code: def initialize(algo, eps=1, window_length=5):
      algo.stocks = STOCKS
      algo.sids = [algo.symbol(symbol) for symbol in algo.stocks]
      algo.m = len(algo.stocks)
      algo.price = {}
      algo.b_t = np.ones(algo.m) / algo.m
      algo.last_desired_port = np.ones(algo.m) / algo.m
      algo.eps = eps
      algo.init = True
      algo.days = 0
      algo.window_length = window_length
  
      algo.set_commission(
          commission.PerShare(cost=0, min_trade_cost=1.0)
      )
      algo.set_slippage(slippage.VolumeShareSlippage())
  
file_path: zipline/zipline/examples/olmar.py
imports: import sys
  import logbook
  import numpy
  from zipline.finance import commission, slippage
label_desc: Use image node_id 1 for calling a global function with example usage: initialize(algo, eps, window_length) without return types