A flexible, schedule-driven backtesting library in Julia
MIT License
SaguaroTrader.jl is a flexible, schedule-driven backtesting library tailored for long-short equity and ETF-based systematic trading strategies. Signal generation operates independently from portfolio construction, risk management, execution, and simulated brokerage accounting. This library originated as a Julia port of the Python library qstrader.
From the Julia General Registry:
julia> ] # enters the pkg interface
pkg> add SaguaroTrader
julia> using Pkg; Pkg.add("SaguaroTrader")
From source:
julia> using Pkg; Pkg.add(url="https://github.com/SaguaroCapital/SaguaroTrader.jl/")
julia> ] # enters the pkg interface
Pkg> add https://github.com/SaguaroCapital/SaguaroTrader.jl/