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Is it possible to call external library within backtest?

bb605723bb605723 Posts: 1
in Support

I am new to the CloudQuant back test platform. I have a basic question.

I have written a C DLL, containing various functions. Suppose a typical function takes a pointer to an array of historical prices as its input. The function produces a return value and produces additional outputs thru a provided pointer:

float some_function(int size_input, float *input, int size_output, float *output) {
....
}

Would I be able to call this function during my back test run? I can write some wrappers to my C functions in order to work with some python data structures. But I cannot re-code the function itself.

Any actual example and/or documentation will be greatly appreciated.

Comments

  • tdraughontdraughon Posts: 14

    CQ hasn't done this in the past. It raises concerns for us on supporting our production environment should we fund an algo that requires the external library.

    Not saying no, just saying not now.

    We would like to know more and discuss this further. If you wish to discuss further contact us directly at
    customer_success@cloudquant.com

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