Trailing Stop Example - Longs and Shorts

import talib
from math import sqrt
import numpy as np

def initialize(context):

    schedule_function(trade_long, date_rules.every_day(), time_rules.market_close(minutes=5))
    #schedule_function(trade_short, date_rules.every_day(), time_rules.market_close(minutes=5))

    context.spy = sid(8554)
    context.long_stop_price = 0
    context.short_stop_price = np.inf

def trade_long(context, data):

    #hist and transforms and rolling vol dataframe
    prices = data.history(context.spy, 'price', 20, '1d')
    current_price = data.current(context.spy, 'price')
    basis = context.portfolio.positions[context.spy].cost_basis

    #This is just an example breakout logic to get us in a position
    #This entry logic can be anything (breakout, MA cross, RSI pullback, etc)
    if current_price > prices[:-1].max() and context.portfolio.positions[context.spy].amount == 0:
        order_target_percent(context.spy, 0.50)
        print('buy', current_price, prices[:-1].max())



    #If long, exit when price hits trailing stop
    if context.portfolio.positions[context.spy].amount > 0:
        context.long_stop_price = max(context.long_stop_price, (current_price * 0.95))
        print('long_stop_price',context.long_stop_price)
        if current_price < context.long_stop_price:
            order_target_percent(context.spy , 0.0)
            print('Trailing Stop Hit' , current_price, context.long_stop_price,)
            context.long_stop_price = 0


def trade_short(context, data):

    prices = data.history(context.spy, 'price', 20, '1d')
    current_price = data.current(context.spy, 'price')
    basis = context.portfolio.positions[context.spy].cost_basis

    if current_price < prices[:-1].min() and context.portfolio.positions[context.spy].amount == 0:
        order_target_percent(context.spy, -0.5)
        print('sell', current_price, prices[:-1].min())


    #If Short, exit when price hits trailing stop
    if context.portfolio.positions[context.spy].amount < 0:
        context.short_stop_price = min(context.short_stop_price, (current_price * 1.05))
        print('short_stop_price',context.short_stop_price)
        if current_price > context.short_stop_price:
            order_target_percent(context.spy , 0.0)
            print('Trailing Stop Hit' , current_price,  context.short_stop_price)
            context.short_stop_price = np.inf