Real-time Calculation Engine is a powerful application that performs complex calculations with real-time data. The application imports or simulate real-time values. The Observable-Observer (PUSH) computation pattern, based on RX.NET, is used, in order to obtain the highest possible performance in the .NET environment.
The Calculation Engine is non-blocking and, as much as possible, reactive. No global variables are used. Side effects are minimized.
I like think the problem as asynchronous STREAMS of data (types) that are processed by reactive OPERATIONS that may result in other STREAMS of data, as in an industrial manufacturing facility.
A Runge-Kutta routine, for numeric integration, is included for simulation of Ordinary Differential Equation.
Data can be visualized on Chart Observers, using FSharp.Charting library. Examples with Incremental and Scrolling charts are included.