Tquant Lab, Python, Backpacking, Tejapi Application.
def initialize(context): set_slippage(slippage.VolumeShareSlippage()) set_commission(commission.Custom_TW_Commission(min_trade_cost = 20, discount = 1.0, tax = 0.003)) attach_pipeline(make_pipeline(), 'mystrats') set_benchmark(symbol('IR0001')) context.stop_loss = {} context.trailing_stop = {}