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Joel,
>I see the advantages of going the Python route in making it easier to
>write trading systems. Seems like Python is a language that's easier to
>learn and use for those coming from TradeStation than C#, Java, etc. Less
>opportunities to make mistakes and such. It would probably be faster to
>whip the framework up in Python than in Java or anything else.
Not only that, Python could be UpTick's "software user language,"
like EasyLanguage is to TradeStation, or WealthScript is to
WealthLab. UpTick would include builtin method classes (function
libraries) to be called from user functions.
>Assuming that Uptick was coded in Python how would it scale? Would it be
>possible to implement distributed optimizations on a server farm?
Shouldn't be difficult, since it has the networking capabilities similar
to Java.
>Would backtesting speed by faster than that of C# or Java?
I would imagine it's comparable to both, since all are interpreted
languages.
>Are there any charting packages for Python?
Well, there's Avidus, a financial charting, technical analysis, and
trading strategy platform, written in Python and C++. See
http://sourceforge.net/projects/avidus/
Looks like a standalone thing though, not a charting class library.
It does have source code, and I saw a Chart.py module in there.
There are plenty of graphics packages for
scientific computing applications listed at
http://www.python.org/topics/scicomp/plotting.html
I know that matplotlib does financial charts in module
matplotlib.finance. It was designed to be familiar to MatLab users.
See http://matplotlib.sourceforge.net/classdocs.html
mike@xxxxxxxxxxx posted back in 1998 on
http://mail.python.org/pipermail/plot-sig/1998-December/000137.html
that his organization was developing a financial charting package for
Python. I don't know what became of that.
I've done bar charts before from basic graphics primitives in C,
using the gd library for creating .gif images. It's not hard. GD also
exists for Python, but creating .gif files isn't the right way do things
in UpTick.
>How would I protect commercial systems built on top of Uptick?
Same way Java is source protected. Only the compiled modules would be
distributed. UpTick would have an editor interface (pre-built ones
already exist) and compile the user's modules right there, and run the
compiled modules. The user would have the choice of distributing the
source with the executable when packaging the modules into an archive.
A sensible directory structure would be nice (Tradestation has none, all
my functions are bunched together with everything else).
One can also write modules in C or C++.
Most resources are available at http://www.python.org
-A
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