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MSSQL Job and Email

By Phoenix Cyan ·
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by Phoenix Cyan In reply to MSSQL Job and Email

<div><strong>-------------------------------------------------------------------</strong></div>
<div>
<div><strong>Daily</strong></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div>- yahoo news </div>
<div> </div>
<div>- sholin<br />- gym <br />- 100 guard/punch</div>
<div> </div>
<div>- jap<br />- piano<br />
<div> </div>
<div> </div>
<div><strong>-------------------------------------------------------------------<br />Tasks</strong></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div> </div>
<div> -   excel<br /> -   option future</div>
<div>-  part 1<br /> <br /> - Mann excel<br /> <br /> - financial bk - stock , warrant<br /> <br /> - excel b data 4-6<br /> <br /> - excel formula bk  <br /> <br />  <br /> <br /> - next rent 1/11<br /> <br />   <br /> -  prog<br />   c:\winnt\microsoft.net\framework\YOURVERSIONNUM and run the installUtil<br />   <br />   <br />   ftp<br />      - samppple<br />      - vs lib<br />      <br />      - schedule task<br />      <br />      - determine file to get <br />      - failure alert<br />      - url format <br />      - param format<br />       -url<br />       -p<br />       -u<br />       -time<br />       -local path<br />       <br />       <br />      - local dir spec<br />      - exception<br />      - log<br />      - config file <br />      - usage<br />   <br /> - deframent<br /> <br /> <br /> - jap test<br />  -bk<br />  -ebook<br />  -net<br /> <br />        <br />-  excel bk  100<br /> <br />-    excel bk <br />-   <br />-  jap</div>
<div> </div>
<div><br />- get learn source code</div>
<div> </div>
<div><br />   <br />     <br />- win svr study</div>
<div> </div>
<div><br />- insurance<br />- stamp ebay<br />- mpf </div>
<div> </div>
<div> </div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div>
<div><strong>ToDo</strong></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div> </div>
<div>-c#<br />-excel vb<br />-source safe<br />-etf<br />-inv study<br />-trinormial<br />-FIX<br />-proj</div>
<div> </div>
<div>-read Analyzing Business Data with Excel<br />-jap</div>
<div> </div>
<div>--------------</div>
<div>house</div>
<div>--------------</div>
<div> </div>
<div>- check<br />- clean</div>
<div> </div>
<div>- move</div>
<div> </div>
<div>- water<br />- elec<br />- lock</div>
<div> </div>
<div>- bed            3000<br />- table  2000<br />- chair  1000</div>
<div> </div>
<div>- lanucher 3000<br />- fridge 2000</div>
<div> </div>
<div>- sofa  3000<br />- lamp  </div>
<div> </div>
<div>- shelf   <br />- little table<br />- wardrone</div>
<div> </div>
<div>- pastic drawer       </div>
<div> </div>
<div> </div>
<div> </div>
<div><br />- 15700</div>
<div> </div>
<div>- 14400</div>
<div> </div>
<div><br />---------<br />- bed <br />- table<br />- medicine<br />- chair<br />- <br />- kitchen<br />- heater<br />- lock<br />- fan<br />- air condi<br />- ceiling</div></div>
<div> </div>
<div> </div></div></div>
<div><strong>-------------------------------------------------------------------<br />Notes</strong></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div> </div>
<div>VPN: vpn.lsplab.com <br />email: 172.26.54.29/exchange<br />server: prd-ny-mail-01.lsp.labranche.com<br />remote desktop: 172.16.54.46</div>
<div> </div>
<div>- trading - optimize the price</div>
<div> </div>
<div>uwant: eatfhgbz</div>
<div> </div>
<div><br />QHHHX-4FPQQ-R6X28-8BPCV-WWGBB ? office 2k3<br />GMMB7-TV698-H4G6G-JBQTT-R72VD ? WXP</div>
<div> </div>
<div><br />- ID 0091</div>
<div> </div>
<div>- NY helpdesk: mike -  201-522-9824<br />               jason callas - 201.921.7466.<br /> 6:30am to midnight, NY time</div>
<div> </div>
<div>- lock: Ctrl-Alt-F</div>
<div> </div>
<div>- hk exchange - susana wong 28403765</div>
<div> </div>
<div>- VPN pw: gas0</div>
<div> </div>
<div>- aim a/c: k2y2k2y2 gas<br />  key lab (Key:k21gjX06QftM5-ek)</div>
