Tagged first python algorithms

Algorithm.Python/BasicTemplateAlgorithm.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.
@@ -21,13 +21,19 @@ from QuantConnect import *
 from QuantConnect.Algorithm import *
 import numpy as np
 
-
+### <summary>
+### Basic template algorithm simply initializes the date range and cash. This is a skeleton
+### framework you can use for designing an algorithm.
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="using quantconnect" />
+### <meta name="tag" content="trading and orders" />
 class BasicTemplateAlgorithm(QCAlgorithm):
     '''Basic template algorithm simply initializes the date range and cash'''
 
     def Initialize(self):
         '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
-        
+
         self.SetStartDate(2013,10,07)  #Set Start Date
         self.SetEndDate(2013,10,11)    #Set End Date
         self.SetCash(100000)           #Set Strategy Cash
@@ -37,7 +43,7 @@ class BasicTemplateAlgorithm(QCAlgorithm):
 
     def OnData(self, data):
         '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        
+
         Arguments:
             data: Slice object keyed by symbol containing the stock data
         '''