Engine

Engine's argument:

• start_date: start date for the backtesting (format: YYYY/MM/DD)

• end_date: end date for the backtesting. The end date is by default today's date. (format: YYYY/MM/DD)

• portfolio: assets you invest in (tickers in a list)

• weights: allocation of the capital in every asset (proportion in a list). The default allocation is equal weighting.

• benchmark: the benchmark for the backtesting. SPY is the default benchmark.

• optimizer: portfolio optimizer used to allocate capital in your strategy.

• rebalance: rebalance frequency (for calendar rebalancing) or custom rebalance dates (in a list, format: YYYY/MM/DD)

• max_vol: max level of volatility for the Mean-Variance ("MEANVAR") optimizer only. The default value is 0.15.

• diversification: level of diversification in the allocation (works with every optimizer except Efficient Frontier, "EF"). The default value is 1.

• max_weights: maximum proportion of capital you can invest in a single asset.

• min_weights: minimum proportion of capital you can invest in a single asset.

• risk_manager: risk management for your strategy (Stop Loss, Take Profit, Max Drawdown).