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
http://www.hammerprinciple.com/databases/items/redis/sqliteFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!