Fix live trading charts sampling logic on extended market hours

Author: jhonabreul

Engine/Results/LiveTradingResultHandler.cs

@@ -1119,7 +1119,12 @@ public virtual void ProcessSynchronousEvents(bool forceProcess = false)
         /// </summary>
         public override void OnSecuritiesChanged(SecurityChanges changes)
         {
-            if (_sampleChartAlways)
+            // the security that made us sample always might have been removed, if that's the case we need to check again if we should sample always or not
+            if (_sampleChartAlways && changes.RemovedSecurities.Count > 0 && changes.RemovedSecurities.Any(x => ShouldSampleChartsAlways(x.Symbol)))
+            {
+                _sampleChartAlways = false;
+            }
+            if (_sampleChartAlways) 
             {
                 return;
             }
@@ -1133,10 +1138,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
                 }
 
                 // if the user added Crypto, Forex, Daily or an extended market hours subscription just sample always, one way trip.
-                _sampleChartAlways = symbol.SecurityType == QuantConnect.SecurityType.Crypto
-                                     || symbol.SecurityType == QuantConnect.SecurityType.Forex
-                                     || Algorithm.SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(symbol)
-                                         .Any(config => config.ExtendedMarketHours || config.Resolution == Resolution.Daily);
+                _sampleChartAlways = ShouldSampleChartsAlways(symbol);
                 if (_sampleChartAlways)
                 {
                     // we set it once to true
@@ -1151,6 +1153,17 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             }
         }
 
+        /// <summary>
+        /// Checks whether the symbol subscription would make the result handler sample charts always
+        /// </summary>
+        private bool ShouldSampleChartsAlways(Symbol symbol)
+        {
+            return symbol.SecurityType == QuantConnect.SecurityType.Crypto
+                || symbol.SecurityType == QuantConnect.SecurityType.Forex
+                || Algorithm.SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(symbol)
+                    .Any(config => config.ExtendedMarketHours);
+        }
+
         /// <summary>
         /// True if user exchange are open and we should update portfolio and benchmark value
         /// </summary>