Hi All, my first post here =) We're using Pythonnet in LEAN - an open source algorithmic trading platform. We load the python object and then we make it look like a C# interface <https://github.com/QuantConnect/Lean/blob/master/AlgorithmFactory/Loader.cs#L170> .
Each time a method/property is called we see 75% of the time being spent in Pythonnet; and only 10-25% being actual work. The raw C# version of LEAN runs up to 20x faster than our python layer; we're looking for suggestions on how to improve the speed of the library / C#-Py interop. Thanks Jared -- Jared Broad www.quantconnect.com Phone-USA: +1 917 327 0556 *Democratizing Finance, Empowering Individuals* Facebook <http://www.facebook.com/QuantConnect> | Twitter <https://twitter.com/#!/QuantConnect> | LinkedIn <http://www.linkedin.com/company/quantconnect> | Skype: jaredbroad We're recruiting! Join us and make your mark on the future of finance <https://www.quantconnect.com/jobs>
_________________________________________________ Python.NET mailing list - PythonDotNet@python.org https://mail.python.org/mailman/listinfo/pythondotnet
