Fix failing protobuf test

Author: Martin-Molinero

DataLibrary/MyCustomDataType.cs

@@ -27,6 +27,7 @@ namespace DataLibrary
     /// <summary>
     /// Example custom data type
     /// </summary>
+    [ProtoContract(SkipConstructor = true)]
     public class MyCustomDataType : BaseData
     {
         /// <summary>

README.md

@@ -30,10 +30,9 @@ Once it is cloned locally, should be able to successfully build the solution, ru
 
 #### Usage
 
-- Once the repository is forked, the existing example implementation should be adjusted, in the fork, to create a new data type for a particular data set.
-- Converter and downloader scripts should be developed following the [examples in this repository](https://github.com/QuantConnect/LeanDataSdk/tree/master/DataConverterScript).
-
-The script should be provided to `QuantConnect` as well as the fork repository at a particual commit.
+- Once the repository is forked, the existing example implementation should be adjusted to create a new data type for a particular data set.
+	- The Assembly name and data type have to be changed since they should be unique.
+- Converter and downloader scripts should be developed following the [examples in this repository](https://github.com/QuantConnect/LeanDataSdk/tree/master/DataConverterScript). These script should be provided to `QuantConnect` as well as the fork repository at a particual commit.
 
 ### User guide
 

Tests/MyCustomDataTypeTests.cs

@@ -15,7 +15,9 @@
 */
 
 using System;
+using ProtoBuf;
 using System.IO;
+using System.Linq;
 using DataLibrary;
 using QuantConnect;
 using ProtoBuf.Meta;
@@ -39,26 +41,23 @@ public void JsonRoundTrip()
             AssertAreEqual(expected, result);
         }
 
-        [Test, Ignore("TODO: Failing")]
+        [Test]
         public void ProtobufRoundTrip()
         {
             var expected = CreateNewInstance();
             var type = expected.GetType();
 
-            var model = RuntimeTypeModel.Create();
-            var baseType = model.Add(typeof(BaseData), true);
-            model.Add(type, true);
-            baseType.AddSubType(2000, type);
+            RuntimeTypeModel.Default[typeof(BaseData)].AddSubType(2000, type);
 
             using (var stream = new MemoryStream())
             {
-                model.Serialize(stream, expected);
+                Serializer.Serialize(stream, expected);
 
                 stream.Position = 0;
 
-                var result = model.Deserialize(type, stream);
+                var result = Serializer.Deserialize(type, stream);
 
-                AssertAreEqual(expected, result);
+                AssertAreEqual(expected, result, filterByCustomAttributes: true);
             }
         }
 
@@ -71,11 +70,15 @@ public void Clone()
             AssertAreEqual(expected, result);
         }
 
-        private void AssertAreEqual(object expected, object result)
+        private void AssertAreEqual(object expected, object result, bool filterByCustomAttributes = false)
         {
             foreach (var propertyInfo in expected.GetType().GetProperties())
             {
-                Assert.AreEqual(propertyInfo.GetValue(expected), propertyInfo.GetValue(result));
+                // we skip Symbol which isn't protobuffed
+                if (filterByCustomAttributes && propertyInfo.CustomAttributes.Count() != 0)
+                {
+                    Assert.AreEqual(propertyInfo.GetValue(expected), propertyInfo.GetValue(result));
+                }
             }
             foreach (var fieldInfo in expected.GetType().GetFields())
             {