FINANCIAL MODELLING PACKAGE IN PYTHON?

[Robin Becker]

In article <387378c0.4549271 at news.demon.co.uk>, Andy Robinson
<andy at robanal.demon.co.uk> writes
>Robin Becker <robin at jessikat.demon.co.uk> wrote:
>
>>In article <19991230065516.A778039 at vislab.epa.gov>, Randall Hopper
>><aa8vb at yahoo.com> writes
>>>Andy Robinson:
>>> |Anyone who wants to discuss this, come join the python-finance list at
>>> |www.egroups.com/group/python-finance/.  It's been a bit quiet of late
>>> |but that's where my stuff and Kevin's is being discussed..  
>>>
>>>Will do.  You ought to get the list sited on:
>>>
>>>     http://www.python.org/psa/MailingLists.html
>>>
>>>This is the first I'd heard of it.
>>>
>>I have some good analytics for Markowitz risk/return optimisation. Does
>>this come into the area?
>
>Absolutely!
>
>- Andy
OK I have to wrap this in a python c-api extension. I guess the matrix
side is fairly easy I can use Numpy type things. I have a bit of a
problem with the old style IO handles though. The current thing uses
file descriptors to allow diversion of various messages to files rather
than stdio/stderr etc. Is there an obvious way to allow an extension
module to write messages to various fd type objects?


Also under certain extreme circumstances my code would like to report a
total failure eg attempt to divide by error. I would like to ask more
experienced pythoneers how arithmetic errors are handled using built in
IEEE exceptions and how does one gracefully crash a python script? (eg
an abend/abort).
-- 
Robin Becker