Unless there's some significant new data that might change that decision, it is what it is.
This is what I’m grasping at.
Are the challenges of writing a KDB system for back testing derivatives data which needs to work in tandem with a rust pricing library substantially different from a KDB engineered for back testing spot data.
One has complex and specific math and one doesn’t.
I'm not sure if anyone's yet suggested that you embed your code as a library for KDB, that it could load dynamically? There's some pointer walking fun involved which Rust may _hate_ but it's not that hard and after that you'd be left with a the numerical arrays you're interested in.
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This is what I’m grasping at.
Are the challenges of writing a KDB system for back testing derivatives data which needs to work in tandem with a rust pricing library substantially different from a KDB engineered for back testing spot data.
One has complex and specific math and one doesn’t.
I'm not sure if anyone's yet suggested that you embed your code as a library for KDB, that it could load dynamically? There's some pointer walking fun involved which Rust may _hate_ but it's not that hard and after that you'd be left with a the numerical arrays you're interested in.
It sounds like you're not given the tools to do your job