College Admissions

I just returned from a trip to California with my son. We have just started to look at colleges for him. He is a junior in high school, but this is when kids start considering colleges seriously. We went to see U Cal at Berkeley, Stanford, and Pomona. All three very different colleges.

Warning to parents: good grades and good standardized test scores just don't cut it anymore. Stanford rejects an awful lot of kids who get 1600's on their SATs. All of the colleges want to see rigorous courses in high school, great grades, great SAT I and SAT II and AP/IB scores. But they also want students that are unique in some way. The essays that kids have to write for their college applications are extremely important.

It is not only amazing difficult to get into the top-tier schools. It is also getting increasing difficult to get into the upper-middle tier schools. Applications are skewed by professional college counselors who you can hire for $10,000 to $30,000 .... you wonder if a kid gets into a certain college because of his/her own worth, or because daddy's paycheck is fat enough to hire a pro.

Now, we have to capture the one big intangible that my son has into an essay .. the fact that he is a leader ... not in the academic sense (ie: he is not the editor of the school newspaper nor the quarterback of his school's football team) ... but the fact that he has packs of kids that follow him around, that kids are constantly calling him and messaging him, that he can snap his fingers and a whole cadre of students will appear to schlep his drumset from gig to gig. In other words, someone who has that special magnetism that command attention amongst his peers (think Tony Soprano).

I wonder if Stanford is interested in the future leader of La Cosa Nostra.....

(To the British readers here .. does the same thing apply to Oxford and Cambridge? Is most of the UK clamoring to get into these two schools?)

©2006 Marc Adler - All Rights Reserved

Event Manager Code - Possible Enhancements

Now that I have posted the code for the Event Manager that I have used in several projects, I would like to list some possible enhancements that I have considered:

Precompile regular expressions
The Event Manager supports wildcards. The .NET RegularExpression classes are used to perform matching of a published topic with a wildcarded subscription. Howver, I do not pre-compile the regexps. This is a very simple change to make.

Enhanced regular expressions
We can expand the regular expressions that wildcarded subscriptions will accept. For example, to subscribe to an insert or delete action for a trade, we should be able to have a wildcard topic that looks like this:
Magmasystems.TradingSystem.Trade.[InsertedDeleted]

Stronger typing of args for event declarations
The third argument of EventManager.Fire() is anything that derives from EventManagerArgs. We can add more type safety by specifying the subclass of EventManagerArgs that a publisher expects to send and that the corresponding subscribers expect to receive.

Scoping
Microsoft's CAB has the notion of event scoping. We can limit a published event to subscribers that run in the same thread (or a certain thread) as the publisher. We can limit the scope to a named "applet". Otherwise, by default, the event is published globally.

EventManager.Register(this)
I am not totally thrilled with the fact that, for every object that publishes or subscribes, a call to EventManager.Register(this) is called. The Register() function will examine the passed class, using reflection on the class to build up a dictionary of publishers and subscribers to a topic.

Dynamically register the publisher and subscriber
Instead of using the static way of decorating a method, we may want to add publications and subscriptions dynamically. For instance, we should be able to say something liek this:

EventManager.Subscribe("Magmasystems.TradingSystem.Trade.*", this.OnTradeEvent);

Sinks for event publishing
Implement Sinks so a class can have a crack at an event args before it is sent to the subscribers.



©2006 Marc Adler - All Rights Reserved

Event Manager Code - EventManager.cs

Here is the code for the main EventManager class.

There are a number of ways that I would like to improve the code, but just never have had the time. When I get a few free moments, I will discuss some of the enhancements that I would like to put in the code eventually.

// for MethodImplAttrbute
using System;
using System.Collections;
using System.ComponentModel;
using System.Reflection;
using System.Runtime.CompilerServices;
using System.Text.RegularExpressions;
// for ISynchronizer

// --------------------------------------------------------------------
//
// This code is (C) Copyright 2005 Marc Adler
//
// --------------------------------------------------------------------

namespace Magmasystems.EventManager
{
  public delegate bool EventManagerEventHandler(object sender, string topicName, EventArgs e);

  public class EventManager
  {
    #region Delegates

    // Internal delegate used to help us fire async events
    private delegate void AsyncFire(Delegate del, object[] args);

    #endregion

    #region Variables

    // The singleton EventManager
    private static EventBroker _theEventManager = null;

    // A Dictionary of EventManagerEventInfo classes, indexed by the topic name
    private Hashtable _theEventDictionary = null;

    private Hashtable _theWildcardSubscribers = null;

    // Used to disabled and re-enable the firing of events
    private bool _isEnabled = true;

    #endregion

    #region Constructors and Static Instance

    protected EventBroker()
    {
    }

    // This is the way that the EventManager singleton is accessed
    static public EventManager Instance
    {
      get
      {
        if(_theEventManager == null)
        {
          _theEventManager = new EventBroker();
          _theEventManager._theEventDictionary = new Hashtable();
          _theEventManager._theWildcardSubscribers = new Hashtable();
          _theEventManager._isEnabled = true;
        }
        return _theEventManager;
      }
    }

    #endregion

    #region Properties

    private Hashtable Dictionary
    {
      get
      {
        // make sure that the dictionary and event manager are instantiated
        return _theEventDictionary;
      }
    }

    private Hashtable WildcardDictionary
    {
      get
      {
        // make sure that the dictionary and event manager are instantiated
        return _theWildcardSubscribers;
      }
    }

    public bool Enabled
    {
      get { return this._isEnabled; }
      set { this._isEnabled = value; }
    }

