Better Error Reporting from Custom Data Types

Expected Behavior

LEAN provides information about errors in Custom Data Types.

Actual Behavior

The Reader of Custom Data types doesn't always display the error to the user.

Potential Solution

TextSubscriptionDataSourceReader.ReaderError should not be null. OnReaderError will not log anywhere if it is.

Reproducing the Problem

Run CustomDataBitcoinAlgorithm in live mode. There is a bug at

coin.EndTime =  datetime.utcnow().astimezone(timezone(str(config.ExchangeTimeZone))).replace(tzinfo=None)

since the timezone constructor doesn't accept a string argument. We should receive a message:

'timezone() argument 1 must be datetime.timedelta, not str'

we can fix that line with

coin.EndTime = Extensions.ConvertFromUtc(datetime.utcnow(), config.ExchangeTimeZone)

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue

Start with TextSubscriptionDataSourceReader.ReaderError and its OnReaderError path, then reproduce the problem by running CustomDataBitcoinAlgorithm in live mode. Check how the reader handles the shown Python timezone error; done means the error is no longer lost and the expected message is displayed to the user.