Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
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: 3 months ago
JSON representation
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 (10 months ago)
- Default Branch: main
- Last Pushed: 2024-07-31T06:34:10.000Z (3 months ago)
- Last Synced: 2024-07-31T07:57:22.984Z (3 months ago)
- Topics: algorithmic-trading, algorithmic-trading-engine, awesome, crypto, finance, finance-api, julia, quant, quantitative-trading, reactive
- Language: Julia
- Homepage: http://www.luckyredlantern.xyz/Lucky.jl/
- Size: 444 KB
- Stars: 6
- Watchers: 2
- Forks: 2
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
- 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
- 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](https://github.com/ReactiveBayes/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.
## 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 (brokers, exchanges, etc.) 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. | :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 | :heavy_check_mark: (partial) |
| Random | Standard Julia Random Library | :heavy_check_mark: |
**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!