Now that is a pragmatic and balanced assessment.
Problem is, for the engine itself it doesn't make sense to mix languages. All the add-on plugins, etc you can use with your custom strategies and indicators can use whatever language combinations make sense.
But the engine itself will run as one language. C++, Java, and/or C#.
Unfortunately, I must pick which to do first. And I feel Java is the first with a builtin C++ api. (How does that sound?)
At a high level the engine does three things. Receives ticks, builds data bars, and calls your custom formulas based on whatever events they requested.
So TickZOOM calls your object factory with the name of your formula to instantiate. Then it sets any properties configured or from variables during optimization.
Then it calls the Initialize() method.
During your Iinitialize() you tell TickZOOM what dependencies on other classes and what bar intervals it requests to be updated.
Let's say your class requested updates for 1Minute, 30 Seconds, and 1 hour.
Then the engine will call your ProcessInterval() method with the interval event.
During your code, you have access to all the bar intervals and instruments defined anywhere in your system.
hour month, day, etc.
If you class requests, it will also get called with every tick on the ProcessTick() method. (Must get used with care due to performance.)
My point is that the Engine's real power and speed will be in doing it's core job really fast, and scalable but the same way, whether in live, replay, real time, test, optimization, etc.
The custom code could easily be in C++ or whatever.
Sincerely,
Wayne
Quote from cliff5200:
Hi Wayne,
As far as speed benchmarks are concerned that is just one concern. Java has been gaining ground but the speed king is C and then C++. If Java keeps improving there may end up being no difference. With the processor speeds now the difference may not be significant, But that is not the only issue.
1. There are questions about ease of programming (Java may be better).
2. Cross platform portability (Java may be better).
3. How much applicable open source code is available (C++ is probably better).
4. Usage in high performance computing applications (C++ is probably better) BUT,,, Java has some interesting projects in high performance computing now days such as Hadoop (http://en.wikipedia.org/wiki/Hadoop) and others.
My personal thoughts are to weigh out the issues, look at the available open source code that could be borrowed from or used (why reinvent the wheel?) and then use Java or C++ or both. I see a lot of projects that use both so that they can use existing code from both. If he system is modular then you can have some modules in C++ and others in Java as needed. Just do what makes sense. You can always recode some modules later if there is a reason to do so. Java has more GUI code and application code available and C++ has more system infrastructure code and processing code like Quant code, Math code, RAM based databases, API Broker interfaces, OpenFix, etc, etc.
So just take the best of both!
