Fix regression test and tag python algorithms

Algorithm.Python/BasicTemplateOptionsAlgorithm.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.
@@ -21,10 +21,15 @@ from QuantConnect import *
 from QuantConnect.Algorithm import *
 from datetime import timedelta
 
+### <summary>
+### This example demonstrates how to add options for a given underlying equity security.
+### It also shows how you can prefilter contracts easily based on strikes and expirations, and how you
+### can inspect the option chain to pick a specific option contract to trade.
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="options" />
+### <meta name="tag" content="filter selection" />
 class BasicTemplateOptionsAlgorithm(QCAlgorithm):
-    '''This example demonstrates how to add options for a given underlying equity security.
-It also shows how you can prefilter contracts easily based on strikes and expirations.
-It also shows how you can inspect the option chain to pick a specific option contract to trade.'''
 
     def Initialize(self):
         self.SetStartDate(2015, 12, 24)
@@ -37,26 +42,26 @@ It also shows how you can inspect the option chain to pick a specific option con
 
         # set our strike/expiry filter for this option chain
         option.SetFilter(-2, +2, timedelta(0), timedelta(180))
-        
+
         # use the underlying equity as the benchmark
         self.SetBenchmark(equity.Symbol)
 
 
     def OnData(self,slice):
         if self.Portfolio.Invested: return
-            
+
         for kvp in slice.OptionChains:
             if kvp.Key != self.symbol: continue
             chain = kvp.Value
-            
+
             # we sort the contracts to find at the money (ATM) contract with farthest expiration
             contracts = sorted(sorted(chain, \
                 key = lambda x: abs(chain.Underlying.Price - x.Strike)), \
                 key = lambda x: x.Expiry, reverse=True)
-            
+
             # if found, trade it
             if len(contracts) == 0: continue
-            symbol = contracts[0].Symbol   
+            symbol = contracts[0].Symbol
             self.MarketOrder(symbol, 1)
             self.MarketOnCloseOrder(symbol, -1)