[Python.NET] Architecture Advice

Jared Broad jared at quantconnect.com
Tue Jun 23 06:24:21 CEST 2015

Hello All,

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!

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

Python algorithm frame -

Jared Broad

Phone-USA: +1 917 327 0556
*Democratizing Finance, Empowering Individuals*
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