Improve Universe Parameter Type for Python

[AlexCatarino]

Expected Behavior

The universe selection parameter is a list and we can access the list semantics

def _fundamental_filter(self, fundamentals: List[Fundamental]) -> List[Symbol]:
    f = fundamentals[0]
    count = len(fundamentals)

Actual Behavior

The universe selection parameter is an iterator (IEnumerable).

def _fundamental_filter(self, fundamentals: Iterable[Fundamental]) -> List[Symbol]:
    f = fundamentals[0]   # syntax error
    count = len(fundamentals)   # syntax error

See QuantConnect/Documentation#2349

Potential Solution

We could fix the stubs to use Iterable instead of List, but I think converting IEnumerable to List is friendlier to users. The user can "fix" on his side using

def _fundamental_filter(self, fundamentals: List[Fundamental]) -> List[Symbol]:
    fundamentals = list(fundamentals)   
    f = fundamentals[0]
    count = len(fundamentals)

Checklist

• I have completely filled out this template
• 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

[Mahajan-Sachin]

Hi @AlexCatarino! I've submitted a fix for this issue.

The root cause was in ConvertToUniverseSelectionSymbolDelegate<T> in Common/Extensions.cs — the IEnumerable<T> was being passed directly to the Python selector without materializing it first, so Python received a lazy C# iterator instead of a list.

Fix: added .ToList() conversion before invoking the Python selector, so fundamentals[0] and len(fundamentals) both work as expected.

PR: #9450

[jaredbroad]

Thank you for the suggestion @Mahajan-Sachin, realizing it as a list generates a lot of RAM consumption, we'll solve generically for all enumerators and without generating as much as possible.

[jhonabreul]

Closed by #9489