Strategems.jl
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dysonance
Quantitative systematic trading strategy development and backtesting in Julia
Can you add live trading connectors also.
Need to write more thorough documentation for package functionality. * Examples * Full walkthrough * Universe data gathering usage * New infix operators * Crossover alias (up arrow) * Crossunder...
Add the ability to define a signal or rule with logical operators. For example: ```julia siglong = @signal MAMA ↑ FAMA || MAMA == FAMA ```
Hello, This PR contains some API changes to enable threading. All in-place assignments to mutable structs have been removed/deprecated. All structs have been changed to immutable. Using two threads gives...
I found very interesting this tool, so I started from the example posted in the README but I was not able to make it work. I'm using Julia 1.4.2. Here...
Implement a Julia type, `Order` (or `AbstractOrder` from which more concrete order types could be children, like `MarketOrder`, `LimitOrder`, `StopOrder`, etc.) for storing, processing, and manipulating orders. This type should...
Hello, We should have a sample data project (it could be in a separate repository) I think it will be better to have sample data close to something that can...
https://github.com/dysonance/Strategems.jl/blob/133b58f596739f1b89c5978a2d88c02e2902dc7f/test/runtests.jl#L8 You should use instead nested testsets to isolate tests and "share" variables
When defining a `ParameterSet` object with ranges corresponding to each of its variables (i.e. the `arg_ranges` member), currently there isn't any way to constrain the parameter space using the relationships...
Hello, Python have an interesting library with a nice API. https://pypet.readthedocs.io/ Maybe you should consider something like this. This Julia parameter exploration toolkit could be even be a standalone project...