##define good life: job,health,life-chances..

I will not list generic and vague items like cash asset or health.

  •  job
    • #1 factor — sense of security that I can always get a job. Ashish Singh is the first one to point it out
    • engaging, challenging job, learning something meaningful, not like java/SQL again.
    • some complexity
    • [$$] reasonable commute
  • [$$] not so much time spent on home maintenance
  • enough time to spend with kids
  • enough time for exercise
  • [$] yoga classes + other classes
  • [$] healthy and convenient diet
  • grand parents frequent visits? Very hard
  • kids not falling behind in school
  • passive income? LG2 but the more the better
  • appreciating property?
  • parks nearby, not necessarily upscale waterfront
  • [$$] clean street
  • [$$] car-freedom
  • freedom to blog everywhere .. /therapeutic/
  • ..
  • life chances
  • [$ = money can “buy”, to some extent]
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bbg-Eq: longest abbreviation #easier

Given a long word with N non-unique characters, we know there can be 2^N abbreviations (including the original word, and including the empty string).

Requirement: I give you a list of strings and you suspect some of them could be an abbreviation of your word. Find the longest string among them that’s a valid abbreviation. Optimize for time complexity.

I feel this problem appears simple but not easy to complete quickly

https://github.com/tiger40490/repo1/blob/py1/py/str/testAbbr_ez.py is my python solution, different from the c++ solution below. Not sure which has more bugs.


I started with string::find() and hit the problem of non-unique characters. Interviewer hinted char-matching — the key point I needed for this type of problem.

#include <iostream>
#include <algorithm>
#include <vector>
using namespace std;

typedef string candidate;

vector<candidate> v{"monkey","aaaaaaaaaaaaaaaaaa", "mamalon", "monk"};
string const haystack{"mamalonkey"};
size_t hsize=haystack.size();

//Tip: can use typdef alias in argument:)
bool lenComp(candidate const & a, candidate const & b){
  return a.size()<=b.size();
}
ostream & operator<<(ostream & os, vector<candidate> const & c){
  size_t const sz = c.size();
  for (int i=0;i<sz; ++i){
        os<<c[i]<<" ";
  }
  os<<endl; return os; } //single-pass 🙂 
} 

bool check1candate(candidate const & c){ 
  if (c.size() > hsize) return false;

  for(int i=0, h=0; h<hsize; ++h){
        if (c[i] == haystack[h]){
          if (i==c.size()-1) return true;
          ++i;
        }
  }
  return false;
}
int main(){
  sort(v.begin(), v.end(), lenComp);
  cout<<v; for (int i=v.size()-1; i>=0; --i){
    if (check1candate(v[i])){
        cout<<"winner is "<<v[i];
        return 0;
    }
  }
}

 

stdev measures how Fast price fluctuates

Stdev (MSExcel function name) measures dispersion in a sample. In the context of historical vol, stdev indicates

1) dispersion
2) how Fast price swings

If you plot log(periodic Price Relative) in a histogram, it will be a bell curve.  Periodic typically means “daily”, meaning we compute closingPrice(Day N)/closingPrice(Day N-1) and plot the log of these price relatives in a histogram.

Any such bell curve will Flatten (scatter) out if the sampling period lengthens from 24 hours to 7 days or 30 days, but a high historical-vol means a flat bell curve at a high sampling frequency (such as daily or hourly).

4 distinct sub-domains of financial math

Even though many real world scenarios involve more than a single topic below, it’s still practically useful if you understand one of the topics well.

* bond math including IRS, FRA…
* option
* VAR — correlation, simulation
* credit risk — essential to commercial banks, consumers, corporate borrowers… though I don’t know how much math

Every single topic is important to risk management (like the OC quant team); Half the topics are important to pre-trade pricing. For example, a lot of bond math (duration, OAS, term structure) is not that critical to pre-trade quote pricing.