    #endregion

    #region General Methods

    static public void Register(object o)
    {
      Type type = o.GetType();

      MethodInfo[] methods = type.GetMethods();
      foreach (MethodInfo mi in methods)
      {
//        if(mi.DeclaringType != type)
//          continue;
        object[] oAttrs = mi.GetCustomAttributes(true);
        foreach (object oAttr in oAttrs)
        {
          EventManagerEventInfo evInfo;
          if(oAttr is EventSubscriberAttribute)
          {
            EventSubscriberAttribute evSubAttr = oAttr as EventSubscriberAttribute;
            evInfo = FindTopicEntry(evSubAttr.Topic, true);
            if(evInfo != null)
            {
              EventSubscriberInfo subInfo = evInfo.AddSubscriber(evSubAttr.Topic, o, evSubAttr.IsBackground, mi);
              if(subInfo.HasWildcards)
              {
                EventBroker.Instance._theWildcardSubscribers[evSubAttr.Topic] = evInfo;
              }
            }
          }

          else if(oAttr is EventPublisherAttribute)
          {
            EventPublisherAttribute evPubAttr = oAttr as EventPublisherAttribute;
            evInfo = FindTopicEntry(evPubAttr.Topic, true);
            if(evInfo != null)
            {
              evInfo.AddPublisher(evPubAttr.Topic, o);
            }
          }
        }
      }
    }

    static private EventManagerEventInfo FindTopicEntry(string topicName, bool createIfEmpty)
    {
      EventManagerEventInfo evInfo  ;

      topicName = topicName.ToUpper();
      object oEventInfo = EventBroker.Instance._theEventDictionary[topicName];

      if(oEventInfo == null)
      {
        if(createIfEmpty)
        {
          // Allocate a new entry
          evInfo = new EventManagerEventInfo();
          EventBroker.Instance.Dictionary[topicName] = evInfo;
        }
        else
        {
          evInfo = null;
        }
      }
      else
      {
        // Use the existing entry
        evInfo = oEventInfo as EventManagerEventInfo;
      }

      return evInfo;
    }

    #endregion

    #region Ways to Fire and Event

    [MethodImpl(MethodImplOptions.NoInlining)]
    static public void Fire(object sender, string topicName, EventArgs args)
    {
      if (EventBroker.Instance.Enabled == false)
        return;

      EventManagerEventInfo evInfo = FindTopicEntry(topicName, false);
      if(evInfo != null)
      {
        evInfo.Fire(sender, topicName, args);
      }

      foreach (object oKey in EventBroker.Instance._theWildcardSubscribers.Keys)
      {
        string keyName = oKey as String;
        Regex regExp = new Regex(keyName, RegexOptions.IgnoreCase);
        if(regExp.IsMatch(topicName))
        {
          evInfo = EventBroker.Instance._theWildcardSubscribers[oKey] as EventManagerEventInfo;
          evInfo.Fire(sender, topicName, args);
        }
      }
    }

    #endregion

    #region Inner Class for EventManagerEventInfo

    /// 

    /// EventManagerEventInfo
    /// This class represents information about a single event
    /// 
    public class EventManagerEventInfo
    {
      #region Variables

      // Multicast delegate of all subcribers to this event
      private event EventManagerEventHandler _eventHandler;

      // The list of classes that publish this event
      private ArrayList _publishers;
      // The list of classes that subscribe to this event
      private ArrayList _subscribers;

      #endregion

      #region Constructors

      public EventManagerEventInfo()
      {
        this._publishers = new ArrayList();
        this._subscribers = new ArrayList();
        this._eventHandler = null;
      }

      #endregion

      #region Events

      public event EventManagerEventHandler EventManagerEvent
      {
        add { this._eventHandler += value; }
        remove { this._eventHandler -= value; }
      }

      #endregion

      #region Properties

      public EventManagerEventHandler EventHandler
      {
        get { return this._eventHandler; }
      }

      public ArrayList Publishers
      {
        get { return this._publishers; }
      }

      public ArrayList Subscribers
      {
        get { return this._subscribers; }
      }

      #endregion

      #region Methods

      public EventSubscriberInfo AddSubscriber(string topicName, object objectRef, bool isBackground, MethodInfo mi)
      {
        EventSubscriberInfo subInfo = new EventSubscriberInfo(this, topicName, objectRef, isBackground, mi);
        this._eventHandler += new EventManagerEventHandler(subInfo.OnPublisherFired);
        this.Subscribers.Add(subInfo);
        return subInfo;
      }

      public EventPublisherInfo AddPublisher(string topicName, object objectRef)
      {
        EventPublisherInfo pubInfo = new EventPublisherInfo(this, topicName, objectRef);
        this.Publishers.Add(pubInfo);
        return pubInfo;
      }

      public void RemoveSubscriber(EventSubscriberInfo sub)
      {
        this.Subscribers.Remove(sub);
      }

      public void RemovePublisher(EventPublisherInfo pub)
      {
        this.Publishers.Remove(pub);
      }

      #endregion

      #region Event Firing

      public void Fire(object sender, string topicName, EventArgs args)
      {
        // This handles the event firing to the SubscriberInfo class. In turn, the
        // SubscriberInfo object will invoke the actual delegate. The SubscriberInfo
        // object will determine whether the delegate shoul dbe called synchronously
        // or asynchronously.
        if(this.EventHandler != null)
        {
          this.EventHandler(sender, topicName, args);
        }
      }

