Coding Horrors: You can gather all your technical debt into one easy framework!

The Something Awful Forums > Discussion > Serious Hardware/Software Crap > The Cavern of COBOL > Coding Horrors: You can gather all your technical debt into one easy framework!

«‹›1503 »

pigdog: Apr 23, 2004; by Smythe

shrughes posted:

Floating point for monetary values isn't necessarily a coding horror.

It's a fairly strong smell (Primitive Obsession) of a coding horror. Money isn't just a number. You can't handle monetary amounts the same way as any old floating point value, i.e. round them up and down by common math rules, and in many cases there are concepts such as currencies to keep track of. In most applications it's very appopriate to represent money with a dedicated class.

# ? Jun 30, 2012 23:54

Adbot: ADBOT LOVES YOU

# ? May 21, 2024 01:36

PrBacterio: Jul 19, 2000

shrughes posted:

Floating point for monetary values isn't necessarily a coding horror.

Yes it is, what are you talking about? Even though in that case I hadn't even noticed it at first because of the bigger horrors that are present in that example :eng99:

# ? Jul 1, 2012 00:52

ijustam: Jun 20, 2005

shrughes posted:

Floating point for monetary values isn't necessarily a coding horror.

oh man here we go :can:

# ? Jul 1, 2012 00:57

shrughes: Oct 11, 2008; (call/cc call/cc)

PrBacterio posted:

Yes it is, what are you talking about? Even though in that case I hadn't even noticed it at first because of the bigger horrors that are present in that example

Realtime trading systems, apparently.
http://news.ycombinator.com/item?id=4161178

# ? Jul 1, 2012 00:57

Hammerite: Mar 9, 2007; And you don't remember what I said here, either, but it was pompous and stupid.; Jade Ear Joe

shrughes posted:

Realtime trading systems, apparently.
http://news.ycombinator.com/item?id=4161178

But that's a drastically different context to what is suggested by "double salary = ...", if not something of an exceptional case. Are there any situations in which it would be sensible to represent somebody's salary or hourly wage with a floating-point number?

# ? Jul 1, 2012 01:09

Bhaal: Jul 13, 2001; I ain't going down alone; Dr. Infant, MD

I think his point is more that, like the use of goto, representing monetary values as floats isn't an automatic horror.

# ? Jul 1, 2012 01:30

hobbesmaster: Jan 28, 2008

shrughes posted:

Realtime trading systems, apparently.
http://news.ycombinator.com/item?id=4161178

That looks like a good way to be ruined in an audit.

It may be at least not fundamentally a horrible idea if you're doing statistics or something and not accounting.

# ? Jul 1, 2012 01:35

Jabor: Jul 16, 2010; #1 Loser at SpaceChem

hobbesmaster posted:

That looks like a good way to be ruined in an audit.

Not really? In terms of deciding which trades to perform you don't actually need the exact values. And no-one audits your HFT algorithms.

Essentially, floating-point is fine if using an approximation of the actual amount is fine. In most cases where money is used (e.g. accounting) that's definitely not the case, but in some cases (such as the decision-making part of HFT), it is acceptable.

# ? Jul 1, 2012 01:39

hobbesmaster: Jan 28, 2008

Jabor posted:

Not really? In terms of deciding which trades to perform you don't actually need the exact values. And no-one audits your HFT algorithms.

Essentially, floating-point is fine if using an approximation of the actual amount is fine. In most cases where money is used (e.g. accounting) that's definitely not the case, but in some cases (such as the decision-making part of HFT), it is acceptable.

I misread that, I thought thy were talking about executing trades using floating point for a moment there.

That would be the not accounting statistics I said was an exception... Using doubles for a salary in an example is a horror though.

# ? Jul 1, 2012 01:42

trex eaterofcadrs: Jun 17, 2005; My lack of understanding is only exceeded by my lack of concern.

shrughes posted:

Realtime trading systems, apparently.
http://news.ycombinator.com/item?id=4161178

That's not "real money" at that stage and I'll bet you the systems that reconcile the trades on the back end and hand out money are arbitrary precision.

