Added QC header and set fees to $0

Algorithm.Python/Alphas/GasAndCrudeOilEnergyCorrelationAlpha.py

@@ -1,3 +1,16 @@
+# 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.
+
 '''
     Energy prices, especially Oil and Natural Gas, are in general fairly correlated,
     meaning they typically move in the same direction as an overall trend. This Alpha
@@ -53,6 +66,9 @@ class EnergyETFPairsTradingAlgorithm(QCAlgorithmFramework):
         ## Manual Universe Selection
         self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )
         
+        ## Set Fees to $0
+        self.SetSecurityInitializer(lambda security: security.SetFeeModel(ConstantFeeModel(0)))
+
         ## Custom Alpha Model
         self.SetAlpha(PairsAlphaModel(pairs_tickers = self.tickers, tickers = tickers, history_days = 90, resolution = Resolution.Minute))