Remove Quandl from LEAN (#6110)

* Remove Quandl from LEAN

* Nit changes and CustomLiveDataFeedTests.cs

* Resolve conflicts

* Remove files related with Quandl

* Fix bug

* Fix QuantBookHistoryTests.cs

* Fix bug

* Fix bug

* Fix unit tests

* Try fix regression tests

* Nit changes

* Fix bug

* Some of the requested changes

* The missing changes

* Requested changes

* Nit changes

* Revert "Nit changes"

This reverts commit 9800bc5c34f3ac20e30bea7a92dd4a9867213bb5.

* Nit changes

* Fix bug

* Requested changes

* Missing file using Quandl to be removed

* Nit changes

* Not applied nit change

* Nit change

* Nit change

* Add nasdaq-auth-code parameter in config.json

* Remove 'quandl-auth-token' from config.json

Co-authored-by: Martin-Molinero <martin@quantconnect.com>

Algorithm.Python/CustomDataIndicatorExtensionsAlgorithm.py

@@ -12,10 +12,11 @@
 # limitations under the License.
 
 from AlgorithmImports import *
+from HistoryAlgorithm import *
 
 ### <summary>
 ### The algorithm creates new indicator value with the existing indicator method by Indicator Extensions
-### Demonstration of using the external custom datasource Quandl to request the VIX and VXV daily data
+### Demonstration of using the external custom data to request the IBM and SPY daily data
 ### </summary>
 ### <meta name="tag" content="using data" />
 ### <meta name="tag" content="using quantconnect" />
@@ -33,38 +34,30 @@ class CustomDataIndicatorExtensionsAlgorithm(QCAlgorithm):
         self.SetEndDate(2018,1,1)  
         self.SetCash(25000)
         
-        self.vix = 'CBOE/VIX'
-        self.vxv = 'CBOE/VXV'
+        self.ibm = 'IBM'
+        self.spy = 'SPY'
         
         # Define the symbol and "type" of our generic data
-        self.AddData(QuandlVix, self.vix, Resolution.Daily)
-        self.AddData(Quandl, self.vxv, Resolution.Daily)
+        self.AddData(CustomDataEquity, self.ibm, Resolution.Daily)
+        self.AddData(CustomDataEquity, self.spy, Resolution.Daily)
         
         # Set up default Indicators, these are just 'identities' of the closing price
-        self.vix_sma = self.SMA(self.vix, 1, Resolution.Daily)
-        self.vxv_sma = self.SMA(self.vxv, 1, Resolution.Daily)
+        self.ibm_sma = self.SMA(self.ibm, 1, Resolution.Daily)
+        self.spy_sma = self.SMA(self.spy, 1, Resolution.Daily)
         
-        # This will create a new indicator whose value is smaVXV / smaVIX
-        self.ratio = IndicatorExtensions.Over(self.vxv_sma, self.vix_sma)
+        # This will create a new indicator whose value is smaSPY / smaIBM
+        self.ratio = IndicatorExtensions.Over(self.spy_sma, self.ibm_sma)
         
         # Plot indicators each time they update using the PlotIndicator function
         self.PlotIndicator("Ratio", self.ratio)
-        self.PlotIndicator("Data", self.vix_sma, self.vxv_sma)
+        self.PlotIndicator("Data", self.ibm_sma, self.spy_sma)
     
     # OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
     def OnData(self, data):
         
         # Wait for all indicators to fully initialize
-        if not (self.vix_sma.IsReady and self.vxv_sma.IsReady and self.ratio.IsReady): return
+        if not (self.ibm_sma.IsReady and self.spy_sma.IsReady and self.ratio.IsReady): return
         if not self.Portfolio.Invested and self.ratio.Current.Value > 1:
-            self.MarketOrder(self.vix, 100)
+            self.MarketOrder(self.ibm, 100)
         elif self.ratio.Current.Value < 1:
                 self.Liquidate()
-
-# In CBOE/VIX data, there is a "vix close" column instead of "close" which is the 
-# default column namein LEAN Quandl custom data implementation.
-# This class assigns new column name to match the the external datasource setting.
-class QuandlVix(PythonQuandl):
-    
-    def __init__(self):
-        self.ValueColumnName = "VIX Close"