Is it possible to write from a single script in c++ with the entire process for the elaboration of a super system? (download data, backtest, clustering, preprocessing, 3 stacking ensembles for different data, search for inefficiencies, validation in walk forward, mount it MCMC ...... ..) but with the whole process and orderly execution !!!!
I could indicate the tools / libraries to call / use in python and R from the script for zeroMQ

it could also be done from different scripts or from already made scripts such as those already written but that will run from zeroMQ https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=477347#Post477347 in python and R in an orderly manner

Zorro is an open system. You can basically have it do anything you want, with careful planning and design choices, and knowledge of the strengths and weaknesses of the individual components.