chore: import upstream snapshot with attribution

Algorithm.Python/RiskParityPortfolioAlgorithm.py

@@ -0,0 +1,30 @@
+# 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 Portfolio.RiskParityPortfolioConstructionModel import *
+
+class RiskParityPortfolioAlgorithm(QCAlgorithm):
+    '''Example algorithm of using RiskParityPortfolioConstructionModel'''
+
+    def initialize(self):
+        self.set_start_date(2021, 2, 21)  # Set Start Date
+        self.set_end_date(2021, 3, 30)
+        self.set_cash(100000)  # Set Strategy Cash
+        self.set_security_initializer(lambda security: security.set_market_price(self.get_last_known_price(security)))
+
+        self.add_equity("SPY", Resolution.DAILY)
+        self.add_equity("AAPL", Resolution.DAILY)
+
+        self.add_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(1)))
+        self.set_portfolio_construction(RiskParityPortfolioConstructionModel())