SaguaroTrader.jl

A flexible, schedule-driven backtesting library in Julia
Author SaguaroCapital
Popularity
20 Stars
Updated Last
5 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/

Other Julia Backtesting Libraries

  • Bruno.jl - A modular, flexible package for simulating financial data, asset pricing, and trading strategy testing.
  • Lucky.jl - A reactive and async trading framework in Julia designed to rapidly draft, test, deploy and monitor trading strategies and portfolios.
  • 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.