When a strategy cannot fill all positions, cash is generated. For assessing true performance this cash should be invested earning interest.
Please provide an "Interest on Cash" parameter directly within the “General” tab menu. The parameter should be able to select liquidity proxy ticker (e.g., SHY), similar to what we have in the Hedge module.
For quantitative workflows requiring accurate modeling of dynamic capital deployment and regime responsiveness, a native mechanism to compound residual cash at a user-defined proxy rate (or liquidity proxy ticker) would resolve a significant structural limitation and eliminate the need to synthesize total return data off-platform.