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  Multiple assets backtest using bt
  - Sabir Jana last edited by
  Hello,
  Thanks for the great project!
  I have optimized weights for multiple assets and would like to backtest with monthly rebalancing. Any suggestions on how to proceed with backtesting with bt? Let me give an example on how to do this using zipline
  def initialize(context): context.securities = { 'AAPL': 0.25, 'ABBV': 0.3, 'ABC': 0.3, 'CAT': 0.075, 'CSCO': 0.075 } schedule_function(rebalance, date_rules.month_start(), time_rules.market_open()) def rebalance(context, data): # Loop through the securities for sec, weight in context.securities.items(): sym = symbol(sec) if data.can_trade(sym): # Reset the weight order_target_percent(sym, weight)
  Appreciate any help!!