# ? Jul 1, 2012 02:11

Doc Hawkins: Jun 15, 2010; Dashing? But I'm not even moving!

shrughes posted:

Floating point for monetary values isn't necessarily a coding horror.

trex eaterofcadrs posted:

That's not "real money"

Doc Hawkins fucked around with this message at 05:10 on Jul 1, 2012

# ? Jul 1, 2012 05:04

Malloc Voidstar: May 7, 2007; Fuck the cowboys. Unf. Fuck em hard.

bitcoin is a horror but (mostly) not a coding one and it doesn't use FP to store values

# ? Jul 1, 2012 05:10

het: Nov 14, 2002; A dark black past
is my most valued
possession

Aleksei Vasiliev posted:

bitcoin is a horror but (mostly) not a coding one and it doesn't use FP to store values

At least one of the sites actually did use floating point for values, which is what I'm assuming Doc Hawkins is referencing.

# ? Jul 1, 2012 05:24

Zombywuf: Mar 29, 2008

shrughes posted:

Realtime trading systems, apparently.
http://news.ycombinator.com/item?id=4161178

quote:

For simple accounting, it wouldn't be slower. The issue is analytical code, e.g.:
code:
    int price = getPrice(symbol);
    double signal = exp(...) * ((double)price);
    if (signal > threshold) {
        buy(symbol);
    }
The point is to avoid converting from int to double every single time you need to do a calculation.

Do they not teach fixed point arithmetic in schools any more?* There's not even a mention of floats being useful for vectorising on modern CPUs, you know, modern like made in the last 10 years.

Given the trillions of HFT transactions that go on every day (hour?), I wonder what the total dollar amount of rounding error is present in our financial system.

* disclaimer: I was never taught fixed point arithmetic in school, but I'd at least heard of it.

# ? Jul 1, 2012 18:28

baquerd: Jul 2, 2007; by FactsAreUseless

Zombywuf posted:

Given the trillions of HFT transactions that go on every day (hour?), I wonder what the total dollar amount of rounding error is present in our financial system.

Regardless of what is being used for HFT trading, the EOD accounting is still done with systems that track every last fraction of a cent actually made/lost so it won't really be that much.

# ? Jul 1, 2012 18:44

Bruegels Fuckbooks: Sep 14, 2004; Now, listen - I know the two of you are very different from each other in a lot of ways, but you have to understand that as far as Grandpa's concerned, you're both pieces of shit! Yeah. I can prove it mathematically.

baquerd posted:

Regardless of what is being used for HFT trading, the EOD accounting is still done with systems that track every last fraction of a cent actually made/lost so it won't really be that much.

a bigger wtf moment I ever in commercial development had involved sorting a list of points in a class where x/y/z coordinates were stored as doubles. I wrote an algorithm that would sort by x coordinate, then y coordinate, then z coordinate... I got very, very weird results.

# ? Jul 1, 2012 19:10

Zombywuf: Mar 29, 2008

baquerd posted:

Regardless of what is being used for HFT trading, the EOD accounting is still done with systems that track every last fraction of a cent actually made/lost so it won't really be that much.

It's more a critique of the efficient market hypothesis.

# ? Jul 1, 2012 19:21

Mustach: Mar 2, 2003; In this long line, there's been some real strange genes. You've got 'em all, with some extras thrown in.

Tangential: Doesn't at least one HFT group use OCaml, the language where you can't bat an eye at a float without boxing it?

# ? Jul 1, 2012 23:37

trex eaterofcadrs: Jun 17, 2005; My lack of understanding is only exceeded by my lack of concern.

Mustach posted:

Tangential: Doesn't at least one HFT group use OCaml, the language where you can't bat an eye at a float without boxing it?

Jane St Capital IIRC

# ? Jul 2, 2012 00:12

Golbez: Oct 9, 2002; 1 2 3!
If you want to take a shot at me get in line, line
1 2 3!
Baby, I've had all my shots and I'm fine

My general notion has been, for my web app, I'm fine with displaying currency as a float (since that's what PHP's money_format() does, which might be a horror in itself, and the precision is more than sufficient for the currency values I'm dealing with), but never do math on it as a float. There's a reason PHP has the bcmath extension. Even better would be if PHP gave us a currency datatype, but we have what we have.

# ? Jul 2, 2012 02:34

ultramiraculous: Nov 12, 2003; "No..."; Grimey Drawer

Mustach posted:

Tangential: Doesn't at least one HFT group use OCaml, the language where you can't bat an eye at a float without boxing it?

