On Saturday, 22 March 2014 at 14:33:02 UTC, TJB wrote:
Well, I for one, would be hugely interested in such a thing. A
nice D API to HDF5 would be a dream for my data problems.
Did you use HDF5 in your finance industry days then? Just
curious.
A bit. You can check out some of my C++ code generation support
for hdf5 here:
https://github.com/patefacio/codegen/tree/master/cpp/fcs/h5
A description of the code generation infrastructure is available
here:
https://github.com/patefacio/codegen/blob/master/doc/codegen.pdf
And some python usage of tables to parse/store data for HFT
analysis of potential benefits of periodic auctions as opposed to
continuous markets:
https://github.com/patefacio/auction
Using hdf5 with tables and simple usage in C++ is very powerful.
I did not do a lot with it - simple tables for writing/reading
from C++. The API is huge and very old school, even with the C++
wrappers. IMHO an awesome project would be a rewrite in D that
abandoned the API but provided file compatibility with cleaner
access. D would be great for that.
TJB
