When OnMarginCall is not defined at the python script, pythonnet cannot find the method in the base class.
Instead of throwing the exception and exiting, we direct the event to the method in the base class.
Calling Impromptu.ActLike<IAlgorithm> to make the python object acts like a IAlgorithm caused multiple AlgorithmPythonWrapper objects running in parallel to hold the same python object. That call was removed and instead we access the python object directly.
- Removes AlgorithmPythonUtil.py and add its code directly in AlgorithmPythonWrapper.cs
- Clean up: removes all references to IronPython and ImpromptuInterface
AlexCatarino