Algorithm Sampling and Statistics Fixes (#5936)

* Implement scheduled event sampling solution

* Use UTC time, only update daily portfolio value once a day

* For daily resolutions sample chart always

* Cleanup

* Drop resample daily all together

* Force final sample

* Regression updates

* FIx LiveResultHandler to update portfolio and benchmark values outside of sampling event

* Name the daily sampling event

* Address review pt 1

* Drop force and use reference wrapper

* Adjust tests

* Fix warning for Benchmark Timezone Misalignment and also add test

* Fix for daily resolution orders and test adjustments

* Also warn on universe settings with daily resolution

* Update missed regression

* Fix reference wrapper use

* Update regression after rebase

* Add values back in for Daylight Algo

* Have statistics builder skip day 1 performance

* Regression adjustments

* Test adjustments

* Update regression unit test

* Adjust some regressions starts to show performance values

* Add hourly algorithm for beta comparison

* Address missing Python regression changes

* Remove null comment

Algorithm.Python/SectorWeightingFrameworkAlgorithm.py

@@ -27,7 +27,7 @@ class SectorWeightingFrameworkAlgorithm(QCAlgorithm):
         # Set requested data resolution
         self.UniverseSettings.Resolution = Resolution.Daily
 
-        self.SetStartDate(2014, 4, 3)
+        self.SetStartDate(2014, 4, 2)
         self.SetEndDate(2014, 4, 6)
         self.SetCash(100000)