chore: import upstream snapshot with attribution

Algorithm.Python/CustomDataZippedObjectStoreRegressionAlgorithm.py

@@ -0,0 +1,27 @@
+# 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
+
+from AlgorithmImports import *
+
+from CustomDataObjectStoreRegressionAlgorithm import *
+
+### <summary>
+### Regression algorithm demonstrating the use of zipped custom data sourced from the object store
+### </summary>
+class CustomDataZippedObjectStoreRegressionAlgorithm(CustomDataObjectStoreRegressionAlgorithm):
+
+    def get_custom_data_key(self):
+        return "CustomData/ExampleCustomData.zip"
+
+    def save_data_to_object_store(self):
+        self.object_store.save_bytes(self.get_custom_data_key(), Compression.zip_bytes(list(bytes(self.custom_data, 'utf-8')), 'data'))
+