Any possibility to integrate with Julia?

Posted By: panz

Any possibility to integrate with Julia? - 04/04/20 20:13

Hi, I've been using Zorro and love its back test and live trading features.

Zorro currently integrates with R and Python, which is great when you could utilize existing libraries for more advanced numerical/statistical calculations. However, R and Python are slow, so including calls to them would slow down back test.

Julia is a relatively new high-level language that is as easy as Python and Matlab, but much faster, and can be as fast as C/C++ if some basic care is taken.
For details see: Julialang.org and Julia Computing

A lot of great packages already exist in the Julia ecosystem.

I wonder if there is a possibility to integrate with Julia? Julia itself can easily call C libraries with almost no overhead. Would that help? Or is there some documentation on how R and/or Python is integrated, so we could borrow the approach for Julia as well?
Posted By: jcl

Re: Any possibility to integrate with Julia? - 04/06/20 09:24

Julia is indeed a very interesting language and a closer look and possible integration is planned.
Posted By: panz

Re: Any possibility to integrate with Julia? - 04/07/20 00:13

Thanks jcl, this is wonderful news to learn.

I have been using both Zorro and Julia for years, and I know C and some C++ (not to the level of a proficient system programmer :-)). If you see some way I can get involved and get this integration faster do let me know.

Thanks!
Posted By: SteveG

Re: Any possibility to integrate with Julia? - 03/02/22 18:12

Originally Posted by panz
Thanks jcl, this is wonderful news to learn.

I have been using both Zorro and Julia for years, and I know C and some C++ (not to the level of a proficient system programmer :-)). If you see some way I can get involved and get this integration faster do let me know.

Thanks!


Has any progress been made regarding this?

Thanks
Posted By: Grant

Re: Any possibility to integrate with Julia? - 03/02/22 19:39

With all respect, but I've never heard of this language and I believe there's a pretty limited demand for this.

The goal to transform Zorro from 32 into a 64 bits environment is already an ambitious and time-consuming one and this alone will def improve the overall speed and adds the ability to call fast 64-bit Python packages. Much more Zorro users will benefit from this.
Posted By: jcl

Re: Any possibility to integrate with Julia? - 03/04/22 08:46

I have checked Julia and it is indeed a fine language. But it won't be supported by Zorro, at least not in the next time. It is not a very popular language and other features, such as overcoming 32 bit limits, are currently more important.
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