Solve bug in ETFConstituentsUniverseSelectionModel (#7724)

* Fix bug in ETFConstituentUniverseSelectionModel()

The bug was raised after calling an overload constructor using just the
ticker as parameter. Since the universeFilterFunc was null, the method
Extensions.TryConvertToDelegate<T> returned true and thus, the filter
func assigned was the one returned by the method
`ConvertToUniverseSelectionSymbolDelegate()` which used the null
filterfunc.

* Handle potential future bugs

Author: Marinovsky

Common/Extensions.cs

@@ -2697,7 +2697,7 @@ public static Func<IEnumerable<T>, IEnumerable<Symbol>> ConvertPythonUniverseFil
             Func<IEnumerable<T>, object> convertedFunc;
             Func<IEnumerable<T>, IEnumerable<Symbol>> filterFunc = null;
 
-            if (universeFilterFunc.TryConvertToDelegate(out convertedFunc))
+            if (universeFilterFunc != null && universeFilterFunc.TryConvertToDelegate(out convertedFunc))
             {
                 filterFunc = convertedFunc.ConvertToUniverseSelectionSymbolDelegate();
             }

Tests/Algorithm/Framework/Selection/ETFConstituentsUniverseSelectionModelTests.cs

@@ -22,6 +22,7 @@
 using System.Collections.Generic;
 using QuantConnect.Data.UniverseSelection;
 using QuantConnect.Algorithm.Framework.Selection;
+using Moq;
 
 namespace QuantConnect.Tests.Algorithm.Framework.Selection
 {
@@ -165,6 +166,8 @@ public void ETFConstituentsUniverseSelectionModelTestAllConstructor()
 
                 Assert.AreEqual(symbol.SecurityType, universe.Configuration.Symbol.SecurityType);
                 Assert.IsTrue(universe.Configuration.Symbol.ID.Symbol.StartsWithInvariant("qc-universe-"));
+                var data = new Mock<BaseDataCollection>();
+                Assert.DoesNotThrow(() => universe.PerformSelection(DateTime.UtcNow, data.Object));
 
             } while (++numberOfOperation <= 9) ;
         }