backtest_lib.engine.decision.ReallocationMode#

class backtest_lib.engine.decision.ReallocationMode(*values)#

Bases: StrEnum

Modes for allocating out of and into security sets.

  • EQUAL_OUT_EQUAL_IN sells evenly across out_of and buys evenly into into.

  • PRO_RATA_OUT_EQUAL_IN sells in proportion to existing weights and buys evenly into into.