Well, the build process is going well. On the mac, I have made a shell script that creates the applications for you. For those of who who have not developed on a mac yet, mac applications are actually disguised folders that hold the application along with other information on running the app. Sure, it looks like just an app if you are looking at it in the finder, but it is really folder. Before, we had to build with X-Code ( the free gcc development kit from Apple Computer ) using project files and such. I really did not like going from the command line and make files to xcode JUST to make the application I could click and run. So now there is a new command in the makefile to build all the apps, or you can build the apps by doing a make in the application name and adding ‘.app.

Now onto windows … again.

    Compiling with pthreads-win32 has tons of gotcha’s. Really read the faq on the website. Some of the things I really need to stress is that if you are using an old version of MingW to develop on windows, please get the latest version. Older versions have ‘weirdness’ when it comes to pthreads. And by weirdness, I mean crashes.

    I have to hand it to the developers for putting pthreads ( POSIX 1003.1-2001 ) on Windows. They had to build it on top of the Win32 event model which is not the best. Windows NT, 2000, and XP models are different from Windows Me and the Windows 9X series. Do I think Microsoft will ever put a stake into this things and release a nice built in POSIX pthreads library that runs on all the above platforms? Not likely. Windows Me and the Windows 9X series are pretty close to dead anyway, so just do the NT kernel.

    Now Microsoft does have a pthreads implementation in Microsoft Windows Services for UNIX Version 3.5 from Interix. That runs on NT based systems, and is basically UNIX running inside of a Windows NT based box. Supposedly they have support in SUA 5.2 that I could use to build against. But I won’t. Feel free to try it yourself, but I am going to stay away from the kool-aid. If you are going to install Microsoft Windows Services for UNIX , which is basically a UNIX box, why not just install Fedora or Ubuntu and call it a day?

I know ‘Databased’ is not a word. But it was the best word I could come up with. What I am doing now is connecting my unit test output to a MySql database.

By putting the unit tests, I can look back and see when things failed, which help when I pull old files out of svn. So I can sort by pass/fail test ( which is the most common method ) , the test performed and the class.

This image above is RUnit.php . I will include this file in the php/ subdirectory. It only has three parameters to modify at the top of the file and that is about it.

I use a simple homegrown unit test framework. Yet another C++ unit test framework, like we need another one. I needed a much less specific framework. But a very simple framework.

I use cron to do automated tests. I pull the latest copy out of svn, compile run the unit tests, and store the results in the database. It is pretty sweet, but I do not have the failed compiles feeding into the database yet.

About three years ago , the guys from the OCC got togethter and decided to make changes to the way options are quoted by the market. For an example, The Mar 08 120.00 Puts have the symbol QAAOD while the Mar 08 125.00 puts have the symbol APVOE. So after a few years of work, they came up with this :


Mar 08 120.00 Puts
QAAOD -> AAPL080322P00120000
( AAPL 08 03 22 P 00120 000 )


Not really too difficult to figure out the coding on this system. There are a lot of details concerning things like FLEX options and stocks splits/mergers etc. The big change is due for July 2009, so a about a year and a half we will have to move over. The old symbols will be suppressed after that date.

What does this have to do with the price of tea in China? Not much ( but you can check the tea futures contract ) and not much to do with Raydo.

Internally, we already use the new structure. Just an input filter to change the old symbols into the new symbols. After the big change, we will just drop the filter.