[R-SIG-Finance] Talking to C# API (Any reference to learn the same)

[Joshua Ulrich]

On Sat, Oct 11, 2014 at 12:04 PM, Mark Knecht <markknecht at gmail.com> wrote:
> On Sat, Oct 11, 2014 at 8:13 AM, Kunal Shah <kunalshah305 at gmail.com> wrote:
>> Hello,
>>
>> I have 250 R scripts.
>>
>> *Input*
>> Each of them needs a real time data feed from a C# interface. The real time
>> datafeed updates at a speed of approx 3 times a second. Also the data array
>> size is increasing every minute. (1 minute time frame)
>>
>> *Output*
>> I want to output say 4 variables from each of the R codes back to C#
>> execution engine
>>
>> I wish to know the complete process. Can I get some references for the same?
>>
>> Since R cannot be multi threaded, can this be done easily? What is the best
>> possible way?
>>
While you may be working on a financial application, your question has
nothing to do with finance, and is therefore off-topic for this list.

>
> I think you want to look at the Rcpp package. I've not used it myself
> but it seems to address your interface issue.
>
No, it doesn't.  C++ != C# (they're not even close; C# is closer to Java).

> As for 'multi-threading' I think in a very specific way you might look
> at the foreach package and then the multi-processing packages like
> doMC and doParallel. I'm using doMC & doParallel on Linux and have as
> many as 12 identical processes (parameter exploration ala the
> quantstratIII demo) running at the same time. If you need more than
> the number of cores on your machine then I think you want ReDis but
> I've never used it. There's web pages out there talking about it
> though.
>
> HTH,
> Mark
>

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Joshua Ulrich  |  about.me/joshuaulrich
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