Implements python version of MaximumDrawdownPercentPortfolio

- Implements python version of `MaximumDrawdownPercentPortfolio`
- Implements python version of  `MaximumPortfolioDrawdownFrameworkAlgorithm`

Algorithm.Python/MaximumPortfolioDrawdownFrameworkAlgorithm.py

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+# 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");
+# 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.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from clr import AddReference
+AddReference("System")
+AddReference("QuantConnect.Algorithm")
+AddReference("QuantConnect.Algorithm.Framework")
+AddReference("QuantConnect.Common")
+
+from System import *
+from QuantConnect import *
+from QuantConnect.Orders import *
+from QuantConnect.Algorithm import *
+from QuantConnect.Algorithm.Framework import *
+from QuantConnect.Algorithm.Framework.Alphas import *
+from QuantConnect.Algorithm.Framework.Execution import *
+from QuantConnect.Algorithm.Framework.Portfolio import *
+from QuantConnect.Algorithm.Framework.Selection import *
+from Risk.CompositeRiskManagementModel import CompositeRiskManagementModel
+from Risk.MaximumDrawdownPercentPortfolio import MaximumDrawdownPercentPortfolio
+from datetime import timedelta
+import numpy as np
+
+
+class MaximumPortfolioDrawdownFrameworkAlgorithm(QCAlgorithmFramework):
+    '''Show example of how to use the MaximumDrawdownPercentPortfolio Risk Management Model'''
+
+    def Initialize(self):
+
+        # Set requested data resolution
+        self.UniverseSettings.Resolution = Resolution.Minute
+
+        self.SetStartDate(2013,10,7)   #Set Start Date
+        self.SetEndDate(2013,10,11)    #Set End Date
+        self.SetCash(100000)           #Set Strategy Cash
+
+        # set algorithm framework models
+        self.SetUniverseSelection(ManualUniverseSelectionModel([ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]))
+        self.SetAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(minutes = 20), 0.025, None))
+        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
+        self.SetExecution(ImmediateExecutionModel())
+
+        # define risk management model as a composite of several risk management models
+        self.SetRiskManagement(CompositeRiskManagementModel(
+            MaximumDrawdownPercentPortfolio(0.01),         # Avoid loss of initial capital
+            MaximumDrawdownPercentPortfolio(0.015, True)   # Avoid profit losses
+            ))