Victor Baybekov
Victor Baybekov
Rewrite this R implementation in efficient non-allocating .NET code https://gist.github.com/buybackoff/bfeb9c8959157dbf86310d383c93f00d * [ ] Should return a structure with coefficients, the current residual value, and EWVariance for the residuals with the...
We use [*A scalable reader/writer scheme with optimistic retry*](http://joeduffyblog.com/2009/06/04/a-scalable-readerwriter-scheme-with-optimistic-retry/) and it works great until one thread writes faster than `Thread.Spinwait(2) + write overhead`. With 3 it is OK, with 1-2...
* [ ] SM/ArrayConverter JSON returns exact arrays that are not powers of two, that causes problems in SM dispose/pool return. We use Read, should try ArraySegment and tweak impl...
Case: * important channel A, slow values but decision making depend on it (e.g. trade size) * fast channel B, e.g. ticks then we calculate `C = Zip(Repeat(A), Signal(B))`. But...
An eye-opening talk by Gil Tene. We already use HDR Histogram but need to make sure GC doesn't pauses result collection. https://www.youtube.com/watch?v=YpBwt-rO07o One idea is to use Spreads.IPC/Aeron to write...
Spreads library is designed for online algorithms (among other goals). Some of non-trivial ones are already implemented: [moving median with fixed length](https://github.com/Spreads/Spreads/blob/master/src/Spreads.Core/Algorithms/Online/MovingMedian.cs), [moving regression](https://github.com/Spreads/Spreads/blob/master/src/Spreads/Algorithms/Online/MovingRegression.cs) (commented out temporarily). Here is the...
There are many examples how to use ETW in System.Buffer, in RecyclableMemoryStream, etc. It is quite easy and more appropriate for performance monitoring than tracing or logging. Profilers support such...
[TypeFlattener](https://github.com/Spreads/Spreads/blob/master/src/Spreads.Core/DataTypes/TypeFlattenner.cs) already works quite well for flat structures. Buttwo enhancements are needed: 1. Check if a field is a primitive and keep its value unchanged if it is. Otherwise, check...
Maybe it should be just or only and should be used to signal a consumer that synchronous MoveNext should return true. There are cases when we do not want to...