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More realistic exchange simulator #2

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multidis opened this issue Mar 6, 2015 · 1 comment
Open

More realistic exchange simulator #2

multidis opened this issue Mar 6, 2015 · 1 comment
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@multidis
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multidis commented Mar 6, 2015

(For later) more realistic exchange models, possibly based on SimJulia.jl. Initially to provide a test suite for the live trading functionality here (based on a "time history script" file with live-like simulation).

NOTE: This may evolve into a separate package to build market models and test trading strategies against those (i.e. 2 Julia processes interacting...)
@alexandrebrilhante
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Briefly discussed here: JuliaQuant/Roadmap/issues/13.

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@multidis @alexandrebrilhante