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).
Last modified 10mo ago
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