Tag Archives: Thread

Predatory HFT Machine Learning Forex Thread

Predatory HFT Machine Learning Forex Thread

17 year old genius trying to figure this out

https://www.forexfactory.com/showthread.php?t=664508

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Promising Dukascopy support team thread

Promising Dukascopy support team thread

I tried out the support from Dukascopy. I have tested some tech questions with some promising response. I did this from the Support Chat within JForex. This is much more promising than yucky Oanda. Here is the thread:

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Demo Client Bank

24. January. 2017

Hello,

how can I help you?

Today: 25. January. 2017

hi there

16:04

Hello. Thank you for contacting Dukascopy Support.

16:05Supporter

How may I help you?

16:05Supporter

i got some tech questions

16:05

Please go on

16:05Supporter

i emailed this a few days ago but no response

16:05

i am interested in your Java API. Can i use this as a standalone instead if needing JForex? Also, do you have any working example strategies to show me how to use work JForex? I am referring to testing simulated market data wiih order execution through your Java API/JForex.

Thanks

16:06

i am not sure if you can answer these

16:06

Might be this will help you: https://www.dukascopy.com/wiki/en/development/get-started-api/use-jforex-sdk/use-in-eclipse

16:08Supporter

i have seen this

16:08

do you have a software developer forum?

16:08

methods are described here: https://www.dukascopy.com/client/javadoc/com/dukascopy/api/class-use/IBar.html

16:09Supporter

this may help

16:10

one last techie question if you can answer

16:10

i am looking for any example java code on how I could integrate with a third party database. let me know if there is anything out there that you know

16:11

I guess for this you need FIX API: https://www.dukascopy.com/swiss/english/forex/api/fix_api/

16:12Supporter

If you need FIX API you will need to contact support@dukascopy.com

16:12Supporter

not quite the FIX, i am sticking with JForex

16:13

i am just looking to how to integrate within JForex enable coding sample with a data base

16:13

Fine, I got the question, but our specialist will be available only tomorrow from 8 GMT till 16 GMT

16:14Supporter

ok i think i found something

16:14

can the specialist email me?

16:15

please send your request to support@dukascopy.com with the topic: API

16:16Supporter

your email will be forwarded to him

16:16Supporter

ok i will do that. thanks for the help so far

16:16

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C++ thread affinity and hyperthreading

C++ thread affinity and hyperthreading

This is as just as good as I saw in in Open HFT Thread Affinity Java project

Investigating C++11 Threads

http://eli.thegreenplace.net/2016/c11-threads-affinity-and-hyperthreading/

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HPC: If I created a cluster out of few multi-core machines let say five 4 core with each machine has 8 thread capacity

This may be silly question but I am a little novice to HPC. If I created a cluster out of few multi-core machines let say five 4 core with each machine has 8 thread capacity
(eg. Intel® Xeon® Processor X5687 ) with more than enough memory. How many nodes would I have, 40, 20 or 5. In other words, How many identical processes can I run simultaneously and independently with maximum performance ? Is it 40, 20, 5 or any other number?. Or simply a node means a one machine and has nothing to do with the amount of processes.
—-

Node == physical machine. It really has nothing to do with performance:capacity:parallelism of your given app(s).

Clearly a multi-core node with HT will have more raw capacity than non-multi-core node in terms of raw CPU performance; but overall performance depends on your app and its performance requirements:specs:profile.(IO, Network, CPU, etc).

Strictly speaking, you can run a ‘test cluster’ on a single physical node with virtualization software to carve it up into multiple VMs. This lets you develop your parallel app; but of course is not representative of ‘real world performance’ that would be observed with multiple physical nodes connected by some interconnect (gig, 10gig, infiniband, etc)
—-
I hope the following summary will help you. 🙂
One node Intel X5687 chip-set has 4 physical cores. If the hyper threading (HT) is enabled (via BIOS setup), you can have 4 virtual cores in addition with your physical cores. Therefore, total CPUs=8. You can run 8 application threads on your one node x5687 machine. Even-though you have 8 CPUs and your application is more compute intensive, the performance may not be good due to virtual cores may not do the actual compute (and the computation will happen only in physical core).
—–
I think it is pending your definition.
For example: If you have a sever scheduling tasks to your cluster then you can run one client process per machine and multithread its calculation giving you 5 nodes with up to x8 performance speedup. Or you can run a client per core calculating on a single thread giving you 40 node cluster.
You did confused me with the specs you gave, I prefer a thread per core (physical) ratio to avoid the overhead. if you are talking about 4 physical cores with hyper threading or something like that, then you should benchmark to decide if you want to configure your environment as 20 or 40 working threads.

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Simplest C++ Multithreading with Thread classes, mutex, set, wait, lock, unlock defined

Simplest C++ Multithreading with Thread classes, mutex, set, wait, lock, unlock defined

I have searched high and low for the best and simplest multi threading explained within C++. As you know, I have already posted some articles on Linux processes and how deadlocks work. Theoretically, we are trying to prevent the Dead Diamond of Death syndrome. Both Java and C++ have potential solutions but Java has all these features built in natively. C++ needs a new set of classes defined which includes a specialized Thread class.
Using a set of mutex method, we can lock certain processes from subsequent messing up the state of a current thread. An example of mutex locking a storage block of code, look at:
int g_iStorage = 0;
CMutexClass MyMutex;

void StoreValue( int *pInt )
{
MyMutex.Lock(); //the gate keeper. only one thread
//allowed in at a time

g_iStorage = *pInt; //protected data, critical code section

MyMutex.Unlock(); //unblocks, allowing another thread to
//access g_iStorage

}

There are some other methods which work the same way Java’s Threading class and methods. These methods are explained below:
void Set() Sets an event state to signaled, notifying the blocked thread.
BOOL Wait() Places the calling thread in a blocked state until the event state is set to signaled. Returns TRUE on success, FALSE on failure.
void Reset() Resets a signaled event to unsignaled.
event object being used by a receiving thread::
CEventClass event;
.
.
//thread code

.
.
while(bContinueRunning)
{

event.Wait(); // wait for an event to occur

// perform some task

.
.
event.Reset(); // reset the event to un-signaled

}
.
.
Example of an event object used by one thread signaling another:
EventClass event;
.
.
// change some data

.
.
event.Set(); // notify thread that an event has occured,

// set event to signaled

There is more detailed info you could go into. I do believe if you know enough of above, you should be able to show some rudimentary knowledge in multithreading within C++. I would recommend following through with the link below as it is fairly close representation of how Java works.
To download and better understand how all this Thread classes work, go to http://www.codeproject.com/KB/threads/threadobject.aspx
It also contains a very good end to end set of source files to generate your own Thread classes which include the mutexes explained.

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