Inspired by R's blotter and quantstrat packages.

julia> Pkg.clone("https://github.com/JuliaQuant/TradeBlotter.jl.git")

First phase

Portfolio and trade accounting framework in Julia that includes:

• Blotter object that keeps track of filled transactions

Second phase

Path-dependent backtesting framework in Julia that includes:

• Trading rules algorithm
• OrderBook containing the constraints of the trading rule algorithm
• Fill simulator that simulates real-world conditions to determine how and when orders are filled with a state machine

Additional functionality

• methods that take a Blotter object to generate typical trading statistics are planned in the FinanceStats package