ITQuants blog

Author: Created: 2/17/2012 1:03 PM RssIcon
My personal blog on ITQuants
By Philippe Bonneau on 6/14/2013 11:58 AM

If you need to run SQL scripts in order to update some deals stored into the Oracle table of deals, HISTOMVTS, several things have to be done in  order to permit the update done by the Oracle triggers at the same time. The steps to respect are the following ones:

By Philippe Bonneau on 5/29/2013 4:38 PM
Something quite easy, not necessary done every day, but that could be usefull in some cases... I just wonder that the method was not static. This post gives the solution:
By Philippe Bonneau on 5/14/2013 4:48 PM
This post describes the steps to follow in order to compile a C++ project created under VS2005 (or even VC6), and to migrate it to a VS2010 .vcxproj one, but keeping VS2005 as compiler (v80 configuration in the General tab, Platform Toolset entry of the project properties).
By Philippe Bonneau on 3/6/2013 4:02 PM

Even if the AddClauseOfThisType and SetNthclauseOfThisType exist on the CSRInstrument class, these methods work fine an a CSROption but do nothing on a CSRFuture, at least on versions < Risque 7.1. Thus, the only way to save them is to insert them directly into the database using the CSRSqlQuery class. To prevent some problems, the right way to implement it is the following one:

By Philippe Bonneau on 3/5/2013 12:16 PM

Sometimes, we need to save informations ourselves in some Oracle table without using the mapping between some CSREdit control and some field in the Oracle TITRES table. Sadly, on Sophis Risque, and despite several requests I made, there is no specific callback to implement for the Oracle rollback or commit. Thus, the only way to implement the save of additional informations, and recommended by Sophis, is the following one:

By Philippe Bonneau on 2/14/2013 5:26 PM

When developing an executable, there are several solutions to follow the memory consumption on a process. A third party performance monitor could be used in order to store the information and follow the memory growth on the time. I know some like Sysload, provided by Orsyp.

Another solution is to dump the memory used at different steps of the process in some log files and using this log files to make some statistics.

By Philippe Bonneau on 1/30/2013 7:57 PM
I forgot to give the code used in the precedent webservice sample (Calling a secured webservice in Sophis Risque). These lines make the conversion and release the memory:
By Philippe Bonneau on 1/17/2013 3:02 PM

In some cases, it is not possible to add very easily unicity check using a key on an index. For example, when conditions have to be used and that the unicity concerns only some records and not all.

By Philippe Bonneau on 1/10/2013 4:48 PM

It's one of my best usual case: people are coming to me to see what happened when some server process on production is frozen. Of course, even if logs are written and dumped somewhere, in most cases, they are not enough to detect what happens really.

The same scenario occurs when an access violation is followed by a crash of the process, when we need a post-mortem analysis.

Everybody could tell me that we just have to write such a treatment in C# or Java to get the call stack at this moment, but the subject of this post is not what development language to use but what to do when something like that occurs on a production server.

By Philippe Bonneau on 1/7/2013 6:26 PM

An easy way to resolve it is to use tis to increase the maximum heap size by using JVM options -Xmx512M. This will immediately solve your OutOfMemoryError.

For example, using the following command with the XSLT processor (Saxon Java):

java -Xms1024m -Xmx1024m -jar saxon9he.jar -s:source2.xml -xsl:query.xsl -o:ids2.txt

 

Search blog