guilespi

Datomic pro with Postgresql Setup

Prep

• Get evaluation license key : http://my.datomic.com/eval/request
• Download pro version : http://downloads.datomic.com/pro.html

Setups

1. Dev mode setup

guilespi

(defn validate-mappings
  "Validates each mapped import is for an
   existent field in the specified company"
  [fields headers mappings]
  (letfn [(found? [list element] (< (.indexOf list element) 0))]
    (filter (fn [[header field]]
              (or (found? headers header)
                  (found? fields field)))
            mappings)))

guilespi

;; Datomic example code
(use '[datomic.api :only (db q) :as d])

;; ?answer binds a scalar
(q '[:find ?answer :in ?answer]
   42)

;; of course you can bind more than one of anything
(q '[:find ?last ?first :in ?last ?first]
   "Doe" "John")

guilespi

(defmethod validation/valid-field? :document-MX
  [{value :value}]
  (let [match (re-find #"(?i)(^[a-z]{2})([a-z])([a-z])(\d{6})(H|M)([a-z]{2})([a-z]{3})(\d{2})$" value)]
    match))

(defmethod validation/valid-field? :document-UY
  [{value :value}]
  (when-let [[_ number digit] (re-find #"^(\d{7})-(\d)$" value)]
    (let [m [2 9 8 7 6 3 4]
          c (map #(utils/str->int (str %)) number)

guilespi

(defn get-NYSE-days
  "Create a set of timestamps between startday and endday
  that correspond to the days there was trading at the NYSE"
  [start-date end-date time-of-day]
  (let [dates-file (str *QS* "/qstkutil/NYSE_dates.txt")
        NYSE-dates (incanter.io/read-dataset dates-file)
        fmt (formatter "MM/dd/yyyy")
        dates (incanter.core/$map #(parse fmt %) :col0 NYSE-dates)]
    (set (filter (fn [d] (within? (interval start-date end-date) d))
           (map #(plus % time-of-day) dates)))))

guilespi

(defn select-value
  "Given a dataset indexed by date, returns the value corresponding to a specified column
  if existent for a specific date"
  [ds column date]
  (let [row (ds {:Date date})]
    (when-not (nil? row) (incanter.core/$ 0 column row))))

(defn get-data
  "Given a list of `symbols`, its data and a list of specific `timestamps`, builds a matrix(sequence)
  with each column corresponding to a stock and the value extracted using `column` 

guilespi

(defmacro apply-filtered
  "Given two sequences, apply a function to each pair of elements when condition is met
  anaphoras n and m exists for each indexed element

  e.g. (apply-filtered / [1 2 3] [1 0 3] when (> m 0)) => (1 nil 1)
  "
  [op a b & condition]
  `(for [x# (range (count ~a))]
    (let [n# (nth ~a x#)

guilespi

(defn run
  []
  (let [symbols ["AAPL","GLD","GOOG","$SPX","XOM"]
        start-day (date-time 2012 1 1)
        end-day (date-time 2012 12 31)
        time-of-day (hours 16)
        timestamps (get-NYSE-days start-day end-day time-of-day)
        symbols-data (read-symbols-data "Yahoo" symbols)
        adj-close-data (incanter.core/to-dataset
                        (get-data timestamps symbols (keyword "Adj Close") symbols-data time-of-day))]

guilespi

DECLARE @tagname varchar(20) = ##language:string##

select DifficultyGroup, Count(1) Total,
       avg(cast(ResponseTime as bigint)) as Average,
       stdev(cast(ResponseTime as bigint)) as StandardDev
from 
  (SELECT
         Questions.CreationDate, 
         Questions.Title, 
         Tags.TagName,

guilespi

DECLARE @tagname varchar(20) = ##language:string##

select ResponseHour, 
       avg(cast(ResponseTime as bigint)) as Average,
       stdev(cast(ResponseTime as bigint)) as StandardDev
from 
  (SELECT
         Questions.CreationDate, 
         Questions.Title,