State Machine Desing Pattern

  #region SM definition and setup

    public interface IState
    {
        void EventSink(string eventData);
        void GoToNextState();
    }

    public class StateMachine
    {
        List _states ;
        public IState CurrentState { get; set; }
        public StateMachine()
        {
            _states = new List() { new State1(this), new State2(this)};  // omited Start and End State
        }

        public void SignalEvent(string infor)
        {
            if (infor == "Start")
            {
                CurrentState = (from _ in _states where _.GetType() == typeof(State1) select _).FirstOrDefault();
            }
            CurrentState.EventSink(infor);
        }

        internal void MoveState(IState st)
        {
            if (st.GetType() == typeof(State1))  // State2 would have move to End State
                CurrentState = (from _ in _states where _.GetType() == typeof(State2) select _).FirstOrDefault();
        }
    }

    #endregion


    #region Concrete States

    public class State1 : IState
    {
        StateMachine _sm;
        public State1(StateMachine sm)
        {
            _sm = sm;
        }
        public void EventSink(string eventData)
        {
            if (eventData == "RequiredInforType1Received")
            {
                Console.WriteLine("Processing Type1 Infor");
                Console.WriteLine("Passed, move to state2");
                GoToNextState();
            }
        }

        public void GoToNextState()
        {
            _sm.MoveState(this);
        } 
  
    }


    public class State2 : IState
    {
        StateMachine _sm;
        public State2(StateMachine sm)
        {
            _sm = sm;
        }
        public void EventSink(string eventData)
        {
            if (eventData == "RequiredInforType2Received")
            {
                Console.WriteLine("Processing Type2 Infor");
                Console.WriteLine("Passed, move to end state");
                GoToNextState();
            }
        }

        public void GoToNextState()
        {
            _sm.MoveState(this);
        }
    }

    #endregion

        static void Main(string[] args)
        {
            StateMachine sm = new StateMachine();
            sm.SignalEvent("Start");
            sm.SignalEvent("RequiredInforType1Received");
            sm.SignalEvent("RequiredInforType12Received");
            
            Console.ReadKey();
        }

IoC inject data into DropDownListFor

  DropDownListFor(m=>m.Name, ViewData["TheList"] requires repeatedly build ViewData. AutoFac IoCContainer Dependency Injection Could be used to avoid duplicating these code:

(1) We need to build Referenc List Types so we can resolve a Generic Type for IoC (i.e we cannot use Enum)
(2) Dependency Inject will inject a Repository IReferenceListRepository
(3) The generic Type SelectionList  must be able to render a list of SelectItem to feed into DropDownListFor base(LinqExpression, IEnumeralb)
(4) DropDownListFor Extension can now  build a generic type using type input param

    #region Reference List types

    public class USStatesRefList : ReferenceListType { }
    public class ApppealStatusesRefList : ReferenceListType { }
    public class EscalationToRefList : ReferenceListType { }

    public class ReferenceListType
    {
        public int Id { get; set; }
        public string Description { get; set; }
        public string ShortName { get; set; }
    }

    #endregion

  #region Ref Data Repository

    public interface IReferenceListRepository
    {
        IEnumerable<T> All<T>();
    }

    public class ReferenceListRepository : IReferenceListRepository
    {
        public IEnumerable<T> All()
        {
            // TODO; Build List from Database or RavenDB
            if (typeof(T)==typeof(USStatesRefList))
            {
              List<USStatesRefList> list= new List<USStatesRefList>() { new USStatesRefList() { Id=1, ShortName="MA", Description="MASS"}, new USStatesRefList() {Id=2, ShortName="NY",Description="Empire State"}};
              return (IEnumerable <T> ) list.AsEnumerable();
            }
            return default(IEnumerable<T>);
        }
    }
    #endregion

  #region Selection List -- can fill dropdown

    public class SelectionList<T> : IReferenceListRenderer where T : ReferenceListType
    {
       