<div> </div>
<div>- Bloomberg a/c: PhoenixCyan<br />   pw: pgas<br />   <br />- =INT(MOD(RAND()*100,49))+1</div>
<div><br />- vss<br />  <a href="file://nastinus-01/Dev/Source">\\Nastinus-01\Dev\Source</a> <br />  folder path, give it a name (something like ?LSP Source?), specify your username, and leave the password field blank<br />  <br />  <a href="file://nastinus-01/Dev/Source/pcheung$">\\Nastinus-01\Dev\Source\pcheung$</a><br />  cassi0<br /></div>
<div><br />- Delivery</div>
<div>     - curry: 25259334</div>
<div> </div>
<div>book<br />    *  Option Pricing and Volatility Strategies, Sheldon Natenberg<br />    * Innumeracy, John Allen Paulos<br />    * Getting the Best of It, David Sklansky<br />    * Decision Traps, J. Edward Russo & Paul J. H. Schoemaker<br />    * Options, Futures, and Other Derivatives, John Hull<br />    * Dynamic Hedging, Nassim Taleb<br />    * Fooled by Randomness, Nassim Taleb<br />    * Random Walk Down Wall Street, Malkiel<br /></div>
<div>
<div> </div>
<div>
<div>- office phone #: 35291940</div>
<div><br /> </div></div></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div><strong>Monthly Expence</strong></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div> </div>
<div>- rent 7200<br />- mpf 950<br />- home 3000<br />- fund and insurance 5000<br />- water and elec 1000<br />- medicine 800<br />- fare and meal<br />- gym<br />- box</div>
<div> </div>
<div> </div>
<div>
<div> </div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div><strong>Financial Notes:</strong></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div> </div>
<div>- correlation & voltalarity</div>
<div> </div>
<div>- HSI & SPX - who lead who<br />            - .  up<br />              up dn<br />              dn dn<br />              dn .<br />              up up<br />              dn dn<br />            - self pattern</div>
<div> </div>
<div>- warrant - call/put warrant<br />- stock exchange = 2nd hand shock market</div>
<div> </div>
<div>- stock market - constant money flow</div>
<div> </div>
<div>excel:<br />- SPX = sum of emerging ETF + basket</div>
<div> </div>
<div> </div>
<div>excel assignment</div>
<div>- </div>
<div>- month strike call   |  symbol         | quantity | price </div>
<div> </div>
<div>- auto hide/show column </div>
<div>        future/ option </div>
<div>        hsi / hkcei</div>
<div> </div>
<div>- month  loolkup </div>
<div>- 2007/2006</div>
<div> </div>
<div>---------------------</div>
<div>- ETF Ticker</div>
<div>---------------------</div>
<div>SPY DIA QQQQ MDY XLB XLV XLP XLY XLE XLF XLI XLK XLU IVV IVW IVE IJH IJK IJJ IJR IJT IJS IEV IYY IYM IYC IYK IYE IYF IYH IYJ IYW IYZ IDU IYG IYR IWV IWZ IWW IWM IWO IWN IWB IWF IWD HHH RKH UTH PPH BHH IIH IAH BBH BDH SMH TTH EWU EWT EWL EWD EWP EWY EWS EWN EWW EWJ EWI EWH EWG EWQ EWC EWZ EWK EWO EWA EWM EZU ELV ELG DSV DSG DGT MTK TMW OEF IOO ICF IBB IGM RWR VTI IGN IGW IGV IWP IWR IWS EFA IGE EPP ILF ITF IXC IXG IXJ IXN IXP VXF SHY IEF TLT LQD RSP FEZ FEU PWC PWO AGG IYT ONEQ EEM DVY TIP EZA VV  VO  VB  VTV VUG VBK VCR VDC VDE VFH VHT VIS VGT VAW VOX VPU VBR ADRE ADRD ADRU ADRA ISI JKD JKE JKF JKG JKH JKI JKJ JKK JKL NYC NY  VNQ FXI OOO GLD PEY PGJ IAU KLD PBW PWT PWJ PWB PWY PWP PWV VGK VPL VWO XLG PJP PBE PBJ PEJ PBS PXQ PSI PSJ EFV EFG IWC PZI PID PFM PHJ PPA PXN PKB PXE PIC PXJ PMR PUI FDM ELR EMM EMV EMG DSC KBE KIE KCE SDY RTH SWH OIH MKH EKH WMH PIV PHO PHW PTE PRF XBI XHB XSD PZJ RPV RPG RFV RFG RZV RZG FXE DBC FDL USO FPX QTEC VIG QQEW SLV IEO IEZ IHE IHF IHI GDX IAI IAK IAT ITA ITB DWM DTH DTN DEW DFE DEB DTD DHS DES DOO DOL DND DNH DIM DON DLS DNL DFJ DXJ DLN XES XOP XPH XRT KRE XME FBT FDN FXB FXC FXA FXF FXS FXM GSG VOE VOT</div>
<div> </div></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div><strong>C# Notes</strong></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div> </div>
<div>- class<br /> { <br />  static self-instance  <br /> }<br /> <br />  utilize instance - class.instance - single obj operation<br />  </div>
