Python

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What python project(s) are you currently working on? (self.python)

submitted 1 year ago* (last edited 1 year ago) by TheDude to c/python

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With r/python out for the next 48 hours, here’s a post to promote continuing discussion a language we all love. Python.

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[–] SleepyHarry 1 points 1 year ago (1 children)

While I love Python, it's not the easiest language to do high freq low latency work on as I imagine algotrading would demand.

How have you worked around this, if at all?

I can't find a way to word this that doesn't sound really aggressive, the question is in good faith!

[–] [email protected] 4 points 1 year ago

Liberal use of libraries written in c (e.g. pandas, pytorch, numpy), some use of cython (not in the current version, but I have done so), and relying on time frames and strategies which have some tolerance for latency. If you trade five minutes after the start of a 1 day candle on the basis of where you expect it to be at close, it's not such a big problem.

It's a losing game to try and out-pace the big end of town.