Universes immediate selection

[jhonabreul]

Description

This ads a general solution for immediate universe selection for:

• Continuous futures universes
• Future chain universes
• Constituents universes
• ETF constituents universes
• Fundamentals
• Custom universes

Sample use case is presented in #6474, were a future is not mapped the first time OnData is called. In general, the first universe selection should be performed right when the algorithm starts.

The PR also adds tests that assert universe is selected immediately in live trading.

Related Issue

Closes #6474

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

• Unit tests
• Regression algorithms

Types of changes

• [x] Bug fix (non-breaking change which fixes an issue)
• [ ] Refactor (non-breaking change which improves implementation)
• [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
• [ ] New feature (non-breaking change which adds functionality)
• [ ] Breaking change (fix or feature that would cause existing functionality to change)
• [ ] Non-functional change (xml comments/documentation/etc)

Checklist:

• [x] My code follows the code style of this project.
• [x] I have read the CONTRIBUTING document.
• [x] I have added tests to cover my changes.
• [x] All new and existing tests passed.
• [x] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>