        IEnumerable<T> _All { get;  set; }

       // Repository get injected here
        public SelectionList(IReferenceListRepository repository)
        { 
           _All = repository.All<T>();
        }

        public List<SelectListItem> RenderList(IConvertible value)
        {
            return (from p in _All
                   select
                       new SelectListItem
                       {
                           Value = null, // p.Id.ToString(),  DropDownList mal function if Value get set
                           Text =p.ShortName,// string.Format("{0} ({1})", p.Description, p.Id),
                           Selected =ValueEqual(p,value)
                       }).ToList();
        }

        public bool ValueEqual(ReferenceListType p, IConvertible value)
        {
            // For selection List, shortname matching ToString() is the only valid case
            return p.ShortName == Convert.ToString(value);
        }
    }

    public interface IReferenceListRenderer
    {
        List<SelectListItem> RenderList(IConvertible value);
    }

    #endregion


   #region Drop Down List  without using ViewData

    public static class DropDownListExtensions
    {
        public static MvcHtmlString DropDownListFor<TModel, TProperty>(this HtmlHelper<TModel> h,
                                                                       Expression<Func<TModel, TProperty>> expression,
                                                                       Type listType) where TProperty : IConvertible
        {

            var property = expression.Compile()(h.ViewData.Model);

            var SelectionListT = typeof(SelectionList<>).MakeGenericType(listType);
            var listR = DependencyResolver.Current.GetService(SelectionListT) as IReferenceListRenderer;
           List<SelectListItem> list = listR.RenderList(property);
            return h.DropDownListFor(expression,list );
        }
    }

    #endregion

@Html.DropDownListFor(m => m.Name, typeof(USStatesRefList));

Boiler Template code to hook up IoC

 protected void Application_Start()
        {
      var builder = new ContainerBuilder();
            builder.RegisterControllers(typeof(MvcApplication).Assembly);//Assembly.GetExecutingAssembly());
            builder.RegisterModelBinders(Assembly.GetExecutingAssembly());
            builder.RegisterModule(new ApplicationModule());
            
            var container = builder.Build();
            DependencyResolver.SetResolver(new AutofacDependencyResolver(container));

   public class ApplicationModule : Module
    {
        protected override void Load(ContainerBuilder builder)
        {
           // builder.RegisterInstance<ILog>(LogManager.GetLogger("TheInstance"));
            builder.RegisterType<ReferenceListRepository>().As<IReferenceListRepository>().InstancePerLifetimeScope();
            builder.RegisterGeneric(typeof(SelectionList<>)).SingleInstance();
           
        }

Using AutoFac IocContainer to inject Log4Net into MVC3

Nugget AutoFac, AutoFac.MVC3 and Log4Net into a MVC3 project

Create a Module to register

    public class ApplicationModule : Module
    {
        protected override void Load(ContainerBuilder builder)
        {
           // builder.RegisterInstance(LogManager.GetLogger("TheInstance"));
           
        }
        protected override void AttachToComponentRegistration(Autofac.Core.IComponentRegistry componentRegistry, Autofac.Core.IComponentRegistration registration)
        {
           
            registration.Preparing += registration_Preparing;
        }

        static void registration_Preparing(object sender, Autofac.Core.PreparingEventArgs e)
        {
            var t = e.Component.Activator.LimitType;
            e.Parameters = e.Parameters.Union(
                new[]
                {
                                new ResolvedParameter((p, i) => p.ParameterType == typeof(ILog), (p, i) => LogManager.GetLogger(t))  
                }
                );
        }
    }



Create Container, Register, Build and setResolver


       protected void Application_Start()
        {
           ...

            var builder = new ContainerBuilder();
            builder.RegisterControllers(typeof(MvcApplication).Assembly);//Assembly.GetExecutingAssembly());
            builder.RegisterModule(new ApplicationModule());
            var container = builder.Build();
            DependencyResolver.SetResolver(new AutofacDependencyResolver(container));
        }

Inject into COnstructor

  public class HomeController : Controller
    {

        public HomeController(ILog log)
        {

MVC3 Log4Net Async and Customized Logging

Setup log4net in Web.Config is straight forward. Need to write Extension of ILog adding Task for Non-blocking Database write.

