QCAlgorithm's OptionChain() api refactor (#8334)

* Fix pandas converter to handle list of data with different symbols

* Properly convert list of data into dataframe

Take into consideration data for multiple symbols in the same list

* Cleanup

* Index dataframes by symbol object instead of SID string

* Add symbol equality operator to compare against object

* Exclude "ID" from option chain dataframe

* Minor fix

* Add greeks columns directly in option chain dataframe.

Also add pass-through properties for greek values in OptionUniverse

* Some cleanup

* Minor fix

* Add new QCAlgorithm.OptionChains() method

- Use OptionChains as output
- Add DataFrame to OptionChain and OptionChains
- Rename Greeks classes
- Add ISymbolProvider for classes that have a symbol (IBaseData, OptionContract)

* Unify QCAlgorithmOptionChain API

Also refactor OptionContract to handle: (1) Actual market data and option price model data, and (2) OptionUniverse data

* Pass symbol properties to OptionUniverse option chain from algorithm

* Format OptionContract for dataframe

* Minor fix

* Add multiple option chains api regression algorithms and other minor changes

* Address peer review

Add NullGreeks class: keep ModeledGreeks as internal as possible

* Minor fix and add PandasConverter unit tests

* Peer review: Non-thread-safe Lazy for Python

* Handle Greeks unwrapping by PandasData

* PandasData cleanup

* Add data and other minor changes

* Unit test fix

* Update Pythonnet to 2.0.39

* Cleanup

* PandasData handling children class members

Address peer review

* Fix: indexing symbol conversion in pandas mapper

* Fix pandas mapper to convert string keys to symbol only when necessary

* Cleanup

* Cleanup

* Add PandasColumn python class to handle proper indexing

This allows propery hash and equality between Symbols, C# strings and Python strings

* Minor fixes

* Symbol cache improvements

* Minor fix for cache miss

* Revert PandasMapper reserved names and improvements

* Minor fix

* Revert reserved names

* Minor fix for Symbol equality operators

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>

Algorithm.Python/OptionPriceModelForOptionStylesBaseRegressionAlgorithm.py

@@ -53,7 +53,7 @@ class OptionPriceModelForOptionStylesBaseRegressionAlgorithm(QCAlgorithm):
         self._tried_greeks_calculation = True
 
         for contract in contracts:
-            greeks = Greeks()
+            greeks = None
             try:
                 greeks = contract.greeks
 
@@ -70,9 +70,10 @@ class OptionPriceModelForOptionStylesBaseRegressionAlgorithm(QCAlgorithm):
             # Delta can be {-1, 0, 1} if the price is too wild, rho can be 0 if risk free rate is 0
             # Vega can be 0 if the price is very off from theoretical price, Gamma = 0 if Delta belongs to {-1, 1}
             if (self._option_style_is_supported
-                and ((contract.right == OptionRight.CALL and (greeks.delta < 0.0 or greeks.delta > 1.0 or greeks.rho < 0.0))
-                    or (contract.right == OptionRight.PUT and (greeks.delta < -1.0 or greeks.delta > 0.0 or greeks.rho > 0.0))
-                    or greeks.theta == 0.0 or greeks.vega < 0.0 or greeks.gamma < 0.0)):
+                and (greeks is None
+                    or ((contract.right == OptionRight.CALL and (greeks.delta < 0.0 or greeks.delta > 1.0 or greeks.rho < 0.0))
+                        or (contract.right == OptionRight.PUT and (greeks.delta < -1.0 or greeks.delta > 0.0 or greeks.rho > 0.0))
+                        or greeks.theta == 0.0 or greeks.vega < 0.0 or greeks.gamma < 0.0))):
                 raise Exception(f'Expected greeks to have valid values. Greeks were: Delta: {greeks.delta}, Rho: {greeks.rho}, Theta: {greeks.theta}, Vega: {greeks.vega}, Gamma: {greeks.gamma}')