Stock Market Project output: graph sample

Stock Market Project output: development GUI sample

 

 

Dates: 08/1999 present (including contract with Coca-Cola, see below)

 

The details of the Stock Market (financial analysis) project are as follows:
Since August of 1999 I have been the primary OOA/OOD/OOP on a C++ project for
the financial analysis of stock market data. This project was developed on a Windows

2000 Pro platform, but because it is mainly a back-end development effort (i.e.: not using

the MFC library), the code is easily portable to a UNIX environment, if latter desired.


The project size is over 150,000 code lines (which I personally wrote) and
incorporates every needed technology from auto-FTPing, low-level ODBC to
RDBMS database interfacing, writing all the stored SQL procedures, automatic
data cleaning, importation and data manipulation and intensive mathematical
calculations.

I designed the project to incorporate extreme overlay calculation techniques
to maximize system performance (i.e.: CPU utilization and RAM management).

During this project I have become thoroughly familiar with the most common
financial technical and fundamental indicators (i.e.: Bollinger bands, RSI, P/E ratio,
etc.) and have successfully developed peak and valley determination
algorithms (for a graph of the output, see Stock Market Project output: graph sample).

 

 

Key considerations in the development of the architecture were as follows:

1) create an automated trading system with appropriate test bed environment (i.e.:

simulated real-time tick, Level-I and Level-II data streams) and interface with

brokerage via low-level TCP/IP socket connectivity.


2) allow for fail-safe operation (i.e.: automatic disaster recovery via duplicate

TCP/IP sockets to ensure network connectivity if a network path failed)

3) maximize system throughput

(i.e.: back-end processing/multi-threading, tweaking CPU usage, memory management, etc.)

4) time independency of software sub-systems (de-coupling of data stream to
 subsystem(s) via shared memory and multi-threaded implementation (i.e.: DCN.DLL))

5) multi-platform deployment
    (as far as reasonably possible (i.e.: minimization of code re-write for future platform migration if desired))

6) Visualization of back-end processing via a GUI front-end on the
appropriate test sub-system (see output at: Stock Market Project output: development GUI sample).

 

 

Dates: 07/2001 02/2002

The details of the Coca-Cola contract are as follows:
I was responsible for the goals of this project, which were as follows: Migrate legacy database system from

Microsoft Access to MS-SQL. Purchase, install and setup new Dell server. Ensure all functionality of legacy

system is migrated to new Dell server by re-writing the VB code to connect to MS-SQL 2000 and re-write

supporting SQL scripts into MS-SQL Server 2000 stored procedures and create C++ low-level data clean-

ing program (used prior to bulk data importation). The C++ code separated the good and bad records in the

weekly ASCII file into two separate files. I installed the additional hardware and was responsible for the ac-

complishment of all tasks as listed below.

 

Details of the contract with Coca-Cola:

Contract for conversion of VB-ACCESS project to VB-MS*SQL project

Scope of project:

a) Installation and configuration of SQL Server 2000

b) 2GB database (physical *.mdb file(s)) migration from old PC's drive to new PC SCSI drive

c) MS-SQL database creation and setup (setup of a maximum of 50 tables)

d) 2GB data importation into new database

e) Programming of SQL procedures for data importation into new database for weekly update

f) Conversion to stored procedures of existing queries, with a maximum 50 queries

g) Conversion to stored procedures of one report

h) Database SQL programming for extraction of data for ad-hoc queries into sub-sets tables

i) Database index(s) setup, construction and building

j) Database disaster-recovery setup, programming & testing

k) Installation and configuration of VB 6.0 Enterprise Edition

l)                    Conversion of VB scripts (see attached) to VB programs and test to communicate with new MS*SQL database

m) Training: Database disaster recovery, MS*SQL GUI, ad-hoc queries, data export to Excel files & performance tweaking

n) Other mutually agreed upon enhancements (via written statement(s) of agreement)

 

 

Tangibles listed below I delivered to Coca-Cola and installed:

1)                  Vendor: DELL; New PC, CD-RW, Tape backup 20 GB/(40 GB compressed), Zip drive 250 MB

2)                  Vendor: DELL; SQL Server 2000 Standard Edition w/5 CAL

3)                  Vendor: DELL; Microsoft Visual Basic 6.0 Enterprise Edition

4)                  Vendor: JDR; Dataport 5 removable drive kit, Ultra-2 SCSI @$149.99; Qty: 2 Part number: DP5-SCSI-U2

 

 

End result

The project was completed satisfactorily and under budget.