      #endregion
    }

    #endregion

    #region Inner class for EventPublisherInfo

    public class EventPublisherInfo
    {
      #region Variables

      private EventManagerEventInfo _evInfo;
      private WeakReference _objectRef;
      private string _topicName; // the upper-cased name
      private string _displayName; // used to generate context menus at runtime

      #endregion

      #region Constructors

      private EventPublisherInfo()
      {
        this._objectRef = null;
      }

      public EventPublisherInfo(EventManagerEventInfo evInfo, string topicName) : this()
      {
        this._evInfo = evInfo;
        this.DisplayName = topicName;
        this._topicName = topicName.ToUpper();
      }

      public EventPublisherInfo(EventManagerEventInfo evInfo, string topicName, object objectRef) : this(evInfo, topicName)
      {
        this._objectRef = new WeakReference(objectRef);
      }

      #endregion

      #region Properties

      public WeakReference Publisher
      {
        get { return (this._objectRef.IsAlive == true) ? this._objectRef : null; }
        set { this._objectRef = value; }
      }

      public string DisplayName
      {
        get { return this._displayName; }
        set { this._displayName = value; }
      }

      #endregion
    }

    #endregion

    #region Inner class for EventSubscriberInfo

    public class EventSubscriberInfo
    {
      #region Variables

      private EventManagerEventInfo _eventInfo; // ref back to the holding container
      private WeakReference _objectRef;
      private MethodInfo _methodInfo; // The method that the event firer should Invoke
      private bool _isBackground;
      private EventManagerEventHandler _delegateForAsync;

      private string _topicName; // we may have wildcards
      private bool _hasWildcards; // to help determine whether to use RegEx or not

      #endregion

      #region Constructors

      private EventSubscriberInfo()
      {
        this._objectRef = null;
        this._isBackground = false;
        this._hasWildcards = false;
      }

      public EventSubscriberInfo(EventManagerEventInfo evInfo, string topicName) : this()
      {
        this._eventInfo = evInfo;
        this.TopicName = topicName; // use the property so that formatting is done
      }

      public EventSubscriberInfo(EventManagerEventInfo evInfo, string topicName, object objectRef) : this(evInfo, topicName)
      {
        this._objectRef = new WeakReference(objectRef);
      }

      public EventSubscriberInfo(EventManagerEventInfo evInfo, string topicName, object objectRef, bool isBackground, MethodInfo mi) : this(evInfo, topicName, objectRef)
      {
        this._isBackground = isBackground;
        this._methodInfo = mi;

        if(isBackground)
        {
          this._delegateForAsync = (EventManagerEventHandler) Delegate.CreateDelegate(typeof (EventManagerEventHandler), objectRef, mi.Name);
        }

      }

      #endregion

      #region Properties

      public object Subscriber
      {
        get { return (this._objectRef.IsAlive) ? this._objectRef.Target : null; }
      }

      public bool IsBackground
      {
        get { return this._isBackground; }
        set { this._isBackground = value; }
      }

      public string TopicName
      {
        get { return this._topicName; }
        set { this._topicName = FormatTopicName(value); }
      }

      public bool HasWildcards
      {
        get { return this._hasWildcards; }
      }

      #endregion

      #region Methods

      private string FormatTopicName(string topic)
      {
        // We want to make things easy for matching publishers and sunscribers.
        // 1) We always use upper-case topic names.
        // 2) Replace the dots with slashes so that the dot is not taken as a regexp
        //    character by the pattern matcher.
        // 3) Let us know whether this topic has a wildcard in it so we know whether
        //    to use the slow regexp matcher or the faster Equals operator.
        if(topic.IndexOfAny(new char[] {'*'}) >= 0)
          this._hasWildcards = true;

        return topic.Replace('.', '/').ToUpper();
      }

      #endregion

      #region Event Firing

      /// 

      /// This gets called whenever the event manager fires an event.
      /// This does the hard work in event firing. It eventually calls
      /// the subscriber's delegate in order to process the event. it also determines
      /// whether the delegate should be called synchronously or asynchronously.
      /// 
      /// 
      /// 
      /// 
      /// 
      // 
      public bool OnPublisherFired(object sender, string topicName, EventArgs args)
      {
        // If the object that this subscriber is bound to has been garbage-collected, then
        // remove the subscriber from the EventInfo's subscriber list and return.
        if(this.Subscriber == null)
        {
          this._eventInfo.RemoveSubscriber(this);
          return true;
        }

        if(this.IsBackground)
        {
          AsyncFire asyncFire = new AsyncFire(InvokeDelegate);
          asyncFire.BeginInvoke(this._delegateForAsync, new object[] {sender, topicName, args}, new AsyncCallback(Cleanup), null);
        }
        else
        {
          object oRet = this._methodInfo.Invoke(this.Subscriber, new object[] {sender, topicName, args});
          if(oRet is Boolean)
            return (bool) oRet;
        }

        return true;
      }

      private void InvokeDelegate(Delegate del, object[] args)
      {
        ISynchronizeInvoke synchronizer = del.Target as ISynchronizeInvoke;
        if(synchronizer != null) // Requires thread affinity
        {
          if(synchronizer.InvokeRequired)
          {
            synchronizer.Invoke(del, args);
            return;
          }
        }

        // Not requiring thread afinity or invoke is not required
        del.DynamicInvoke(args);
      }

      private void Cleanup(IAsyncResult asyncResult)
      {
        asyncResult.AsyncWaitHandle.Close();
      }

      #endregion
    }

    #endregion
  }
}

©2006 Marc Adler - All Rights Reserved

Event Manager Code - EventManagerArgs.cs

These are two minor argument classes that are used to send information from the event publisher to the subscriber. The args are sent as the third parameter in the EventManager.Fire() function.

using System;

namespace Magmasystems.EventManager
{
 /// 

 /// Summary description for EventManagerArgs.
 /// 
 public class EventManagerArgs : EventArgs
 {
  public EventManagerArgs()
  {
  }
 }

        // This is used to pass string data between the publisher and subscriber
 public class EventManagerMessageArgs : EventManagerArgs
 {
  private string _message;
  
  public EventManagerMessageArgs(string msg)
  {
   this._message = msg;
  }

  public string Message
  {
   get { return this._message; }
  }
 }
}

©2006 Marc Adler - All Rights Reserved

Event Manager Code - EventSubscriberAttribute.cs

The EventSubscriberAttribute is used to decorate a C# function that is the recipient of a subscribed event from our event manager. The topic name can be a wildcard string, just like Tibco. For instance, to subscribe to all actions that happen to a trade, you can subscribe to topic "TradingSystem.Trade.*".

Notice that the attribute is declared with AllowMultiple=true. This lets a function have multiple subscription declarations.

The final thing to notice is the IsBackground flag. If a subscriber is declared with IsBackground=true, then the event will be dispatched to the subscriber on a worker thread (internally, Begin/EndInvoke is used).

Here is the code:

using System;

// --------------------------------------------------------------------
//
// This code is (C) Copyright 2005 Marc Adler
//
// --------------------------------------------------------------------

namespace Magmasystems.EventManager
{
 /// 

 /// EventSubscriberAttribute
 /// 
 [AttributeUsage(AttributeTargets.Method, AllowMultiple=true)]
 public class EventSubscriberAttribute : System.Attribute
 {
  private string _topicName;
  private bool   _isBackground;
    
  public EventSubscriberAttribute()
  {
  }

  /// 

  /// EventSubscriberAttribute
  /// 
  /// The name of the event
  public EventSubscriberAttribute(string topicName)
  {
   this._topicName    = topicName;
   this._isBackground = false;
  }
    
  public string Topic
  {
   get
   {
    return this._topicName;
   }
   set
   {
    this._topicName = value;
   }
  }

  public bool IsBackground
  {
   get
   {
    return this._isBackground;
   }
   set
   {
    this._isBackground = value;
   }
  }
 }
}

©2006 Marc Adler - All Rights Reserved

Event Manager Code - EventPublisherAttribute.cs

The EventPublisherAttribute is a C# attribute that decorates a function that publishes an internal event. Any function that publishes an event out to our little event broker should decorate itself with this attribute.For example:

[EventPublisher("Brokerage.TradingSystem.Trade.ReceivedFromBackend")]
public void OnTradeReceived(Trade trade)
{
  .......
  EventManager.Fire(this, "Brokerage.TradingSystem.Trade.ReceivedFromBackend", 
                    tradeArgs);
}

Here is the code:

using System;
// --------------------------------------------------------------------
//
// This code is (C) Copyright 2005 Marc Adler
//
// --------------------------------------------------------------------

namespace Magmasystems.EventManager
{
 /// 

 /// EventPublisherAttribute
 /// 
 public class EventPublisherAttribute : Attribute
 {
  private string _topicName;
  
  public EventPublisherAttribute()
  {
  }

  /// 

  /// EventPublisherAttribute
  /// 
  /// The name of the event
  public EventPublisherAttribute(string topicName)
  {
   this._topicName = topicName;
  }
  
  public string Topic
  {
   get
   {
    return this._topicName;
   }
   set
   {
    this._topicName = value;
   }
  }
 }
}

©2006 Marc Adler - All Rights Reserved

A Lightweight IntraApp Event Broker for C#/.NET

Over the years, I have managed to write a repository of interesting classes that has helped me in architecting and developing systems. Over the coming months, and as time allows, I will submit some of these classes for your use.

I wrote the EventBroker about two years ago for a trading system that had Tibco connectivity to a message bus that published quotes. I wanted a symmetrical processing model from the back end to the front end, and also, within the front end. So, I wrote a .NET/C#-based lightweight event broker that was like a min-Tibco within the GUI.

The Microsoft CAB has something similar, and when it came out, I took a few ideas from it (such as the handling of WeakReferences) and integrated it into my own Event Broker. CAB differs from mine in several respects .... namely, it has the concept of Event Scope, and it also has a different way of decorating code (it decorates event declarations, while mine decorates methods).

However, this event broker has been used in several trading systems and seems to function well.

In the next several posts, I will post the code of the Event Broker. You are free to use it as long as my copyright is maintained and proper acknowledgement is given. Also, I am anxious to hear of any improvments, enhancements and bug fixes you might make to any of the classes that I publish here. You can always reach me at magmasystems at yahoo dot com.

The Event Broker

The application uses a lightweight Publish/Subscribe (PubSub) model internally in order to notify the controller or UI layer of interesting events. A typical interesting event is a change in the underlying data model.

The mechanism that implements PubSub within the application is called the Event Broker. Event publishers and event subscribers will be automatically registered with the Event Manager by the use of customized .NET attributes.

The use of the Event Manager in no way precludes the application from doing its own event management using the standard .NET event/delegate mechanism.

Using the EventBroker in a class

Any class that wants to use the Pub/Sub capabilities of the EventBroker should do two thing.

1) Include a reference to the EventBroker's assembly. Also, reference the namespace within your class:

using Magmasystems.TradingSystem.EventManager;

2) Register the class with the EventBroker. A good place to do this is in the class' constructor. To register the class with the Event Broker, all that needs to be done is to put in the following line of code:

EventBroker.Register(this);

There are several .NET attributes that can be used to decorate functions in order to define them as either Event Publishers or Event Subscribers. When one of these attributes is constructed, the EventTopic parameter is examined. The EventTopic is added to the EventManager's internal Dictionary. A Dictionary collection is used in order to provide fast access to a particular Topic/Event pairing.

[EventPublisher(string EventTopic)]

This registers a function or class to be an event publisher. The class will publish an event with a specific name. Any subscribers to that topic will be notified.

[EventSubscriber(string EventTopic, options)]

This registers a subscriber to an event. The attribute should be placed directly above the function that will be used as the event handler. The options can be one of the following:
* Background - the handler is called asynchronously

The string-based topic name can be the actual name of a published topic, or it can be a wildcarded topic like "Magmasystems.TradingSystem.Trade.*".

To fire an event, the static method EventManager.Fire() is called

EventManager.Fire(object obj, string eventTopic, EventArgs args);

Event handlers have the signature:

public delegate bool EventManagerEventHandler(object sender,
string topicName, EventArgs e);


Here is a piece of code that publishes an event (The recipient could be a controller that processes events from views and from the models):


[EventPublisher("Magmasystems.TradingSystem.Controller.Action.GetTrades")]
private void GetTrades()
{
GetTradeArgs args = new GetTradeArgs();
args.CUSIP = "12345";
EventBroker.Fire(this, "Barcap.Gcdit.Odc.Controller.Action.GetTrades", args);
}

Here is a piece of code from a controller that subscribes to an event


[EventSubscriber("Magmasystems.TradingSystem.Controller.Action.GetTrades")]
public void GetTrades(object sender, string topicName, System.EventArgs e)
{
GetTradesUnitOfWork.GetTradesArgs args = e as GetTradesUnitOfWork.GetTradesArgs;
if (e == null)
return;

ExecuteAction(new GetTradesUnitOfWork(this._context.UIApplicationContext, args));
}


There is a .Net event associated with every topic that is registered. Events are really Multicast Delegates. Every subscriber to an event adds an event handler to the list of delegates. When an event is fired, the delegate list is traversed and each delegate will be invoked either synchronously or asynchronously. The options can include the Background flag. This tells the event firing mechanism that the underlying delegate should be invoked asynchronously. If the Background flag is not present in the attribute declaration, then the underlying delegate will be invoked synchronously.


Guidelines for Usage

Any class can publish an event, and any class can subscribe to that event. The event bus is global to the entire application.

The line of code that registers a class with the EventBroker is best put in the constructor of the Base Class.

Following our adoption of a namespace convention, we have also adopted a general naming convention for events. This convention is:

companyname.department.application.domainobject.action




©2006 Marc Adler - All Rights Reserved

Note To Self - Traversing Rows in a Single Band

I am not really a hardcore Infragistics person. I find it amazing that some of the features that I consider essential in their UltraWEBGrid offering are not found in their UltraWINGrid product.

I am writing a prototype of an app that has multiple levels of grouping. I need to be able to double-click on the column header of a band, and have it do something to only the rows in that band. For instance, if the user double-clicks on the column that says 'Selected', then I want every checkbox in that group to be toggled without affecting the rows in any other group.



Sounds easy, right? Find out which header you double-clicked on, and then get the child rows that are associated with that header. The problem is that headers are not considered true rows within UltraWinGrid. They are "UI Elements". They do not have references to the rows that are directly beneath them.

After a while of messing around with the HeaderDoubleClicked event, I finally decided to base my procesing off of the MouseDoubleClick event.

Here is what I finally came up with after a few hours of tinkering around. (By the way, the function 'ToggleSelected' is a good way of walking down the entire tree of rows in a grouped grid.)

private UltraGridRow m_firstRowOfTheHeaderThatWasDoubleClickedOn = null;

private void dgTrades_MouseDoubleClick(object sender, MouseEventArgs e)
{
  Infragistics.Win.UIElement element =
  this.dgTrades.DisplayLayout.UIElement.ElementFromPoint(new Point(e.X, e.Y));
  if (element != null)
  {
    this.CalcGridRowForDblClick(element);
    if (element is Infragistics.Win.TextUIElement)
    {
      HeaderBase hdr = element.GetContext(typeof(HeaderBase)) as HeaderBase;
      if (hdr != null)
        this.dgTrades_DoubleClickHeader(hdr);
    }
  }
}


private void dgTrades_DoubleClickHeader(HeaderBase hdr)
{
  if (hdr.Column.Key == "Selected")
  {
    if (this.m_firstRowOfTheHeaderThatWasDoubleClickedOn != null)
      this.ToggleSelected(e.Header, 
                          this.m_firstRowOfTheHeaderThatWasDoubleClickedOn);
  }

  this.m_firstRowOfTheHeaderThatWasDoubleClickedOn = null;
}



private void ToggleSelected(HeaderBase header, UltraGridRow row)
{
  if (row == null)
    return;
  
