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matlab csharp programming performance

Asked by Fei on 19 Apr 2013

I used matlab to call the c# interface to retrieve some data as below:

   price = histData.getTickData(...);

price is a list of c# object, which ecapsulates the price info such as price, volume, turnover. I use the below loop to extract the price and convert into matlab matrix

matlab_price = nan(price.Length, 8);
for i=1:price.Length
  matlab_price(i,1) = price(1).time;
  matlab_price(i,2) = price(1).volume; 
  ...
  matlab_price(i,8) = price(1).turnover;
end

The above loop and the 8 assignments were very slow, which took around 0.2s to finish compared to a total of 0.22 execution time. As the price is a c# object, there is no way to use the vector-grammer such as matlab_price(:, 1) = [price.time]; matlab_price(:, 2) = [price.volume]; .. Any idea how to improve the "assigment" performance?

Thanks in advance

2 Comments

Yair Altman on 20 Apr 2013

Cross reference: CSSM

Fei on 7 May 2013

Yup. Previously I posted this question to the wrong place.

Fei

0 Answers

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