code: def initialize(context):
      # Portfolio assets list
      context.assets = symbols(
          "btc_usdt", "eth_usdt", "ltc_usdt", "dash_usdt", "xmr_usdt"
      )
      context.nassets = len(context.assets)
      # Set the time window that will be used to compute expected return
      # and asset correlations
      context.window = 180
      # Set the number of days between each portfolio rebalancing
      context.rebalance_period = 30
      context.i = 0
  
file_path: catalyst/catalyst/examples/portfolio_optimization.py
imports: from __future__ import division
  import os
  import pytz
  import numpy
  import pandas
  import matplotlib.pyplot
  from datetime import datetime
  from catalyst.api import record, symbols, order_target_percent
  from catalyst.utils.run_algo import run_algorithm
label_desc: Use image node_id 1 for calling a global function with example usage: initialize(context) without return types