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kernc / backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
https://kernc.github.io/backtesting.py/
GNU Affero General Public License v3.0
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Support for backtesting multi-assets strategy #1120

Open sgc109 opened 4 months ago

sgc109 commented 4 months ago

Expected Behavior

I want to backtest asset allocation strategies consisting of multiple assets such as HAA, VAA, BAA, ...

Actual Behavior

I seems like only supports backtesting individual asset at a time.

Steps to Reproduce

Additional info

BradKML commented 1 month ago

I wonder what kind of multi-asset strategies are out there? Other than that please also check https://github.com/kernc/backtesting.py/issues/1105