Best programming language for trading?

Discussion in 'App Development' started by heavenskrow, Jun 5, 2018.

  1. userque

    userque

    Assuming it is, in fact, a coding issue, and without knowing anything about the code, then I guess one possibility is:

    The first thing that comes to my mind is that the code is populating Excel one cell at a time, rather than all at once. The overhead could possibly be multiplied by the number of individual cells being written to, in this case.

    The interaction between Excel, SQL, and C#, is not my thing; but if these guesses/assumptions are correct, then it certainly may be a coding issue. (Probably easier [and less expensive] in this case, to code one cell at a time vs coding an all at once transfer)

    I'm curious to know what the original coders say about it.

    Again, this is not my area, but using Excel probably greatly sped up development. But it may actually be fast enough if the above bottleneck (assuming it applies) is addressed. Just my guess.

    Another option is to have C# do whatever you're doing with the excel data while trading. Have C# output the conclusions you would have drawn via the Excel sheet ... GO or NO-GO ... BUY, HOLD, or SELL ... ETC.

    The app could still give you your original excel output if and when desired (after the trading session, for example) for your research purposes.

     
    #51     Jun 10, 2018
  2. Howard

    Howard

    Appreciate your comment and suggestions. I might pass it forward to the coders if they should turn up blank on this.

    They did take my complaints seriously and are currently investigating it. As for now, their currenty explanation is that the application was developed with Excel 2013 which they are using while I'm using Excel 2016.

    Not sure if I'm buying it, but then again, I'm not a programmer/coder (yet). :)
     
    #52     Jun 11, 2018
  3. userque

    userque

    :D

    Keep us posted. :)
     
    #53     Jun 11, 2018
    Howard likes this.
  4. InvBox

    InvBox

    C#
     
    #54     Jun 12, 2018
  5. Howard

    Howard

    I received a fix which is a huge improvement, BUT, the load time is still between 7-15 seconds depending on which data set I load. 7, I can live with. 15 is a bit too long, IMO.
     
    #55     Jun 12, 2018
    userque likes this.
  6. userque

    userque

    So ... what are you going to do now?
     
    #56     Jun 12, 2018
  7. InvBox

    InvBox

    To work with Excel the best performance way is direct access with OpenXML. Excel's API based on COM library with a ton of limitations and performance issues.

    Nevertheless, you work has no meaning except spend some time. Jogging and bicycle has more senses for life time instead of spending near flat screen on a chair.
     
    #57     Jun 13, 2018
    Howard likes this.
  8. Howard

    Howard

    I'm waiting for an improvement/upgrade. I have a hunch I won't be 100% satisfied, but hopefully enough that it's a solution I can live with for a while.
     
    #58     Jun 25, 2018
    userque likes this.
  9. Fadip

    Fadip

    I have studied C++ during my university course and I think it is the best language upto now for programming purposes. Matlab is also a solution in this regard as most of the high class software are built on it. What do you people think in this regard?
     
    #59     Jun 29, 2018
  10. userque

    userque

    C++ is a general purpose, powerful language.

    C++ has tons of online support

    C++ is free.

    C++ code will likely run much faster than Matlab.

    If starting from scratch, prototyping will likely be quicker in Matlab.

    See also for other factors:
    https://stackoverflow.com/questions...-so-used-by-universities-when-is-it-better-th
     
    #60     Jul 1, 2018
    cruisecontrol likes this.