I am interested in backtesting and automating my risk-parity strategy with futures (UB, ES, GC) while holding the cash in 3 month t-bills. I currently use about 2.5x leverage and a risk allocation of 50%, 40% and 10% respectively, with quarterly rollovers and yearly rebalancing. I need a template where I can tweak and backtest with varying degrees of leverage and rebalancing frequencies. If too difficult to get futures data, TLT, SPY and GLD are good approximations. Can anyone help?