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RandomDataGenerator Doesn't Generate Auxiliary Data #8854

Description

@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.

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  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues

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