First, run the backtesting.
from EigenLedger import portfolio_analysis, Engine
portfolio = Engine(
start_date = "2018-01-01",
portfolio = ["BLK", "BAC", "AAPL", "TM", "JPM","JD", "INTU", "NVDA", "DIS", "TSLA"],
optimizer = "EF",
rebalance = "1y", #rebalance every year
)
analysis = portfolio_analysis(portfolio)
print(analysis.orderbook)