TradingLogic.jl

Backtesting and trading with Julia reactive programming.
Popularity
61 Stars
Updated Last
8 Months Ago
Started In
March 2015

Documentation Status

TradingLogic.jl

An attempt at a unified framework in Julia language for both event-driven backtesting and live trading. This package utilizes reactive programming elements implemented in Reactive.jl.

The main objective is to be able to backtest and place real-time orders using the same trading strategy functions.

NOTE: The current master-branch code requires Julia >=0.4.0. See the julia03 branch for the last version tested with Julia 0.3 before 0.4.0 final release.