation, Mobile Devices and Apple Will Top the List of Targets for Emerging Threats in 2011 The list comprises 2010’s most buzzed about platforms and services, including Google’s Android, Apple’s iPhone, foursquare, Google TV and the Mac OS X platform, which are all expected to become major targets for cybercriminals. McAfee Labs also predicts that politically motivated attacks will be on the rise. Windows Phone 7 piracy materializes with FreeMarketplace A proof-of-concept application, FreeMarketplace, that allows any Windows Phone 7 application to be downloaded and installed free of charge has been developed. Empty email accounts, and some bad buzz for Hotmail In the past few days, a number of Hotmail users have been complaining about a rather disconcerting issue: their Hotmail accounts, some up to 10 years old, appear completely empty.  No emails, no folders, nothing, just what appears to be a new account. Reports: Nintendo warns of 3DS risk for kids Nintendo has reportedly issued a warning that the 3DS, its eagerly awaited glasses-free 3D portable gaming device, should not be used by children under 6 when the gadget is in 3D-viewing mode. Google eyes ‘cloaking’ as next antispam target Google plans to take a closer look at the practice of “cloaking,” or presenting one look to a Googlebot crawling one’s site while presenting another look to users. Facebook, Twitter stock trading drawing SEC eye? The high degree of investor interest in shares of hot Silicon Valley companies that aren’t yet publicly traded–like Facebook, Twitter, LinkedIn, and Zynga–may be leading to scrutiny from the U.S. Securities and Exchange Commission (SEC). Random TinyHacker Links Photo by jcraveiro. Exciting Software Set for Release in 2011 A few bloggers from great websites such as How-To Geek, Guiding Tech and 7 Tutorials took the time to sit down and talk about their software wishes for 2011. Take the time to read it and share… Wikileaks Infopr0n An infographic detailing the quest to plug WikiLeaks. The New York Times Guide to Mobile Apps A growing collection of all mobile app coverage by the New York Times as well as lists of favorite apps from Times writers. 7,000,000,000 (Video) A fascinating look at the world’s population via National Geographic Magazine. Super User Questions Check out the great answers to these hot questions from Super User. How to use a Personal computer as a Linux web server for development purposes? How to link processing power of old computers together? Free virtualization tool for testing suspicious files? Why do some actions not work with Remote Desktop? What is the simplest way to send a large batch of pictures to a distant friend or colleague? How-To Geek Weekly Article Recap Had a busy week and need to get caught up on your HTG reading? Then sit back and relax while enjoying these hot posts full of how-to roundup goodness. The 50 Best How-To Geek Windows Articles of 2010 The 20 Best How-To Geek Explainer Topics for 2010 The 20 Best How-To Geek Linux Articles of 2010 How to Search Just the Site You’re Viewing Using Google Search Ask the Readers: Backing Your Files Up – Local Storage versus the Cloud One Year Ago on How-To Geek Need more how-to geekiness for your weekend? Then look through this great batch of articles from one year ago that focus on dual-booting and O.S. installation goodness. 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• Session memory – who’s this guy named Max and what’s he doing with my memory?

