Adds CustomSecurityInitializerAlgortihm for python

This algorithm serves as an example for the SetSecurityInilializer for python feature The date range for the C# version is changed to match existing data
2017-10-11 10:38:18 +01:00
parent 994c47e55b
commit ebb8f499f3
4 changed files with 83 additions and 2 deletions
@@ -133,6 +133,9 @@
      <HintPath>..\packages\QuantConnect.pythonnet.1.0.5\lib\Python.Runtime.dll</HintPath>
    </Reference>
  </ItemGroup>
+  <ItemGroup>
+    <None Include="CustomSecurityInitializerAlgorithm.py" />
+  </ItemGroup>
  <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
  <PropertyGroup>
    <PostBuildEvent Condition="'$(OS)' == 'Windows_NT' ">