hi bpeikes
I've done some work in this area - and I'm pretty sure that F# is great language for this type of work. F# has a similar performance profile to C# so should handle the throughput well.
Excel is fundamentally flawed as a robust programming environment as it is very weakly typed. Ideally we'd have a replacement where each cell was an instance of a .NET type. A sheet could then be type-checked much like an F# project. However you could write your CEP engine in F# and expose it to Excel using VSTO (clunky) or this commercial project.
regards,
Danny
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Current situation:
Several Excel spreadsheets which constantly poll databases and receive realtime data via Excel's RTD functionality and a third party plugin.
Problem:
Calculations are only being run when the spreadsheet is open and we need to integrate a complex event processing system to handle events when the the outputs of our "models" change.
I started looking at FP because it seemed like it could be used as a replacement for Excel in many of our problems. It "feels" like you could develop something similar to an Excel spreadsheet from the top down, defining your top level functions and then moving down, allowing F# to keep track of the "dependencies". Everytime someone produces an Excel spreadsheet, we end up with an unmanagable and untestable pile of garbage.
I've just started reading a couple of books to get an overview, but haven't gotten enough background yet to wrap my head around asynchronous programming in F#. I figure I have a week or so of reading and playing before I'm ready to read Chapter 13 in "Expert F#" published by APress, but want to get some feedback before I get too deep.
I'd like to know if anyone has used F# to handle real time data, say hundreds of data point changes per second and then display the data to multiple clients. Has anyone developed any frameworks for this?