Best way to run multiple strategy classes in parallel

[ericmariasis]

For a project, a colleague and I each have separate backtest.py strategy classes, but we want to run them simultaneously in a portfolio, report combined statistics and possibly even allocate a percentage of initial cash to each respective system based on the performance of each system.

Without any other ideas or specific support for something like this, I was planning to create a “super” class with some class members that keep track of some important values then in a multithreaded fashion kick off the bt.run function for each system. But if there’s a cleaner or less error prone way to go about it I’m curious.