Backtest multiple instruments at once

Im trying to backtest a pairs trading strategy but i don't know how to add multiple data frames to the backtester in order to add positions to each instruments according to the hedge ratio.

Is there a way to do this?

The issue does not identify any files, tests, or entry points. First determine how the backtester currently accepts market data and represents positions, then define the required multi-instrument behavior and tests for applying hedge-ratio-based positions to each instrument.

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