Python.Net looks amazing, I'm excited to get into it. I wanted to ask some general architecture advice to see if what we're attempting to do is possible, and if so, how I could best lay out the design.

We've got a large open source C# application called Lean which runs .NET/Mono DLL's we call "Algorithms" -- (https://github.com/QuantConnect/Lean) we'd like to allow it to support python algorithms.

Ideally, we'd like to keep all the maintenance and core code base in C#, and invoke events in Python event handlers. Users would write python algorithms (implement event handlers) which would be called from C#.

They would need access to C# properties in the C# base class, and the ability to call C# methods in the base DLL. Ideally we wouldn't require a stand alone python wrapper program.

I'd welcome thoughts on how to architect this in a high performance way!

Thank you!

Jared

LEAN open source - https://github.com/QuantConnect/Lean

Python algorithm frame - https://github.com/QuantConnect/Lean/tree/master/Algorithm.Python

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