All derivatives always involve more math than the underlying instrument do, partly because of the expiration built into every derivative instrument. Among derivatives, option math complexity tends to exceed swaps, futures, and forwards.

fork auto-sync

https://confluence.atlassian.com/bitbucketserver/keeping-forks-synchronized-776639961.html says

Fork syncing helps you to keep your fork in Bitbucket Server up-to-date with changes in the upstream repository. Bitbucket Server can do this automatically for all branches and tags you haven’t modified in the fork.

I guess forking (and pull request) is not a feature of GIT per se but a feature of Bitbucket and GitHUB

rebase: tips

For me, rebase is the process to reorder commits… A simple form of history rewrite.

git pull --rebase # puts your local commits to the end

How do I merge multiple Work-In-Progress commits into a single commit?

The following will take the last five commits and give you an interactive session that allows you to (optionally) merge them.

git rebase -i HEAD~4

More details are here http://gitready.com/advanced/2009/02/10/squashing-commits-with-rebase.html

revert files: various ways

I didn’t like git-revert as it complicates history. See https://www.atlassian.com/git/tutorials/undoing-changes/git-revert

How do I revert a file to remove bad commits?

git checkout HEAD -- <file or directory>

How to Revert non-commited changes

git reset --hard HEAD  # reverts tracked files back to the head
git clean -fxd .   # deletes untracked files in current dir. You may want to cd to the repository base first

[Victor] My vote for best explanation of git-reset goes to https://git-scm.com/blog/2011/07/11/reset.html. Detailed, but more readable than the manual. Many examples are useful to me.

How to Revert branches back to origin

git fetch origin
git reset --hard origin/yourBranch

git-cherry-pick commits to push to main branch

How to Cherry-Pick Commits to Push to main ‘develop’ branch

Say you are working on a feature branch with other people, with you all making commits and pushing to the remote replica of this branch. At some point you will want your commits merged with develop/production. Git does provide a method of choosing which commits you would like to push. The easiest way to explain this is with an example. We assume that all the following commands are run in a command line tool.

git checkout feature/commodity
git log -3 --pretty=oneline #look at the 3 most recent commits to the repository (includes all commits to all branches - in a nicely displayed format)
$ git log -3

Looking at this log, I want to push only the latest change to ‘develop’ branch (via a pull request), the commit associated with the e5a67d7088622dd8821dfdd8e2fafa2dc938b75c hash number. Keeping a record of this hash number I then create a new feature branch from ‘develop’ branch in Stash. Assume this new branch is called feature/cherry_pick

git fetch #update local repo to get this new branch info
git checkout feature/cherry_pick #switch to this new branch, at the moment is exactly the same as origin/develop
git cherry-pick e5a67d7088622dd8821dfdd8e2fafa2dc938b75c #where the hash number is the commit I actually want to merge into 'develop'
git commit #commit this change to the local feature/cherry_pick 
git push #push this change to the remote feature/cherry_pick branch

You can now create a pull request in Stash to merge this cherry-picked commit into ‘develop’

diff tools #BeyondCompare,Stash..

Git – diff tools (BeyondCompare, Stash …)

–Method: git diff

This is a basic but versatile tool. It looks at two commits you provide. Note each tag represents a commit. Each branch name also represents the commit at the tip of the branch.

–Method: Stash/bitbucket comparison between branches/tags

Stash supports a directional PR diff, distinct from the git-diff command. Based on the pull-request concept, Stash treats your two commits as a FROM and a TO and shows the sequence of commits between them, as if in a pull-request.
If you click the arrow to reverse the direction, then Stash will always show a different diff result!
  • If from A to B there’s a fast forward merge, then Stash PR diff from B to A would show zero commit, since such a pull request would be empty.
  • If between A and B there’s no fast-forward merge, this PR-diff would show fewer commits than git-diff.
In summary, PR-diff is directional; git-diff is directionless. This directional diff feature is kind of unique to Stash and therefore valuable.

–Method: have two local repos (clones) to check out different branches

Figure out how to clone two physical repos. After that you could use many conventional diff tools.

