[datatable-help] Using data.table code in an interactive desktop application written in C# or Java

[Don Brady]

I have written a largish R data.table application for back-testing 
option trading strategies.   It involves large quantities of option 
price data, all of which is stored in data.tables.  As an R application, 
it works fast and well, thanks to the strengths of data.table.  There 
are about 10,000 lines of R code, almost all of which are calling 
data.table functions.

However, I want to take some of the code and create a snappy desktop GUI 
application for quick interactive option portfolio and trade 
evaluation.  Ordinarily I would do this in Java or C#.  However, since 
the prior code is all written using data.table calls, it would be ideal 
if I could continue to use.table.

I tried Shiny and I  got a shiny app. written and working, that includes 
lots of use of data.table and my existing tables.  However, it is too 
slow.  I need lightning fast for the GUI which is to be exploratory.

So, after this background, my question is, is there any way to call 
data.table from a C# or Java desktop GUI app. without involving R? 
Assuming the answer is No, what would be another in-memory database 
implementation that can be called from C# or Java, that would be similar 
enough to data.table that I would be able to migrate over my data.table 
code over.   It is obviously no problem to convert over the data, since 
that is just columns.  But my concern is to minimize the effort in 
converting over the code, which is now, of course, full of data-table 
joins, merges, selects, renames, updates etc., all currently written in 
data.table's very unique syntax (currently coded in R function calls).  
Is there some in-memory database package that would support a similar 
syntax to facilitate converting the code from data.table?

Thank you very much, I should add, for the wonderful data.table 
package!  I certainly will not abandon it.  I am just looking for 
something somewhat compatible with its style, for a limited special purpose.

Don


-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.r-forge.r-project.org/pipermail/datatable-help/attachments/20170414/7d9067d7/attachment.html>