chore: import upstream snapshot with attribution

Algorithm.Python/ClassicRangeConsolidatorWithTickAlgorithm.py

@@ -0,0 +1,28 @@
+# 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 RangeConsolidatorWithTickAlgorithm import RangeConsolidatorWithTickAlgorithm
+
+### <summary>
+### Example algorithm of how to use ClassicRangeConsolidator with Tick resolution
+### </summary>
+class ClassicRangeConsolidatorWithTickAlgorithm(RangeConsolidatorWithTickAlgorithm):
+    def create_range_consolidator(self):
+        return ClassicRangeConsolidator(self.get_range())
+    
+    def on_data_consolidated(self, sender, range_bar):
+        super().on_data_consolidated(sender, range_bar)
+
+        if range_bar.volume == 0:
+            raise AssertionError("All RangeBar's should have non-zero volume, but this doesn't")