JuDO-dev / AirBorne.jl

AirBorne a complete algorithmic trading framework in Julia.
http://judo.dev/AirBorne.jl/
MIT License
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Add autogenerated cross-compatibility #55

Closed brunocastroibarburu94 closed 1 year ago

brunocastroibarburu94 commented 1 year ago

Ideally we want to let users know which strategies are compatible with certain markets and formats of data.

In order to do this I suggest having a table with all feasible combinations. Then this data can be used to compare Strategies that can be applied in the exact same setting, or Markets, or Engines. Allowing a true comparison between methods.

Strategy Market Engine Cache Format
SMA Simple DEDS TimeSeries_A
Markowitz AlmgrenAndChriss DEDS TimeSeries_A
Markowitz Simple DEDS TimeSeries_B
Markowitz AlmgrenAndChriss DEDS TimeSeries_B
Markowitz Simple DEDS TimeSeries_A