Add Count property to derivative security filter universes

[jhonabreul]

Description

Adds an int Count property to IDerivativeSecurityFilterUniverse<T> and implements it in all implementations:

• ContractSecurityFilterUniverse<T, TData> (base of OptionFilterUniverse and FutureFilterUniverse) returns the number of contracts currently in the universe, reflecting any filters already applied.
• EmptyContractFilter<T>'s internal empty universe returns 0.

Besides making the contract count directly accessible from C#, this enables len() on filter universes in Python algorithms, since Python.NET assigns __len__ to enumerable CLR types that expose a public Count property:

def initialize(self):
    option = self.add_option("GOOG")
    option.set_filter(self.filter)

def filter(self, universe):
    filtered = universe.strikes(-2, +2).expiration(0, 180)
    self.log(f"selected={len(filtered)}")  # previously: TypeError: object of type 'OptionFilterUniverse' has no len()
    return filtered

Related Issue

N/A

Motivation and Context

Calling len() on an OptionFilterUniverse/FutureFilterUniverse from a Python algorithm's contract filter raised TypeError: object of type 'OptionFilterUniverse' has no len(), forcing users to enumerate the universe just to count contracts. There was also no direct way to get the contract count from C# without LINQ's Count().

Requires Documentation Change

No.

How Has This Been Tested?

• New unit tests in OptionFilterUniverseTests and FutureFilterTests:
  • PythonLenReturnsTheNumberOfContractsInTheUniverse: asserts len() works from Python and reflects applied filters. These tests reproduce the TypeError and fail without this change.
  • CountReturnsTheNumberOfContractsInTheUniverse and CountIsUpdatedAsFiltersReduceTheUniverse: assert Count returns the universe size and is updated as chained filters (Strikes/Expiration/FrontMonth) reduce the universe.
  • EmptyContractFilterUniverseCountIsZero: asserts the EmptyContractFilter universe reports Count == 0.
• Full OptionFilterUniverseTests, OptionFilterTests, OptionStrategyFilterTests and FutureFilterTests fixtures pass.
• Manually verified end-to-end by running BasicTemplateOptionsAlgorithm.py with a len(filtered) call in the option filter through the Lean launcher.

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>