Add Python version of IndicatorVolatilityModelAlgorithm

[jonathanwu906]

Description

Adds Algorithm.Python/IndicatorVolatilityModelAlgorithm.py, a Python port of the existing C# regression algorithm demonstrating IndicatorVolatilityModel usage — including how to reset and warm the indicator back up on splits and dividends so volatility doesn't jump on price discontinuities. Also updates the C# definition's Languages to { CSharp, Python } so the regression suite runs both variants against the same expected statistics.

Related Issue

Closes #6375

Motivation and Context

#6375 asks for an example of IndicatorVolatilityModel. The C# example algorithm and unit tests were added in #7058; this completes the issue with the Python counterpart, matching the convention that example/regression algorithms ship in both languages.

Requires Documentation Change

No — this adds the example the documentation can reference.

How Has This Been Tested?

Ran the regression tests inside the quantconnect/lean:foundation container (same image as the Regression Tests CI workflow):

dotnet test Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName~IndicatorVolatilityModelAlgorithm"

Result: 2/2 passed (CSharp/IndicatorVolatilityModelAlgorithm, Python/IndicatorVolatilityModelAlgorithm); the Python variant produces statistics identical to the C# ExpectedStatistics.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

🤖 Generated with Claude Code

https://claude.ai/code/session_01R7LGdW3eC9za8WMrtssHGr

[jonathanwu906]

@Martin-Molinero Hi, thanks for approving the CI runner earlier.

I've fixed the mypy call-overload error in IndicatorVolatilityModelAlgorithm.py that was causing the Syntax Tests failure — the algorithm now keeps a reference to the IndicatorVolatilityModel instance instead of reading it back from Security.volatility_model, mirroring the cast in the C# version. Runtime behavior is unchanged.

When you have a moment, could you please approve the workflows again so CI can re-run? Thank you!

[Martin-Molinero]

Thanks @jonathanwu906!