Web.Config

 <configSections>
    <section name="log4net" type="log4net.Config.Log4NetConfigurationSectionHandler"/>
  </configSections>

  <log4net debug="false">

    <appender name="AdoNetAppender_SqlServer" type="log4net.Appender.AdoNetAppender">
 <bufferSize value="1" />
        <connectionType value="System.Data.SqlClient.SqlConnection, System.Data, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089" />
        <!--<connectionString value="Data Source=Pentium22;Initial Catalog=db;Integrated Security=True" />-->
      <connectionString value="Data Source=Pentium22;Initial Catalog=db;User ID=sa;Password=xxxxxx;" />
        <!--<commandText value="INSERT INTO LogMVC3 ([Date],[Thread],[Level],[Logger],[Message]) VALUES (@log_date, @thread, @log_level, @logger, @message)" />-->
      <commandText value="INSERT INTO LogMVC3A ([Date],[Message]) VALUES (@log_date, @message)" />
        <parameter>
          <parameterName value="@log_date" />
          <dbType value="DateTime" />
          <layout type="log4net.Layout.PatternLayout" value="%date{yyyy'-'MM'-'dd HH':'mm':'ss'.'fff}" />
        </parameter>
        <parameter>
          <parameterName value="@thread" />
          <dbType value="String" />
          <size value="255" />
          <layout type="log4net.Layout.PatternLayout" value="%thread" />
        </parameter>
        <parameter>
          <parameterName value="@log_level" />
          <dbType value="String" />
          <size value="50" />
          <layout type="log4net.Layout.PatternLayout" value="%level" />
        </parameter>
        <parameter>
          <parameterName value="@logger" />
          <dbType value="String" />
          <size value="255" />
          <layout type="log4net.Layout.PatternLayout" value="%logger" />
        </parameter>
        <parameter>
          <parameterName value="@message" />
          <dbType value="String" />
          <size value="4000" />
          <layout type="log4net.Layout.PatternLayout" value="%message" />
        </parameter>
      </appender>
      <root>
        <level value="All"/>
        <appender-ref ref="AdoNetAppender_SqlServer"/>
      </root>
 
  </log4net>

Global.asax

        protected void Application_Start()
        {
            ...
            log4net.Config.XmlConfigurator.Configure();
        }
Note that for console app use [assembly: log4net.Config.XmlConfigurator(Watch = true)] 
Extension for ILog:

    public static class Class1
    {
        public static void Info2(this ILog log, object Message)
        {
            Task.Factory.StartNew(() =>
                {
                    log.Info(Message);
                    Thread.Sleep(5000);

                });
        }
    }

Logging anywhere w/o blocking:

    public static class Class1
    {
        public static void Info2(this ILog log, object Message)
        {
            Task.Factory.StartNew(() =>
                {
                    log.Info(Message);
                    Thread.Sleep(5000);

                });
        }

        public static void Audit2(this ILog log, object auditData)
        {
            Task.Factory.StartNew(() =>
            {
                AuditDataWrapper adw = new AuditDataWrapper() { AuditData = auditData };
                log.Info(adw);
                Thread.Sleep(5000);

            });
        }

    }
    public class AuditDataWrapper
    {
        public object AuditData { get; set; }
    }

Note:

root/level/value can be 
OFF FATAL ERROR WARN INFO DEBUG ALL

bufferSize=1 means immediate write to DB, no delay/caching
Reference:

http://basquang.wordpress.com/2011/08/26/logging-using-log4net-in-asp-net-mvc-3/


Customization -AuditData Pattern Converter

    public class AuditDataPatternLayoutConverter : PatternLayoutConverter
    {
        protected override void Convert(System.IO.TextWriter writer, log4net.Core.LoggingEvent loggingEvent)
        {
            object obj = loggingEvent.MessageObject;
            Type t = obj.GetType();
            if (loggingEvent.Level != log4net.Core.Level.Info || t != typeof(AuditDataWrapper)) return;

            AuditDataWrapper adw = obj as AuditDataWrapper;
             if (adw.AuditData==null) return;
             XmlSerializer ser = new XmlSerializer(adw.AuditData.GetType());
                
                StringWriter sw = new StringWriter();
               
                try
                {
                    ser.Serialize(sw, adw.AuditData);
                    sw.Flush();
                    writer.Write(sw.ToString());
                }
                catch
                {
                    string dump = DumpProperties(adw.AuditData, adw.AuditData.GetType());
                   writer.Write(dump);
                }
                
