Implement indicator-based option price model (#9237)

* Implement indicator-based option price model

This model uses IV and Greeks indicators to implement Lean's own option pricing model

* Minor fixes

* Address peer review

* Minor tests fixes

* Make the indicator based price model the default for options

* Address peer review

* Cleanup and minor changes

* Support indicators configuration for new pricing model

* Some cleanup

* Add QL option price model example algorithm

* Return lean models from static helpers

* Minor tests fixes

* Minor test fixes

* Address peer review

* Cleanup

* Fix unit tests

* Move QL models to OptionPriceModels.QuantLib.*

* Add forward tree helper method

Algorithm.Python/BasicTemplateOptionsHistoryAlgorithm.py

@@ -38,7 +38,7 @@ class BasicTemplateOptionsHistoryAlgorithm(QCAlgorithm):
 
         # set the pricing model for Greeks and volatility
         # find more pricing models https://www.quantconnect.com/lean/documentation/topic27704.html
-        option.price_model = OptionPriceModels.crank_nicolson_fd()
+        option.price_model = OptionPriceModels.black_scholes()
         # set the warm-up period for the pricing model
         self.set_warm_up(TimeSpan.from_days(4))
         # set the benchmark to be the initial cash