First of all, Vertica is amazing.
So did anyone manage to get TA-Lib working with Vertica? It is a very nice compact library and I would rather not reinvent the wheel.
http://ta-lib.org/function.html
There are two ways to get it to work:
1. either compile it natively as C UDFs using Vertica API SDKs and run it inside Vertica(and run the risk of destabilizing Vertica) or
2. Use R and compile shared R libs calling the C routines running in a Sandbox with slightly reduced performance.
I need help doing either one of those above things. If you have TA-Lib working, please share the knowhow. Thanks.
If HP engineering could get on this and release an TA-Lib extension on the github, that would be freaking awesome.
https://github.com/vertica/Vertica-Extension-Packages
Thanks
Did anyone manage to get TA-Lib working as UDFs?
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