ATTENTION:
Konstantin's web page has been moved to
http://www.opentradingsystem.com
. The present page is no longer updated.
Download the source code and the project files here.
Contents.
ATL workshop.
Short basic examples of ATL uses. Interaction with Excel, passing custom data, collections, firing events, callback, multithreading...
See the description here.
Matlab interpreter window with a COM interface. Running Matlab in Excel
spreadsheet.
The presented executable file opens an MFC CEditView-derived
window that runs a Matlab interpreter. This exe-file file may also be used as an
Automation server exposing the Matlab Engine via several COM methods. Such an
interface proves to be sufficient for combining Excel and Matlab
functionality. See the
description here.
Spread option pricing tool.
Quick and precise tool for evaluation
of premium and Greeks of the spread option under the Black assumptions. The
package consists of an executable file with a COM interface, an example
spread sheet and a mathematical description of the procedure.
-
STL compatible output stream for manipulation of CEdit
associated control.
The output stream in question directs output to a current cursor position in an edit box control
in the regular std::ostream fashion. It also has stream member functions for controlling cursor position
and flushing the stream.
The description
contains source code and an example of using.
-
An alternative for the standard debugging means TRACE and afxDump.
This example presents an STL compatible stream that delivers debugging information
to an editor window running as a separate application. The stream has full
set of operations that std::ostream has and more. The function flush()
instantly displays the data in the destination editor
window. There is very little programming overhead.
The description
contains step-by-step explanation of implementation,
source code and examples of using.