Adds support for custom models for python

Adds support for fee, fill and slippage custom modelling.
Adds CustomModelsAlgorithm to showcase the new feature
Modifies C# version of CustomModelsAlgorithm to match existing data in github

Algorithm.Python/CustomModelsAlgorithm.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.Common")
+
+from System import *
+from QuantConnect import *
+from QuantConnect.Algorithm import *
+from QuantConnect.Orders import OrderStatus
+from QuantConnect.Orders.Fills import ImmediateFillModel
+import numpy as np
+import decimal as d
+import random
+
+### <summary>
+### Demonstration of using custom fee, slippage and fill models for modelling transactions in backtesting.
+### QuantConnect allows you to model all orders as deeply and accurately as you need.
+### </summary>
+### <meta name="tag" content="trading and orders" />
+### <meta name="tag" content="transaction fees and slippage" />
+### <meta name="tag" content="custom transaction models" />
+### <meta name="tag" content="custom slippage models" />
+### <meta name="tag" content="custom fee models" />
+class CustomModelsAlgorithm(QCAlgorithm):
+    '''Demonstration of using custom fee, slippage and fill models for modelling transactions in backtesting.
+    QuantConnect allows you to model all orders as deeply and accurately as you need.'''
+
+    def Initialize(self):
+        self.SetStartDate(2013,10,1)   # Set Start Date
+        self.SetEndDate(2013,10,31)    # Set End Date
+        self.security = self.AddEquity("SPY", Resolution.Hour)
+        self.spy = self.security.Symbol
+
+        # set our models
+        self.SetFeeModel(CustomFeeModel(self), self.security)
+        self.SetFillModel(CustomFillModel(self), self.security)
+        self.SetSlippageModel(CustomSlippageModel(self), self.security)
+
+        
+    def OnData(self, data):
+        open_orders = self.Transactions.GetOpenOrders(self.spy)
+        if len(open_orders) != 0: return
+
+        if self.Time.day > 10 and self.security.Holdings.Quantity <= 0:
+            quantity = self.CalculateOrderQuantity(self.spy, .5)
+            self.Log("MarketOrder: " + str(quantity))
+            self.MarketOrder(self.spy, quantity, True)   # async needed for partial fill market orders
+        
+        elif self.Time.day > 20 and self.security.Holdings.Quantity >= 0:
+            quantity = self.CalculateOrderQuantity(self.spy, -.5)
+            self.Log("MarketOrder: " + str(quantity))
+            self.MarketOrder(self.spy, quantity, True)   # async needed for partial fill market orders
+
+# If we want to use methods from other models, you need to inherit from one of them
+class CustomFillModel(ImmediateFillModel):
+    def __init__(self, algorithm):
+        self.algorithm = algorithm
+        self.base = ImmediateFillModel()
+        self.absoluteRemainingByOrderId = {}
+        random.seed(100)
+    
+    def MarketFill(self, asset, order):
+        #if not _absoluteRemainingByOrderId.TryGetValue(order.Id, absoluteRemaining):
+        absoluteRemaining = order.AbsoluteQuantity
+        self.absoluteRemainingByOrderId[order.Id] = order.AbsoluteQuantity
+        fill = self.base.MarketFill(asset, order)
+        absoluteFillQuantity = int(min(absoluteRemaining, random.randint(0, 2*int(order.AbsoluteQuantity))))
+        fill.FillQuantity = np.sign(order.Quantity) * absoluteFillQuantity
+        if absoluteRemaining == absoluteFillQuantity:
+            fill.Status = OrderStatus.Filled
+            if self.absoluteRemainingByOrderId.get(order.Id):
+                self.absoluteRemainingByOrderId.pop(order.Id)
+        else:
+            absoluteRemaining = absoluteRemaining - absoluteFillQuantity
+            self.absoluteRemainingByOrderId[order.Id] = absoluteRemaining
+            fill.Status = OrderStatus.PartiallyFilled
+        self.algorithm.Log("CustomFillModel: " + str(fill))
+        return fill
+
+class CustomFeeModel:
+    def __init__(self, algorithm):
+        self.algorithm = algorithm
+
+    def GetOrderFee(self, security, order):
+        # custom fee math
+        fee = max(1, security.Price * order.AbsoluteQuantity * d.Decimal(0.00001))
+        self.algorithm.Log("CustomFeeModel: " + str(fee))
+        return fee
+
+class CustomSlippageModel:
+    def __init__(self, algorithm):
+        self.algorithm = algorithm
+        
+    def GetSlippageApproximation(self, asset, order):
+        # custom slippage math
+        slippage = asset.Price * d.Decimal(0.0001 * np.log10(2*float(order.AbsoluteQuantity)))
+        self.algorithm.Log("CustomSlippageModel: " + str(slippage))
+        return slippage