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Some of the work that continuum have done on blaze [1] look to be tackling the problem of streaming in python too. In fact some of the ideas in this library com
by boothead 14y ago
Some of the work that continuum have done on blaze [1] look to be tackling the problem of streaming in python too. In fact some of the ideas in this library come directly from haskell and one of the main developers is Stephen Diehl, who posted the very popular "what I wish I knew about haskell" slides recently.
Looks like a match made in heaven :-)
[1] http://blaze.pydata.org/ http://blaze.pydata.org/
- freyrs3 14y agoStephen here, yes boothead is right. Using a combination of Haskell and Python you can make a really powerful trading system. Python has a lot of user-facing algorithm tools and Haskell has the robustness and parallelism for the backend that Python doesn't. If you're interested in advice on how to bridge the two worlds let me know, there's a lot of of upcoming technology ( LLVM, Blaze, pipes, zeromq, cloud-haskell ) that could be very useful.
- zygomega 14y agoIt does feel like I'd be swimming against the tide heading down the R path. Thanks for the offer :)