[ts-gen] new user

[R P Herrold]

On Sun, 15 Apr 2007, Andrew McClure wrote:

> I'm a 15 year software developer, and am just going through the
> initial  oh-no-not-another-bloody-bit-of-code-to-get-my-head-around 
> stage.

smile -- so young. ahh, to have sweet youth again.  (evil 
grin)

In all fairness, I suspect you may have found your way to this 
code from my mention of it on Victor Niederhoffer's 'Daily 
Speculations' mailing list and web site last week:
          http://www.dailyspeculations.com/wordpress/?p=1306

I was not kidding when I said, with tremendous admiration for 
Bill's C++ work and my participation with him as to domain 
knowledge and testing and design of the outlines in that work, 
looking back over the last couple years on this code:

       	1. Knuth, Donald E. "The Art of Computer Programming," Volumes
       	1-3 Boxed Set, 1998 Addison-Wesley Professional (1998),
       	Edition: 2, Hardcover, which I too have used for years
       	(decades) as my polestar (I have a set for the office and a
       	set for home); but times change, and my coding partner has
       	convinced me that I also needed to look more broadly, and see
       	more modern approaches. As he spent over a decade attaining
       	his Computer Science PhD, and teaching along the way, I tend
       	to listen to him in such matters. Also the code inside are an
       	expression of "the software engineering techniques [which he,
       	Bill Pippin] used to control program complexity [as Stepanov
       	also mentions early on]. Those techniques extend the
       	implementation work done as part of [his] doctoral
       	dissertation, "Optimizing Threads of Computation in Constraint
       	Logic Programs," in particular by demonstrating a non-trivial
       	instance of the single-tree pattern, whereby all singleton
       	types are parameterized and then stratified by their binding
       	pattern.

They clipped the link to the dissertation, which has 
monochrome and fonting issues -- he is getting a clean copy 
together:

       	http://www.ohiolink.edu/etd/view.cgi?osu1041551800

       	If you think: "wow, that sounds dense", and you read C++, take
       	a moment and read the headers and the code. Bill recently
       	wrote a roadmap to reading it.

> Further to your email, is the work you've done to populate 
> OHLC data separate to shim, and if so will you be releasing 
> this too? (btw. what timeframe OHLC is that - 1 minute 
> perhaps?)

hardly a mystery; already released in the source tarball, and 
all IB timeframes are supported.  See table BarSize; down to 
the second if one wishes;  a tool is really not much more than 
an (optional) database insert (for persisting Tickstream 
[Market Data] subscriptions; not needed for history farm 
retrievals of the commono form) and a command of the correct 
form to the stdin of the shim, as is alredy documented and 
done in bin/regress (and its function 'include' file: 
bin/includes )

create table BarSize
(
           uid         int unsigned not null                primary  key,
           type        enum('s01', 's05', 's15', 's30',
                            'm01', 'm02', 'm05', 'm15',
                            'm30', 'h01', 'd01') not null,
           secs        int unsigned not null

)   engine = InnoDB;

and

function do_query                                       # run  a history query
{
           hit_shim 'YM history query'     'past add 178 1;'
}

The documentation is what is lacking for external users 
(having grown up with it, we have less need for it), and after 
a contact from another whose work I admire in February, we 
have been focusing on documentation.  Hi, Dirk /me waves.

-- Russ Herrold