Generic command support

- Adding generic algorithm command support. Adding regression algorithms

Algorithm.Python/CallbackCommandRegressionAlgorithm.py

@@ -0,0 +1,56 @@
+# 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 AlgorithmImports import *
+
+class VoidCommand():
+    quantity = 0
+
+    def run(self, algo: QCAlgorithm):
+        algo.buy("BAC", self.get_quantity())
+
+    def get_quantity(self):
+        return self.quantity
+
+class BoolCommand(Command):
+    result = False
+
+    def run(self, algo: QCAlgorithm):
+        trade_ibm = self.my_custom_method()
+        if trade_ibm:
+            algo.buy("IBM", 1)
+        return trade_ibm
+
+    def my_custom_method(self):
+        return self.result
+
+### <summary>
+### Regression algorithm asserting the behavior of different callback commands call
+### </summary>
+class CallbackCommandRegressionAlgorithm(QCAlgorithm):
+    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.set_start_date(2013, 10, 7)
+        self.set_end_date(2013, 10, 11)
+
+        self.add_equity("SPY")
+        self.add_equity("IBM")
+        self.add_equity("BAC")
+
+        self.add_command(VoidCommand)
+        self.add_command(BoolCommand)
+
+    def on_command(self, data):
+        self.buy(data.symbol, 1)
+        return True # False, None