–Method: git diff using Beyond Compare 3

http://www.scootersoftware.com/support.php?zz=kb_vcs#gitwindows worked for me, including a 3-way merge GUI —

git mergetool feature/my_br6 origin/feature/my_br6 -- buildChoops.sh

–Method: git diff using Winmerge

see http://stackoverflow.com/questions/1881594/use-winmerge-inside-of-git-to-file-diff, updated June 2015

I hope there are similar solutions for other diff GUI tools.

–Method: download remote version as complete file, then diff that against local file

Here’s my favorite choice to diff a remote branch version vs a local branch version:

mv buildChoops.sh buildChoops.local
git checkout origin/feature/my_br6 buildChoops.sh # download the file from the remote branch into the current directory locally
... now run any diff tool between the two files

tidy up messy commits, for pull request

Git – tidy up messy commits, for pull request

A common situation: you make many incremental, quick and dirty commits on your branch, undoing and redoing changes. You don’t need to push the entire history to a shared branch like Develop.

Many solutions exist. Git offers many commands to rewrite history on a branch. Many git users use them regularly. We could use them to clean up the commits on a feature branch before pulling them into a pull request. Here are some of the methods.

This will rewrite the history of your branch, you should only do this if no one is sharing your branch (or you don’t care about them).

1st approach – rebase, if your history is clean

This example will let you interactively select from the last four commits.

git rebase -i HEAD~4
# Alternatively, specify the last-good commit:
git rebase -i e8a9cf093   # Rebase all subsequent commits

2nd approach – If your history is too complicated (many merges etc.)

git tag backup                      # we do this so that we don't lose our history
git checkout -B temp origin/develop # checkout a clean temporary branch from develop
git merge --squash <branch>         # merge our old branch in, squishing all the commits
git commit
git branch -f <branch> temp         # force the branch to point at the new commit

3rd approach – git reset and commit again

Suppose you have 5 commits to squash,

git reset --soft <a previous commit hash, or something like HEAD^5> # rollback to the named commit.
# reset --soft modifies only commit history, not work tree or index.
# Now you can look at the files involved in those 5 commits, staged for the next commit
git diff --cached --name-status
git commit -m 'your msg'
# git push ... and create pull request

All methods so far assume the complicated commit history is in local repo not on a Stash branch. If your Stash branch has stuff you want to pull into Develop, but your Stash branch has complicated history, then …

4th approach – create a pull-request candidate branch

# create the candidate_branch from Develop, on stash
git tag backup                      # we do this so that we don't lose our history
git fetch                           # will show the new branch
git checkout candidate_branch
git merge --squash old_branch       # merge our old branch in, squashing all the commits
git commit                          # the default msg shows list of files. you might want to uncomment that in the msg.
git push origin candidate_branch    # now the candidate branch is up-to-date on Stash. Ready for pull request.

5th approach – rewrite public history

Dangerous – Know what you are doing
# clean up your local branch as illustrated above
git push --force origin   your_Stash_branch    # overwrite the Stash branch and overwrite public history - Dangerous!

6th approach – edit commit message after many merges, using git-filter-branch

The git-rebase and git-cherry-pick commands often fail in the presence of a complicated history of merges, file deletes etc. Try filter-branch.

Dangerous – can modify many commit messages by accident
# clean up the branch xyz
git checkout -b xyzRewrite # Always do the rewrite on a cloned branch please
git filter-branch --force --msg-filter 'sed "s/addYENRates/[CFMQUANT-262] addYENRates/" ' e635d034ea8..HEAD

At end of the command, 1st hash is the parent of the flawed commit. 2nd hash must be HEAD (or perhaps the name of a branch).

Command should tell you the branch is rewritten. If no commit message matches the pattern, then the command would tell you the branch is left unchanged, so it’s safe if you have a typo that matches nothing.

In either case, you can then run git diff against the original branch and verify they are identical content-wise.

In this real example we were lucky the message “addYENRates” was rather unique. If it shows up on 2 commits, then both would be rewritten.