On Saturday, 22 March 2014 at 14:04:01 UTC, Daniel Davidson wrote:
On Saturday, 22 March 2014 at 13:36:01 UTC, Saurabh Das wrote:
The edge for D in our case comes from 3 factors -
1. A lot of statistical data from older C++ systems means
better assumptions and decisions in the new D system; and
But, clearly that is not necessarily a benefit of D. It is a
benefit of prior experience and the learning curve. If you
said, we use our data to not only make better
assumptions/decisions, but to do things in D that can not be
done in C++ - then you make a very strong case.
Yes - I didn't mean this as a point in favour of D, but just to
put down the factors that made a difference. However in all
microbencharks thus far, D has not done worse than C++.
2. 20% of the system is latency-critical and 80% is not. D
allows us to quickly finish 80% and really concentrate on the
critical 20%. I must also comment upon how much more
productive it is to write a new system in D as compared with
C++ - gives us more time to think about the actual problem
than try to jump through the C++ hoops.
Productivity is very important and can mean big $$ for most
firms. But if latency is the critical factor in an
all-or-nothing game, then it is much less so. Maybe your game
is different and you have edge beyond low latency. I hope that
is the case.
To clarify - for us latency is critical. The reason that
productivity matters is that given resource constraints, I can
spend much more time optimizing the 20% in D because the 80% can
be written quickly.
3. A much better type system - some checks can be moved to
compile time. Major benefit.
What is a simple example of something that could be done with D
but not C++ that has nothing to do with building things with
less developer time?
For example, I could see technical reasons why in certain
non-quant areas like XML parsing where D can be faster than
C++.
(http://dotnot.org/blog/archives/2008/03/12/why-is-dtango-so-fast-at-parsing-xml/)
But then, with a large amount of time and unlimited funding the
techniques could probably be duplicated in C++.
None of the type-system stuff CANNOT be duplicated in C++ (given
enough resources), but D makes it easy.
I'll give you an example which is similar to XML parsing -
consider FIX messages. Using templates judiciously, it is
possible to write a blazing fast FIX message processing system in
D where a lot of the processing is unrolled at compile time.
Surely this is possible in C++, but it's going to be a hell of a
task.
Again, I don't think it is necessary to have any/many cases
where D beats C++ hands down in performance for its adoption to
widen. But to push D to a wider audience by focusing on areas
where the bar is already super high is tough. If I had money to
invest in D I would invest it in vibe rather than quant because
the relative advantages of D are so much higher.
Yes I agree with that.
Yes - R, Matlab et all won't be replaced by D most likely.
Let's wait and watch. However I disagree about the
HFT/low-latency side. Ofcourse there's no way to say for sure.
Let's check again in a year :)
Sounds good - keep us posted!
Thanks
Dan