  - by extended_events

  SQL Server MVP Jonathan Kehayias (blog) emailed me a question last week when he noticed that the total memory used by the buffers for an event session was larger than the value he specified for the MAX_MEMORY option in the CREATE EVENT SESSION DDL. The answer here seems like an excellent subject for me to kick-off my new “401 – Internals” tag that identifies posts where I pull back the curtains a bit and let you peek into what’s going on inside the extended events engine. In a previous post (Option Trading: Getting the most out of the event session options) I explained that we use a set of buffers to store the event data before  we write the event data to asynchronous targets. The MAX_MEMORY along with the MEMORY_PARTITION_MODE defines how big each buffer will be. Theoretically, that means that I can predict the size of each buffer using the following formula: max memory / # of buffers = buffer size If it was that simple I wouldn’t be writing this post. I’ll take “boundary” for 64K Alex For a number of reasons that are beyond the scope of this blog, we create event buffers in 64K chunks. The result of this is that the buffer size indicated by the formula above is rounded up to the next 64K boundary and that is the size used to create the buffers. If you think visually, this means that the graph of your max_memory option compared to the actual buffer size that results will look like a set of stairs rather than a smooth line. You can see this behavior by looking at the output of dm_xe_sessions, specifically the fields related to the buffer sizes, over a range of different memory inputs: Note: This test was run on a 2 core machine using per_cpu partitioning which results in 5 buffers. (Seem my previous post referenced above for the math behind buffer count.) input_memory_kb total_regular_buffers regular_buffer_size total_buffer_size 637 5 130867 654335 638 5 130867 654335 639 5 130867 654335 640 5 196403 982015 641 5 196403 982015 642 5 196403 982015 This is just a segment of the results that shows one of the “jumps” between the buffer boundary at 639 KB and 640 KB. You can verify the size boundary by doing the math on the regular_buffer_size field, which is returned in bytes: 196403 – 130867 = 65536 bytes 65536 / 1024 = 64 KB The relationship between the input for max_memory and when the regular_buffer_size is going to jump from one 64K boundary to the next is going to change based on the number of buffers being created. The number of buffers is dependent on the partition mode you choose. If you choose any partition mode other than NONE, the number of buffers will depend on your hardware configuration. (Again, see the earlier post referenced above.) With the default partition mode of none, you always get three buffers, regardless of machine configuration, so I generated a “range table” for max_memory settings between 1 KB and 4096 KB as an example. start_memory_range_kb end_memory_range_kb total_regular_buffers regular_buffer_size total_buffer_size 1 191 NULL NULL NULL 192 383 3 130867 392601 384 575 3 196403 589209 576 767 3 261939 785817 768 959 3 327475 982425 960 1151 3 393011 1179033 1152 1343 3 458547 1375641 1344 1535 3 524083 1572249 1536 1727 3 589619 1768857 1728 1919 3 655155 1965465 1920 2111 3 720691 2162073 2112 2303 3 786227 2358681 2304 2495 3 851763 2555289 2496 2687 3 917299 2751897 2688 2879 3 982835 2948505 2880 3071 3 1048371 3145113 3072 3263 3 1113907 3341721 3264 3455 3 1179443 3538329 3456 3647 3 1244979 3734937 3648 3839 3 1310515 3931545 3840 4031 3 1376051 4128153 4032 4096 3 1441587 4324761 As you can see, there are 21 “steps” within this range and max_memory values below 192 KB fall below the 64K per buffer limit so they generate an error when you attempt to specify them. Max approximates True as memory approaches 64K The upshot of this is that the max_memory option does not imply a contract for the maximum memory that will be used for the session buffers (Those of you who read Take it to the Max (and beyond) know that max_memory is really only referring to the event session buffer memory.) but is more of an estimate of total buffer size to the nearest higher multiple of 64K times the number of buffers you have. The maximum delta between your initial max_memory setting and the true total buffer size occurs right after you break through a 64K boundary, for example if you set max_memory = 576 KB (see the green line in the table), your actual buffer size will be closer to 767 KB in a non-partitioned event session. You get “stepped up” for every 191 KB block of initial max_memory which isn’t likely to cause a problem for most machines. Things get more interesting when you consider a partitioned event session on a computer that has a large number of logical CPUs or NUMA nodes. Since each buffer gets “stepped up” when you break a boundary, the delta can get much larger because it’s multiplied by the number of buffers. For example, a machine with 64 logical CPUs will have 160 buffers using per_cpu partitioning or if you have 8 NUMA nodes configured on that machine you would have 24 buffers when using per_node. If you’ve just broken through a 64K boundary and get “stepped up” to the next buffer size you’ll end up with total buffer size approximately 10240 KB and 1536 KB respectively (64K * # of buffers) larger than max_memory value you might think you’re getting. Using per_cpu partitioning on large machine has the most impact because of the large number of buffers created. If the amount of memory being used by your system within these ranges is important to you then this is something worth paying attention to and considering when you configure your event sessions. The DMV dm_xe_sessions is the tool to use to identify the exact buffer size for your sessions. In addition to the regular buffers (read: event session buffers) you’ll also see the details for large buffers if you have configured MAX_EVENT_SIZE. The “buffer steps” for any given hardware configuration should be static within each partition mode so if you want to have a handy reference available when you configure your event sessions you can use the following code to generate a range table similar to the one above that is applicable for your specific machine and chosen partition mode. DECLARE @buf_size_output table (input_memory_kb bigint, total_regular_buffers bigint, regular_buffer_size bigint, total_buffer_size bigint) DECLARE @buf_size int, @part_mode varchar(8) SET @buf_size = 1 -- Set to the begining of your max_memory range (KB) SET @part_mode = 'per_cpu' -- Set to the partition mode for the table you want to generate WHILE @buf_size <= 4096 -- Set to the end of your max_memory range (KB) BEGIN     BEGIN TRY         IF EXISTS (SELECT * from sys.server_event_sessions WHERE name = 'buffer_size_test')             DROP EVENT SESSION buffer_size_test ON SERVER         DECLARE @session nvarchar(max)         SET @session = 'create event session buffer_size_test on server                         add event sql_statement_completed                         add target ring_buffer                         with (max_memory = ' + CAST(@buf_size as nvarchar(4)) + ' KB, memory_partition_mode = ' + @part_mode + ')'         EXEC sp_executesql @session         SET @session = 'alter event session buffer_size_test on server                         state = start'         EXEC sp_executesql @session         INSERT @buf_size_output (input_memory_kb, total_regular_buffers, regular_buffer_size, total_buffer_size)             SELECT @buf_size, total_regular_buffers, regular_buffer_size, total_buffer_size FROM sys.dm_xe_sessions WHERE name = 'buffer_size_test'     END TRY     BEGIN CATCH         INSERT @buf_size_output (input_memory_kb)             SELECT @buf_size     END CATCH     SET @buf_size = @buf_size + 1 END DROP EVENT SESSION buffer_size_test ON SERVER SELECT MIN(input_memory_kb) start_memory_range_kb, MAX(input_memory_kb) end_memory_range_kb, total_regular_buffers, regular_buffer_size, total_buffer_size from @buf_size_output group by total_regular_buffers, regular_buffer_size, total_buffer_size Thanks to Jonathan for an interesting question and a chance to explore some of the details of Extended Event internals. - Mike

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