delete uncessary library import

Algorithm.Python/HourSplitRegressionAlgorithm.py

@@ -14,14 +14,12 @@
 from clr import AddReference
 AddReference("System")
 AddReference("QuantConnect.Algorithm")
-AddReference("QuantConnect.Indicators")
 AddReference("QuantConnect.Common")
 
 from System import *
 from QuantConnect import *
 from QuantConnect.Algorithm import *
-from QuantConnect.Indicators import *
-from datetime import datetime, timedelta
+
 
 ### <summary>
 ### Regression test for consistency of hour data over a reverse split event in US equities.
@@ -37,6 +35,7 @@ class HourSplitRegressionAlgorithm(QCAlgorithm):
         
         self.symbol = self.AddEquity("AAPL", Resolution.Hour).Symbol
     
-    def OnData(self, tradeBars):
+    def OnData(self, slice):
+        if slice.Bars.Count == 0: return
         if (not self.Portfolio.Invested) and self.Time.date() == self.EndDate.date():
             self.Buy(self.symbol, 1)