chore: import upstream snapshot with attribution

Algorithm.Python/TrailingStopRiskFrameworkRegressionAlgorithm.py

@@ -0,0 +1,25 @@
+# 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.set_universe_selection(ManualUniverseSelectionModel([Symbol.create("AAPL", SecurityType.EQUITY, Market.USA)]))
+
+        self.set_risk_management(TrailingStopRiskManagementModel(0.01))