Adds IFutureChainProvider interface with base implementations

- Move BacktestingFutureChainProvider provider to Lean.Engine.DataFeeds along with its options equivalent.

- EmptyFutureChainProvider: provider that returns an empty list of symbols
- CachingFutureChainProvider: implements caching by date
- BacktestingFutureChainProvider: provider that gets chain from local files
- LiveFutureChainProvider: provider that gets chain from external source (empty list of symbols for now)

AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs

@@ -362,6 +362,17 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
             }
         }
 
+        /// <summary>
+        /// Gets the future chain provider, used to get the list of future contracts for an underlying symbol
+        /// </summary>
+        public IFutureChainProvider FutureChainProvider
+        {
+            get
+            {
+                return _baseAlgorithm.FutureChainProvider;
+            }
+        }
+
         /// <summary>
         /// Algorithm start date for backtesting, set by the SetStartDate methods.
         /// </summary>
@@ -416,6 +427,15 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
             _baseAlgorithm.SetOptionChainProvider(optionChainProvider);
         }
 
+        /// <summary>
+        /// Sets the future chain provider, used to get the list of future contracts for an underlying symbol
+        /// </summary>
+        /// <param name="futureChainProvider">The future chain provider</param>
+        public void SetFutureChainProvider(IFutureChainProvider futureChainProvider)
+        {
+            _baseAlgorithm.SetFutureChainProvider(futureChainProvider);
+        }
+
         /// <summary>
         /// Data subscription manager controls the information and subscriptions the algorithms recieves.
         /// Subscription configurations can be added through the Subscription Manager.