Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms
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@@ -13,15 +13,14 @@
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from clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Algorithm")
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AddReference("QuantConnect.Common")
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from System import *
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from QuantConnect import *
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from QuantConnect.Algorithm import *
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from QuantConnect.Data import *
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from QuantConnect.Data.Market import *
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from QuantConnect.Orders import *
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from QCAlgorithm import QCAlgorithm
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### <summary>
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### Demonstration of using the Delisting event in your algorithm. Assets are delisted on their last day of trading, or when their contract expires.
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