alex-groshev’s gists

alex-groshev / CustomerController.cs

Created October 15, 2015 06:42 — forked from vkhorikov/CustomerController.cs

Handling failures and input errors in a functional way

	[HttpPost]
	public HttpResponseMessage CreateCustomer(string name, string billingInfo)
	{
	Result<BillingInfo> billingInfoResult = BillingInfo.Create(billingInfo);
	Result<CustomerName> customerNameResult = CustomerName.Create(name);

	return Result.Combine(billingInfoResult, customerNameResult)
	.OnSuccess(() => _paymentGateway.ChargeCommission(billingInfoResult.Value))
	.OnSuccess(() => new Customer(customerNameResult.Value))
	.OnSuccess(

alex-groshev / gist:545826470ed4f174dfd8

Created May 18, 2015 11:52

Invoking multiple handlers periodically from Topshelf Windows Service (using System.Threading.Timer) using Reflection

	using System;
	using System.Collections.Generic;
	using System.Threading;
	using Topshelf;

	namespace ConsoleApplication
	{
	public interface IProcess
	{
	void Perform();

alex-groshev / gist:1e047950cb9b2d12c212

Created May 15, 2015 11:43

Invoking multiple handlers periodically from Topshelf Windows Service (using System.Threading.Timer)

	using System;
	using System.Collections.Generic;
	using System.Threading;
	using Topshelf;

	namespace ConsoleApplication
	{
	public interface IProcess
	{
	void Perform();

alex-groshev / gist:fbb61d65fd201a2ec8f7

Created May 11, 2015 17:08

Invoking multiple handlers periodically from Topshelf Windows Service (using System.Timers.Timer)

	using System;
	using System.Collections.Generic;
	using System.Timers;
	using Topshelf;

	namespace ConsoleApplication
	{
	public interface IProcess
	{
	void ProcessHandler(object o, ElapsedEventArgs args);

alex-groshev / gist:73deba021028ac6642c8

Created May 8, 2015 16:33

Cumulative (or expanding) and moving averages in C# Deedle

	// insert into the same Frame
	f.AddColumn("Column_CMA", Stats.expandingMean(f.GetColumn<double>("Column")));
	f.AddColumn("Column_MVA3", Stats.movingMean(3, f.GetColumn<double>("Column")));
	f.AddColumn("Column_MVA7", Stats.movingMean(7, f.GetColumn<double>("Column")));

	// or as extension method
	public static void AddMovingAverage(this Frame<DateTime, string> source, string column, int length)
	{
	if (length < 1)
	{

alex-groshev / gist:06b1b0c55c2eb21e5a74

Created April 22, 2015 08:15

Daily Returns / SQL Server 2012+

	SELECT
	Date
	,Value
	,CAST(ROUND(100 * (Value / LAG(Value, 1, Value) OVER (ORDER BY Date) - 1), 2) AS NUMERIC(16, 2)) AS 'Return'
	FROM Totals
	ORDER BY Date;

alex-groshev / gist:efcc2c1a958df0c41e00

Last active August 29, 2015 14:17

Moving Averages / MS SQL 2012

	-- Cumulative Moving Average (CMA) and Simple Moving Average (SMA)
	SELECT
	d.Value,
	AVG(d.Value) OVER (PARTITION BY d.MetricId ORDER BY d.Id) AS 'CMA',
	AVG(d.Value) OVER (PARTITION BY d.MetricId ORDER BY d.Id ROWS 2 PRECEDING) AS 'SMA(3)',
	AVG(d.Value) OVER (PARTITION BY d.MetricId ORDER BY d.Id ROWS 6 PRECEDING) AS 'SMA(7)'
	FROM DailyTotals AS d
	WHERE
	d.DateId >= '20150101'
	AND d.MetricId = 2;

alex-groshev / gist:f1dc24fde2c7aa9f1ff3

Created February 24, 2015 13:43

How to use the LowLatency mode

	private static void LowLatencyDemo()
	{
	GCLatencyMode oldMode = GCSettings.LatencyMode;
	System.Runtime.CompilerServices.RuntimeHelpers.PrepareConstrainedRegions();
	try
	{
	GCSettings.LatencyMode = GCLatencyMode.LowLatency;
	// Run your code here...
	}
	finally

alex-groshev / gist:f433f0e0972da24c2106

Last active May 27, 2019 11:31

C# Moving averages extensions (Cumulative, Simple, Exponential).

	public static class MovingAverageExtensions
	{
	public static IEnumerable<decimal> CumulativeMovingAverage(this IEnumerable<decimal> source)
	{
	ulong count = 0;
	decimal sum = 0;

	foreach (var d in source)
	{
	yield return (sum += d) / ++count;

A.G. alex-groshev