            
        }

        string DumpProperties(object obj, Type t)
        {
            PropertyInfo[] pi = t.GetProperties(); 
            StringBuilder sb = new StringBuilder();
            foreach (PropertyInfo p in pi) 
                 sb.Append(p.Name + " :" + p.GetValue(obj, null) + "\r\n"); 

           return sb.ToString();
        }


    }

      <parameter>
        <parameterName value="@auditdata" />
        <dbType value="String" />
        <size value="4000" />
        <layout type="log4net.Layout.PatternLayout">
          <converter>
            <name value="auditdata" />
             <type value="MvcApplication3.AuditDataPatternLayoutConverter" />
          </converter>
          <conversionPattern value="%auditdata" />
        </layout>
      </parameter>

// Can put in any type of data into Audit

            log.Audit2(new TestData()
            {
                Name = "John",
                Age = 90,
                id = WindowsIdentity.GetCurrent(),
                Children = new List<TestData>() { new TestData() { Name = "Doe", Age = 12 }, new TestData() { Name = "Mat", Age = 9 } }
            });

    public class TestData
    {
        [System.Xml.Serialization.XmlIgnore]
        public WindowsIdentity id { get; set; }
        public string  Name { get; set; }
        public int Age { get; set; }
        public List<TestData> Children { get; set; }
    }



Customization -existing Log4Net converter

<commandText value="INSERT INTO LogMVC3 ([Date],[Thread],[Level],[Logger],[Message],[StackTrace],[AuditData],[UserName]) VALUES (@log_date, @thread, @log_level, @logger,@Message, @stacktrace,@auditdata,@username)" />


     <parameter>
        <parameterName value="@stacktrace" />
        <dbType value="String" />
        <size value="4000" />
        <layout type="log4net.Layout.PatternLayout" value="%exception" />
      </parameter>
      <parameter>
        <parameterName value="@username" />
        <dbType value="String" />
        <size value="4000" />
        <layout type="log4net.Layout.PatternLayout" value="%username" />
      </parameter>

%appdomain
%date 
%exception
%file
%identity  //slow
%level
%line 
%location 
%logger
%method
%message 
%newline
%timestamp
%type
%username  //slow
%utcdate

These can be used to format message:
     <parameter>
        <parameterName value="@message" />
        <dbType value="String" />
        <size value="4000" />
        <layout type="log4net.Layout.PatternLayout" value=" %timestamp [%thread] %-5level %logger{2} %ndc - %message%newline" />
      </parameter>

Asset Pricing Model for simulation

There are two type of Pricing Model: Stochastic for Growth, Factor for Mean Reversion. In both case mu for $ return or % return or factors can be observed and used in Simulation

% google get_hist_stock_data.m
[hist_date, hist_high, hist_low, hist_open, hist_close, hist_vol] =get_hist_stock_data('AAPL','2010');
R_dollar=hist_close(2:end)-hist_close(1:end-1);
R_pct=R_dollar./hist_close(1:end-1);

% $ return Random Walk
dT=1; %daily
mu=mean(R_dollar);
sigma=std(R_dollar);
St=zeros(100,1);
St(1)=560;

for i=1:1:100
    St(i+1)=St(i)+mu+sigma*sqrt(dT)*normrnd(0,1);
end 
f1=figure(1);
set(f1,'name','$ return Random Walk');
plot(0:100,St);

% % return Ramdom Walk
dT=1; %daily
mu=mean(R_pct);
sigma=std(R_pct);
St=zeros(100,1);
St(1)=560;
for i=1:1:100
    St(i+1)=St(i)*exp((mu-sigma^2/2)*dT+sigma*sqrt(dT)*normrnd(0,1));
end 
f2=figure(2);
set(f2,'name','% return Random Walk');
plot(0:100,St);

% % return Mean Reversion Factor Model
dT=1; %daily
mu=mean(R_dollar);
sigma=std(R_dollar);
St=zeros(100,1);
St(1)=560;

p=polyfit(hist_close(2:end),R_pct,1)



