matlab csharp programming performance

1 view (last 30 days)
Fei
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
Fei
Fei on 7 May 2013
Yup. Previously I posted this question to the wrong place.

Sign in to comment.

Answers (0)

Categories

Find more on Financial Toolbox in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by