I have a question regarding my strategy. I defined a trading strategy and in  for each Asset listed in the Nasdaq, applied that strategy for the close values for a given time period.
The signals of each asset are saved in a pandas dataframe with datetime index, which are the saved in a dictionary.
Now it is not clear to me, from the examples given on the page, how to pass this into the qnt backtest.
I will be thankful, if anyone can help me out on this. Thx