% google get_hist_stock_data.m
[hist_date, hist_high, hist_low, hist_open, hist_close, hist_vol] =get_hist_stock_data('USO','2010');
R_dollar=hist_close(2:end)-hist_close(1:end-1);
R_pct=R_dollar./hist_close(1:end-1);

days=100
% $ return Mean Reversion Factor Model
dT=1; %daily
mu=mean(hist_close);
sigma=std(hist_close);
St=zeros(days,1);
St(1)=hist_close(end);

b=regress(R_dollar,hist_close(2:end));
b  
k=-b;

for i=1:1:days
    St(i+1)=St(i)+k*(mu-St(i))+sigma*normrnd(0,1);
end 
f1=figure(1);
set(f1,'name','$ return Mean Reversion Factor Model');
plot(0:days,St);


% % return Mean Reversion Factor Model---see MR Factor Model

WPF 3D Plot -- Multivariate Normal

Multivariate Normal distribution is represented by an array of 3d vector associated PDF:

mu=[2 3 5];
sigma=[1,1.5,.5;1.5 3, 0.5;0.5,0.5,2];  %covariance
r=mvnrnd(mu,sigma,100);

p=mvnpdf(r,mu,sigma);
[r,p]  

We can plot mvnrnd in WPF Helix 3D Viewbox using pdf as "Density Material"

<Window>
....
       <ht:HelixViewport3D ItemsSource="{Binding Objects}"  ShowCoordinateSystem="True"  ShowCameraInfo="True"  />

</Window>

 public ObservableCollection<Visual3D> Objects { get; set; }

For some reason I have to build 3D plot by ThreadPool. Calling directly from ctor does not work.
            t = Task.Factory.StartNew(() =>
            {
            }).ContinueWith((t0) =>
            {
                if (Objects.Count == 0)
                    Objects.Add(new DefaultLights());
                Material m = GetData();
                List<Point3DWithDensity> list = Data3D.GetSamplePoints();
                 maxDensity = (from _ in list select _.Density).Max();
                 minDensity = (from _ in list select _.Density).Min();
                foreach( var v in list)
                {
                    BoxVisual3D sp = new BoxVisual3D() { Center = v.Point3D, Height = v.Density, Width = v.Density, Length = v.Density, Material = GetDensityMaterial(v.Density, v.Point3D) };
                 //   SphereVisual3D sp = new SphereVisual3D { Center = v.Point3D, Radius = v.Density, Material = GetDensityMaterial(v.Density, v.Point3D) };
               
                    Objects.Add(sp);
                }
            }, TaskScheduler.FromCurrentSynchronizationContext());


        double maxDensity;
        double minDensity;
        private Material GetDensityMaterial(double d, Point3D p)
        {
            DiffuseMaterial m = new DiffuseMaterial();
            int i = (int)Math.Round(((maxDensity - d) * 1.0 + (d - minDensity) * 10) / (maxDensity - minDensity));
            SolidColorBrush scb = new SolidColorBrush(GetColor(i)); 
            VisualBrush vb = new VisualBrush();
            TextBlock tb = new TextBlock { Text = "(" + p.X.ToString() + "," + p.Y.ToString() + "," + p.Z.ToString() + ")", Background = scb };
           
            vb.Visual = tb;
            m.Brush = vb;
            return m;
        }

    public class Data3D
    {
        public static List<Point3DWithDensity> GetSamplePoints()
        {
            #region Raw Data

            string rawDataFromMATLAB = @"
    2.3631    4.9997    4.8456    0.0129
         ..................
    1.9576    3.5687    1.9473    0.0040
    2.7463    3.6281    4.7240    0.0300";

