Removes References To Built-in Custom Data Implementations (#5793)

* WIP removal of custom data references & tests updates

* Regression algos updated and python algorithms moved to DataSource repos

* Fixes failing unit tests

* Add "LiveDataTypes" field to LiveNodePacket

* Adds Initialize() to IDataChannelProvider

  * Adds new extension method to convert
    HistoryRequest -> SubscriptionDataConfig

* Address review: Add protobuf definitions for Iconic data types

* Address review: re-adds DynamicSecurityDataAlgorithm as regression algo

  * Small adjustments to variable naming and documentation

* Move test files to respective DataSource repos

Algorithm.Python/QuantConnect.Algorithm.PythonTools.pyproj

@@ -47,9 +47,9 @@
     <Compile Include="ConstituentsUniverseRegressionAlgorithm.py" />
     <Compile Include="ConvertToFrameworkAlgorithm.py" />
     <Compile Include="CustomBuyingPowerModelAlgorithm.py" />
-    <Compile Include="CustomDataAddDataCoarseSelectionRegressionAlgorithm.py" />
-    <Compile Include="CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.py" />
-    <Compile Include="CustomDataAddDataRegressionAlgorithm.py" />
+    <Compile Include="CustomDataLinkedIconicTypeAddDataCoarseSelectionRegressionAlgorithm.py" />
+    <Compile Include="CustomDataLinkedIconicTypeAddDataOnSecuritiesChangedRegressionAlgorithm.py" />
+    <Compile Include="CustomDataIconicTypesAddDataRegressionAlgorithm.py" />
     <Compile Include="CustomDataIndicatorExtensionsAlgorithm.py" />
     <Compile Include="CustomDataUsingMapFileRegressionAlgorithm.py" />
     <Compile Include="CustomIndicatorAlgorithm.py" />
@@ -88,7 +88,6 @@
     <Compile Include="DropboxBaseDataUniverseSelectionAlgorithm.py" />
     <Compile Include="DropboxCoarseFineAlgorithm.py" />
     <Compile Include="DropboxUniverseSelectionAlgorithm.py" />
-    <Compile Include="DynamicSecurityDataAlgorithm.py" />
     <Compile Include="EmaCrossFuturesFrontMonthAlgorithm.py" />
     <Compile Include="EmaCrossUniverseSelectionAlgorithm.py" />
     <Compile Include="EmaCrossUniverseSelectionFrameworkAlgorithm.py" />
@@ -149,18 +148,15 @@
     <Compile Include="ScheduledEventsAlgorithm.py" />
     <Compile Include="ScheduledUniverseSelectionModelRegressionAlgorithm.py" />
     <Compile Include="ScikitLearnLinearRegressionAlgorithm.py" />
-    <Compile Include="SECReportDataAlgorithm.py" />
     <Compile Include="SectorExposureRiskFrameworkAlgorithm.py" />
     <Compile Include="SectorWeightingFrameworkAlgorithm.py" />
     <Compile Include="SetHoldingsMultipleTargetsRegressionAlgorithm.py" />
     <Compile Include="SmaCrossUniverseSelectionAlgorithm.py" />
-    <Compile Include="SmartInsiderDataAlgorithm.py" />
     <Compile Include="StandardDeviationExecutionModelRegressionAlgorithm.py" />
     <Compile Include="TalibIndicatorsAlgorithm.py" />
     <Compile Include="TensorFlowNeuralNetworkAlgorithm.py" />
     <Compile Include="TiingoPriceAlgorithm.py" />
     <Compile Include="TimeInForceAlgorithm.py" />
-    <Compile Include="TradingEconomicsCalendarIndicatorAlgorithm.py" />
     <Compile Include="TrailingStopRiskFrameworkAlgorithm.py" />
     <Compile Include="TrainingExampleAlgorithm.py" />
     <Compile Include="TrainingInitializeRegressionAlgorithm.py" />
@@ -169,9 +165,7 @@
     <Compile Include="UniverseSelectionRegressionAlgorithm.py" />
     <Compile Include="UniverseUnchangedRegressionAlgorithm.py" />
     <Compile Include="UpdateOrderRegressionAlgorithm.py" />
-    <Compile Include="USEnergyInformationAdministrationAlgorithm.py" />
     <Compile Include="UserDefinedUniverseAlgorithm.py" />
-    <Compile Include="USTreasuryYieldCurveDataAlgorithm.py" />
     <Compile Include="VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.py" />
     <Compile Include="WarmupAlgorithm.py" />
     <Compile Include="WarmupHistoryAlgorithm.py" />
@@ -186,4 +180,4 @@
   </Target>
   <Target Name="AfterBuild">
   </Target>
-</Project>
+</Project>