# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

from AlgorithmImports import *
from BaseFrameworkRegressionAlgorithm import BaseFrameworkRegressionAlgorithm
from Risk.TrailingStopRiskManagementModel import TrailingStopRiskManagementModel

class TrailingStopRiskFrameworkRegressionAlgorithm(BaseFrameworkRegressionAlgorithm):
    '''Show example of how to use the TrailingStopRiskManagementModel'''

    def Initialize(self):
        super().Initialize()
        self.SetUniverseSelection(ManualUniverseSelectionModel([Symbol.Create("AAPL", SecurityType.Equity, Market.USA)]))

        self.SetRiskManagement(TrailingStopRiskManagementModel(0.01))