Vectorbt for Fixed Income

[dcajasn]

Hi @polakowo,

First, thanks for your terrific work with vectorbt, it is the best backtesting library in Python.

My question is about if it is posible to use vectorbt to backtest a fixed income portfolio.

My concern is that bonds have fixed duration, this means that they appear and dissapear like US treasuries that has a 3 month duration. So, if I made an asset allocation that rebalance each 6 months after 3 months I only will have cash. Is there a way to pass and asset allocation to cash and then use this cash in next rebalancing period?

Best,
Dany