Lucky is a trading framework for Julia designed to

• rapidly test and deploy trading statregies with next to zero code change between the two.
• run fast by leveraging Julia's multiple dispatch paradigm and Rocket.jl as its asynchronous and reactive core.
• being super simple to start with although remaining modular to tailor and extend to different needs.
• accomodate different kind of strategies, data or experiements (market making, random process simulation, etc.) leveraging Julia's powerful math libraries ecosystem.

Example code

A documented and working example is available in the examples folder here.

Integrations

Lucky.jl is designed to be extendable to any API data source (brokers, exchanges, etc.) and/or data types.

At the day of writing, the libray integrates the following integrations:

Library	Type	Comments
MarketData.jl	Historical financial time series from Yahoo, FRED, ONS.	:heavy_check_mark:
TimeSeries.jl	Lightweight framework for working with time series data in Julia.	:heavy_check_mark:
InteractiveBrokers.jl	Pure Julia API to Interactive Brokers	:heavy_check_mark: (partial)
Random	Standard Julia Random Library	:heavy_check_mark:

The library is in development. Contact if you'd like to help.

What's with the name ?

As proven by science :

Trade safely!