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Eugene Zhulenev ezhulenev

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ezhulenev / GatherApp
Last active August 29, 2015 13:57
import com.google.common.util.concurrent.ThreadFactoryBuilder
import java.io.ByteArrayInputStream
import java.util.concurrent.Executors
import java.util.concurrent.atomic.AtomicInteger
import scala.util.Random
import scalaz.concurrent.Task
object GatherApp extends App {
lazy val executor = {
@ezhulenev
ezhulenev / ChannelApp
Created March 11, 2014 01:32
import com.google.common.util.concurrent.ThreadFactoryBuilder
import java.io.ByteArrayInputStream
import java.util.concurrent.Executors
import java.util.concurrent.atomic.AtomicInteger
import scala.util.Random
import scalaz.concurrent.Task
import scalaz.stream._
import scalaz.stream.io._
object ChannelApp extends App {
@ezhulenev
ezhulenev / RunConcurrently.scala
Last active August 29, 2015 13:57
Scalaz-Stream Concurrent Process: http://eugenezhulenev.com/blog/2014/04/01/scalaz-stream-concurrent-process/
package pellucid.data.util
import java.util.concurrent.Executors
import java.util.concurrent.atomic.AtomicInteger
import org.joda.time.format.DateTimeFormat
import scala.util.Random
import scalaz.concurrent.Task
@ezhulenev
ezhulenev / CsvParsing.scala
Created April 4, 2014 01:07
'Functional' CSV parsing: http://stackoverflow.com/questions/22846375/a-more-functional-implementation
import java.io.ByteArrayInputStream
import scalaz.stream.io
import scalaz.std.map._
import scalaz.std.vector._
object CsvParsing extends App {
val csv =
@ezhulenev
ezhulenev / fromCallback.scala
Created April 12, 2014 19:41
scalaz-stream equivalent to Play Framework's Enumerator.fromCallback
import java.util.concurrent.atomic.AtomicInteger
import scala.concurrent.ExecutionContext.Implicits.global
import scala.concurrent.Future
import scala.concurrent.future
import scala.util.{Failure, Success}
import scalaz.concurrent.Task
import scalaz.stream.Process.End
import scalaz.stream._
import scalaz.{-\/, \/-}
@ezhulenev
ezhulenev / gist:5755eb559aad55c97425
Created June 5, 2014 15:51
Thread Pool Executors
package pellucid.dataloader.datascope
import com.google.common.util.concurrent.ThreadFactoryBuilder
import java.util.concurrent._
import java.util.concurrent.atomic.AtomicInteger
import org.slf4j.LoggerFactory
import scala.concurrent.duration._
import scala.concurrent.{Await, Future}
import scala.util.Random
@ezhulenev
ezhulenev / Mention.scala
Created October 15, 2014 15:36
/**
* Mention of focus company
*
* @param ticker ticker of focus company
* @param source source of this mention (Twitter, RSS, etc...)
* @param sourceId source specific id
* @param time time
* @param mentions set of other tickers including focus ticker itself
*/
case class Mention(ticker: Ticker, source: String, sourceId: String, time: DateTime, mentions: Set[Ticker])
@ezhulenev
ezhulenev / svm.scala
Created November 11, 2014 02:51
SVM MLLib
object SVM extends App {
import org.apache.spark.mllib.classification.SVMWithSGD
import org.apache.spark.mllib.evaluation.BinaryClassificationMetrics
import org.apache.spark.mllib.linalg.Vectors
import org.apache.spark.mllib.regression.LabeledPoint
import org.apache.spark.{SparkContext, SparkConf}
import scala.util.Random
@ezhulenev
ezhulenev / deeptreemap.scala
Created December 4, 2014 22:43
Deep TreeMap conversion
import scala.collection.immutable.TreeMap
trait ToTreeMap[A] {
type Result
def treeMap(x: A): Result
}
trait LowerPriorityToTreeMap {
implicit def plainMap[K, V](implicit ord: Ordering[K]): ToTreeMap[Map[K, V]] =
@ezhulenev
ezhulenev / debug.log
Created December 22, 2014 17:23
OrderBook dynamics log
12:20:53.549 [main] INFO c.s.dynamics.DecisionTreeDynamics$ - Load Training data from: /Users/ezhulenev/data/NYSE/EQY_US_NYSE_BOOK_20130403. Filtered: AZ
12:20:53.677 [main] DEBUG c.s.dynamics.DecisionTreeDynamics$ - Training data set [1]:
12:20:53.686 [main] DEBUG c.s.dynamics.DecisionTreeDynamics$ - - OpenBookFile(AZ,A,2013-04-03,/Users/ezhulenev/data/NYSE/EQY_US_NYSE_BOOK_20130403/openbookultraAZ_A20130403_1_of_1)
12:20:53.686 [main] INFO c.s.dynamics.DecisionTreeDynamics$ - Load Validation data from: /Users/ezhulenev/data/NYSE/EQY_US_NYSE_BOOK_20130404. Filtered: AZ
12:20:53.687 [main] DEBUG c.s.dynamics.DecisionTreeDynamics$ - Validation data set [1]:
12:20:53.687 [main] DEBUG c.s.dynamics.DecisionTreeDynamics$ - - OpenBookFile(AZ,A,2013-04-04,/Users/ezhulenev/data/NYSE/EQY_US_NYSE_BOOK_20130404/openbookultraAZ_A20130404_1_of_1)
12:20:53.699 [main] INFO c.s.dynamics.ConfiguredSparkContext - Create spark context. Master: local[2]. App Name: OrderBookDynamics
12:20:55.330 [main] INFO com.scalafi.dyna