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a place to collect my experiments in algorithmic trading in Julia

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g-gundam/TradingPipeline.jl

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TradingPipeline

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What's going on?

  • A lot of this is Rocket.jl-related code that takes some of my other libraries and connects them together in a graph of async tasks.
    • Thanks to Lucky.jl for introducing me to Rocket.jl in the first place.
    • I liked how backtesting and live trading could be accomplished with very similar code.
    • I also saw how I could structure the feedback loop of events from the exchange back into the strategy.
      • I was stuck on this for a long time.
  • Everything here is very tentative.
  • I've been feeling things out in the REPL, and I've finally gotten to the point where I may need to shift to Pluto notebooks.
  • I needed a way to load portions of my code into a notebook, and this package was created to facilitate that.

What's going to be in here?

  • ...a lot

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a place to collect my experiments in algorithmic trading in Julia

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