On 14 November 2011 at 07:24, Roupell, Darko wrote: | Check out for Rcpp which according to authors is made for seamless R and C++ integration.
And 45 package on CRAN which use Rcpp seem to agree.... | So re-writing code in C+ and calling it from R would certainly sped up execution. | | However, the package is not easy to grasp, and last time I was in contact with Dirk, one of the authors, he offered his service on fee-based arrangement, which I politely declined. Pardon me? You, as I recall, wanted free tutorials or hand-holding off-list to get, as I reall, quantstrat rewritten. In that context, I may have pointed out to you that a) Romain and I prefer that questions come via the rcpp-devel where we generally answer questions promptly (and for free) and b) that as I recall Brian already told you what to do with respect to quantstrat. If you, or anyone else, needs custom work, and on tight deadlines, Romain is generally available as a consultant whereas I have a day job. There is only so much we can do for you for free, so if you really need more (and as you post from a commercial entity) you could always consider purchasing extra services. Nothing nefarious here. The gift economy still works fine, but with its unpredictable timing. Hope this makes it a little clearer. Cheers, Dirk | You may have better luck. Hope this helps. | | __________________________________________________ | Commonwealth Bank | Darko Roupell | Associate Quantitative Analyst | Institutional Banking & Markets | Equities Research | Darling Park Tower 1 | Level 23, 201 Sussex Street | Sydney, NSW 200 | P: +61 2 9117 1254 | F: +61 2 9118 1000 | M: +61 400 170 515 | E: darko.roup...@cba.com.au | Our vision is to be Australia's finest financial services organisation through excelling in customer service. | | Email Security | This email is sent solely for informational purposes. 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Commonwealth Bank and its subsidiaries have effected or may effect transactions for their own account in any investments or related investments referred to herein. In the case of certain securities Commonwealth Bank is or may be the only market maker. | | -----Original Message----- | From: r-sig-finance-boun...@r-project.org [mailto:r-sig-finance-boun...@r-project.org] On Behalf Of Shekhar | Sent: Friday, 11 November 2011 7:05 PM | To: r-sig-finance@r-project.org | Subject: Re: [R-SIG-Finance] Dealing with live quotes in R | | Darko, Do you know any other packages which I can use to reduce the latency? | Thanks | | -- | View this message in context: http://r.789695.n4.nabble.com/Dealing-with-live-quotes-in-R-tp4030033p4030704.html | Sent from the Rmetrics mailing list archive at Nabble.com. | | _______________________________________________ | R-SIG-Finance@r-project.org mailing list | https://stat.ethz.ch/mailman/listinfo/r-sig-finance | -- Subscriber-posting only. 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