<div><br /><strong>-------------------------------------------------------------------</strong></div>
<div><strong>SQL Notes</strong></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div> </div>
<div>- <br />insert into thingproperties values(1,                    'X',       'COLOR',        'GREEN') <br />insert into thingproperties values(2,                    'X',       'COLOR',        'RED')<br />insert into thingproperties values(3,                    'X',       'SHAPE',        'TRIANGLE')<br />insert into thingproperties values(4,                    'X',       'SIZE',         'MEDIUM')<br />insert into thingproperties values(5,                    'X',       'SIZE',         'SMALL')</div>
<div> </div>
<div>insert into thingproperties values(6,                    'Y',       'COLOR',        'BLUE')<br />insert into thingproperties values(7,                    'Y',       'COLOR',        'GREEN')<br />insert into thingproperties values(8,                    'Y',       'SHAPE',        'CIRCLE')<br />insert into thingproperties values(9,                    'Y',       'SIZE',         'MEDIUM')</div>
<div> </div>
<div>insert into thingproperties values(10,                   'Z',       'COLOR',        'BLUE')<br />insert into thingproperties values(11,                   'Z',       'COLOR',        'RED')<br />insert into thingproperties values(12,                   'Z',       'SHAPE',        'TRIANGLE')<br />insert into thingproperties values(13,                   'Z',       'SIZE',         'LARGE')<br />insert into thingproperties values(14,                   'Z',       'SIZE',         'SMALL')</div>
<div> </div>
<div><br />SELECT q0.Thing, q0.Property, q0.Value,    q1.Property, q1.Value,    q2.Property, q2.Value<br />FROM ThingProperties AS q2 INNER JOIN (ThingProperties AS q0 INNER JOIN ThingProperties AS q1 ON q0.Thing = q1.Thing) ON q2.Thing = q0.Thing<br />WHERE (((q0.Property)='COLOR') AND ((q0.Value)='RED') AND <br />       ((q1.Property)='SHAPE') AND ((q1.Value)='TRIANGLE') AND <br />       ((q2.Property)='SIZE') AND ((q2.Value)='SMALL'));</div>
<div> </div>
<div>- self inner join <br /> 5x 4y 5z</div>
<div> </div>
<div>  5*5*5 + 4*4*4 + 5*5*5 = 314 rows</div>
<div> </div>
<div><br />- primary key</div>
<div> </div>
<div>   CREATE TABLE T1 ( PK int IDENTITY PRIMARY KEY, SomeText varchar(100))  <br /> <br /> IF EXISTS(SELECT TABLE_NAME FROM INFORMATION_SCHEMA.TABLES    WHERE TABLE_NAME = 'T1')    <br />  DROP TABLE T1<br /> GO<br /> <br /> CREATE TABLE T1 ( PK int IDENTITY, SomeTextvarchar(100))</div>
<div> </div>
<div> INSERT T1 VALUES ('Value I entered #1')<br /> INSERT T1 (SomeText) VALUES ('Value I entered #2')<br /> <br /> SET IDENTITY_INSERT T1 ON <br /> INSERT INTO T1 (PK,SomeText)     VALUES (-999,'Row that I forced in with a specific PK')<br /> GO<br /> SET IDENTITY_INSERT T1 OFF<br /> <br /> INSERT T1 VALUES ('Value I entered #4')<br /> <br />- PV sql<br /> <br /> CREATE FUNCTION PV_fn (<br />       -- Add the parameters for the function here    <br />       @fv float,      -- future value desired    <br />       @i  decimal,    -- interest rate    <br />       @p  int         -- number of compounding periods)<br />       RETURNS money<br /> AS<br /> BEGIN      <br /> <br /> -- Declare the return variable here      <br /> DECLARE @Result money<br /> <br /> -- Add the T-SQL statements to compute the return value here      <br /> SELECT @Result = @fv *(1/Power((<a href="mailto:1+@i),@p">1+@i),@p</a>))<br />      <br />       -- Return the result of the function      <br />       RETURN @Result<br />       <br /> END<br /> GO<br /> <br />- GUID - random rows</div>
<div> </div>
<div> </div>
<div><strong>-------------------------------------------------------------------<br />Technical Notes</strong></div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div> </div>
<div>- floating pt #:<br />  - internal representation - gap<br />  - vary in range<br />  - round - may up/down</div>
<div> </div>
<div> </div>
<div>
<div><strong>-------------------------------------------------------------------</strong></div>
