Universes immediate selection (QuantConnect#7785)

* Make sure continuous futures universe selection is performed right away on the start of the algorithm.

This ensures the Future.Mapped is not null

* Minor changes

* Minor fixes

* Update regression algorithms stats

* Add DC futures map file

* Update DC futures map file

* Update regression algorithms stats

* Include ETFs for immediate universe selection

* Include Coarse Fundamentals for immediate universe selection

* Include Futures Chain Universe for immediate selection

* Add Option Chain Universe test

* Include custom universes for immediate selection

* Minor updates

* Include constituents universes for immediate selection

* Minor update

* Minor changes, docs and stats updates

* Minor changes

* Minor changes and clean up

* Minor regression algorithm stat update

Author: jhonabreul

Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs

@@ -116,7 +116,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 63;
+        public long DataPoints => 74;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs

@@ -93,7 +93,7 @@ public override void OnData(Slice data)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 12164;
+        public long DataPoints => 12170;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -129,7 +129,7 @@ public override void OnData(Slice data)
             {"Estimated Strategy Capacity", "$2600000.00"},
             {"Lowest Capacity Asset", "ES 31C3JQS9D84PW|ES XCZJLC9NOB29"},
             {"Portfolio Turnover", "495.15%"},
-            {"OrderListHash", "39179b5e977b8bf5411fbd31896a7953"}
+            {"OrderListHash", "51ae811a9f7a26ae8eb96cdcefe1ab59"}
         };
     }
 }

Algorithm.CSharp/AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs

@@ -220,7 +220,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 608372;
+        public long DataPoints => 608378;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -256,7 +256,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$760000.00"},
             {"Lowest Capacity Asset", "ES XCZJLDQX2SRO|ES XCZJLC9NOB29"},
             {"Portfolio Turnover", "32.31%"},
-            {"OrderListHash", "b508146aff4ac449e9c6f502928e2115"}
+            {"OrderListHash", "8d248c2234fec09fbe09f86735fefd99"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs

@@ -118,7 +118,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 713394;
+        public long DataPoints => 713395;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs

@@ -123,7 +123,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 2217324;
+        public long DataPoints => 2217325;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs

@@ -176,7 +176,7 @@ public void Dispose()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 1333;
+        public long DataPoints => 1334;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs

@@ -151,7 +151,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 75401;
+        public long DataPoints => 75403;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs

@@ -117,7 +117,7 @@ select futuresContract
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 14036;
+        public virtual long DataPoints => 14038;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs

@@ -136,7 +136,7 @@ public override IEnumerable<IPortfolioTarget> CreateTargets(QCAlgorithm algorith
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 57752;
+        public virtual long DataPoints => 57754;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs

@@ -41,7 +41,7 @@ public class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm : BasicTem
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 163392;
+        public override long DataPoints => 163410;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm