RandomDataGenerator Doesn't Generate Auxiliary Data

[AlexCatarino]

Expected Behavior

The following command:

lean data generate --start 20200101 --end 20200131 --security-type Future --tickers NG --market NYMEX --resolution Minute

and

lean data generate --start 20250801 --end 20250805 --tickers=MSFT --resolution=Minute --security-type=Option generates all data we need.

Actual Behavior

The random data generator doesn't create map, factor, and universe files.

Checklist

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