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Any possibility to integrate with Julia? #479535
04/04/20 20:13
04/04/20 20:13
Joined: Jun 2016
Posts: 29
panz Offline OP
Newbie
panz  Offline OP
Newbie

Joined: Jun 2016
Posts: 29
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?

Last edited by panz; 04/04/20 20:16.
Re: Any possibility to integrate with Julia? [Re: panz] #479562
04/06/20 09:24
04/06/20 09:24
Joined: Jul 2000
Posts: 27,212
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,212
Frankfurt
Julia is indeed a very interesting language and a closer look and possible integration is planned.

Re: Any possibility to integrate with Julia? [Re: jcl] #479574
04/07/20 00:13
04/07/20 00:13
Joined: Jun 2016
Posts: 29
panz Offline OP
Newbie
panz  Offline OP
Newbie

Joined: Jun 2016
Posts: 29
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!


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