I have a csv file / pandas dataframe which looks like this. It contains various portfolio compositions for different strategies. Mostly based on different optimisation methods, max sharpe, min VaR etc..

date	        asset	percentage strategy
4-Jan-21	AAPL	12.00%	strategy1
4-Jan-21	TSM	1.00%	strategy1
4-Jan-21	IBM	31.00%	strategy1
4-Jan-21	KO	15.00%	strategy1
4-Jan-21	AMD	41.00%	strategy1
4-Jan-21	DELL	23.00%	strategy2
4-Jan-21	TSM	12.20%	strategy2
4-Jan-21	IBM	15.24%	strategy2
4-Jan-21	KO	1.50%	strategy2
4-Jan-21	NKE	7.50%	strategy2
4-Jan-21	TSLA	9.50%	strategy2
4-Jan-21	CSCO	3.30%	strategy2
4-Jan-21	JPM	27.76%	strategy2
4-Jan-21	AMD	45%	strategy3
4-Jan-21	BA	0.50%	strategy3
4-Jan-21	ORCL	54.50%	strategy3
5-Jan-21	…	…	strategy1

I want to test a bunch of strategies with a 30 asset portfolio.

So lets say on 4Jan2021, strategy 1 asks me to hold 12% in apple, 1% in TSM.. etc. I want to be able to check the prices and know howmany I should be holding. I can easily create a function for that.

The code I have seen in the repo mostly shows how to do stuff with indicators, like SMA cross over, RSI...

My question is, is it possible to create and test portfolios based on these compositions I have so I can test which strategy is the most profitable one? So if I'm testing strategy1, it would check this frame, and know howmany stocks in apple to buy or sell on that particular day.

Is there example of code anywhere that would let me test my strategy based on the frame I have?

I am new to backtesting and backtrader, any help would be greatly appreciated.