add HourSplitRegressionAlgorithm

Algorithm.Python/HourSplitRegressionAlgorithm.py

@@ -1,10 +1,42 @@
-using System;
-namespace QuantConnect.Algorithm.Python
-{
-	public class HourSplitRegressionAlgorithm
-	{
-		public HourSplitRegressionAlgorithm()
-		{
-		}
-	}
-}
+# 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.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.
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="regression test" />
+class HourSplitRegressionAlgorithm(QCAlgorithm):
+
+    def Initialize(self):
+        self.SetStartDate(2005, 2, 25)
+        self. SetEndDate(2005, 2, 28)
+        self.SetCash(100000)
+        
+        self.symbol = self.AddEquity("AAPL", Resolution.Hour).Symbol
+    
+    def OnData(self, tradeBars):
+        if (not self.Portfolio.Invested) and self.Time.date() == self.EndDate.date():
+            self.Buy(self.symbol, 1)