  UltraGridBand band = header.Band;
  UltraGridRow childRow = row.GetChild(ChildRow.First, band);
  if (childRow == null)
  {
    // May be a leaf node
    UltraGridColumn colSelected = band.Columns["Selected"];
    if (colSelected == null)
      return;
    int idx = colSelected.Index;
    for (; row != null; row = row.GetSibling(SiblingRow.Next, false))
    {
      row.Cells[idx].Value = !((bool)row.Cells[idx].Value);
    }
  }
  else
  {
    // Is a non-leaf node
    this.ToggleSelected(header, childRow);
    this.ToggleSelected(header, row.GetSibling(SiblingRow.Next, false));
  }
}


private UltraGridRow CalcGridRowForDblClick(Infragistics.Win.UIElement uiElement)
{
  this.m_firstRowOfTheHeaderThatWasDoubleClickedOn = null;
  
  if (uiElement == null)
  return null;

  object elementContext = uiElement.GetContext(typeof(UltraGridRow));
  if (elementContext == null)
    return null;

  UltraGridRow row = elementContext as UltraGridRow;
  if (row != null)
    this.m_firstRowOfTheHeaderThatWasDoubleClickedOn = row;
  return row;
}

It works. The key was the UIElement.GetContext() function, which I finally found by reading a two sentence Knowledge Base article on the Infragistics website.

©2006 Marc Adler - All Rights Reserved

RIP: Doug Walker (Alien Planetscapes)

Doug Walker, long-time mainstay of the New York Spacerock scene and founder of the band Alien Planetscapes, passed away Tuesday April 4th at home. Doug had a heart condition for several years, and it finally caught up to him.

Doug was one of my oldest friends. I met Doug in 1975, and played in several seminal free-jazz bands with him in the mid to late 70's, including the great Third Sun.

Doug lost his wife Fran 2 years ago in a horrific car crash.

Doug leaves behind his son Evan, who was born three weeks after my own son.

God Bless You, Doug. Now you can jam with Robert Moog.





©2006 Marc Adler - All Rights Reserved

What is the World Coming To?

First I take a full-time job, then DonXML does!

http://donxml.com/allthingstechie/archive/2006/03/20/2609.aspx

Don and I are moving in parallel paths. We have both found small consulting companies that are staffed with people that we respect. We both feel, and been given the opportunities, to make a difference in our companies and to help grow the business.

From what I remember, Don does not like to cross the Hudson River, so I will leave him to the NJ Pharma companies while I go after the Financials!


©2006 Marc Adler - All Rights Reserved

Rules of Engagement

My Expectations from a Client

My first engagement with Finetix has just ended, and it was an eye-opener in certain respects.

I have been thinking about what I would like to include in a retrospective to the client in order to help them manage future projects successfully. Instead of enumerating what I consider to be the positives and negatives of the project, I would like to add some of the aspects to my master “Lessons Learned” list, and also to reiterate some of my long-standing project-management processes.

1) Clearly Define Roles
2) Always Be Engaged
3) Make Sure Everyone Knows Everything
4) Define A Methodology And Stick To It
5) Have The Environment Completely Set Up
6) Have Documentation Ready
7) Engage the Business Analysts and Business Users
8) Do Not Pair-Program Unless Absolutely Necessary
9) Always Have a Roadmap For Refactoring


Clearly Define Roles

If you are bringing in consultants to lead the technical team, then tell your team members and enforce the leadership. If you are expecting your consultants to be short-term body-shoppers who are coding, then tell them this up front. Do not allow incorrect perceptions to pervade the group.

There will always be bruised feelings when you bring consultants on to a project in a leadership role. We consultants completely understand this. Nobody wants their work to be reevaluated and critiqued. If the consultants are being brought in to do rearchitecture, then they must be given the power to lead the effort.

Make it clear as to who holds the trump card.


Always Be Engaged

As a project manager, make sure that you know what all of your team members are doing, and make sure that all team members know what each other is doing. Make sure that the server side and client side teams communicate. Many server-side devs have also done GUI work and vice-versa.

If you have to support a legacy version of your product, then make sure that you are able to delegate that task to certain members of the team. Have a plan to get these “legacy developers” involved with the new development. The legacy devs are subject matter experts who are important to the whole team.


Make Sure Everyone Knows Everything

As mentioned above, do not isolate the groups. Involve the Business Analysts and Business Users where appropriate. Unless there are well-defined isolation layers, make sure that you try to completely define the communication layers and formats between the client and server. If the BA’s are planning something new, have them run it by the entire team so that the team can discuss the ramifications on the architecture.


Define A Methodology And Stick To It

If you are going to do Agile or Scrum, then stick to it. If you are going to do Waterfall, then stick to it. If you are going to decide on daily standups, then stick to it.


Have The Environment Completely Set Up

Consultants get paid a lot of money, and their efforts are usually time-boxed. So, make sure that they are productive from day one. Have all user accounts set up. Have all of the software ready. If this software requires additional registration, then make sure that this is done. Make sure that there are enough licenses for the software, and make sure that support packages have been purchased.

Make sure that the computers have enough memory and enough free disk space. Developers need about 2gb of RAM and about 100gb of free hard drive space. Make sure that certain shared drives can be accessed.

Make sure that the security people in the building know that a team is starting, and to expect them. If a consultant is made to wait in the lobby while security tries to track down someone to sign them in, then this serves nobody.


Have Documentation Ready

Does the system have documentation? Use cases? Architecture docs? If not, then either prepare them or prepare for a steeper learning process.


Engage the Business Analysts and Business Users

I have talked about this before. If you are writing a trading system, then the developers should be able to have access to the traders. The developers should be able to peek over a trader’s shoulder while he is working. The developers should have a complete feel for the kind of system that a trader would like to have.

If there are BAs that the developers must interact with, then make sure that the devs and BAs have constant interaction. Make sure that the BAs know if some of their ideas will be difficult to implement.


Do Not Pair-Program Unless Absolutely Necessary

I continue to abhor pair programming. I think that it cuts down productivity in a big way. I think that the best development is done when the developer is “in the zone”, and does not have to expend energy explaining every move to someone else.

Instead, have design meetings and developer meetings. It does not have to be “Big Design Up Front”. However, if a developer is architecting a crucial module, then let him present the design to the entire team and get critiques before the effort is too far gone.


Always Have a Roadmap For Refactoring

Do you know why a product is being refactored? Does the business absolutely need it? Do you really need to rewrite an entire application from scratch?

Remember that, when you refactor an application, you need a plan to retain all of the business logic that is built in to the existing app.

Make sure that the code has comments. Make sure that there is plenty of technical documentation. Make sure that all of the business rules are documented.

Make sure that all dead code has been eliminated from the application. It is difficult to rearchitect a system if the hands of 30 different people have been in it over the years.


These are my ideal Rules of Engagement for any project that I will be on, either as a leader or as a hired hand. I would love to hear your comments.


©2006 Marc Adler - All Rights Reserved

Transition #1

My last day in the land of the Freeborn is today. Good exposure to Credit Derivs.

Starting Monday at the home of the Big Mack. Enhancing an FX system.

©2006 Marc Adler - All Rights Reserved

Garden Leave

I rode on the train this morning with a neighbor who is a Managing Director at a Wall Street firm. He is switching companies, and just handed in his resignation. However, he does not start his new position for another 90 days.

It seems that most Wall Street companies are imposing a minimum number of days that you have to stay with a firm when you give your notice. In his case, he had to give 90 days notice. However, his current employer must pay him for the entire 90 days.

His current employer wants him out of the office as fast as possible, so that he does not have the chance to do any internal recruiting. So, he gets to sit at home for 3 months and collect a paycheck.

From what he told me, this practice has been prevalent in Europe, and is just starting to make the rounds in the United States. He told me that it is referred to as "Garden Leave", because the only thing you can do for 3 months is putt around in your garden.

©2006 Marc Adler - All Rights Reserved

"On Becoming a Quant" by Mark Joshi

This was an interesting post that I found on a financial forum. For all of you who have harbored the fantasy of becomign a quant, here is a treatise on what it is like in the real world. Thanks to Mark Joshi for writing this.


ON BECOMING A QUANT
MARK JOSHI

What does a quant do?

A quant designs and implements mathematical models for the pricing
of derivatives.

What sorts of quants are there?

(1) Front office/desk quant
(2) Model validating quant
(3) Research quant
(4) Quant developer

A desk quant implements pricing models directly used by traders.
Main plusses close to the money and opportunities to move into trading.
Minuses can be stressful and depending on the outfit may not involve
much research.

A model validation quant independently implements pricing models
in order to check that front office models are correct. Plusses more
relaxed, less stressful. Minusses model validation teams can be uninspired
and far from the money.

Research quant tries to invent new pricing approaches and sometimes
carries out blue-sky research. Plusses it’s interesting and you learn a
lot more. Minusses sometimes hard to justify your existence.
Quant developer – a glorified programmer but well-paid and easy to
find a job.

All forms of quants spend a large amount (i.e. more than half) their
time programming. However, implementing new models is interesting
in itself. The standard programming approach is object-oriented C++.

A wannabe quant must learn C++.

In the UK standard sources for job adverts are www.jobserve.com
search under ”quant”, the FT appointments section on a Thursday,
and www.wilmott.com has a jobs board. A lot of adverts are from
recruitment consultants rather than from banks. It’s important to
realize that the job may not even exist – the consultant wants to get
decent candidates that he can then try to place them in banks. The
consultant gets a commission from the bank if he can place you. They
tend to have short attention spans. If you do well at the first couple of
interviews then they will work hard to get you a good job but if you
don’t they will quickly lose interest. Also, be aware their agenda is to
get a good commission rather than to help you so they will push you
at jobs on that basis.

In fact, going via a recruitment consultant is the standard way to
get a job. Quants are generally not hired as a part of the on campus
recruitment process but instead hired as they are needed by the team.
Because of this it’s not a great idea to start applying a long time before
you want to start. Obviously personal contacts should be exploited
as much as possible. Banks tend not to be into paying expenses for
interviews. One therefore needs to go to London or New York and
attempt to get as many interviews as possible as quickly as possible.
What should one learn? Standard books are

• Hull - Options future and other derivatives – comprehensive
but low level mathematically and can be frustrating for pure
mathematicians

• Baxter and Rennie – accessible introduction to martingale approach
but oriented towards theory rather than practicalitues

• Wilmott (Derivatives) – good on the PDE approach but not so
good on other approaches.

My book will be published in early 2003 and I like it, of course.
Stochastic calculus is useful but not as important as it at first appears.
Standard texts are Oksendal, and Karatzas and Shreve. It’s
hard to find the time to pick it up on the job so it’s worth learning in
advance. It’s also worth spending some time going over basic probability
theory – eg Chung’s books.

Interviewers tend to care more about understanding the basics well
than on knowing a lot. It’s also important to demonstrate genuine
interest in the field. Read the Economist and the FT or Wall Street
Journal comprehensively. It’s not unusual to ask basic calculus or analysis
questions e.g. what is the integral of log x. Asking for a derivation
of the Black-Scholes equation is very common too. They always ask
you to explain your thesis so be prepared to be able to do this.

