
4 Jul
2006
4 Jul
'06
12:03 p.m.
And a related question... Would there be an advantage in using lazy byte strings or Bulat's streams library over HDF5? There's a good performance review [1] of PyTables (thin wrapper on top of HDF5) vs. SqlLite that I just read and it made me wonder. I'm looking to model the trading process as (lazy?) stream processing where a trade represents an event in the input stream and trade and stop orders would be injected into the output stream. [1] http://python.liberty.ro/pycon/papers/largedata.pdf -- http://wagerlabs.com/