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| jack.s.smith@jpmorgan.com 2005-12-06, 6:57 pm |
| I have just inherited an old AWK script which we use to track stock
price movement throughout the day, as well as submit orders to the
stock market. Actually this script also does our intra-day position
keeping , currency arbitrage and auto-hedging trading. I am hoping
somebody can help me understand how it works. It's just over 15,000
lines with only 17 lines of comments.
If you are interested, I can post it here.
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| Loki Harfagr 2005-12-06, 6:57 pm |
| Le Tue, 06 Dec 2005 08:19:49 -0800, jack.s.smith a écrit_:
> I have just inherited an old AWK script which we use to track stock
> price movement throughout the day, as well as submit orders to the
> stock market. Actually this script also does our intra-day position
> keeping , currency arbitrage and auto-hedging trading. I am hoping
> somebody can help me understand how it works.
And as a good civil trade you'll translate the "stock" terms
into something human ?-)
> It's just over 15,000
> lines with only 17 lines of comments.
Er, is that a joke ?
The correct amount would be 200 lines of code and 2000 lines of comments !-)
> If you are interested, I can post it here.
You may put in on a page somewhere and post the URL here.
But... I'm not
that certain that if you don't first describe a preliminary work on it
and telling here what exactly you don't dig and what you can understand
anyone here'd have free time to make a 17Klines script right #:D}
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| Janis Papanagnou 2005-12-06, 6:57 pm |
| jack.s.smith@jpmorgan.com wrote:
> I have just inherited an old AWK script which we use to track stock
> price movement throughout the day, as well as submit orders to the
> stock market. Actually this script also does our intra-day position
> keeping , currency arbitrage and auto-hedging trading. I am hoping
> somebody can help me understand how it works. It's just over 15,000
> lines with only 17 lines of comments.
If you understand awk in principle you'll have to analyze this monolith
function by function adding the comments your predecessor forgot to do.
If you don't know or understand awk then your employer will surely spend
a training for you that you learn to understand it.
Or do you or your employer want to hire an awk consultant?
If you have specific questions about any obscure part of the code then
post that part here in this newsgroup with appropriate context.
> If you are interested, I can post it here.
No, don't ever post so much source in this Usenet group! Put it on a web
page, instead, if your employer will agree to the approach of making the
source code public.
Janis
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| Jürgen Kahrs 2005-12-10, 6:56 pm |
| jack.s.smith@jpmorgan.com wrote:
> I have just inherited an old AWK script which we use to track stock
> price movement throughout the day, as well as submit orders to the
> stock market. Actually this script also does our intra-day position
> keeping , currency arbitrage and auto-hedging trading. I am hoping
> somebody can help me understand how it works. It's just over 15,000
> lines with only 17 lines of comments.
It should have been split up into separate scripts,
each one focusing on one aspect: tracking, submitting
orders, position keeping, currency arbitrage.
> If you are interested, I can post it here.
Loki and Janis have already suggested to put the script
on a web page. I agree with them.
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| josedragone 2005-12-27, 12:44 pm |
| quote:
Originally posted by jack.s.smith@jpmorgan.com
I have just inherited an old AWK script which we use to track stock
price movement throughout the day, as well as submit orders to the
stock market. Actually this script also does our intra-day position
keeping , currency arbitrage and auto-hedging trading. I am hoping
somebody can help me understand how it works. It's just over 15,000
lines with only 17 lines of comments.
If you are interested, I can post it here.
I think it should be splitted into several scprits
or at least all functions should be moved to another script and the main functionality should be left in only one scripts.
Jose Dragone |
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