Universe Selection of Custom/Alternative Data Not Triggered on the Weekends

[AlexCatarino]

Expected Behavior

If there is Universe Selection data on the weekend, e.g. QuiverTwitterFollowersUniverse, the universe selector is triggered.

Actual Behavior

Universe Selection of Custom/Alternative data is not triggered during the weekends.

Potential Solution

One potential solution is to add the market hours to the custom data class via BaseData.cs:

        public virtual MarketHoursDatabase MarketHours()
        {
            return MarketHoursDatabase.AlwaysOpen;
        }

but it might be better to consider that custom data is data-driven, meaning it doesn't default to Equity market hours, but to MarketHoursDatabase.AlwaysOpen.

Reproducing the Problem

using System.Collections.Generic;
using QuantConnect.Securities;
using QuantConnect.DataSource;
using QuantConnect.Data;

namespace QuantConnect.Algorithm.CSharp
{
    public class BasicTemplateFrameworkAlgorithm : QCAlgorithm
    {
        private Symbol _symbol;
        private QuiverTwitterFollowersUniverse _datum;
        private Security _quiverTwitterFollowers;

        public override void Initialize()
        {
            SetStartDate(2022, 2, 2);  //Set Start Date
            SetEndDate(2022, 3, 22);    //Set End Date

            _symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
            _quiverTwitterFollowers = AddData<QuiverTwitterFollowers>(_symbol);

            AddUniverse<QuiverTwitterFollowersUniverse>("QuiverQuantTwitterFollowersUniverse", Resolution.Daily, UniverseSelectionMethod);
        }

        private IEnumerable<Symbol> UniverseSelectionMethod(IEnumerable<QuiverTwitterFollowersUniverse> data)
        {
            Log($"Universe: {Time}-{Time.DayOfWeek}");
            return Universe.Unchanged;
        }

        public override void OnData(Slice slice) =>
            Log($"OnData: {Time}-{Time.DayOfWeek}");
    }
}

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