Wow, I wouldn't believe it if I hadn't seen their blog where they're still bragging about it. I mean granted it's probably a typical finance office where their HFT guy is literally just that one guy feeding numbers into a black box.

If you're going to build a high-performance system on something that likes to box and generally isn't C, you at least have to pick something on the JVM. There's no way the ~~massive~~ OCaml community is producing anything like Hotspot to make your boxing work faster.

# ? Jul 2, 2012 05:03

Plorkyeran: Mar 22, 2007; To Escape The Shackles Of The Old Forums, We Must Reject The Tribal Negativity He Endorsed

ultramiraculous posted:

Wow, I wouldn't believe it if I hadn't seen their blog where they're still bragging about it. I mean granted it's probably a typical finance office where their HFT guy is literally just that one guy feeding numbers into a black box.

If you're going to build a high-performance system on something that likes to box and generally isn't C, you at least have to pick something on the JVM. There's no way the ~~massive~~ OCaml community is producing anything like Hotspot to make your boxing work faster.

lol

# ? Jul 2, 2012 05:51

takamoron: Mar 27, 2011; practice nonviolence plz

ultramiraculous posted:

Wow, I wouldn't believe it if I hadn't seen their blog where they're still bragging about it. I mean granted it's probably a typical finance office where their HFT guy is literally just that one guy feeding numbers into a black box.

If you're going to build a high-performance system on something that likes to box and generally isn't C, you at least have to pick something on the JVM. There's no way the ~~massive~~ OCaml community is producing anything like Hotspot to make your boxing work faster.

Isn't the idea in using OCaml or Haskell that they allow for better/ easier parallelization, and that is something that HFT relies on for speed?

# ? Jul 2, 2012 05:55

hobbesmaster: Jan 28, 2008

takamoron posted:

Isn't the idea in using OCaml or Haskell that they allow for better/ easier parallelization, and that is something that HFT relies on for speed?

Yes. Haskell beats OCaml hands down though...

# ? Jul 2, 2012 06:10

MononcQc: May 29, 2007

OCaml is usually pretty bad for parallel computing due to having a GIL that shits a lot of stuff up.

As far as I know, OCaml is fast due to its apparently good compiler that can optimizes lots of stuff due to its type system. MLs and their derivatives have had some pretty interesting compiler research through the years. I figure (pure speculation) that this helped OCaml's compiler indirectly.

# ? Jul 2, 2012 06:32

ymgve: Jan 2, 2004; Offensive Clock

Isn't HFT the guys that send half a network packet out on the wire before they even know what's going in it? I'm surprised they use something other than pure assembly.

# ? Jul 2, 2012 06:37

MononcQc: May 29, 2007

ymgve posted:

Isn't HFT the guys that send half a network packet out on the wire before they even know what's going in it? I'm surprised they use something other than pure assembly.

Well, you also want to have as few errors as possible when handling money like that. I figure a high level language is more useful in that perspective.

E: OCaml works well with Coq, a tool for formal proofs.

MononcQc fucked around with this message at 06:50 on Jul 2, 2012

# ? Jul 2, 2012 06:43

hobbesmaster: Jan 28, 2008

ymgve posted:

Isn't HFT the guys that send half a network packet out on the wire before they even know what's going in it? I'm surprised they use something other than pure assembly.

I imagine there are different levels of hft, not all types of hft can rely on that kind of stuff.

# ? Jul 2, 2012 08:18

etcetera08: Sep 11, 2008

https://bugs.php.net/bug.php?id=18556

Ten years later...

# ? Jul 2, 2012 09:53

Hammerite: Mar 9, 2007; And you don't remember what I said here, either, but it was pompous and stupid.; Jade Ear Joe

etcetera08 posted:

https://bugs.php.net/bug.php?id=18556

Ten years later...

quote:

Why is this bug still not fixed? Not only class names are affected but function names aswell:

<?php
setlocale(LC_ALL, 'tr_TR.UTF-8');

class InfoBlob {

public static function Intresting() {
return 'is it not?';
}
}

echo (infoBlob::intresting()); // works lowercase i function and class.
echo (infoBlob::Intresting()); // fails uppercase i function
echo (InfoBlob::intresting()); // fails uppercase i class
?>

PHP: Intresting, is it not?

