Trateg is an experimental platform for backtesting and analyzing financial instrument trading strategies in clojure.
Seeks to provide tools to run backtests on financial time series and analyze results.
Provides a light convenience wrapper over ta4j as well as a very early attempt at a pure clojure implementation of something similar.
See the examples directory for some usage examples.
TA ships some sample-notebooks that you can edit in PinkGorilla notebook. In your IDE, jack-in to a new repl with +notebook profile.
The advantage of running the notebook in the IDE is that changed code in the TA library will be reflected in the notebook; this helps TA development.
For testing you can also run pink-gorilla standalone:
Copyright © 2019 Justin Tirrell
This program and the accompanying materials are made available under the terms of the Eclipse Public License 2.0 which is available at http://www.eclipse.org/legal/epl-2.0.
This Source Code may also be made available under the following Secondary Licenses when the conditions for such availability set forth in the Eclipse Public License, v. 2.0 are satisfied: GNU General Public License as published by the Free Software Foundation, either version 2 of the License, or (at your option) any later version, with the GNU Classpath Exception which is available at https://www.gnu.org/software/classpath/license.html.