Use universe settings when adding derivatives (#9309)

* Use universe settings when adding derivatives

Use resolution, fill forward and extended market hours settings from universe settings when adding derivative securities (options, index options, futures and future options)

* Minor python syntax check fix

* Minor change

* Default resolution from universe settings for common lean types securities

* Minor test fix

* Cleanup

Algorithm.Python/IndexOptionCallButterflyAlgorithm.py

@@ -65,6 +65,5 @@ class IndexOptionCallButterflyAlgorithm(QCAlgorithm):
         call_butterfly = OptionStrategies.call_butterfly(self.spxw, otm_strike, atm_strike, itm_strike, expiry)
         price = sum([abs(self.securities[x.symbol].price * x.quantity) * self.multiplier for x in call_butterfly.underlying_legs])
         if price > 0:
-            quantity = self.portfolio.total_portfolio_value // price
+            quantity = int(self.portfolio.total_portfolio_value // price)
             self.tickets = self.buy(call_butterfly, quantity, asynchronous=True)
-