Have you ever wondered what it takes to wrap C or C++ for Python? Jack Grahl joins us at this month's Full Stack Quants to teach us how! Don't miss it!
Lots of Python packages wrap C or C++ code. But what kind of magic is required to build your own?
This head-first tutorial takes you through all the steps from writing a C++ function to doing 'pip install' and running it in Python.
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Using C/C++ code in Python
Jack Grahl works on software testing, QA and delivery for PrismFP Analytics. His mission is to enable a team developing sophisticated data proccessing and analytics software in Python and R to move fast without breaking too much stuff. He studied Mathematics at UCL and gained a PhD in Probability and Measure Theory. He has previously worked as a quantitative analyst and written code in C#, Perl, Python and C++ for hedge funds and financial software companies.