Hi team, I am developing a strategy that use portfolio theory for asset allocation. I have gone through the whole tech doc but it seems the system currently doesn't provide a simple API for portfolio allocation/rebalancing. It requires to calculate the order size myself and place order 1 by 1. I am not sure if my code is implemented correctly or not.
It would be great if anyone can provide a sample code for this, or ALGOGENE team could add a new API for this. :)
