Add basic template Atreyu algorithm (#5872)

* Add basic template Atreyu algorithm

- Add C# and Python basic template atreyu algorithm. Show casing how to
  specify exchange to execute in different ways.
- Adjust trading API to allow specifying order properties to use

* Lean Exchange improvements

- Rename PrimaryExchange to Exchange
- OrderPropeties will use Exchange enum instead of string
- Adding BSE exchange value

* Regression tests fixes

Algorithm.Python/BasicTemplateAtreyuAlgorithm.py

@@ -0,0 +1,57 @@
+# 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 AlgorithmImports import *
+
+### <summary>
+### Basic template algorithm for the Atreyu brokerage
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="using quantconnect" />
+### <meta name="tag" content="trading and orders" />
+class BasicTemplateAtreyuAlgorithm(QCAlgorithm):
+    '''Basic template algorithm simply initializes the date range and cash'''
+
+    def Initialize(self):
+        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+
+        self.SetStartDate(2013,10, 7)  #Set Start Date
+        self.SetEndDate(2013,10,11)    #Set End Date
+        self.SetCash(100000)           #Set Strategy Cash
+
+        self.SetBrokerageModel(BrokerageName.Atreyu)
+        self.AddEquity("SPY", Resolution.Minute)
+
+        self.DefaultOrderProperties = AtreyuOrderProperties()
+        # Can specify the default exchange to execute an order on.
+        # If not specified will default to the primary exchange
+        self.DefaultOrderProperties.Exchange = Exchange.NASDAQ
+        # Currently only support order for the day
+        self.DefaultOrderProperties.TimeInForce = TimeInForce.Day
+
+    def OnData(self, data):
+        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+
+        Arguments:
+            data: Slice object keyed by symbol containing the stock data
+        '''
+        if not self.Portfolio.Invested:
+            # will set 25% of our buying power with a market order that will be routed to exchange set in the default order properties (NASDAQ)
+            self.SetHoldings("SPY", 0.25)
+            # will increase our SPY holdings to 50% of our buying power with a market order that will be routed to ARCA
+
+            orderProperties = AtreyuOrderProperties()
+            orderProperties.Exchange = Exchange.ARCA
+            self.SetHoldings("SPY", 0.50, orderProperties = orderProperties)
+
+            self.Debug("Purchased SPY!")