SQLite make C++ and Python to algo trading easier

(Last Updated On: December 24, 2016)
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SQLite make C++ and Python to algo trading easier

I am working on SQLite with C++. I just did it with Python but both programming languages were easy to implement with SQLite. I have out my positions management through callback capabilities from the SQLite APIs done. You still get the benefits of SQL with in memory capabilities. The big drawback is you cannot cluster this over multiple systems but I am sure someone already developed a solution for that.

These techniques have greatly improved my time by reducing the complexity of communication. I hope to demonstrate a complete solution of a C++ process ‘program’ that can manage multiple open positions (market entry) with some basic ‘algo’ to close them. Once the market data conditions are satisfied, an a market exit will take place. All of these are executed through C++ and SQLite callback. More to come in coming days

Redis is fine but the C++ support for a working library on Mac OS  sucks big time

In terms of speed, it might be possible SQLite could outperform since Redis depends on TCPIP. SQLite can be embedded right into the program



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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs