Warmup fixes

[Martin-Molinero]

Description

• Warmup data will now be provided by each own subscription
• In live trading will use a file based and history provider warmup enumerators on each subscription
• Universe selection and scheduled events now will work correctly during warmup

Related Issue

Closes #1046
Closes #4048
Closes #5262
Closes #5496
Closes #6263

Motivation and Context

Warmup behaves as expected

Requires Documentation Change

N/A

How Has This Been Tested?

Backtests and live deployments

Types of changes

• 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:

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

[jaredbroad]

Sent review in slack.