Improve Conversion Error Message for Python

[AlexCatarino]

Expected Behavior

The error message informs the developer why the conversion failed and the expected type.

Actual Behavior

If a method returns an unexpected type, the error message is not very helpful.

Potential Solution

N/A

Reproducing the Problem

class AdaptableSkyBlueHornet(QCAlgorithm):
    def initialize(self):
        self.add_equity("SPY")
        self.add_alpha(MyAlpha())

class MyAlpha(AlphaModel):
    def update(self, _, slice):
        return

The error message is Runtime Error: 'NoneType' object is not iterable
The problem is that alpha should return a list (iterable) of Insight. Calling return without an object in Python is the same as return None.

Checklist

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• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue

[jaredbroad]

The first issue to fix is a better stack trace for debugging all future versions of this error.

[Martin-Molinero]

• Continue to spread out the usage of our BasePythonWrapper helper class, this class can catch failures on properties/method/etc calls adding in more information of what is expected where did the issue happen
  - TODO add classes that required PythonWrapper

• Detect if the failure is while running python code, method/property itself
• Or like in the case of this issue, while converting the output returned to the expected type