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?

Julia is indeed a very interesting language and a closer look and possible integration is planned.

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

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.

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.