# ? Jul 2, 2012 10:51

Zombywuf: Mar 29, 2008

ymgve posted:

Isn't HFT the guys that send half a network packet out on the wire before they even know what's going in it? I'm surprised they use something other than pure assembly.

Well, you have to wonder if they really are the atomic superman coders they claim to be. Most high finance types think of themselves as gods amongst men, I suspect that the HFT guys have no more idea what they're doing that the rest of the tech industry.

# ? Jul 2, 2012 11:58

SirViver: Oct 22, 2008

Hammerite posted:

PHP: Intresting, is it not?

Well, to be fair, Turkish upper/lowercase behavior is a common trap. Of course this doesn't excuse it still not being fixed.

E: \/\/\/ :downs:

SirViver fucked around with this message at 12:15 on Jul 2, 2012

# ? Jul 2, 2012 12:00

that awful man: Feb 18, 2007; YOSPOS, bitch

SirViver posted:

Well, to be fair, Turkish upper/lowercase behavior is a common trap. Of course this doesn't excuse it still not being fixed.

They misspelled "interesting".

# ? Jul 2, 2012 12:09

qntm: Jun 17, 2009

etcetera08 posted:

https://bugs.php.net/bug.php?id=18556

Ten years later...

The real horror is that function calls are case-insensitive :psyduck:

# ? Jul 2, 2012 12:24

hobbesmaster: Jan 28, 2008

qntm posted:

The real horror is that function calls are case-insensitive

FORTRAN would like a word.

# ? Jul 2, 2012 12:26

that awful man: Feb 18, 2007; YOSPOS, bitch

qntm posted:

The real horror is that function calls are case-insensitive

There's nothing wrong with case-insensitive identifiers.

The real horror is that function names are case-insensitive, but variable names aren't.

# ? Jul 2, 2012 12:30

Golbez: Oct 9, 2002; 1 2 3!
If you want to take a shot at me get in line, line
1 2 3!
Baby, I've had all my shots and I'm fine

that awful man posted:

There's nothing wrong with case-insensitive identifiers.

The real horror is that function names are case-insensitive, but variable names aren't.

Variable names aren't, but array keys are.

# ? Jul 2, 2012 13:39

Hammerite: Mar 9, 2007; And you don't remember what I said here, either, but it was pompous and stupid.; Jade Ear Joe

Golbez posted:

Variable names aren't, but array keys are.

code:

$x = 'fart';
echo $X, 'poop', $x;
$y['butt'] = 'fart';
echo $y['BUTT'], 'poop', $y['butt'];

code:

<br />
<b>Notice</b>:  Undefined variable: X  on line <b>2</b><br />
poopfart<br />
<b>Notice</b>:  Undefined index: BUTT  on line <b>4</b><br />
poopfart

# ? Jul 2, 2012 13:48

Golbez: Oct 9, 2002; 1 2 3!
If you want to take a shot at me get in line, line
1 2 3!
Baby, I've had all my shots and I'm fine

Hammerite posted:

code:

$x = 'fart';
echo $X, 'poop', $x;
$y['butt'] = 'fart';
echo $y['BUTT'], 'poop', $y['butt'];

code:

<br />
<b>Notice</b>:  Undefined variable: X  on line <b>2</b><br />
poopfart<br />
<b>Notice</b>:  Undefined index: BUTT  on line <b>4</b><br />
poopfart

OK, so variable names are. :P

# ? Jul 2, 2012 14:39

Adbot: ADBOT LOVES YOU

# ? May 21, 2024 01:36

Thermopyle: Jul 1, 2003; ...the stupid are cocksure while the intelligent are full of doubt. �Bertrand Russell

Zombywuf posted:

Well, you have to wonder if they really are the atomic superman coders they claim to be. Most high finance types think of themselves as gods amongst men, I suspect that the HFT guys have no more idea what they're doing that the rest of the tech industry.

I wonder if they're like a lot of really smart guys in professions that use programming rather than being in a profession about programming. Take the typical¹ code written by a scientist...yuck.

¹ Not that I have a lot of experience looking at scientific code, but the little bit that I have is not pretty.

# ? Jul 2, 2012 14:50

The Something Awful Forums > Discussion > Serious Hardware/Software Crap > The Cavern of COBOL > Coding Horrors: You can gather all your technical debt into one easy framework!

«‹›1503 »