<div><strong>C# batch proj notes</strong></div>
<div><strong>-------------------------------------------------------------------<br /></strong></div>
<div>- ftp account<br />BGILoad.exe <a href="ftp://ftp.barclaysglobal.com/inbound/CPCF250120706A.csv">ftp://ftp.barclaysglobal.com/inbound/CPCF250120706A.csv</a> FTPleb_uk 3hc46e1!<br />  <add value="<a href=" ? ftp: ftp.barclaysglobal.com inbound key="ISharesUri">ftp://ftp.barclaysglobal.com/inbound/</a>" /><br />  <add value="FTPleb_uk" key="ISharesUser" /><br />  <add value="3hc46e1!" key="ISharesPass" /><br />  <add value="300000" key="ISharesTimeout" /> <!-- only affects the directory listing so far --><br />- <br />   London\lfp\lfp\Launch\App.config<br /> >FtpTool.cs</div>
<div> </div>
<div>-<br /> London\lfp\lfp\ParseTools</div>
<div> </div>
<div>-  \PORTWAREEXTENSION<br />  C:\download\PTS\classes\ftp.jar<br />-  Archive\Database\Script\Clearing\ftp<br />-  Archive\Database\Script\Clearing\imports</div>
<div> </div>
<div>C:\Documents and Settings\LaBrancheHK\My Documents\k2y2\Labranche\source\Applications\London\lfp\lfp\ParseTools\Args.cs<br />C:\DOCUME~1\LABRAN~1\LOCALS~1\Temp\5624$log4net.dll$v1.1.4322\log4net.ILog.cs</div>
<div> </div>
<div><br />is] Assume the files are downloaded, samples were included in the original email.  There is existing code which will be able to determine which file to down load and which file to run next.  This will call the new code which will parse the file and save to the database ready for ETFCalc to run.  Please implement an interface like the one above.  When the code is integrated it will be wrapped in an adaptor class.  The ftp code is in VSS if you wish to see it.  It is not very sophisticated but it gets the job done.  </div>
<div> </div>
<div> </div>
<div> </div>
<div><br />C:\Documents and Settings\LaBrancheHK\My Documents\k2y2\Labranche\source\Applications\London\lfp\lfp\gen\EntityBaseClasses\JobRecordEntityBase.cs</div>
<div> </div>
<div><br />---------------------------------</div>
<div> </div>
<div>- 3 parts:<br /> - ftp<br /> - parse<br /> - save<br /> </div>
<div> </div>
<div>- items:<br /> System.Data.DataSet<br /> System.Data.DataTable<br /> target table name<br /> job key<br /> job manager<br />   <br /> <br /> - parseCSV.cs - csv ->DataSet<br /> <br /> <br /> C:\Documents and Settings\LaBrancheHK\My Documents\k2y2\Labranche\source\Applications\London\lfp\lfp\gen\StoredProcedureCallerClasses\ActionProcedures.cs<br /> <br />C:\Documents and Settings\LaBrancheHK\My Documents\k2y2\Labranche\source\Applications\London\lfp\lfp\lspe.ToolKit\PerTickerCache.cs </div>
<div> </div>
<div>--------<br />refex:<br />(?<=Total\s+NAV\s+per\s+share\W*)(\b[\d\.]+\b)(?=,)</div>
<div> </div>
<div> </div></div>
<div>------------------------<br />Background</div>
<div>------------------------</div>
<div> </div>
<div>ETFCalc is an established ETF fair value service.  We want to use this to price ETFs traded from London.</div>
<div> </div>
<div> </div>
<div>Outline</div>
<div> </div>
<div>Import the ETF descriptions from BGI files (samples attached) into a schema that the ETF calc java program can understand, set<br />up a production environment across London and NY to import the files every day, start and stop the server etc.</div>
<div> </div>
<div> </div>
<div>The way things are now</div>
<div> </div>
<div>The files are ftp?d from IShares, saved to a windows server and loaded into the LSPE-SQL-02::LSPE database by a C# batch process<br />that runs every night. The LSPE database contains an updated schema that was intended as an upgrade to the LSP data model. <br />Things have moved on, a schema designed in New York will fulfill this role.  We suggest it will be simpler to load the ishares<br />files into tables that resemble a copy of the existing schema in a database residing in London and run the ETFCalc on this<br />database.</div>
<div> </div>
<div> </div>
<div> </div>
