Revert "Adding Support for Equity L1 Quote Data"

Algorithm.Python/HourSplitRegressionAlgorithm.py

@@ -29,8 +29,8 @@ from QuantConnect.Algorithm import *
 class HourSplitRegressionAlgorithm(QCAlgorithm):
 
     def Initialize(self):
-        self.SetStartDate(2014, 6, 6)
-        self. SetEndDate(2014, 6, 9)
+        self.SetStartDate(2005, 2, 25)
+        self. SetEndDate(2005, 2, 28)
         self.SetCash(100000)
         self.SetBenchmark(lambda x: 0)
 

Algorithm.Python/MeanVarianceOptimizationFrameworkAlgorithm.py

@@ -65,8 +65,4 @@ class MeanVarianceOptimizationFrameworkAlgorithm(QCAlgorithm):
         # Drops SPY after the 8th
         last = 3 if self.Time.day > 8 else len(self.symbols)
 
-        return self.symbols[0:last]
-
-    def OnOrderEvent(self,  orderEvent):
-        if orderEvent.Status == OrderStatus.Filled:
-            self.Log(str(orderEvent))
+        return self.symbols[0:last]