Calls python destructor to trigger exceptions

The exception in ignored because the generator isn't closed until it is being deleted (automatically in this case, when Python exits); the generator __del__ handler closes the generator, which triggers an exception of there is one.

Algorithm.Framework/Alphas/AlphaModelPythonWrapper.cs

@@ -81,6 +81,7 @@ namespace QuantConnect.Algorithm.Framework.Alphas
                 {
                     yield return insight.AsManagedObject(typeof(Insight)) as Insight;
                 }
+                insights.Destroy();
             }
         }