Added tags to python algorithms

Algorithm.Python/DelistingEventsAlgorithm.py

@@ -1,10 +1,10 @@
 # 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"); 
+#
+# 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.
@@ -23,25 +23,29 @@ from QuantConnect.Data import *
 from QuantConnect.Data.Market import *
 from QuantConnect.Orders import *
 
-
+### <summary>
+### Demonstration of using the Delisting event in your algorithm. Assets are delisted on their last day of trading, or when their contract expires.
+### This data is not included in the open source project.
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="data event handlers" />
+### <meta name="tag" content="delisting event" />
 class DelistingEventsAlgorithm(QCAlgorithm):
-    '''Showcases the delisting event of QCAlgorithm
-    The data for this algorithm isn't in the github repo, so this will need to be run on the QC site'''
 
     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(2007, 05, 16)  #Set Start Date
         self.SetEndDate(2007, 05, 25)    #Set End Date
         self.SetCash(100000)             #Set Strategy Cash
         # Find more symbols here: http://quantconnect.com/data
         self.AddEquity("AAA", Resolution.Daily)
         self.AddEquity("SPY", Resolution.Daily)
-        
+
 
     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
         '''
@@ -59,7 +63,7 @@ class DelistingEventsAlgorithm(QCAlgorithm):
         for kvp in data.Delistings:
             symbol = kvp.Key
             value = kvp.Value
-            
+
             if value.Type == DelistingType.Warning:
                 self.Log("OnData(Delistings): {0}: {1} will be delisted at end of day today.".format(self.Time, symbol))
             if value.Type == DelistingType.Delisted: