An attempt at a unified framework in Julia language for both event-driven backtesting and live trading. This package utilizes reactive programming elements implemented in Reactive.jl.
The main objective is to be able to backtest and place real-time orders using the same trading strategy functions.
NOTE: The current master
-branch code requires Julia >=0.4.0
. See the julia03
branch for the last version tested with Julia 0.3 before 0.4.0 final release.