REBALANCE_INTERVAL
is no longer defined as a Moonshot class attribute, but is referenced one time under LOOKBACK_WINDOW
here.
Changing REBALANCE_INTERVAL
in a moonshot backtest changes the results, but in paper/live-trading it is still rebalancing daily, even if set to REBALANCE_INTERVAL='M'
, for example.
Is this deprecated in favor of ALLOW_REBALANCE
or working in some complementary fashion? Adjusting it in moonshot backtests doesn't change the results at all.