Tag Archives: integrate

Integrate Visual Studio C++ with Matlab Coder

Integrate Visual Studio C++ with Matlab Coder
This is still one of the greatest features of Matlab

http://www.mathworks.com/videos/integrate-code-into-visual-studio-77402.html?s_v1=9295&elq_cid=3006217

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Integrate Python and R into Data Analysis Pipeline

Integrate Python and R into Data Analysis Pipeline

Who knew you could integrate? Under what conditions?

http://www.kdnuggets.com/2015/10/integrating-python-r-data-analysis-part1.html

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Integrate Simulink models with C or C++

Integrate Simulink models with C or C+++

Some interesting examples to integrate Simulink models with C or C++

http://www.mathworks.com/examples/search?q=c+code

http://www.mathworks.com/examples/simulink-coder/11956-integrate-external-c-code-into-a-model-using-stateflow

http://www.mathworks.com/examples/simulink-coder/11919-integrate-external-c-code-into-generated-code-using-custom-code-blocks-and-model-configuration-parameters

More complicated: http://www.mathworks.com/examples/embedded-coder/12288-call-external-c-code-from-model-and-generated-code

More compicated:  http://www.mathworks.com/help/ecoder/examples/calling-external-c-code-from-the-simulink-model-and-generated-code.html#ecoder-ex36862053

 

This appears to work best:

http://www.mathworks.com/examples/simulink-coder/11956-integrate-external-c-code-into-a-model-using-stateflow

Works in a writeable directory like C:\Users\Bryan\Documents\MATLAB\simulink\Integrate External Cpp

For C run command to load Simulink under Code tab: http://www.mathworks.com/examples/search?q=c+code

 

For proper configuration for C++ (rtwdemo_sfcpp) under Code Generation -> Custom Code settings

Source file:  #include “adder_cpp.h”

Header file: blank

Initialize function:  adderVar = createAdder();

Teminate Function:  deleteAdder(adderVar);

Include directories:  “$matlabroot$/toolbox/rtw/rtwdemos/custom_cpp_src”

Source files:  “$matlabroot$/toolbox/rtw/rtwdemos/custom_cpp_src/adder_cpp.cpp”

Libraries: blank

Listed below is a 4 segments containing:

Example walkthru of Simulink integration with C++

Integrate Simulink models with C

Integrate Simulink models with C code generation

Integrate Simulink models with C or Cpp

Demo of Simulink call C in Ubuntu Linux

In conclusion, I don’t think this is a solid path at this point. due to inexperience I think. It might be best to handcode the Redis functionality around the code generated Simulink model. This sort of sucks but I tried.

NOTE the source files are available for any Quant Elite members to see if they get it working

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This is what I will have to end up doing:

 

 

 

 

 

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How to integrate Matlab with Hadoop Big Data Apache Oracle Java Excel

How to integrate Matlabr with Hadoop Big Data Apache Oracle Java Excel

A question cam in via one of my Youtube videos:

Hi Bryan! I want ask you if is possible import matlab data into hadoop plataform? I have seen your videos but i dont found something about it. Could you help me? Do you know some URL with a tutorial or document with step by step?

I said: you try googling: matlab production server hadoop You may find some positive results but they ain’t cheap

http://www.mathworks.com/discovery/matlab-mapreduce-hadoop.html

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Why I abandoned all Options to get Python running Visual Studio to integrate with DotNet CSharp or Visual C++

Why I abandoned all Options to get Python running Visual Studio  to integrate with DotNet CSharp or Visual C++

We tried to get everything to work with Visual Studio 2012 Ultimate as instructed at:

http://pytools.codeplex.com/wikipage?title=PTVS%20Installation <- works fine but no simple examples to show calls from Visual C++ or C#

http://www.lfd.uci.edu/~gohlke/pythonlibs/#pip <– all of the Windows binaries run fine within Visual Studio it seems

I say ya right, I got the time to monkey around with these options:

http://stackoverflow.com/questions/11056424/running-python-from-visual-c-code-embedded-python

http://www.codeproject.com/Tips/587652/Cplusplus-Easier-to-Embed-Pytho <– too old and fragile

I am sure there are others but really why go on this Easter egg hunt?

https://docs.python.org/3.3/extending/windows.html

You are kidding me right with URL the above? WTF!

