'Test monthly liquidation & rebalance strategy.'

def test_monthly_liquidate_rebalance_backtest(self):

    tickers = ['SPY', 'AGG']
    filename = os.path.join(settings.TEST.OUTPUT_DIR, 'monthly_liquidate_rebalance_backtest.pkl')
    results = examples.monthly_liquidate_rebalance_backtest.run(self.config, self.testing, tickers, filename)
    self.assertAlmostEqual(float(results['sharpe']), 0.2710491397280638)
