Add an option to change the number of cores #402
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resolves #370
Description
There is a feature in backtrader wherein you are able to change the max number of CPUs used to utilize multiprocessing. This has been included as a configurable option in the fastquant backtest wrapper. By default, it will be set to 1. Set it to None to utilize all available cores.
Documentation:
https://www.backtrader.com/blog/posts/2015-07-23-multicore-optimization/multicore-optimization/
https://github.com/mementum/backtrader/blob/0fa63ef4a35dc53cc7320813f8b15480c8f85517/backtrader/cerebro.py#L80
Checklist