Obtain the current security weights
tqdo opened this issue · 0 comments
tqdo commented
One of my strategies involves adding more capital to the portfolio periodically, and I would like the injected capital to be allocated according to the weights at that time. Basically my strategy looks something like this
contribution_stack = bt.AlgoStack(
bt.algos.RunMonthly(),
bt.algos.CapitalFlow(100),
UseCurrentWeight(),
bt.algos.Rebalance()
)
I do not rebalance my portfolio. I wonder whether what UseCurrentWeight()
should look like? Thanks