Add python SecurityCache.GetData method (#8724)
* Initial solution * Fix regression algorithms
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@@ -46,7 +46,7 @@ class OptionOpenInterestRegressionAlgorithm(QCAlgorithm):
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raise ValueError("Regression test failed: open interest history request is empty")
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security = self.securities[contract.symbol]
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open_interest_cache = security.cache.get_data[OpenInterest]()
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open_interest_cache = security.cache.get_data(OpenInterest)
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if open_interest_cache == None:
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raise ValueError("Regression test failed: current open interest isn't in the security cache")
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if slice.time.date() == datetime(2014, 6, 5).date() and (contract.open_interest != 50 or security.open_interest != 50):
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