Hi guys, how's it going?
I just wanted to say thank you for creating such a simple and useful library. Congrats on the great work!

I was also wondering if you have any plans to support a portfolio of strategies. I think it would be really helpful to pass a list of different strategies and a list of dataframes (possibly with different timeframes) to the Backtest class, and have the simulation run with all the trades affecting a single equity curve.

If it's not something you're currently planning, do you think it would be difficult to implement? Which parts of the code would be involved in such a modification?

Thanks again, and all the best!