Executing R Script Files from C# with R.NET

1. Introduction

The photo is Suimono :) It includes Ebi Shinjyo, which is a steamed shrimp dumpling.

In this article, I note how to execute R script files from C# and the execution results. I integrated C# and R with R.NET. R.NET has so simple APIs and is easy to use.

・R.NET

　https://github.com/jmp75/rdotnet

The versions of .NET Framework, R.NET and R are as follows.

.NET Framework 4.5
R.NET 1.6.5
R 3.3.2

2. Integrating C# and R

I want to use R to execute machine learning models, display useful charts and so on, and C# to process various parameters and pass them to R. It's because R has the good capabilities of graphical processing and machine learning but isn't good at handling objects.
And I also want to incorporate R script files implemented by other persons such as quantitative analysts and data scientists, into C# applications.

2.1. C# Program

First, I note the C# program. It's required to pass arguments from it to a R script file and run the R script file. These are realized by the following methods. It's so simple :)

・ passing arguments from C# programs to R script files

REngine.SetCommandLineArguments (string[] parameters)

・ running R script files

REngine.Evaluate ("source('script file path')")

The full source code is as follows :)

・ Program.cs

using RDotNet;

namespace FinancialEngineering
{
    class Program
    {
        static void Main(string[] args)
        {
            var scriptFilePath = "C:/dev/R/test_script.R";
            var riskCsvPath = "C:/dev/R/test_data.csv";
            var valueAtRisk = "25750000000";
            ExecuteScriptFile(scriptFilePath, riskCsvPath, valueAtRisk);
        }

        public static void ExecuteScriptFile(string scriptFilePath, string paramForScript1,
                                                                                                     string paramForScript2)
        {
            using (var en = REngine.GetInstance())
            {
                var args_r = new string[2] { paramForScript1, paramForScript2 };
                var execution = "source('" + scriptFilePath + "')";
                en.SetCommandLineArguments(args_r);
                en.Evaluate(execution);
            }
        }
    }
}

'C:/dev/R/test_data.csv' in this program is like the following csv file.

・ test_data.csv

date,risk_value
20160128,21261339422
20160129,22759109989
20160130,21405741891
...

2.2. R Script File

Next, I wrote the following R script file. It's important that the arguments passed from the C# program become available  by 'args <- commandArgs()'. These are stored after 'args[2]'.

・ test_script.R

args <- commandArgs()
riskValueFilepath <- args[2]
VaR <- args[3]

data <- read.csv(riskValueFilepath, header = TRUE)
attach(data)
x <- strptime(data$date, '%Y%m%d', tz = '')

par(xaxt = 'n')

plot(x, data$risk_value, type = 'n', xlab = '',ylab ='')
lines(x, data$risk_value, type = 'l',col = 'thistle4',add = T)
points(x, data$risk_value, type = 'p',pch = 20,col = ifelse(data$risk_value > VaR, 'tomato', 'thistle4'), add = T)

par(xaxt = 's')

y <- as.POSIXct(round(range(x), "days"))
axis.POSIXct(1,at = seq(y[1],y[2],by = "1 day"),format = '%Y%m%d')
title('Test of Integrating C# and R\n(Points above Value at Risk)', xlab = 'Date',ylab = 'Risk Value')

3. Execution Result

The execution result is as follows. It noramlly ran :)

4. Conclusion

R.NET enables you to intagrate C# and R. Because passing arguments from C# to R and running R script files are possible, it's easy to incorporate  R script files into C# applications.