BaseCollection Datasets Aren't Structured Well in DataFrames

[DerekMelchin]

Expected Behavior

If we make a history request for a dataset that uses BaseCollection, the DataFrame has columns for each data property.

Actual Behavior

If we make a history request for a dataset that uses BaseCollection, the DataFrame just has a data column, which is a list.

Potential Solution

If the custom type is BaseCollection, iterate it to build the DataFrame rows.

Reproducing the Problem

qb = QuantBook()
symbol = qb.AddEquity("AAPL").Symbol
dataset_symbol = qb.AddData(QuiverCongress, symbol).Symbol
qb.History(dataset_symbol, datetime(2022, 1, 1), datetime(2022, 9, 15))

System Information

QC Cloud

Checklist

• [x] I have completely filled out this template
• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues
• [x] I have provided detailed steps to reproduce the issue

[Martin-Molinero]

Hm this should be covered already by https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Python.cs#L1575 TryCleanupCollectionDataFrame might need checking out why isn't it not working for this case, should first add unit test reproducing this issue