Address reviews - add python algorithm and rename algorithm to

CachedAlterantiveDataAlgorithm

Algorithm.Python/AltData/CachedAlternativeDataAlgorithm.py

@@ -0,0 +1,43 @@
+# 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.Common")
+
+from datetime import datetime, timedelta
+
+from System import *
+from QuantConnect import *
+from QuantConnect.Algorithm import *
+from QuantConnect.Data import *
+from QuantConnect.Data.Custom.CBOE import *
+
+class CachedAlternativeDataAlgorithm(QCAlgorithm):
+
+    def Initialize(self):
+        self.SetStartDate(2003, 1, 1)
+        self.SetEndDate(2019, 10, 11)
+        self.SetCash(100000)
+
+        # QuantConnect caches a small subset of alternative data for easy consumption for the community.
+        # You can use this in your algorithm as demonstrated below:
+
+        # CBOE VIX: http://cache.quantconnect.com/alternative/cboe/vix.csv
+        self.AddData(CBOE, "VIX")
+
+    def OnData(self, data):
+        vix = data.Get(CBOE, "VIX")
+        self.Log(f"VIX: {self.Time}, {vix.Open}, {vix.High}, {vix.Low}, {vix.Close}")
+