Add missing python Consolidate API method test
Add missing python Consolidate API method test

AlexCatarino/Lean,AlexCatarino/Lean,QuantConnect/Lean,StefanoRaggi/Lean,jameschch/Lean,QuantConnect/Lean,JKarathiya/Lean,QuantConnect/Lean,JKarathiya/Lean,jameschch/Lean,StefanoRaggi/Lean,StefanoRaggi/Lean,AlexCatarino/Lean,jameschch/Lean,AlexCatarino/Lean,StefanoRaggi/Lean,jameschch/Lean,JKarathiya/Lean,QuantConnect/Lean,jameschch/Lean,JKarathiya/Lean,StefanoRaggi/Lean