Fix regression test and tag python algorithms

Algorithm.Python/BasicTemplateFuturesAlgorithm.py

@@ -1,10 +1,10 @@
 # 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"); 
+#
+# 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.
@@ -22,10 +22,15 @@ from QuantConnect.Algorithm import *
 from QuantConnect.Securities import *
 from datetime import timedelta
 
+### <summary>
+### This example demonstrates how to add futures for a given underlying asset.
+### It also shows how you can prefilter contracts easily based on expirations, and how you
+### can inspect the futures chain to pick a specific contract to trade.
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="benchmarks" />
+### <meta name="tag" content="futures" />
 class BasicTemplateFuturesAlgorithm(QCAlgorithm):
-    '''This example demonstrates how to add futures for a given underlying.
-It also shows how you can prefilter contracts easily based on expirations.
-It also shows how you can inspect the futures chain to pick a specific contract to trade.'''
 
     def Initialize(self):
         self.SetStartDate(2013, 10, 07)
@@ -35,19 +40,19 @@ It also shows how you can inspect the futures chain to pick a specific contract
         # Subscribe and set our expiry filter for the futures chain
         futureES = self.AddFuture(Futures.Indices.SP500EMini)
         futureES.SetFilter(timedelta(0), timedelta(182))
-        
-        futureGC = self.AddFuture(Futures.Metals.Gold)        
+
+        futureGC = self.AddFuture(Futures.Metals.Gold)
         futureGC.SetFilter(timedelta(0), timedelta(182))
-        
+
 
     def OnData(self,slice):
         if not self.Portfolio.Invested:
-            for chain in slice.FutureChains:           
+            for chain in slice.FutureChains:
                  # Get contracts expiring no earlier than in 90 days
                 contracts = filter(lambda x: x.Expiry > self.Time + timedelta(90), chain.Value)
-                
+
                 # if there is any contract, trade the front contract
-                if len(contracts) == 0: continue            
+                if len(contracts) == 0: continue
                 front = sorted(contracts, key = lambda x: x.Expiry, reverse=True)[0]
                 self.MarketOrder(front.Symbol , 1)
         else: