Smart Custom Data

Expected Behavior

The smart custom data provides a simple interface to create custom data.

AddData("name", <link-to-backtest-endpoint>, <link-to-live-endpoint>, columns="Date,Open,High,Low,Close")

Actual Behavior

Users need to define the Reader.
Most data is a simple CSV file where the Date is the first column. If users create files according to certain format rules, a general class can handle their data.
We have a similar feature with Quandl where the user just needs to define the name of the column of the BaseData.Value.

Potential Solution

Implement a smart custom data type where users define the sources and the name of the columns.

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 by reviewing the existing custom-data Reader requirement and the similar Quandl feature described in the issue, including how the BaseData.Value column is named. Clarify the source and column configuration needed for CSV data, then define completion as users being able to create the described smart custom data without implementing a Reader.