Exposure Series Does Show Zero When Portfolio is Not Invested

[AlexCatarino]

Expected Behavior

When the Portfolio doesn't hold any positions, the Exposure series should show the ratio of 0.

Actual Behavior

When the Portfolio doesn't hold any positions, the series is not updated, resulting in the following chart:

Potential Solution

Review SampleExposure method. The method only accounts for securities that hold stock:

foreach (var holding in Algorithm.Portfolio.Values.Where(x => x.HoldStock))
{
    // ...
}

so if that enumerable is empty, there is no new sample.

Reproducing the Problem

class SleepyBlueWolf(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Hour)

    def OnData(self, data: Slice):
        if self.Time.month == 6:
            self.Liquidate()
            return
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 1)
    
    def OnEndOfDay(self, symbol):
        self.Plot('Holding', symbol, int(self.Portfolio[symbol].Invested))

Checklist

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• [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