* Set security cache open interest from chain universe data
- The option and future security caches now update the open interest
cache property from stored chain universe data points (OptionUniverse,
FutureUniverse), which the algorithm manager pushes into the security
caches
- Add index option and future option specific security caches, mapped in
the SecurityCacheProvider, which previously fell through to the base
SecurityCache
- Add regression algorithms asserting the behavior for equity options,
index options and futures
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
* Guard against empty data lists when updating open interest
StoreData is public API, add an UpdateOpenInterest overload taking the
data list which checks the count before accessing the last data point
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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Co-authored-by: Claude Fable 5 <noreply@anthropic.com>