chore: import upstream snapshot with attribution

Algorithm.Python/BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.py

@@ -0,0 +1,33 @@
+# 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 AlgorithmImports import *
+
+from BasicTemplateFuturesHistoryAlgorithm import BasicTemplateFuturesHistoryAlgorithm
+
+### <summary>
+### This example demonstrates how to get access to futures history for a given root symbol with extended market hours.
+### It also shows how you can prefilter contracts easily based on expirations, and inspect the futures
+### chain to pick a specific contract to trade.
+### </summary>
+### <meta name="tag" content="using data" />
+### <meta name="tag" content="history and warm up" />
+### <meta name="tag" content="history" />
+### <meta name="tag" content="futures" />
+class BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm(BasicTemplateFuturesHistoryAlgorithm):
+
+    def get_extended_market_hours(self):
+        return True
+
+    def get_expected_history_call_count(self):
+        return 49