Tag Archives: library

Walkthrough of first trading algo in Cpp for future library use

Walkthrough of  first trading algo in Cpp for future library use

Here is a quick video walkthrough

First C++ Codelite project file you can use as a reference to start building out which is available for my Quant Elite members

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Chart Director C++ library looks good

Chart Director C++ library looks good

This post is where I found this but pay attention  6yaNYCjm5m user on what he says. There is some limitation on Python when t comes to GUI work with wxWidgets and Code::Blocks IDE

http://www.advsofteng.com/finance_demo.html

http://www.elitetrader.com/et/index.php?threads/anyone-using-python-on-a-large-scale-trading-application.232531/

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Parallel task library for C++ with Windows

Parallel task library for C++ with Windows

This is Windows centric but could be useful for those building high speed trading systems on Windows

Remember that I don’t recommend Windows at this point

http://www.codeproject.com/Tips/705853/Creating-and-Using-the-Parallel-Task-Library-Porte

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Question on C++ Bayesian Network library

Question on C++ Bayesian Network library

Any one got answers for this video and question ?

Hi there I am trying to run “face_landmark_detection. cpp ” file from the example file on VS2013 , but nothing to appear , I flow you method , it give no error but nor output , if you cab suggest anything thanks in advance

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Simple Demo of Boost Python of Python calling C++ library

Simple Demo of Boost Python of Python calling C++ library

This is the simplest one that actually works

http://pyengr.readthedocs.org/en/latest/inter/bpy/

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Open source C++ back testing library coming soon

Open source C++ back testing library coming soon

Coming soon: Ivan P has donated his older back testing open source project to us. This is done in C++ but will be posted on our GitHub and and SourceForge repositories soon so stay tuned.

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Here is Ivan’s video contributions earlier this year

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Python call any C++ library FAIL

Python call any C++ library FAIL

I have tried many options from ctype, Boost Python, and painful. Nothing worked for Linux or MAC OSX. I gave up as I don’t have patience to figure it out. I abandonded the idea as none of the simpler options worked. I will just stick with what I got pushing it all through Redis.

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Java library no good for finance charting

Java library no good for finance charting

As I like my gnuplot, I wish it was easier to integrate with other libraries/frameworks despite being in C++, Python, or Java. I tried one in Java but it is really old so I am not moving forward with that. I don’ think this Windows Builder will be any better so  I ain’t trying. All these libraries seem to obsolete compared to Python.

https://eclipse.org/windowbuilder/

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Any C++ hot swappable code library?

Any C++ hot swappable code library?

Just like Spring in Java, this could be a great feature for C++. This does not look like a valid option for C++ as explained below:

https://code.google.com/p/autumnframework/ but this is old

Many ways to use C++ in a Linux environment http://www.codinglabs.net/tutorial_CppRuntimeCodeReload.aspx

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Monoid design pattern to Fastflow multihreading C++ library for high speed trading like HFT

Monoid design pattern to Fastflow multihreading C++ library for high speed trading like HFT

As I started digging further into Monoid pattern thing, it was promising with these articles:

https://www.fpcomplete.com/blog/2012/09/functional-patterns-in-c

https://isocpp.org/blog/2013/05/functional-patterns-in-c-bartosz-milewski

https://www.quora.com/Why-is-monad-more-famous-than-functor-and-applicative-functor

One of these links does have source code demo. To be honest, the code was not commented or documented at all which means I cannot go beyond than looking at. It did not compile with my GCC 4.9 but I have no patience to figure it out from there.

Check out the history here:

C++ event driven meta programming libraries

Or watch the video here:

Event driven C++ Metaprograming

As these links base the methodology off Haskell, there are a number of reasons which this functional programming language could be as fast as C or C++. Here are some other comparisons:
http://lambda.jstolarek.com/2013/04/haskell-as-fast-as-c-a-case-study/

https://www.quora.com/Why-is-monad-more-famous-than-functor-and-applicative-functor

As I am no expert here, but it was recommended another multithreading library could handle the same performance using these Monoid design patterns. It does look promising but after some further digging, Intel TBB or Boost Futures came up. I think that is a yucky proposition when I knew about a faster (and easier) multi-threading library called Fastflow.
I took a look to see if it was abandoned. To my surprise, 2.1 just came out 2 days ago. Talk about perfect timing!

http://sourceforge.net/projects/mc-fastflow/files/?source=navbar

There was a performance graph to show how Fastflow performs against other libraries. It seems to keep up with OpenMP which is the fastest one compared to CILK or TBB. Again, I am no expert here but I think it is worthy to revisit this multithreading library.

fastflow 236876

It is also comforting to know the FIX8 project chose FastFlow as well for concurrency which they claim their library is quite fast. Knowing all this with my revisit to both C++ on Linux, it might important to showcase my earlier on this library:

https://quantlabs.net/blog/?s=fastflow

Videos: https://www.youtube.com/user/quantlabs/search?query=fastflow

Keep your eyes peeled on more up to date topics on Fastflow

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