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https://github.com/oliviermilla/Lucky.jl
Lucky is a reactive and async trading framework in Julia designed to rapidly draft, test, deploy and monitor trading strategies and portfolios.
https://github.com/oliviermilla/Lucky.jl
algorithmic-trading algorithmic-trading-engine awesome crypto finance finance-api julia quant quantitative-trading reactive
Last synced: 8 days ago
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Lucky is a reactive and async trading framework in Julia designed to rapidly draft, test, deploy and monitor trading strategies and portfolios.
- Host: GitHub
- URL: https://github.com/oliviermilla/Lucky.jl
- Owner: oliviermilla
- License: mit
- Created: 2024-01-24T14:22:34.000Z (5 months ago)
- Default Branch: main
- Last Pushed: 2024-05-31T21:06:03.000Z (22 days ago)
- Last Synced: 2024-05-31T22:25:26.751Z (22 days ago)
- Topics: algorithmic-trading, algorithmic-trading-engine, awesome, crypto, finance, finance-api, julia, quant, quantitative-trading, reactive
- Language: Julia
- Homepage:
- Size: 164 KB
- Stars: 6
- Watchers: 1
- Forks: 2
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Lists
- trackawesomelist - Lucky.jl (⭐1) - Modular, asynchronous trading engine in pure Julia. (Recently Updated / [Feb 27, 2024](/content/2024/02/27/README.md))
- awesome-quant - Lucky.jl - Modular, asynchronous trading engine in pure Julia. (Julia / FrameWorks)
README
# Lucky
[](https://github.com/oliviermilla/Lucky.jl/actions/workflows/CI.yml?query=branch%3Amain)
[](https://codecov.io/gh/oliviermilla/Lucky.jl)
Lucky is a trading framework for Julia designed to
- (very) rapidly test and deploy trading statregies with next to zero code change between the two.
- run very fast by leveraging Julia's multiple dispatch paradigm and [Rocket.jl](https://github.com/ReactiveBayes/Rocket.jl) as its **asynchronous** and **reactive** core.
- being super simple to start with and 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.
## Example code
A documented and working example is available in the examples folder [here](https://github.com/oliviermilla/Lucky.jl/blob/main/examples/goldencross.jl).
## Integrations
Lucky.jl is designed to be extendable to any API data source (including brokers) and/or data types.
At the day of writing, the libray integrates the following integrations:
| Library | Type | Comments |
|--------------------------------------------------------------|-------------------------------------------------------------------|------------------------------------------------|
| [MarketData.jl](https://github.com/JuliaQuant/MarketData.jl) | Historical financial time series from Yahoo, FRED, ONS. | - Yahoo :heavy_check_mark:|
| [TimeSeries.jl](https://github.com/JuliaStats/TimeSeries.jl) | Lightweight framework for working with time series data in Julia. | :heavy_check_mark: |
| [InteractiveBrokers.jl](https://github.com/oliviermilla/InteractiveBrokers.jl) | Pure Julia API to Interactive Brokers | :construction_worker: Ongoing |
| Random | Standard Julia Random Library | :heavy_check_mark: |
## Data Types
The library provides interface to handle Open High Low Close data (if that's what you're into).
**The library is in development. Contact if you'd like to help.**
# What's with the name ?
As [proven by science](https://arxiv.org/abs/1802.07068) :
Trade safely!