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add optional n_processes kw to backtest_many

Open quant5 opened this issue 5 months ago • 3 comments

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.

quant5 avatar Sep 03 '24 18:09 quant5