A Scala port of various open source libraries.
A Scala port of various open source quantitative and financial software libraries.
Rarely is a non-trivial quantitative or financial computing problem solved with a single library. More often then not development teams are required to use several libraries and as such go through the effort of integrating the functionality while ensuring consistency, transparency and accuracy of the results.
The challenge with this approach is one of incomplete coverage and diversity among teams. It would be unlikely for multiple teams acting independently to integrate any arbitrary set of libraries in the same fashion. Even the same team of people over long period of time are likely to adopt different styles and approaches. Finally, most teams need to deal with tactical priorities and as such integrate only what they need at a given point in time, further impacting consistency and transparency.
One option would be to write a monolithic library with staggering breadth of scope but doing so would clearly be a daunting task. Spectrum takes a decidedly more pragmatic approach. Spectrum consists of a series of libraries written in Scala which implement the functionality available in popular open source quantitative and financial libraries. They are not exact ports nor are they forks of the libraries from which they were inspired. They do however faithfully implement the algorithms and are similar enough to track and subsequently incorporate functionality that is added to the originating libraries as they themselves evolve.
An exact port wouldn't achieve the desired goal of providing consistent, transparent, accurate and seamless integration between the universe of libraries that are included.
A fork of the existing code bases would result in significant design and standards variation making the resulting code base challenging to support and maintain.
That said, the goal is for Spectrum to be familiar to those who have used any of the libraries from which Spectrum is inspired while producing a distribution that is easily maintained, consistent, transparent and accurate.
Producing a library that is usable in all the contexts that one might wish to use it is always a trade off. Despite best efforts of engineers over the decades there is no single universal platform. As such some platforms are integrated more directly then others.
Spectrum provides programmatic APIs for both Scala and Java.
Spectrum also provides web service wrappers making it callable from any platform that supports that technology stack. The web services may be deployed locally or remotely depending upon performance and scalability requirements.
Spectrum will eventually provided a plugin which allows it to integrate with Excel and Open Office.
The obvious omissions are a native code integration and a .NET platform integration at the language level. It is suggested that in most cases invoking Spectrum via the web services interfaces is the best approach. For the remaining cases, where it is unacceptable from a performance perspective to invoke a web service (either locally or remotely), we would suggest that solutions such as JnBridge may be a viable alternative. However, if either of these cases are not an option then one might simply use the native libraries from which Spectrum was inspired.
We've found the following Scala Tutorial reference quite useful : Tutorial
The code base should be following the standard Scala Style Guide: Style Guide
The preferred method for validating coding style is implemented in: Scalastyle
Project Wiki: Spectrum Wiki