CLI Reference

TiPortfolio provides a tiportfolio command-line tool for running backtests without writing Python.

Installation

pip install tiportfolio

The tiportfolio command is automatically available after installation.

Quick Examples

# Monthly rebalance QQQ/BIL/GLD at 70/20/10
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio 0.7,0.2,0.1

# Quarterly equal-weight
tiportfolio quarterly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal

# Compare at 1x, 1.5x, 2x leverage
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio 0.7,0.2,0.1 --leverage 1.0,1.5,2.0

Subcommands

Each subcommand maps to a rebalance frequency.

monthly

Rebalance on a configured day each month.

tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal --day start

Options: --day (start, mid, end — default: end)

quarterly

Rebalance quarterly on configured months.

tiportfolio quarterly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal
tiportfolio quarterly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal --months 3,6,9,12

Options: --day (default: end), --months (default: 1,4,7,10)

weekly

Rebalance weekly.

tiportfolio weekly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal

Options: --day (default: end)

yearly

Rebalance yearly.

tiportfolio yearly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal
tiportfolio yearly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal --month 6

Options: --day (default: end), --month (1-12)

every

Rebalance every N periods.

tiportfolio every --n 5 --period day --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal
tiportfolio every --n 2 --period month --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal

Options: --n (required), --period (required: day, week, month, year), --day (default: end)

once

Buy-and-hold — rebalance once at the start.

tiportfolio once --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio 0.7,0.2,0.1

Weighting (--ratio)

Value	Strategy	Example
`equal`	Equal weight	`--ratio equal`
`0.7,0.2,0.1`	Explicit weights	`--ratio 0.7,0.2,0.1`
`erc`	Equal Risk Contribution	`--ratio erc --lookback 90d`
`hv`	Volatility targeting	`--ratio hv --target-hv 0.10 --lookback 90d`

# ERC risk parity
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio erc --lookback 90d

# Volatility targeting at 10%
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio hv --target-hv 0.10 --lookback 60d

Selection (--select)

Value	Strategy	Extra options
`all`	All tickers (default)	—
`momentum`	Top-N by momentum	`--top-n`, `--lookback`

# Monthly, pick top-2 by 90-day momentum, equal weight
tiportfolio monthly --tickers QQQ,BIL,GLD,AAPL --start 2019-01-01 --end 2024-12-31 --select momentum --top-n 2 --lookback 90d --ratio equal

Leverage (--leverage)

Apply post-simulation leverage with borrowing cost deduction.

# Single leverage
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal --leverage 1.5

# Compare multiple leverage levels side-by-side
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio 0.7,0.2,0.1 --leverage 1.0,1.5,2.0

When a comma-separated list is provided, multiple identical backtests are created and compared at each leverage level.

Output Options

# Full extended summary
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal --full

# Save equity curve chart
tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal --plot chart.png

Config Overrides

tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal \
    --capital 50000 --fee 0.01 --rf 0.05

Flag	Description	Default
`--capital`	Initial capital	10000
`--fee`	Fee per share	0.0035
`--rf`	Risk-free rate	0.04

Offline Mode (--csv)

Use local CSV files instead of fetching from Yahoo Finance:

tiportfolio monthly --tickers QQQ,BIL,GLD --start 2019-01-01 --end 2024-12-31 --ratio equal --csv tests/data/

The --csv directory is scanned for files matching ticker names (e.g., qqq_2018_2024_yf.csv).