After trying to install pandas, I quickly abandonded this idea as it kept asking for other dependency packages like numpy and some date package. Wow what a mess. I guess you could say I quickly abandonded this idea as well. All I can say, you are left to your own devices trying to figure out how get either Visual C++ and C# to call a Python script. I am sure it can be done somehow without Iron Python but it seems I really don’t want to waste any more time on this rabbit hole. I really despise these paths as I wish someone could properly document a tutorial on how to do this. What a real  mess it is so we stick with Matlab Builder NE prior 2014 releases. It just seems this is the only slick way without using this Python or R nightmare situation. Again another fine mess of  open source not documented to get something quickly running.

P.S. I got close without these unresloved external errors during the linking but these links helped to get me closer with library setup within Visual Studio:

http://stackoverflow.com/questions/18043939/microsoft-visual-studios-2012-cant-open-python33-lib

http://stackoverflow.com/questions/17028576/using-python-3-3-in-c-python33-d-lib-not-found

Other useless URLS;

http://bytes.com/topic/python/answers/25807-how-call-python-function-visual-c

https://docs.python.org/2/extending/embedding.html

http://www.dreamincode.net/forums/topic/238102-python-in-visual-c/

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Would Trading System Lab be a fun process to integrate with Deltix for potential HFT purposes?

Would Trading System Lab be a fun process to integrate with Deltix for potential HFT purposes?

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We got this from the over at Trading System Lab:

>
> Are you still happy with DELTIX for HFT work?
>
> We have used a license to integrate TSL C++->C# code into DELTIX
>
> and it was not easy. What about NANEX or another pack with API’s
>
> and easy colo implementation. I’m still looking for the DATA and OMS
>
> boxes for a full end to end TSL pack with TSL in the middle as the Alpha ML.
>
> Recommendations? Lightspeed and TradeLink have issues as well.
>
> It’s a little frustrating which is why we are looking for a full solution.
>
> Sincerely,

We are hopefully put Deltix into paces. I do think the combination of what is being planned to build trading strategies and models with Matlab/Simulink to be integrated into Deltix should be an interested development. Please keep your eyes peeled on what happens in coming weeks. As for TSL, I am unsure how the integration would work due to your system maybe in C++ with the FinMath. I would not see that as a fun process.

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How to integrate R with your Interactive Brokers TWS for trading execution?

How to integrate R with your Interactive Brokers TWS for trading execution?

This is coming from a Facebook member

Hi, my name is … I am from Romania and i have just start working on building up a trading model in R. I have a problem findind reliable and usable historical data. Coud you indicate to me any source? I want to work with IB Brokers…Many thanks

https://quantlabs.net/blog/2013/03/youtube-video-on-how-to-integrate-your-r-trading-model-using-interactive-brokers-tws/

Youtube video on How to integrate your R trading model using Interactive Brokers TWS?

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Youtube video on How to integrate your R trading model using Interactive Brokers TWS? From Facebook user: Hi, my name is …, I am from Romania and i have just start working on building up a tradin…

 

Many thanks!!! and i hope i can come back with other questions.

 

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Youtube video on How to integrate your R trading model using Interactive Brokers TWS?

Youtube video on How to integrate your R trading model using Interactive Brokers TWS?

From Facebook user:

Hi, my name is …, I am from Romania and i have just start working on building up a trading model in R. I have a problem findind reliable and usable historical data. Coud you indicate to me any source? I want to work with IB Brokers…Many thanks

 

This may help:

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Youtube video how to integrate Matlab Production Server with Hadoop Big Data Apache Oracle SQL Server Java .NET Excel using C# or C++

 

Youtube video how to integrate Matlab Production Server with Hadoop Big Data Apache Oracle SQL Server Java  .NET Excel using C# or C++

This can all be done with this new product. Watch this webinar at

https://quantlabs.net/blog/2013/03/game-changer-matlab-production-server-changes-how-you-extend-a-trading-platform-with-your-algorithms-trading-strategies-or-models/

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Simple tutorial on how to integrate GPU NVIDIA CUDA and Matlab MEX file

 

Simple tutorial on how to integrate GPU NVIDIA CUDA and Matlab MEX file

http://www.computersdontsee.net/index.php/post/2012/08/29/A-simple-CUDA-kernel-mex-file-(part-1)

THis may be useful for some.

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