Generally, a PhD (or almost a PhD) is a necessity to get a quant
job. I would advise against starting before it’s awarded as it tends to
be hard to get it done whilst doing a busy job.

The main challenge for a pure mathematician is to be able to get
one’s hands dirty and learning to be more focussed on getting numeric
results than on fancy theories. The main way to do this is to implement
pricing models for practice. If this doesn’t appeal you aren’t suited to
being a quant. There are quite a few ex-pure mathematicians working
in the city so it can certainly be done but there is some prejudice
towards applied maths and physics people.

How much does a quant earn? A quant with no experience will
generally get between 35 and 50k pounds. This will generally go up
fairly rapidly. Bonuses are generally a large component of total salary.
How hard does a quant work? This varies a lot. At RBS we get in
between 8.30 and 9 and go home around 6pm. The pressure varies.
Some of the American banks expect much longer hours. Wall St tends
to be more demanding than the City. In London 5 to 6 weeks holidays
is standard. In the US 2 to 3 is standard.

©2006 Marc Adler - All Rights Reserved

The Wall Street Stack Revisited

Chris pointed me to an article on the MSDN/Smart Client page. A startup company called IdeaBlade is offering much of the business object and form-binding backbone that all of us have developed in the past.

I would be interested to hear your opinions of it.

©2006 Marc Adler - All Rights Reserved

Lepus Reports

Allow me to give a shout out to Lepus Reports. I just discovered an archive of past Lepus Reports on my current client's Intranet, and have been devouring each issue with relish.

They release two reports per month; a Research Report that contains about 10 articles dealing with a specific area of financial IT, and a briefer Management Report. For instance, one article might give an overview of ECNs, talk about the current trends in ECN usage, and give a brief overview of the various vendors in that space. They will also survey a number of financial firms to find out what they are currently using.

The last few pages of each report are devoted to news, so you can find out about new products, who has changed companies, and who has bought out whom.

If I were a financial IT consultant who changed clients every few months (which I am) and needed to get up to speed on a certain domain, I would certainly reach for a Lepus Report to get a quick backgrounder.

Note: I have no connection with Lepus, other than being a satisfied reader.

©2006 Marc Adler - All Rights Reserved

Mooney N9078V

I am flying the Mooney again!

©2006 Marc Adler - All Rights Reserved

A Data Point - Senior .NET Arch/Dev Salary

Even though my resume is not in the "active" state on Monster and Dice, I still get a ton of calls from headhunters. Since coming out of my New Jersey territory, and working in New York, I now pay attention to what Wall Street dev managers, architects, and developers are making. After all, when we try to recruit candidates for Finetix, we need to be a little more than competitve with the current batch of companies.

Perhaps everyone have just gotten their new budgets approved ... perhaps it is all of the annual February job movement taking place, and new hires want to re-stock their technical teams .... but this week has been ridiculous in the number of calls and emails that I have been getting for Wall Street firms looking for solid technical talent. The same thing must be happening over in the City of London.

On Wall Street, it seems that the base salary for a senior .NET and Java architect/developer is $150,000. This must mean that the salary for a City of London position is around £100,000. (Can any London-based developer confirm this?)

Bonus is everything on Wall Street. It was shocking to hear that the bonuses for average developers at my current client around around 10%. Lehman's bonus are much, much higher, but you have to work every Saturday. UBS is around 40%.

I would love to get more data points. Please feel free to comment.



©2006 Marc Adler - All Rights Reserved

A Wish - Validators for Properties in C#

While writing a validation framework for a whole bunch of business objects this weekend, I wish I would have had the following in C#/.NET

public double Notional
{
get
{
return this._notional;
}
set
{
this._notional = value;
}
validate
{
if (this._notional <>
{
this.AddBrokenRule("A Buyer's notional cannot be negative");
return false;
}
return true;
}
}

If I called businessObject.IsValid, then all properties of the businessObject that implemented validate would be tested. Each object would automatically contain an IList of all broken business rules.

There would be support for this in the Visual Studio designer, so that I could created a resource-based string for each error message.


©2006 Marc Adler - All Rights Reserved

Boy, Things Have Changed!

When I left my position as Technical Director of a new division of SGP in March 2002, I knew that the market was starting to turn bad for consultants. Even the ones who were "known quantities" out there. I left SGP because I wanted to fulfill a dream and persue a master's degree in Percussion Performance. I had never had any downtime since graduating college and the pull of music was becoming stronger.

However, on my first day of freedom, at 8:30 AM (they did not even wait until 9), I got a call from an old colleague of mine who was forming a new company and wanted me to be CTO of it. This position carried me until the summer of 2003, when we sold the company to our biggest competitor.

During this time, I heard all sorts of horror stories about the consulting market. Nobody could find a job anywhere! At the apex of this madness, the New York Times magazine ran a story about a former high-flyer in the Internet world who was working at The Gap, selling jeans and trying to eke out a living. After we sold the company, I had about 2 months where I experienced the depths of the consulting marketplace. People with 10 years of heavy C++ were being offered $35 an hour, and were happy to take it!

Fast forward to January 2006.....

Jobs seems to be abundant in the IT field. How abundant? I just posted a help-wanted ad for Finetix, and I received a grand total of 2 replies, one of which was from a glorified computer technician. Now, Finetix happens to be a good company to work for. They have interesting projects in the Wall Street area and they pay about 10-15% over the prevailing market rate in order to get the best talent that they could find. But, seriously... 2 replies!!!

Anyone interested in working for Finetix? Send your resume to me at magmasystems@yahoo.com.

©2006 Marc Adler - All Rights Reserved