<div>The ETFCalc service has only been started successfully in NY.  We understand the RFA price feed does not cope with the extra<br />latency to run in London.  Running the service in NY is appealing because it keeps most of the market data bandwidth local to<br />the US.  There is a reference installation in New York.  Ian has forgotten the name of this machine but will forward it when the<br />helpdesk in NY respond with the name of the machine.  The installation on this machine includes a test configuration file.</div>
<div> </div>
<div> </div>
<div> </div>
<div>Roosevelt Victor wrote the ETFCalc and can provide you with a limited degree of support.  He is very busy though.  The code is<br />available from VSS under $\Applications\ETFCalc.  Documentation for the ETFCalc is checked into VSS.  A copy is attached to this<br />email.</div>
<div> </div>
<div> </div>
<div> </div>
<div>The requirement is:</div>
<div> </div>
<div>Create an environment that loads iSharesEtf files into a database so the ETFCalc process will run and calculate the list of ETFs<br />attached.</div>
<div> </div>
<div>The deliverable includes the loading batch that must be reliable, comply with best practices as described by the New York<br />administrators and developers.   <br />Integrate this environment with the LSPE database<br />SQLServer 2005 should be available and the preferred coding tool is C#.  We do not want to change the java code if we can help<br />it.<br />An attached mail contains details of the sources of the iShares files please test against these files and set up a daily import<br />for them<br />Validate the values produced.<br />Provide some supporting documentation describing how the import functions, critical configuration parameters and deployment<br />tools.<br />Import CAPCO/GEM file (attached) to the same end.  (a regular feed of Capco files is not available).<br />Generate a record of which files were loaded when, write this to the database so an audit of the batch is available.<br /> <br /> </div>

Collapse -

Core

by Phoenix Cyan In reply to MSSQL Job and Email

<div>--<strong>OK</strong>------------------------------------------------------------</div>
<div>Quick, tiny, concentrate, relax => GO<br />-------------------------------------------------------------------<br />soak, swim, surf, get points, idea concept, find shortest path and ignore others<br />-------------------------------------------------------------------<br />19 on time, cruel US, HARD WORK<br />-------------------------------------------------------------------<br />Read: jump point, group focus<br />-------------------------------------------------------------------</div>
<div><br />--<strong>Thought</strong>-----------------------------------------------------<br />1. General Principle<br />2. Specific Case<br />3. Multiple Instances<br />4. Ramdom Specific Cases<br />5. Whole World<br />-------------------------------------------------------------------</div>
<div> </div>
<div>--<strong>Class</strong>--------------------------------------------------------<br />1. template -> multiple objects</div>
<div> </div>
<div>2. At first, regard template as object <br /> -> single operation  &nbsp obj )<br /> -> single system interaction  (obj <-> sys)<br />3. multiple objects <br />4. whole system interaction<br />-------------------------------------------------------------------</div>
<div> </div>
<div>--<strong>Object</strong>-------------------------------------------------------<br />1. object -> member -> object<br />------------------------------------------------------------------</div>
<div> </div>
<div>--<strong>Must Do</strong>----------------------------------------------------</div>
<div> </div>
<div>- on time<br />- fast do<br />- no smoke</div>
<div> </div>
<div>- 7 up<br />- water<br />- fruit</div>
<div> </div>
<div>- 3 things </div>
<div>      - work</div>
<div>      - box</div>
<div>      - piano<br /></div>
<div>------------------------------------------------------------------</div>

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