Docker setup – part 7: Monitor uptime / status page

When running a blog or webshop, uptime monitoring becomes essential. We usually do not visit our own site 24/7, so we need some help to make sure we are notified if anything breaks. There exist many different tools for this. But one tool that I think solves this very cheap and easy is uptime robot, it is a hosted monitor service that monitors uptime for our site. How this work is explained in this article, and I will also touch on a few alternatives.

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Programming puzzles – Spy game – NPComplete

When you have worked in a specific area for a long time, many of the tasks begin to be repetitive. One way to keep sharp is to engage the brain with programming puzzles. A site that contains many puzzles is hackerrank.com. The name is a bit over the top for my taste, but they keep an extensive list of many different programming challenges.

Each challenge is solved in the programming language you choose. It makes a great way to both keep the skills up to date and practice using programming languages that you do not use that often. Especially the challenges that are rated medium and up are good for keeping your skills sharp.

I have tried to tackle one of the most difficult challenges; spy game revisited if you keep on reading there will be spoilers so if you want to solve the problem your self, please stop reading. I will implement the solution using C# .NET. You can find the code here.

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Docker setup – part 6: redundant php-fpm server

Redundant PHP-fpm service

Now the service stack has a load balancer, redundant Nginx web servers, but the PHP-fpm server is still only a single service. Most of the processing happens in the PHP-fpm server when serving a page request. The part prohibiting us from replicating the PHP-fpm service is that session data is stored in the local filesystem on the server. So if we just replicated the PHP-fpm server without replicating the sessions it would not work.

In this part, we will do the necessary changes to support a redundant PHP-fpm service.

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Integration testing in Python – RabbitMQ

When testing we mostly think about unit-testing. Even though the lines are a bit fuzzy most agree that a unit-test needs to run without any external dependencies and that it must run fast. In most cases, a unit is a single method or class that we test to see if it gives the expected output. If the unit has dependencies they should be exchanged for a test double/mock to make sure that we only test the logic inside the unit and not the workings of the dependencies.

But we can’t test everything using a unit-test. To expand our test coverage, one way to go is to use integration-tests. When using an integration we want to test how a unit interacts with other units or external dependencies.

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Quant platform – part 1: Setting up

Finance has always fascinated me. It is ripe with mathematics, very hands-on, it has a global marketplace, the assets are valued all the time. Other interesting aspects are big data, complex relations and the possibility for endless challenges as the market evolves. It is a field perfect for trying out machine learning technology, and who knows maybe hit jackpot if the findings are profitable. But that is not an initial goal.

The goal for me is to set up a platform that allows me to build different trading algorithms and evaluate them.

Initially(this article), I want to

  • Find a python library to support building and backtesting algorithms
  • Setup an evaluation method to evaluate the performance of a strategy
  • Construct a simple trading algorithm to showcase the evaluation
  • Run the system on my own laptop on demand

Further down the line I want to

  • Have a system that can generate trading signals in different markets
  • Run the system on AWS and update automatically
  • Have a web frontend which shows the performance of the algorithm(s) and the signals
  • Have the algorithms connected to a real account to do automatic trading – far into the future

Of course, this is not an exhaustive list, and many more aspects of it will, without a doubt pop up. So keep reading.

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Docker setup – part 5: cleanup

In this part the original thought was to setup the php-fpm server to be redundant and fix the problem with the db backup not running. It ended up being more of a cleanup of the setup. But I did learn many things about docker in the process.

We will cover the following things

  • How to remove a service from the docker swarm
  • Setting up a job scheduler in docker to run the backup jobs, for both files and database

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Driving alpha using alternative data: Social Sentiment, Part 1

I just viewed a webinar from Nasdaq which talks about using sentiment analysis to predict price movements in stocks. You can find the webinar here, very interesting subject. The presenter shows that the sentiment in many cases are an early predictor of the price movement. Of course the webinar is also a sales pitch for the new analytics hub that Nasdaq has build which currently consist of nine datasets, one of them are the sentiment data. All the nine datasets are in the group of “alternative data” which is all the new rage in the financial sector.

Read more to get an overview of the key points from the webinar and a few my takes on pitfalls in this area and how to do similar sentiment analysis on you own.

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Docker setup – part 4: setting up redundant http services and docker build speedup

The setup needs to be able to scale better than it is capable of currently. Right now the http1 and http2 are defined as two services instead of the same service with two replicas. Also the build process is a bit slow, primarily because it needs to compile php for every build. I did not succeed with this part, but I did learn a lot about the docker build cache. More about that later. I also managed to fix a few other things that bothered me. Like the php file upload limit, and updating wordpress since v4.9.1 was released since my previous deployment.

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