backtest_lib.reallocate

backtest_lib.reallocate(fraction: float, *, out_of: Iterable[str], into: Iterable[str], mode: Literal['pro_rata_out_equal_in', 'equal_out_equal_in'] | ReallocationMode = ReallocationMode.EQUAL_OUT_EQUAL_IN) → ReallocateDecision

Create a reallocation decision across security sets.

This is part of the strategy decision language. The engine interprets this decision as a transfer of exposure from out_of securities into into securities according to the chosen ReallocationMode.

Parameters:

• fraction – Fraction of holdings to reallocate.

• out_of – Securities to reduce positions in.

• into – Securities to increase positions in.

• mode – Allocation mode for distributing sales and buys. Accepts "equal_out_equal_in", "pro_rata_out_equal_in", or a ReallocationMode.

Returns:

ReallocateDecision describing the move.