[R-SIG-Finance] Follow up on limit orderbook

Khanh Nguyen nguyen.h.khanh at gmail.com
Mon Jun 14 20:25:21 CEST 2010


Thank you for your suggestions! We are hard at work :D but wanted to
follow up on a few points. In particular S3 vs S4:

On 09/06/2010 21:00, Jeff Ryan wrote:

> Is there a particular reason for using S3 over S4?  I realize this isn't
> on-topic per se, but it will affect other packages ability to use (and use
> in general, as interoperability is the name of the game these days)
> S4 really isn't excellent for much at present, in my biased though rather
> lengthy experience in this area.
> Aside from general obfuscation and bugginess to S4 itself, the only other
> thing it can do that S3 can't do directly is dispatch on multiple args and
> provide some sort of protection with respect to types per slot.
> If we restrict to a paradigm where objects only are altered with accessor
> functions (recommended), then all the type checking can be handled there.
>  Multiple args as far as I can tell don't/won't come into play here
> though.
>  At least not in a way that would warrant all the "bad" of S4.
> Additionally S4 is not overly friendly to large objects, as any slot
> manipulation does a full object copy.  Order book is large almost by
> definition.

On Thu, Jun 10, 2010 at 4:43 AM, Patrick Burns <patrick at burns-stat.com> wrote:

> But I'm confused.  The Bioconductor code is all
> S4 and the genomics data they deal with is
> usually huge.

We too are confused! Our datasets will typically be ~1-2 gigabytes,
and we would greatly appreciate any comments to help us decide between
S3 and S4 for analyzing datasets of that size. Additionally,
suggestions as to the best way to read in large amounts of data would
be appreciated.


Khanh & Andrew.

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