Stop Loss

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)
from empyrial import empyrial, Engine
portfolio = Engine(
start_date = "2018-01-01",
portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"],
optimizer = "EF",
rebalance = "1y", #rebalance every year
risk_manager = {"Stop Loss" : -0.2} #Stop the investment when the loss becomes superior to 20%