Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms
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@@ -13,18 +13,16 @@
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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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AddReference("QuantConnect.Indicators")
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from System import *
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from QuantConnect import *
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from QuantConnect.Indicators import *
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from QuantConnect.Data import *
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from QuantConnect.Data.Market import *
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from QuantConnect.Data.Custom import *
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from QuantConnect.Algorithm import *
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from QCAlgorithm import QCAlgorithm
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### <summary>
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### Basic template algorithm simply initializes the date range and cash. This is a skeleton
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