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class PMSS:
    """
    Portfolio Management Strategy Simulator
    """
    def __init__(self, universe, initial_capital, risk_free, opt_tech, criteria, start, end, 
                 t, window, freq = "W-MON", N = 10, 
                 highest_better = True, track_allocations=False, expected_returns_fuct = annualize_returns,
                 show_closed_dates = False, max_weight = 0.95, min_weight = 0.01):
        self.dates =  pd.date_range(start = start, end=end, freq=freq) # Candidate trade days
        dates = self.dates

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