Refactor FillModels

- Modifying `IFillModel` interface removing old methods and adding new
method `Fill Fill(FillModelParameters)`. This is a breaking change.
- Adding new `PythonWrapper` property for the `FillModel` base class.
This is required due to a limitation in PythonNet:
   - Given C# class T has `virtual` methods A and B. Where method A
   calls method B. And given custom python class L inherits class T.
   And overrides method B. When class L calls
   base method A (of class T). And when method A internally calls method B.
   It will call C# implementation, not the python override. This issue
   is solved going back to the `PythonWrapper`. Adding unit tests.
- Adding new `Parameters` property for the `FillModel` base class that will
be set by the call to `Fill()`. The `Parameters` property will be used by
the modified `XxxxFill()` implementations
- Adding new `Fill` result object for the `Fill(FillModelParameters)`
method
- Adding new check before removing a `SubscriptionDataConfig` due to the FillModels consuming the configuration collection when determining which Price to use. WIll now only remove the `SDC` if the symbol was removed from the selecting `universe`, this will avoid the case where the symbol is never deselected and the subscription ends, which happens at the end of all executions.
- Adding unit tests showcasing retro compatibility.
- Enabling C# `CustomModelsAlgorithm` as a regression test. Python
version returns a different result due to random number generation.

Algorithm.Python/CustomModelsAlgorithm.py

@@ -49,7 +49,7 @@ class CustomModelsAlgorithm(QCAlgorithm):
         self.security.SetFillModel(CustomFillModel(self))
         self.security.SetSlippageModel(CustomSlippageModel(self))
 
-        
+
     def OnData(self, data):
         open_orders = self.Transactions.GetOpenOrders(self.spy)
         if len(open_orders) != 0: return
@@ -58,7 +58,7 @@ class CustomModelsAlgorithm(QCAlgorithm):
             quantity = self.CalculateOrderQuantity(self.spy, .5)
             self.Log("MarketOrder: " + str(quantity))
             self.MarketOrder(self.spy, quantity, True)   # async needed for partial fill market orders
-        
+
         elif self.Time.day > 20 and self.security.Holdings.Quantity >= 0:
             quantity = self.CalculateOrderQuantity(self.spy, -.5)
             self.Log("MarketOrder: " + str(quantity))
@@ -68,15 +68,14 @@ class CustomModelsAlgorithm(QCAlgorithm):
 class CustomFillModel(ImmediateFillModel):
     def __init__(self, algorithm):
         self.algorithm = algorithm
-        self.base = ImmediateFillModel()
         self.absoluteRemainingByOrderId = {}
         random.seed(100)
-    
+
     def MarketFill(self, asset, order):
         #if not _absoluteRemainingByOrderId.TryGetValue(order.Id, absoluteRemaining):
         absoluteRemaining = order.AbsoluteQuantity
         self.absoluteRemainingByOrderId[order.Id] = order.AbsoluteQuantity
-        fill = self.base.MarketFill(asset, order)
+        fill = super().MarketFill(asset, order)
         absoluteFillQuantity = int(min(absoluteRemaining, random.randint(0, 2*int(order.AbsoluteQuantity))))
         fill.FillQuantity = np.sign(order.Quantity) * absoluteFillQuantity
         if absoluteRemaining == absoluteFillQuantity:
@@ -103,7 +102,7 @@ class CustomFeeModel:
 class CustomSlippageModel:
     def __init__(self, algorithm):
         self.algorithm = algorithm
-        
+
     def GetSlippageApproximation(self, asset, order):
         # custom slippage math
         slippage = asset.Price * d.Decimal(0.0001 * np.log10(2*float(order.AbsoluteQuantity)))