Refactor portfolio state sampling and storing

Author: Martin-Molinero

Algorithm.Framework/Alphas/AlphaStreamAlphaModule.cs

@@ -61,7 +61,9 @@ public override void WriteJson(JsonWriter writer, object value, JsonSerializer s
             writer.WritePropertyName("Series");
             writer.WriteStartObject();
             // we sort the series in ascending count so that they are chart nicely, has value for stacked area series so they're continuous 
-            foreach (var kvp in chart.Series.OrderBy(x => x.Value.Values.Count).ThenBy(x => x.Value.Values.Select(x => (x as ChartPoint)?.Y ?? 0).Sum()))
+            foreach (var kvp in chart.Series.OrderBy(x => x.Value.Index)
+                .ThenBy(x => x.Value.Values.Count)
+                .ThenBy(x => x.Value.Values.Select(x => (x as ChartPoint)?.Y ?? 0).Sum()))
             {
                 writer.WritePropertyName(kvp.Key);
                 serializer.Serialize(writer, kvp.Value);

Common/ChartJsonConverter.cs

@@ -22,7 +22,6 @@
 using QuantConnect.Util;
 using QuantConnect.Data.Market;
 using System.Collections.Generic;
-using QuantConnect.Data.Custom;
 
 namespace QuantConnect.Data
 {
@@ -36,7 +35,6 @@ namespace QuantConnect.Data
     [ProtoInclude(200, typeof(QuoteBar))]
     [ProtoInclude(300, typeof(Dividend))]
     [ProtoInclude(400, typeof(Split))]
-    [ProtoInclude(555, typeof(PortfolioState))]
     public abstract class BaseData : IBaseData
     {
         private decimal _value;

Common/Data/BaseData.cs

@@ -0,0 +1,24 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+
+namespace QuantConnect.Data.Custom.AlphaStreams
+{
+    [Obsolete("'QuantConnect.Data.Custom.Alphas' namespace is obsolete")]
+    public static class PlaceHolder
+    {
+    }
+}