Charting support for python

Adds overloads to Plot and PlotIndicator to handle calls from python.
Adds CustomChartingAlgorithm and changes MACDTrendAlgorithm to showcase the feature

Algorithm.Python/CustomChartingAlgorithm.py

@@ -0,0 +1,80 @@
+# 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.
+
+import clr
+clr.AddReference("System")
+clr.AddReference("System.Collections")
+clr.AddReference("QuantConnect.Algorithm")
+clr.AddReference("QuantConnect.Indicators")
+clr.AddReference("QuantConnect.Common")
+
+from System import *
+from System.Collections.Generic import List
+from QuantConnect import *
+from QuantConnect.Algorithm import *
+from QuantConnect.Indicators import *
+
+import numpy as np
+import decimal as d
+from datetime import timedelta, datetime
+
+
+class CustomChartingAlgorithm(QCAlgorithm):
+    def Initialize(self):
+        self.SetStartDate(2016,1,1)
+        self.SetEndDate(2017,1,1)
+        self.SetCash(100000)
+        self.spy = self.AddEquity("SPY", Resolution.Minute).Symbol
+        
+        # In your initialize method:
+		# Chart - Master Container for the Chart:
+        stockPlot = Chart("Trade Plot")
+        # On the Trade Plotter Chart we want 3 series: trades and price:
+        stockPlot.AddSeries(Series("Buy", SeriesType.Scatter, 0))
+        stockPlot.AddSeries(Series("Sell", SeriesType.Scatter, 0))
+        stockPlot.AddSeries(Series("Price", SeriesType.Line, 0))
+        self.AddChart(stockPlot)
+        
+        avgCross = Chart("Strategy Equity")
+        avgCross.AddSeries(Series("FastMA", SeriesType.Line, 1))
+        avgCross.AddSeries(Series("SlowMA", SeriesType.Line, 1))
+        self.AddChart(avgCross)
+
+        self.fastMA = 0
+        self.slowMA = 0
+        self.resample = datetime.min
+        self.resamplePeriod = (self.EndDate - self.StartDate) / 2000
+        
+    def OnData(self, slice):
+        self.lastPrice = slice[self.spy].Close
+        if self.fastMA == 0: self.fastMA = self.lastPrice
+        if self.slowMA == 0: self.slowMA = self.lastPrice
+        self.fastMA = (d.Decimal(0.01) * self.lastPrice) + (d.Decimal(0.99) * self.fastMA);
+        self.slowMA = (d.Decimal(0.001) * self.lastPrice) + (d.Decimal(0.999) * self.slowMA);
+
+        if self.Time > self.resample:
+            self.resample = self.Time  + self.resamplePeriod
+            self.Plot("Strategy Equity", "FastMA", self.fastMA);
+            self.Plot("Strategy Equity", "SlowMA", self.slowMA);
+            
+        # On the 5th days when not invested buy:
+        if not self.Portfolio.Invested and self.Time.day % 13 == 0:
+        	self.Order(self.spy, (int)(self.Portfolio.MarginRemaining / self.lastPrice))
+        	self.Plot("Trade Plot", "Buy", self.lastPrice)
+        elif self.Time.day % 21 == 0 and self.Portfolio.Invested:
+            self.Plot("Trade Plot", "Sell", self.lastPrice)
+            self.Liquidate()
+
+    def OnEndOfDay(self):
+       #Log the end of day prices:
+       self.Plot("Trade Plot", "Price", self.lastPrice);