[tech-spec] Re: R arguments

  • From: Tom McCubbin <tmccubbin@xxxxxxxxxxxxxxxx>
  • To: tech-spec@xxxxxxxxxxxxx
  • Date: Thu, 14 Oct 2004 12:06:32 -0400

Thank you.  I thought my text was invisible.

I too have a tool (Tom's Big Fat Trader).  The name is not perfectly 
suitable, as it is really for back testing, simulating the 
impact/interelationships of models, allocation models, and dynamic 
universe constraints.   As well as analysis of the results.

It is written in C++, and uses a system to load modules at runtime that 
can implement various components of the system(s).  However, it is not 
accessible to many due to the language, so i'm embedding python into the 
system to make it scriptable and improve productivity.  I looked at Rpy 
and was not too keen on its implementation.  So i am considering 
re-wraping R to make it more friendly from Python.

Do you have any input on what you would like to see in an enhanced 
R-wrapper to Python?   I'm happy to contrib the code if it is 
helpful...i'm a long time open source guy.


BBands wrote:

>>its narrow use domain makes me shiver, and wonder why more 
>>people aren't 
>>attempting similar things with simpler languages like python.
>>I am a c++ nut, but even I realize that productivity is not 
>>always all 
>>that, and some constructs can more easily be compartmentalized in low 
>>level languages, and exported to higher level script/interpreted 
>>I'm sure the skillset on the list is varied, but does anyone 
>>use python on any level?
>Python is my language of choice. I find I can get a lot done in a very short
>amount of time with it. I have been working on an open-source quantitative
>technical analysis program in Python this year and am very happy with it. It
>is called Crusher, as in number crusher. We even pass some of the lifting to
>R via Rpy.
>    --jab

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