[Python.NET] Architecture Advice
jared at quantconnect.com
Tue Jun 23 06:24:21 CEST 2015
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
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!
LEAN open source - https://github.com/QuantConnect/Lean
Python algorithm frame -
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