少室山之战

金庸笔下的少室山之战，无与伦比！

金庸笔下的萧峰，豪气干云！

有机会，一定去少室山看一看！

Commands by Example in Perl

1. perl -c xxx.pl

Commands by Example in T-SQL

1. T-SQL - declare/select/if...else/exec

declare @user varchar(32)

select @user = '${userLogin}'

declare @groupName varchar(32)

select @groupName = 'xxx'

declare @fullName varchar(64)

select @fullName = xxx from xxx

declare @found int

select @found = 0

select @found = 1 from xxx

if(@found=0)

begin

print "--adding user %1! = %2! --", @user, @fullName

declare @id xxx

exec xxx @table_name='xxx', @nr=1, @next_id=@id output

insert xxx values (@id, @fullName, @groupName)

end

2. while/if/else etc

declare @hldQuantity int

select @hldQuantity = 0

declare @buysell int

declare @execQuantity int

declare @execId int

declare @nextId int

select @nextId = min(exec_id) from exec,order,port where order_id = id and hold_id = id and hold_id = 00001

while ( @nextId is not NULL)

begin

print '---working on %1!', @nextId

select @execQuantity = quantity, @buysell = buysell from exec,order where id = @nextId and id = order_id

if (@buysell = 0)

begin

print '---its a buy---'

select @hldQuantity = @hldQuantity + @execQuantity

end

else

if (@buysell = 2)

begin

print '---its a sell---'

select @hldQuantity = @hldQuantity - @execQuantity

end

select @execId = @nextId

select @nextId = min(id) from exec,order,holding where id = order_id and _id = holding_id and port_id= 00001 and exec_id > @execId

end

print "--the hold quantity %1! --", @hldQuantity

近期总结

1、学而不思则罔，思而不学则殆

比较喜欢目前工作的一个重要原因就是每天都能遇到新的挑战，而不是机械的重复同样的事情；每天都能接触到新的知识。但是，也有一个令人沮丧的地方，就是每天都疲于理解和实践新的东西，而没有时间和精力去好好弄懂并记住这些新的东西。随着时间的流逝，很多工作中接触的东西慢慢会忘掉。

现在重温孔子的这句话，真的获益匪浅。今后，尽量每天都抽出一点时间来温习和巩固工作中遇到和学到的知识！

2、拿得起放得下

我很讨厌自己性格的一个方面，就是做不到拿得起放得下。每次遇到一些事情和人，当触到自己心灵的时候，往往变得非常敏感和冲动，有时候甚至不能控制自己的情绪和感情。说得难听一点就是非常幼稚。真希望自己能够坚强一点，成熟一点。

3、Public Enemies

这是我近期看得一部电影。John Dillinger，一个传奇人物。Byebye Blackbird，最后听到这句话的时候，我眼眶湿润了。

some reading notes - Essential C++

1. this is doable - overload based on the constness

class T

{

public:

const tClass& val() const { return _val; }

tClass & val() const { return _val; }

}

2. a good practice - make sure two class objects are not the same when copying

T& T::copy(const T& rhs)

{

if (this != &rhs)

{

_var1 = rhs._var1;

_var2 = rhs._var2;

}

return *this;

}

3. static class members - the single, shared instance that is accessible to all the objects of that class (static members); don't access any non-static class members (static member functions)

---T.h

class T

{

public:

static bool is_elem(int);

private:

static vector _elements; // we need to put its explicit definition within a .cpp file

static const int _var1 = 1024; // no need to do that

}

---T.cpp

vector T::_elements;

bool T::is_elem(int val) { ... _elements ...} // only access static members

---Main.cpp

if (T::is_elem()) {}

4. constructor, copy constructor, copy assignment operator ...

copy assignment -

M& M::operator= (const M& rhs)

{

if (this != &rhs)

{

delete [] _elem;

_elem = new double [cnt];

for(int ix=0;ix != cnt; ++ix)

_elem[ix] = rhs._elem[ix];

}

return *this;

}

5. function object - an object of a class that has an instance of the function call operator

class LessThan

{

public:

LessThan(int val):_val(val) {}

int comp_val() const {return _val;}

void comp_val(int nval) {_val = nva;}

bool operator() (int value) const;

private:

int _val;

}

inline bool LessThan::operator() (int value) const

{ return value "<" _val; }

int count_less_than(const vector& vec, int comp)

{

LessThan lt(comp);

int count = 0;

for (int ix=0;ix!=vec.size();++ix)

{

if(lt(vec[ix])) ++count;

}

return count;

}

Pieces of knowledge in ITS

1. light crude oil - CLc1, gold - GCc1, USD Index - .DXY

Concepts in ITS

For holding level,

1. Delta

For security level,

1. option volatility - strick, expiry, style (A, E), put/call

Commands by Example in Sybase

1. drop procedure XXX; grant execute on XXX to public

2. exec disableTriggers_sp & exec enableTriggers_sp

3. bcp xxx..xxx in symbs.e98 -U xxx -P ${xxx} -S xxx -c -e bcp.err

4. bcp xxx..xxx out xxx -S xxx -U xxx -P xxx -c

5. set rowcount 10

Commands by Example in Unix

1. split -l 5000 -a 3 (-d) theFile newFile

2. egrep -v -f subFile orgFile

3. echo xxx | tee -a /home/test.log

4. Shell example - it works with bourne shell (ie, sh), but not tcsh

PHILLY$for s in `ls -1 /home/hosts/`; do

> echo $s

> ssh $s "ls /opt/lib/defaults/license.6.0"

> done

5. grep xxx XXX | awk '$2 == 1 { ++total }; END {print "total = ", total} '

6. setenv LOG_FILE /bbb/ccc

FIX Learning Notes (1)

1. unique identifiers for executions

(a) Tag - 17; Name - ExecID

assigned by broker; it's unique within a single trading day or the life of a multi-day order (we can embed a date there).

2. unique identifiers for orders, not for executions

(a) Tag - 37; Name - OrderID

3. some other fields

(a) Tag - 60; Name - TransactTime

the time of order/execution creation, expressed in UTC (aka GMT); it's UTCTimestamp, YYYYMMDD-HH:MM:SS or YYYYMMDD-HH:MM:SS.sss

(b) Tag - 32; Name - LastShares

the qty of this fill; we only process trades with LastShares not equal to zero

(c) Tag - 6; Name - AvgPx

(d) Tag - 44; Name - Price

(e) Tag - 31; Name - LastPx