Added python template project for python language interop support

Algorithm.Python/PythonAlgorithm.cs

@@ -0,0 +1,70 @@
+/*
+ * 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.
+*/
+
+using System;
+using Python.Runtime;
+using System.Reflection;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect.Algorithm.Python
+{
+    /// <summary>
+    /// This is the initial implementation of the Python.NET Runtime to pipe .NET events through to a Python Script.
+    /// </summary>
+    public class PythonAlgorithm : QCAlgorithm
+    {
+
+        private IntPtr _gs;
+
+        /// <summary>
+        /// Initialize the Python Algorithm
+        /// </summary>
+        public override void Initialize()
+        {
+            //Start the Python Connector:
+            PythonEngine.Initialize();
+            _gs = PythonEngine.AcquireLock();
+
+            const string s = @"../../../../tests";
+            Type RTClass = typeof(Runtime.Runtime);
+
+            /* pyStrPtr = PyString_FromString(s); */
+            MethodInfo PyString_FromString = RTClass.GetMethod("PyString_FromString", BindingFlags.NonPublic | BindingFlags.Static);
+            object[] funcArgs = new object[1];
+            funcArgs[0] = s;
+            IntPtr pyStrPtr = (IntPtr)PyString_FromString.Invoke(null, funcArgs);
+
+        }
+
+        /// <summary>
+        /// Pass Data TradeBars Events Through to Python Algorithm Instance
+        /// </summary>
+        /// <param name="data"></param>
+        public void OnData(TradeBars data)
+        {
+            
+        }
+
+
+        /// <summary>
+        /// Tear down the Python engine:
+        /// </summary>
+        public override void OnEndOfAlgorithm()
+        {
+            PythonEngine.ReleaseLock(_gs);
+            PythonEngine.Shutdown();
+        }
+    }
+}