Use UniverseManager instead of CacheCustomPythonDataType

Author: JosueNina

Algorithm/QCAlgorithm.History.cs

@@ -26,6 +26,7 @@
 using Python.Runtime;
 using QuantConnect.Data.UniverseSelection;
 using QuantConnect.Data.Auxiliary;
+using System.ComponentModel.DataAnnotations;
 
 namespace QuantConnect.Algorithm
 {
@@ -1142,10 +1143,7 @@ private IEnumerable<SubscriptionDataConfig> GetMatchingSubscriptions(Symbol symb
                     var entry = MarketHoursDatabase.GetEntry(symbol, new[] { type });
 
                     // If the type is PythonData, we want to check what types are actually associated with the symbol
-                    if (!_customPythonDataTypes.TryGetValue(symbol, out var dataType))
-                    {
-                        dataType = type;
-                    }
+                    var dataType = UniverseManager.TryGetValue(symbol, out var universe) ? universe.DataType : type;
 
                     // we were giving a specific type let's fetch it
                     return new[] { new SubscriptionDataConfig(

Algorithm/QCAlgorithm.Python.cs

@@ -40,8 +40,6 @@ public partial class QCAlgorithm
     {
         private readonly Dictionary<IntPtr, PythonIndicator> _pythonIndicators = new Dictionary<IntPtr, PythonIndicator>();
 
-        private Dictionary<Symbol, Type> _customPythonDataTypes = new Dictionary<Symbol, Type>();
-
         /// <summary>
         /// PandasConverter for this Algorithm
         /// </summary>
@@ -266,12 +264,6 @@ private Security AddDataImpl(Type dataType, Symbol symbol, Resolution? resolutio
             var alias = symbol.ID.Symbol;
             SymbolCache.Set(alias, symbol);
 
-            // Cache the data type for custom python data to keep reference to the actual created type
-            if (dataType.IsAssignableTo(typeof(PythonData)))
-            {
-                CacheCustomPythonDataType(symbol, dataType);
-            }
-
             if (timeZone != null)
             {
                 // user set time zone
@@ -1895,10 +1887,5 @@ private PyObject TryCleanupCollectionDataFrame(Type dataType, PyObject history)
             }
             return history;
         }
-
-        private void CacheCustomPythonDataType(Symbol symbol, Type dataType)
-        {
-            _customPythonDataTypes[symbol] = dataType;
-        }
     }
 }

Algorithm/QCAlgorithm.Universe.cs

@@ -697,7 +697,6 @@ private SubscriptionDataConfig GetCustomUniverseConfiguration(Type dataType, str
                 }
                 // same as 'AddData<>' 'T' type will be treated as custom/base data type with always open market hours
                 universeSymbol = QuantConnect.Symbol.Create(name, SecurityType.Base, market, baseDataType: dataType);
-                CacheCustomPythonDataType(universeSymbol, dataType);
             }
             var marketHoursDbEntry = MarketHoursDatabase.GetEntry(universeSymbol, new[] { dataType });
             var dataTimeZone = marketHoursDbEntry.DataTimeZone;