Software Developer in Sydney, New South Wales, Australia

Often production and reliability departments have the necessity to go back in time and analyze past process data. All SCADA packages provide trending and alarm management features. SCADA applications, though, are tailored for short term purposes, so that a new class of applications appeared in the market to overcome this limit. They are generically called historians.

The main feature of these packages is the ability to connect to field data sources, including SCADA, and maintain a long term database of significant process points or alarm events. This data is then available for post analysis or reporting purposes.

In this and the next post, I am going to present an application I developed to build such a long term database for Citect Alarms, without purchasing external packages but using only Citect, Windows and .NET development tools already available.

In this post series, I will be presenting an F# based trading back-tester. Prerequisites to understand this material are a basic understanding of financial markets trading principles and an intermediate knowledge of F#.

This first post will show a way to get market data from the internet (using Alpha Vantage). Successive posts will show charting by XPlot and a callback-based trading strategy tester facilitated by Deedle.

In this series, I am presenting another example of how to use F# in the financial industry.

Black-Scholes-Merton (from now simply Black-Scholes or BS) is a well-known name in the financial industry. It identifies a mathematical model for options pricing and derives from the surnames of the two eminent economists who primarily proposed the model.

F# is a fully fledged general purpose functional programming language for the .NET universe.

AVX2 (Advanced Vector Extensions 2) is the name given to one of the latest extensions to the x86 processors family instruction set.

We will primarily see how to implement the calculation of option prices according to the Back-Scholes model using exclusively F#. Later, we will see how to push the performance of our calculation using first C++ and then unveiling the high-level compiler layer, going down to implement the calculation using plain assembly language and optimizing manually the calculation to leverage on the AVX2 instruction set, which gives us a series of advanced CPU built-in vector instructions. In the process, we will show how to call an assembly procedure directly from F#, without passing through a C/C++ calling convention layer.

In this series, I will present a recent project I have completed, whose objective is to create a web application that embeds PBI reports. The company has a Business Intelligence (BI) team that creates PBI content based on production data saved in a few data warehouses. However, the majority of the workforce is not concerned in creating or modifying the reports, but only in seeing them, so the portal embeds the reports inside the web page and doesn’t require the user to be logged into PBI. Further to this, the navigational experience can be completely customized, while at the time of writing the customization of the native PBI portal is limited

GEMSTART is the name of a motor protection relay, but I am not talking about the Gemstart 5, but the Gemstart 3, an ancient version of the device which is out of production and one struggles to find information about. Same story for the GEMDRIVE GD2000, a Variable Frequency Drive.

Both of these products have a glorious past, but if you run out of spares you need some good luck and maybe an eBay account.

This is the production plant where this project was developed:

Big production plant, with hundreds of motors to move
Control system implemented 20+ years ago, chosen motor drivers Gemstart 3 for fixed speed, GD2000 for variable speed motors, with a Gembus capable controller (Gem 80 maybe?)
The controller gets obsolete, so it needs to be replaced
There are plenty of controllers available, with plenty of fieldbuses, but guess what? Gembus is not among them, it didn’t get the standardization attention that other fieldbuses got (like PROFIBUS, MODBUS, CAN and so on). In other words, upgrading the main controllers means replacing all your motor drivers, which is a completely different (and much more difficult) endeavor.

In this series, I am going to show how to put together F# (with its Type Provider feature), Amazon Web Services and SQL server.

Cloud computing is a manifestation of the benefits of globalization. A few years ago Windows and Linux were fierce adversaries, today we see them both (almost seamlessly) available in Microsoft Azure. Amazon Web Services are strongly committed to competing with Microsoft Azure, yet it is quite straightforward to host SQL server instances and run .NET code in AWS.

And before risking to fire-up the never-ending debate about good and evil of the globalization, here my humble opinion: “Things are not good or bad, only our use of them can be so”. Some people question technological progress as a threat; I think ignorance is the real threat. “There is only one good, knowledge, and one evil, ignorance." I couldn’t agree more.

Symptoms Checker is a bundle of components meant to ease developing applications that leverage the ApiMedic API.
The bundle is composed of three elements:
- SymptomCheckerStateless: a low-level library that encapsulates the ApiMedic Web API
- SymptomCheckerStateful: a high-level library that leverages on 1. and implements workflow state information
- SymptomCheckerApp: a cross-platform Xamarin application infrastructure that uses 2. to deliver final user applications. The Android Flavor is published for evaluation, with a basic user manual.

I worked for several private forex traders, developing both indicators and Expert Advisors. I trade forex also for myself and have developed custom indicators and EAs for that. In several cases they were quite complex, including reading feeds from third parties APIs to embed int the MT4 indicators. I did that through C++ native and C#/F# .NET based DLLs.