Lucky is a trading framework for Julia designed to
- rapidly test and deploy trading statregies with next to zero code change between the two.
- run fast by leveraging Julia's multiple dispatch paradigm and Rocket.jl as its asynchronous and reactive core.
- being super simple to start with although remaining modular to tailor and extend to different needs.
- accomodate different kind of strategies, data or experiements (market making, random process simulation, etc.) leveraging Julia's powerful math libraries ecosystem.
A documented and working example is available in the examples folder here.
Lucky.jl is designed to be extendable to any API data source (brokers, exchanges, etc.) and/or data types.
At the day of writing, the libray integrates the following integrations:
| Library | Type | Comments |
|---|---|---|
| MarketData.jl | Historical financial time series from Yahoo, FRED, ONS. | ✔️ |
| TimeSeries.jl | Lightweight framework for working with time series data in Julia. | ✔️ |
| InteractiveBrokers.jl | Pure Julia API to Interactive Brokers | ✔️ (partial) |
| Random | Standard Julia Random Library | ✔️ |
The library is in development. Contact if you'd like to help.
As proven by science :
Trade safely!