A stop-loss is designed to limit an investor's loss on a security position. For example, setting a stop-loss order for 10% below the price at which you bought the stock will limit your loss to 10%. (Source: Investopedia)
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from empyrial import empyrial, Engine
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portfolio = Engine(
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start_date ="2018-01-01",
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portfolio=["BABA","PDD","KO","AMD","^IXIC"],
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optimizer ="EF",
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rebalance ="1y",#rebalance every year
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risk_manager ={"Stop Loss":-0.2}#Stop the investment when the loss becomes superior to 20%