Added daily example

Algorithm.Python/BasicTemplateDailyAlgorithm.py

@@ -1,10 +1,24 @@
-using System;
-namespace QuantConnect.Algorithm.Python
-{
-	public class BasicTemplateDailyAlgorithm
-	{
-		public BasicTemplateDailyAlgorithm()
-		{
-		}
-	}
-}
+import numpy as np
+
+class BasicTemplateAlgorithm(QCAlgorithm):
+    '''Basic template algorithm simply initializes the date range and cash'''
+
+    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(2013,10,07)  #Set Start Date
+        self.SetEndDate(2013,10,18)    #Set End Date
+        self.SetCash(100000)           #Set Strategy Cash
+        # Find more symbols here: http://quantconnect.com/data
+        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
+        '''
+        if not self.Portfolio.Invested:
+            self.SetHoldings("SPY", 1)
+            self.Debug("Purchased Stock")