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 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.
A documented and working example is available in the examples folder here.
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 | Historical financial time series from Yahoo, FRED, ONS. | Yahoo - 😄 Fred - Untested Ons - Untested |
| TimeSeries.jl | Lightweight framework for working with time series data in Julia. | 😄 |
| Jib.jl | Pure Julia API to Interactive Brokers | 👷 |
| Random | Standard Julia Random Library | 😄 |
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.
As proven by science :
Trade safely!