New trading systems platform
Fri Jul 8 16:03:13 CEST 2005
> What is wrong with using lists for this purpose?
> You do process your time series sequentially, front to back, and I
> think you can do it recursively as well. Erlang has tail recursion
> and you can easily drop the first element of the list with [H|T].
You were worrying about Erlang performance for general number
crunching relative to C. Most of the time I'd say using lists is
fine, but not if you're potentially talking about gigabytes of data
and the kind of processing where a factor of 10 speed increase is very
significant. Erlang lists take twice as much space as tuples, and,
much as I hate to admit it, if you just need lean and mean data
processing on large and structurally simple data sets, then you'll
always win in C (and by quite a lot, too).
That said, I'd still try the raw Erlang solution and see how it goes.
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