            #endregion

            List<Point3DWithDensity> list = new List<Point3DWithDensity>();
            string[] pointData = ReplaceMultipleSpace(rawDataFromMATLAB).Split(new string[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
            foreach (string s in pointData)
            {
               string[] xyz= s.Trim().Split(' ');
               list.Add(new Point3DWithDensity()
                {
                    Point3D = new Point3D()
                    {
                        X = Convert.ToDouble(xyz[0].Trim()),
                        Y = Convert.ToDouble(xyz[1].Trim()),
                        Z = Convert.ToDouble(xyz[2].Trim())
                    },
                    Density=Convert.ToDouble(xyz[3].Trim())
                });
            }
            return list;
        }
        static string ReplaceMultipleSpace(string s)
        {
            RegexOptions options = RegexOptions.None; 
            Regex regex = new Regex(@"[ ]{2,}", options);     
            return regex.Replace(s, @" "); 
        }
    }
    public class Point3DWithDensity 
    {
        public Point3D Point3D { get; set; }
        public double Density { get; set; }
    }

        public static Color GetColor(int value) { 
            int startIndex = (value / 10) * 10; 
            int endIndex = startIndex + 10;
            Color startColor = Colors.Red;
            Color endColor = Colors.Blue;
            float weight = (value - startIndex) / (float)(endIndex - startIndex);
          
            return Color.FromArgb(255,
                (byte)Math.Round(startColor.R * (1 - weight) + endColor.R * weight), 
                (byte)Math.Round(startColor.G * (1 - weight) + endColor.G * weight), 
                (byte)Math.Round(startColor.B * (1 - weight) + endColor.B * weight)); 
        } 

WPF Primitive Element could still uses Sofware Rendering

The following simple Animation strangely still uses swIRT shown in Perforator.

It turns out that WPF Rendering pipe need to rasterize DrawingBrush in software and hand over to GPU. And the only solution is to use RenderingOption,CachingHint on DrawingBrush

<Window x:Class="WpfApplication5.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        Title="MainWindow" Height="350" Width="525">

    <Window.Resources>
        <DrawingBrush x:Key="MyBlueGridBrushResource" Viewport="0,0,10,10" ViewportUnits="Absolute" TileMode="Tile"
                      RenderOptions.CachingHint="Cache"
                      RenderOptions.CacheInvalidationThresholdMaximum="1000" RenderOptions.CacheInvalidationThresholdMinimum="0.5">
            <DrawingBrush.Drawing>
                <DrawingGroup>
                    <DrawingGroup.Children>
                        <GeometryDrawing Brush="White">
                            <GeometryDrawing.Geometry>
                                <RectangleGeometry Rect="0,0,1,1" />
                            </GeometryDrawing.Geometry>
                        </GeometryDrawing>
                      
                    </DrawingGroup.Children>
                </DrawingGroup>
            </DrawingBrush.Drawing>
        </DrawingBrush>
    </Window.Resources>

    <DockPanel Margin="10">
        <Canvas Width="250" Height="250"  Background="{StaticResource MyBlueGridBrushResource}">
            <Rectangle
            Height="50" Width="50" Fill="#CCCCCCFF" Stroke="Blue" StrokeThickness="2"
            Canvas.Left="100" Canvas.Top="100">
                <Rectangle.RenderTransform>
                    <ScaleTransform x:Name="MyAnimatedScaleTransform" CenterX="25" CenterY="25" ScaleX="1" ScaleY="1" />
                </Rectangle.RenderTransform>
            </Rectangle>
            <Rectangle Height="50" Width="50" Stroke="#99000000"
            StrokeDashArray="4,1" StrokeThickness="2"
            Canvas.Left="100" Canvas.Top="100" />
        </Canvas>
        <DockPanel  HorizontalAlignment="Center" VerticalAlignment="Bottom"
        Margin="10">
            <Button Name="startButton" Margin="0,0,2,0">Start</Button>
            <DockPanel.Triggers>
                <EventTrigger SourceName="startButton" RoutedEvent="Button.Click">
                    <BeginStoryboard Name="myBeginStoryboard">
                        <Storyboard>
                            <DoubleAnimation 
                  Storyboard.TargetName="MyAnimatedScaleTransform" 
                  Storyboard.TargetProperty="ScaleX" 
                  From="0" To="5" Duration="0:0:2" />
                            <DoubleAnimation 
                  Storyboard.TargetName="MyAnimatedScaleTransform" 
                  Storyboard.TargetProperty="ScaleY" 
                  From="0" To="5" Duration="0:0:2" />
                        </Storyboard>
                    </BeginStoryboard>
                </EventTrigger>
            </DockPanel.Triggers>
        </DockPanel>
    </DockPanel>
</Window>