Felipe O. Carvalho

@felipe.rs

SWE @ dbt Labs. Past: SDF, VoDa, Spotify. Apache Arrow/Databases/Compilers/DistSys. Rust/C++/OCaml/TLA+. 🇧🇷 → 🇸🇪 → 🌎 http://bento.me/felipe / https://felipe.rs

Weekend Rust excursion: implementing a semaphore that is as clean as the C++20 implementation.

You can implement a semaphore using a Mutex and a Condvar, but these are heavy-weight constructs. A semaphore is a very simple primitive and doesn't need all the functionality provided by these. All we need is the equivalent of std::atomic<uint32_t>::wait() and std::atomic<uint32_t>::notify_all() available in C++20. The equivalent doesn't exist in stable Rust yet.

atomic-wait is a very minimal crate that provides a portable façade to the futex() syscall (Linux), WaitOnAddress/WakeByAddressAll (Windows), and __libcpp_atomic_wait/__cxx_atomic_notify_all (for other platforms).

Just include that crate, and then you can implement a very clean semaphore by combining atomic_wait::wait()/wake_all() with the standard Rust Atomic32.

$__attribute__((noinline)) int add10(int *num) { return *num += 10; }$

$#include <cstdio> int add10(int *num) { return *num += 10; } int external_int(); int main(int argc, char *argv[]) { int i = external_int(); add10(&i); printf("%d", i); return 0; }$

380 BRL for Kingston Furybeast 16GB in June (~70 USD)

Friendly reminder that multiplying revenue by 12 is not ARR

Sam Altman: i never took the dead internet theory that seriously but it seems like there are really a lot of LLM-run twitter accounts now

Practical Foundations for Programming Languages 2nd edition.
Robert Harper

$This file contains proto3 optional fields, but --experimental_allow_proto3_optional was not set.\n" }$

parse_float is an optional function that will be called with the string of every JSON float to be decoded. By default, this is equivalent to float(num_str). This can be used to use another datatype or parser for JSON floats (e.g. decimal.Decimal).

Needy Duolingo owl asking me to extend my daily streak.

[DISCUSS] Workaround Protobuf deserialization depth limit in Substrait

We have accidentally encountered a deserialization limit of official protobuf library with a deep nesting. The limit is 100 (https://protobuf.dev/programming-guides/proto-limits/#depth), that is, the library will fail to parse a message if it contains more than 100 nestings. So I would like to discuss extending Substrait to reference fragment of scalar expression as it already does for the RelOp tree.

WITH time_series AS (
SELECT
"returns".date,
rf.rate rf_rate,
rf.log1p rf_log1p,
"returns".log_return,
FROM "returns"
ASOF JOIN rolling_rf_rate rf ON "returns".date >= rf.date
ORDER BY "returns".date
),
rolling AS (
SELECT
date,
-- annualized risk-free rate
rf_rate,
rf_log1p,

-- daily returns and excess returns
log_return,
log_return - (rf_log1p / $trading_days_per_year) AS excess_log_return,
EXP(log_return) - 1 AS simple_return,
EXP(excess_log_return) - 1 AS excess_simple_return,

-- window offset and dimension
first_value(date) OVER rolling_window AS window_start_date,
COUNT(*) OVER rolling_window AS window_trading_days,

-- annualized values based on log returns
(SUM(log_return) OVER rolling_window * $trading_days_per_year) /
window_trading_days AS rolling_annual_log_return,
rolling_annual_log_return - rf_log1p AS rolling_annual_excess_log_return,
(STDDEV_POP(excess_log_return) OVER rolling_window) *
SQRT($trading_days_per_year) AS rolling_annual_log_stddev,

-- rolling volatility as a simple ratio
EXP(rolling_annual_log_stddev) - 1 AS rolling_annual_volatility,

-- sharpe ratio
rolling_annual_excess_log_return / rolling_annual_log_stddev AS rolling_sharpe_ratio,

FROM time_series
WINDOW rolling_window AS (
ORDER BY date RANGE BETWEEN $window_m1 PRECEDING AND CURRENT ROW
)
)
SELECT * FROM rolling
WHERE
-- exclude the first window that may not have enough data
date >= (SELECT MIN(date) FROM rolling) + $window_m1

Lisa Su (AMD): I think our strategy is that we have to increase performance continually. For gaming in particular, the gaming software developers have not necessarily used all the cores from time to time. There is no physical reason we couldn't go past 16 cores. The key is that we're going at a pace that the software guys can and do utilise it.

if len(dates) == 0:
yield (start_date, end_date)
return
if start_date < dates[0]:
yield (start_date, dates[0] - timedelta(days=1))
for d0, d1 in zip(dates[:-1], dates[1:]):
d0p1 = d0 + timedelta(days=1)
if d0p1 < d1:
yield (d0p1, d1 - timedelta(days=1))
if end_date > dates[-1]:
yield (dates[-1] + timedelta(days=1), end_date)

def generate_holes(dates: list, start_date: datetime.date, end_date: datetime.date):
"""
Generate holes in a sorted list of dates.

Parameters
----------
dates : list
Sorted list of dates.

start_date : datetime.date
Start date (inclusive).

end_date : datetime.date
End date (inclusive).

Yields
------
tuple
A tuple with the start and end dates of a hole.
"""
if len(dates) == 0:
yield (start_date, end_date)
return
expected = start_date
i = 0
while True:
while expected == dates[i]:
expected += timedelta(days=1)
i += 1
if i >= len(dates):
break
if i >= len(dates):
break
hole_last = dates[i] - timedelta(days=1)
yield (expected, hole_last)
i += 1
if i >= len(dates):
break
expected = dates[i]
if dates[-1] < end_date:
yield (dates[-1] + timedelta(days=1), end_date)

Post that triggers lots of replies being replicated by multiple users farming for engagement:

“Quero saber quem foi o cabeçudo que me inventou um caderno de 96 folhas, 96? Pq 96 e não 100?”

Translation: “I want to know who was the big head who invented a 96-page notebook, 96? Why 96 and not 100?”

65 Sutou Kouhei
41 Raúl Cumplido
35 Antoine Pitrou
21 Vibhatha Lakmal Abeykoon
19 Dane Pitkin
16 Felipe Oliveira Carvalho
16 Jonathan Keane
16 Joris Van den Bossche
16 Rossi Sun
16 mwish
13 Joel Lubinitsky
9 Laurent Goujon
7 Lysandros Nikolaou
7 Neal Richardson
6 Bryce Mecum
6 David Li
5 Matt Topol

https://jax.readthedocs.io/en/latest/_autosummary/jax.Array.at.html

Movie cover of “Ainda estou aqui” showing Selton Mello and Fernanda Torres

$repository { namespace "b3" { path "archive/b3" table "negociosavista" { glob_pattern "*/*/*/*.parquet" ingestion { incremental append_only=true source "b3_raw.negociosavista" partition_by "year" "month" "day" } } table "instruments" { glob_pattern "*/*/*.parquet" } }$