Neat Data Modeling Project
Today I've been having an email exchange with an old co-worker about an Open Source project that he's been working on - actually, it's pretty much done. It's all in Python, so it's not something that I'm really keen to use, but the design is good, and I can remember using something like it back at a previous job where we had to solve complex data modeling issues in as near real-time as possible.
The project is called dataflow and is really a compute/modeling system where you define Nodes and these nodes can be simple calculations on inputs, but they can be quite advanced - say rolling time averages, etc. and the key is that these Nodes can relate to one another in a simple Graph, that the user can describe, and then when any Node is updated, it fires off the updates of the dependent Nodes.
The nice thing is that these Nodes have a very simple API, and so they can do just about anything - averages of inputs, calculations, mean-square calls... it's really what the user wants to see. Tie this with a UI that displays the data, and you get something that is very powerful indeed. It can be a a Risk system where each Node can aggregate the child Nodes so that you can look across account, symbol, etc. and all updates as the input data updates.
It's been a nice reminder of some of the work I'd done at that job - but the work I did was in Java, and it was a bit more limited, but it still enabled some pretty nice apps to be built. Good stuff.