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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.<br>
<br>
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.<br>
<br>
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.<br>
<br>
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?<br>
<br>
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.<br>
<br>
Don<br>
<br>
<br>
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