backtest_lib.portfolio.uniform_portfolio#
- backtest_lib.portfolio.uniform_portfolio(full_universe: Iterable[str], tradable_universe: Iterable[str] | None = None, value: float = 1.0, backend: str = 'polars') WeightedPortfolio#
Create an equal-weight portfolio over a universe.
The portfolio distributes weights uniformly across the tradable subset of the universe and assigns zero weight to non-tradable securities.
- Parameters:
full_universe – Full set of securities used to index holdings.
tradable_universe – Optional subset of securities that receive non-zero weight. Defaults to
full_universe.value – Total portfolio value to assign.
backend – Backend used to construct the holdings mapping.
- Returns:
WeightedPortfolio with uniform weights over the tradable securities.