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JuliaQuant / TradingLogic.jl

Backtesting and trading with Julia reactive programming.
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More realistic exchange simulator #2

Open multidis opened 9 years ago

multidis commented 9 years ago

(For later) more realistic exchange models, possibly based on SimJulia.jl. Initially to provide a test suite for the live trading functionality here (based on a "time history script" file with live-like simulation).

NOTE: This may evolve into a separate package to build market models and test trading strategies against those (i.e. 2 Julia processes interacting...)

alexandrebrilhante commented 6 years ago

Briefly discussed here: JuliaQuant/Roadmap/issues/13.