Adds an event to the algorithm's EventManager.

        Parameters
        ----------
        rule : EventRule
            The rule for when the callback should be triggered.
        callback : callable[(context, data) -> None]
            The function to execute when the rule is triggered.

def add_event(self, rule, callback):
        """Adds an event to the algorithm's EventManager.

        Parameters
        ----------
        rule : EventRule
            The rule for when the callback should be triggered.
        callback : callable[(context, data) -> None]
            The function to execute when the rule is triggered.
        """
        self.event_manager.add_event(
            zipline.utils.events.Event(rule, callback),
        )