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That's a different subject).
I don't put a team together. I walk on my own, do what I think is right and interesting, and make no commitments.
If anyone wants to go out with me, there's no objection and no commitment either.
I'm not talking about the team but the engine in the form of EXE application to link Python and R with MQL, which I suggested in that thread.
You'll get an EXE - no problem in Python. R, sorry, I don't use it - imho, a big dump of everything and anything. If there are diamonds in this dump, their search is problematic. Unless SanSanych tells me).
I deal mostly with neural networks, and there are enough of them without R.
But, actually, the methodology of interaction is planned to be universal, and probably you can use it for R as well.
https://blog.darwinex.com/zeromq-interface-python-r-metatrader4/
Data:
https://www.quandl.com/tools/python
Indicators, calculations:
https://mrjbq7.github.io/ta-lib/
Pile of Mala:
https://github.com/huanhock?tab=repositories
About the invention of bicycles =):
https://ria.ru/entertainment/20130824/838259663.html
We talked about exchanging CSV files, but version 1.0 (see previous post) just opens and reads files. The next version - 1.01, after some modifications, reads CSV files and stores them in InData variable.
Actually all modifications:
Only 3 lines changed + csv library connection.
And also control output of CSV contents from InData variable:
Now the values of rows are available by indexes, type - row, column.
Well, and the code itself - see attachment.
We talked about exchanging CSV files, but version 1.0 (see previous post) just opens and reads files. The next version - 1.01, after some modifications, reads CSV files and stores them in InData variable.
Actually all modifications:
Only 3 lines changed + csv library connection.
And also control output of CSV contents from InData variable:
Now the values of rows are available by indexes, type - row, column.
Well, and the code itself - see attachment.
Using files for exchange is not the best solution. File operations are very slow. You have to connect a RAM disk for such an exchange.
And I, for one, will say that they are extremely fast, not slow. Without numerical characteristics, both your and my statements are based on nothing, and therefore make no sense in the task at hand. You need characteristics of both the file exchange and the needs of the task, and only after comparing them can you come to valid conclusions. Since Yuri Asaulenko decided that files are suitable, I think he knows better the planned volume of data transfer and processing time.
In general, disk files have a great advantage over volatile memory - they are stored on the shutdown disk and can be accessed after a week or a year. To control, to analyse, to verify, just to observe.
Using files to swap is not the best solution. File operations are very slow. You have to connect a RAM disk for such an exchange.
This issue has already been discussed in this thread, in previous posts, including the possible use of RAM-Disk, if necessary:
Forum on trading, automated trading systems and testing trading strategies
How to make trading system for MT using Python.
Yuriy Asaulenko, 2018.08.01 19:33
I present a new version of PyTS 1.02. This version is functionally equivalent to version 1.01, but the unnecessary print() controls were removed from the code and the class approach began to be implemented (Lenin wrote - the approach must be class based) - CSV file processing is fully assigned to the class - cCSVJob.
Zip-file in the attachment, where you will also find all previous versions of the program, as well as, in the PyTS folder, necessary files with source data for testing.