No issue there whatsoever. While I might heavily dislike xml and such, it is everybody's right to do in house data processing any way they need or see it fit, just don't force me to process it using the tools I don't like and to introduce one more message transformation layer that maybe (sometimes but not always) I wouldn't need to do. And when C,D,E,F,G (or whatever is the next in line language) comes to fashion, I would have to use the new client and rewrite my own interface for no good reason, because (assuming it was properly designed from the beginning) the actual protocol is not really changed. Well thought protocol could extend the new messages long way before any need for redesign. FIX is far from perfect example, but even today you could communicate with the COBOL system on the other side, without knowing anything about it, and you probably are
I'll be damned, chromosome... I thought you were looking for some help, while in fact you are one old python lurking around for some inexperienced chicken... take care
Actually, I'm just starting to explore the GUI side of the fence and your comments really helped. You also hear such mixed reviews of useful languages I like to seek opinions about using Python on a large scale. Most of what I hear is that it is used for rapid prototyping because it is slow compared to C++ etc. I think with Cython however, it makes a really compelling choice for some pretty heavy lifting. I know a guy how uses Python/Cython exclusively for exotics pricing at a *large* fund.
Anyone tried Microsoft's Sho ? http://research.microsoft.com/en-us/projects/sho/ Apparently MSFT is using this internally for data analysis since years. Its using IronPython (so easy .NET interop) and Intel MKL (should be fast). I like the interactive console for VisualStudio. I have never really used it, but it looks sort of interesting.
Thanks for the tips! I never knew Python could be so capable graphically. I've only used it for scripting mainly and very little GUI work - I come from Perl
Hi 6yaNYCjm5m: I have some python codes running test on tick data. I found the windows version of python is ~10% faster than the linux version on the same machine. I am using Windows XP and Scientific Linux 6.1 (RHEL 6 Clone). I ran some profile test and the major bottleneck is CPU and only Disk I/O on linux is faster. Do you find the linux version of python slower? Or I did something wrong?
Well, it's always tricky to enter the conversation about the performance, because it is very difficult to make so many variables involved in system to be static, while you measure the single one you are interested in. Usually I go with credible sources of information where numerous people report results in the amounts that make them statistically relevant. All things equal, I am skeptical about 10% difference regarding python itself. It has to be something specific to OS. As I cited, I came across the statement that Linux is much more efficient in forking the process when you use multiprocessing module. Also, it has been stated that LInux handles opening of the files more efficiently, which would explain your better result in Disk I/O. I have ditched Winz entirely several years ago, so I don't have the reference anymore. I am firmly in the Linux camp, but nevertheless think that 10% diff in either OS favor, points to something being configured wrong in the OS.