[IronPython] Are there anyone had embedded IronPython or other dynamic language into a biz solution

[Christian Gross]

Hi

A bit late, but I here goes.

I write custom trading systems that use Excel as a Front End. These days 
my customers are pushing me further to create a backtesting platform, 
and optimization. This means I will be dealing with millions upon 
millions of records. My initial intention was to use Excel VBA, but for 
records in these dimensions it is simply not possible. With C# I can 
easily run through this code, but exposing a C# layer to my customers 
(eg NinjaTrader) is asking too much. Hence I chose IronPython. I had 
used it in the past and found it to be pretty good and did some initial 
integration tests and it worked out pretty well.

Why Excel? After a very long and deliberate decision process I chose it 
because with Excel and IronPython a developer can extend their 
application to use TA-Lib, or QuantLib without having me to write an 
explicit layer. Simply put I can focus on the simulation, optimization, 
and strategy implementations.

Christian Gross