Here is a link of way to get your Matlab console session to call a .NET assembly like a DLL. I am not sure if any open source languages like R or Python has this capability but there are many advantages.
Is Deltix trading really ‘closed’ whenit talks to R, Python, Matlab, and my Simulink code generated C or C++ DLLs
A question came in from a Member asking about Deltix being pricey, kickbacks, and too ‘closed’
I responded with:
I agree that it is expensive for most which is why I will start recommending Free open source Tradelink to others. No, there is no kickback whatsoever at my end. As said, I really just like this platform so I am helping to promote for my membership which seems interested.
As for being closed, the Quant Office talks to Python, R, and Matlab. You can also embed you own DLLs which I plan to do with code generated from Simulink.
Aaaah! This is the last message presenting me from implementing a managed DLL into my trading application
PublicKeyToken=null’ or one of its dependencies. An attempt was made to load a program with an incorrect format. response threw exception: Could not load file or assembly or one of its dependencies. An attempt was made to load a program with an incorrect format.
I know the potential root of it but the combination of these are not fun.
Well, I am happy to report I am one step away from showcasing this solution of calling my code generated C++ DLLs from this proposed open source trading platform. I will let you know right away when that happens so stay tuned. In the mean time, here are some continued opinions of Multicharts with some advanced .NET development.
1. Youtube video on Hit limitations of multicharts.net framework and pinvoke in Microsoft .NET DLLs
Just posted working source code for C# .NET client to call C++ managed wrapper DLL to call unmanaged C++ static library
I have found a really good online resource to accomplish. There was even a comment from someone where they worked on this solution for over a week. Wow! This is why you should join the QuantLabs.net Premiium Membershipnow to save yourself this amount of time. Not only that, it prevents you going down rabbit holes like my recent venture with Multicharts.net. Bleh.
Anyhow, I have created a Static Library which is native C++ unmanaged code. Then you need to write a C++ managed wrapper DLL to call the static library. After that, you want a C# client to call the managed C++ DLL. Get it?
I placed working code of this for myQuantLabs.net Premium Membership.
You may want to stand by to what I do with this. Join now for it or get my FREE newsletter what I plan to do with this.
NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!