alex-groshev

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;

alex-groshev

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

-- 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

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

// 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

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

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

alex-groshev

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

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

alex-groshev

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

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

alex-groshev

[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(