SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
unkpath
Topic Author
Posts: 289
Joined: January 13th, 2004, 8:44 pm

dependency graph

February 11th, 2011, 1:15 am

hi, where can I read up on dependency graphs and their use in large scale software systems?Can knowledgeable people tell me a bit about that and push vs. pull systems, etc? I know that some shops such a GS rely very heavily on that sort of design. thanks,nkpth
 
User avatar
unkpath
Topic Author
Posts: 289
Joined: January 13th, 2004, 8:44 pm

dependency graph

February 13th, 2011, 1:34 am

can't believe nobody knows or wants to talk about this. this is much more important than some discussionabout 5th order sabr expansions or some silly topic on ADE finite differencing...anybody? please.
 
User avatar
Jim
Posts: 340
Joined: February 1st, 2002, 5:20 pm

dependency graph

February 14th, 2011, 2:05 pm

One problem is that there hasn't been much written about the topics you seek. Experienced developers know about such things, but not much has been written. One book which discusses dependency graphs is John Lakos's book "Large Scale C++ Software Design", but I find that book a bit dry. Lakos discusses dependency graphs in the context of testing and software releases (i.e., if you change a module you need to test the changed module and all modules which depend upon the changed module -- if you don't manage dependencies you have to retest the whole system). It's a good, thorough treatment of the subject, but don't try to read it before bed -- it's a snoozer that will put you out faster than warm milk and a comfy blanket. Robert Martin at Object Mentor has some online article you might find useful and he is a much better read.Push vs. pull are different technique for delivering data to components which need the data. In a push architecture, some high-level program guesses what data will be needed, packages it up, and pushes it to lower level routines which work on the data. In a pull architecture, the lower level routines have access to various data provider services and pull only the data they need. The trade-off you make with one or the other is that with data push you might spend time fetching and pushing data which might never used. On the other hand, the pull approach risks having two or more routines need the same data and the provider ends up fetching twice. The key to making the pull strategy work is having data providers which do lazy loading of the data with cache support to deal with multiple fetches. But then you need intelligent caching....I hope this helps.
 
User avatar
quantmeh
Posts: 5974
Joined: April 6th, 2007, 1:39 pm

dependency graph

February 14th, 2011, 7:49 pm

maybe it's one of those useless techniques like cyclomatic complexity
 
User avatar
Jim
Posts: 340
Joined: February 1st, 2002, 5:20 pm

dependency graph

February 15th, 2011, 4:17 pm

It's not useless. It has its place in building large, long-lasting systems. If all you do is hack up quick prototypes and throw them over the wall, I'm not surprised you'd be unfamiliar with real software engineering techniques.
 
User avatar
quantmeh
Posts: 5974
Joined: April 6th, 2007, 1:39 pm

dependency graph

February 15th, 2011, 5:28 pm

QuoteOriginally posted by: Jimreal software engineering techniques.are you building Boing jumbo jet? there's no place in real life software _development_ for a _software engineering_ nonsense, unless you're building a jumbo jet or space shuttle
 
User avatar
Cuchulainn
Posts: 62608
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

dependency graph

February 16th, 2011, 8:17 am

Try Dale Carnegie.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
Traden4Alpha
Posts: 23951
Joined: September 20th, 2002, 8:30 pm

dependency graph

February 16th, 2011, 12:00 pm

QuoteOriginally posted by: quantmehQuoteOriginally posted by: Jimreal software engineering techniques.are you building Boing jumbo jet? there's no place in real life software _development_ for a _software engineering_ nonsense, unless you're building a jumbo jet or space shuttleGood grief! Well that explains all the "perpetual beta" crapware in the world today.
 
User avatar
Hansi
Posts: 3300
Joined: January 25th, 2010, 11:47 am

dependency graph

February 16th, 2011, 12:11 pm

QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: quantmehQuoteOriginally posted by: Jimreal software engineering techniques.are you building Boing jumbo jet? there's no place in real life software _development_ for a _software engineering_ nonsense, unless you're building a jumbo jet or space shuttleGood grief! Well that explains all the "perpetual beta" crapware in the world today.Agile and scrum ftw!
 
User avatar
Traden4Alpha
Posts: 23951
Joined: September 20th, 2002, 8:30 pm

dependency graph

February 16th, 2011, 12:45 pm

QuoteOriginally posted by: HansiQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: quantmehQuoteOriginally posted by: Jimreal software engineering techniques.are you building Boing jumbo jet? there's no place in real life software _development_ for a _software engineering_ nonsense, unless you're building a jumbo jet or space shuttleGood grief! Well that explains all the "perpetual beta" crapware in the world today.Agile and scrum ftw!LOL! I looked up "scrum" and apparently its a "disorderly crowd of people or things."
 
User avatar
Hansi
Posts: 3300
Joined: January 25th, 2010, 11:47 am

dependency graph

February 16th, 2011, 12:57 pm

QuoteOriginally posted by: Traden4AlphaLOL! I looked up "scrum" and apparently its a "disorderly crowd of people or things."That pretty much sums it up. Some of my friends in web development work under this "framework" the poor things.
 
User avatar
quantmeh
Posts: 5974
Joined: April 6th, 2007, 1:39 pm

dependency graph

February 16th, 2011, 3:51 pm

QuoteOriginally posted by: HansiQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: quantmehQuoteOriginally posted by: Jimreal software engineering techniques.are you building Boing jumbo jet? there's no place in real life software _development_ for a _software engineering_ nonsense, unless you're building a jumbo jet or space shuttleGood grief! Well that explains all the "perpetual beta" crapware in the world today.Agile and scrum ftw!it's a misconception to think that 'agile' is somehow disorderly. modern 'agile' means pretty much Big Brother-like control over your life on hourly basis. i haven't seen that much hunger for control in good old waterfall days. it's pretty amazing where _software engineering_ types can bring you when they have an upper hand over _programmer_ types
 
User avatar
Hansi
Posts: 3300
Joined: January 25th, 2010, 11:47 am

dependency graph

February 16th, 2011, 3:58 pm

QuoteOriginally posted by: quantmehit's a misconception to think that 'agile' is somehow disorderly. Maybe it's one of those "Everyone gets it wrong" kind of thing?
 
User avatar
quantmeh
Posts: 5974
Joined: April 6th, 2007, 1:39 pm

dependency graph

February 16th, 2011, 5:19 pm

QuoteOriginally posted by: HansiQuoteOriginally posted by: quantmehit's a misconception to think that 'agile' is somehow disorderly. Maybe it's one of those "Everyone gets it wrong" kind of thing?i don't know. what i know is that in modern day agile shop you can't go to a restroom without a JIRA ticket and a board approval, especially if it's #2
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On