Back-tests - Fincept MCP

Toolset mpo_backtest: 2 tools.

Tool	What it does	Notes
`mpo_backtest`	Back-tests a single-period (planning_horizon 1) or multi-period optimisation policy on your history: at each date it maximises the objective (forecast return minus weighted risk, transaction and holding costs) under the constraints, trades the first step and pays the market’s costs in the simulator.
`mpo_backtest_rules`	Back-tests one or several rule-based policies side by side on your history with the market simulator and its costs: hold, all cash, equal weight, volume-weighted market portfolio, fixed weights or dated targets, periodic, proportional or drift-triggered (adaptive) rebalancing, rank long-short on a signal, fixed trades.

Inputs, limits and outputs are described in Fincept Multi-Period. Full schemas: fincept_describe_tool.