cvxportfolio
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add optional n_processes kw to backtest_many
Solution to https://github.com/cvxgrp/cvxportfolio/issues/177
Tested on my machine running Windows and Python 3.11.5. Original behavior (which errors for me, hence #177) is retained if parameter is not supplied.
@enzbus It's up to you whether to keep multiprocess
. (currently, it's installed as a dependency.)
I hope the formatting changes are ok - my formatter (black
) automatically does those.