SaguaroTrader.jl

A flexible, schedule-driven backtesting library in Julia
Author SaguaroCapital
Popularity
20 Stars
Updated Last
4 Months Ago
Started In
January 2023

SaguaroTrader.jl

CI Lifecycle:Maturing Code Style: Blue Coverage Docs

SaguaroTrader.jl is a flexible, schedule-driven backtesting library tailored for long-short equity and ETF-based systematic trading strategies. Signal generation operates independently from portfolio construction, risk management, execution, and simulated brokerage accounting. This library originated as a Julia port of the Python library qstrader.

Installation

From the Julia General Registry:

julia> ]  # enters the pkg interface
pkg> add SaguaroTrader
julia> using Pkg; Pkg.add("SaguaroTrader")

From source:

julia> using Pkg; Pkg.add(url="https://github.com/SaguaroCapital/SaguaroTrader.jl/")
julia> ]  # enters the pkg interface
Pkg> add https://github.com/SaguaroCapital/SaguaroTrader.jl/

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  • PingPong.jl - Cryptocurrency trading bot, and backtesting framework.
  • Trading.jl - An event-driven framework for defining and executing and backtesting trading strategies based on technical indicators.

Used By Packages

No packages found.