Multi-Security Benchmark Moonshot

Technical Help
#1

I don't see a way here or in API docs to set a multi-security benchmark in Moonshot.
I've tried this inside my moonshot.py file:
BENCHMARK = ["FIBBG000BDTBL9", "FIBBG000HSZQ76"]
Hoping Moonshot would equally-weight these (SPY & VGT) as a benchmark but only grabbed the first index when calling quantrocket.moonshot.backtest().

#2

When custom data is supported in the next release, you could probably create your own composite benchmark and load that.

1 Like
#3

2.4.2 or 2.5.0?