I have written a largish R data.table application for back-testing
option trading strategies. It involves large quantities of option
price data, all of which is stored in data.tables. As an R application,
it works fast and well, thanks to the strengths of data.table. There
are about 10,000 lines of R code, almost all of which are calling
data.table functions.
However, I want to take some of the code and create a snappy desktop GUI
application for quick interactive option portfolio and trade
evaluation. Ordinarily I would do this in Java or C#. However, since
the prior code is all written using data.table calls, it would be ideal
if I could continue to use.table.
I tried Shiny and I got a shiny app. written and working, that includes
lots of use of data.table and my existing tables. However, it is too
slow. I need lightning fast for the GUI which is to be exploratory.
So, after this background, my question is, is there any way to call
data.table from a C# or Java desktop GUI app. without involving R?
Assuming the answer is No, what would be another in-memory database
implementation that can be called from C# or Java, that would be similar
enough to data.table that I would be able to migrate over my data.table
code over. It is obviously no problem to convert over the data, since
that is just columns. But my concern is to minimize the effort in
converting over the code, which is now, of course, full of data-table
joins, merges, selects, renames, updates etc., all currently written in
data.table's very unique syntax (currently coded in R function calls).
Is there some in-memory database package that would support a similar
syntax to facilitate converting the code from data.table?
Thank you very much, I should add, for the wonderful data.table
package! I certainly will not abandon it. I am just looking for
something somewhat compatible with its style, for a limited special purpose.
Don
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