def initialize(context):
""" Define algorithm"""
print "Initialize..."
global TRAINING_STOCK, BACKTEST_STOCK
context.security = None #becomes symbol(BACKTEST_STOCK)
context.benchmark = symbol('SPY')
context.training_data = loadTrainingData(TRAINING_TIME, TRAINING_STOCK)
context.training_data_length = len(context.training_data) - 2
context.normalized_data = Manager.normalize(context.training_data) # will have to redo every time step
target = Manager.getTargets(context.normalized_data)
context.training_data = context.training_data[:-2] # delete last data entry, because it won't be used
context.normalized_data = context.normalized_data[:-2] # delete last data entry, because it won't be used
#print target
#plt.figure("Training Data")
#for i in range(len(context.normalized_data[0])):
# plt.plot([x[i] for x in context.normalized_data])
#plt.legend(['open', 'high', 'low', 'close', 'volume', 'price'], loc='upper left')
#plt.show()
print "Train..."
#print len(context.training_data), len(context.normalized_data), len(target)
context.strategy = STRATEGY_CLASS([context.normalized_data], [target], num_epochs=EPOCHS)
print "Capital Base: " + str(context.portfolio.cash)
