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[amibroker] Re: OT: RMath plug-in for Amibroker



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Hi,

The RMath plug-in has a fairly efficient routine for marshalling AFL 
vector data to SafeArrays in COM.  This happens both on the way in 
and back out of RMath and so is hidden from the end user, making the 
code required very compact and simple.

Of course, it may be possible to write code in AFL to do this 
manually (as pointed out in the manual), and it may be that this can 
be improved further by having a play around with the VBArray function 
in AFL to assist with this (if you don't want to use the plug in).

Re potential upgrade, again this has not been decided yet*, but 
basically yes that is the idea.

PS

* If only because our intitial goal (i.e. access to R WITHIN AB) has 
been achieved, and this step would complicate matters in some 
aspects, like require the user to know how to operate R in its native 
environment.

--- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow" 
<loveyourenemynow@xxx> wrote:
>
> Hello,
> 
> and thank you for your answer.
> I refer to the fact that in order to retrieve an array from R, this
> has to be done element by element using the com server, since AB is
> not accepting the R data type.
> I wrote some AFL functions to do this, but I was wondering if the
> plugin was somehow able to actually transfer data directly (which
> would be much faster).
> But if it using the com server I guess this is the only way.
> 
> Regarding the new implementation,do u mean that some AFL variable is
> constantly update with its R "sister", without the need to tranfer
> data back and forth?
> 
> Thanks
> Ly
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@> wrote:
> >
> > Hi Ly,
> > 
> > First, which "problems" do you mean (or do you refer to endnote 
II in 
> > the RMath manual)?
> > 
> > To answer your question: yes it does. And in terms of 
transferring 
> > data (e.g. vectors) to R via the plug-in, I have not encountered 
any 
> > limitation. In other words, I personally have no need for 
any "work-
> > around".
> > 
> > However, the current plug-in does not (yet) allow full two-way 
> > communication between R and AB, i.e. putting something in R which 
> > immediately becomes available in AB. We are looking (early stage) 
at 
> > possibly integrating another tool which would allow you to move 
back 
> > and forth like that between R and AB which, for example, would 
bypass 
> > the need for the debugger as you would see your results 
immediately 
> > within R.
> > 
> > Hope this answers your question, if not you'll need to be more 
> > specific I'm afraid.
> > 
> > PS
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow" 
> > <loveyourenemynow@> wrote:
> > >
> > > Hello Patrick,
> > > 
> > > I would like to ask you if your plugin uses the R com server to
> > > transfer data between R and AB.
> > > I was doing that and wrote some simple functions to transfer 
> > vectors,
> > > and I encountered the problems you mention in your 
documentation 
> > file,
> > > but with some workaround it was working.
> > > 
> > > I wonder if you are able to directly transfer vectors or you 
use 
> > some
> > > similar workaround.
> > > 
> > > 
> > > Thanks
> > > 
> > > Ly
> > > --- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@> 
wrote:
> > > >
> > > > Hello,
> > > > 
> > > > This mail is to inform you that I have just uploaded the zip-
file 
> > > > RPlugIn. It contains two files. The first is the file 
> > RMathAFL.dll, 
> > > > the RMath plug-in for AB. The second is the Word-document 
R_Plug-
> > > > in_Amibroker.doc, the accompanying manual. The manual briefly 
> > > > describes the functionality of the RMath plug-in for 
Amibroker 
> > which 
> > > > I make freely available to all AB-users. Its purpose is to 
allow 
> > you, 
> > > > the AB-user, to efficiently interact with R, the open-source 
and 
> > > > freeware statistical/ mathematical package based on the S-
> > language 
> > > > (i.e. S-Plus). For more details on R , please visit the 
official 
> > > > website: http://www.r-project.org/. Here you will also find 
> > manuals 
> > > > and other contributed papers on R. Specifically, see this web-
> > page: 
> > > > http://www.stats.bris.ac.uk/R/.
> > > > 
> > > > It is impossible to discuss the full scale of the R-
functionality 
> > > > that the plug-in makes available to the AB-user. It simply is 
> > > > massive, and even I have only explored a tiny bit of it. 
Instead, 
> > the 
> > > > manual will describe a small subjective selection of the 
> > > > possibilities available, with the aim to get you going. I 
have no 
> > > > pretension that my examples are of any use to you. What I do 
> > hope, 
> > > > however, is that they can get you going, and that this plug-
in 
> > will 
> > > > enhance your trading/analysis skills, like it has mine.
> > > > 
> > > > The plug-in has been kindly developed by a programmer-friend 
for 
> > > > which I am very grateful (and no, it is not Tomasz). There 
will 
> > be NO 
> > > > technical support for it, and (in all likelihood) no 
upgrades, if 
> > > > only because the functionality embedded is:
> > > > -	very extensive and flexible in terms of accessing R's 
core 
> > > > functionality (I would say almost unlimited, particularly if 
you 
> > > > write your own R-functions separately in R, which 
subsequently 
> > can 
> > > > then be called from AFL);
> > > > -	unlikely to be (negatively) impacted by changes in R 
itself;
> > > > 
> > > > In the manual you will read about my motivations to have this 
> > plug-in 
> > > > developed, the main one being to thank, first and foremost, 
> > Tomasz 
> > > > Janeczko for developing AB into what it is has become: an 
> > industry-
> > > > standard investment and trading platform. It has enabled me 
to 
> > > > transform my investment thinking into practical applications, 
> > making 
> > > > some money along the way. Extended thanks go to the AB-
community 
> > in 
> > > > general. I am very grateful to the guidance, sample code, and 
> > other 
> > > > help (including support from Marcin) I have received over the 
> > past 
> > > > few years.
> > > > 
> > > > PS
> > > >
> > >
> >
>




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