Add forward data only fill model example (#7232)

* Add forward data only fill model example

- Add forward data only custom fill model C# & PY example.
- Minor adjustment for 'MarketOrderFillTimeout' to be zero always in
  backtesting

* Address reviews

Algorithm.Python/ForwardDataOnlyFillModelAlgorithm.py

@@ -0,0 +1,51 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from AlgorithmImports import *
+
+### <summary>
+### Example of custom fill model for security to only fill bars of data obtained after the order was placed. This is to encourage more
+### pessimistic fill models and eliminate the possibility to fill on old market data that may not be relevant.
+### </summary>
+class ForwardDataOnlyFillModelAlgorithm(QCAlgorithm):
+    def Initialize(self):
+        self.SetStartDate(2013,10,1)
+        self.SetEndDate(2013,10,31)
+
+        self.security = self.AddEquity("SPY", Resolution.Hour)
+        self.security.SetFillModel(ForwardDataOnlyFillModel())
+
+        self.Schedule.On(self.DateRules.WeekStart(), self.TimeRules.AfterMarketOpen(self.security.Symbol), self.Trade)
+
+    def Trade(self):
+        if not self.Portfolio.Invested:
+            if self.Time.hour != 9 or self.Time.minute != 30:
+                raise Exception(f"Unexpected event time {self.Time}")
+
+            ticket = self.Buy("SPY", 1)
+            if ticket.Status != OrderStatus.Submitted:
+                raise Exception(f"Unexpected order status {ticket.Status}")
+
+    def OnOrderEvent(self, orderEvent: OrderEvent):
+        self.Debug(f"OnOrderEvent:: {orderEvent}")
+        if orderEvent.Status == OrderStatus.Filled and (self.Time.hour != 10 or self.Time.minute != 0):
+            raise Exception(f"Unexpected fill time {self.Time}")
+
+class ForwardDataOnlyFillModel(EquityFillModel):
+    def Fill(self, parameters: FillModelParameters):
+        orderLocalTime = Extensions.ConvertFromUtc(parameters.Order.Time, parameters.Security.Exchange.TimeZone)
+        for dataType in [ QuoteBar, TradeBar, Tick ]:
+            data = parameters.Security.Cache.GetData[dataType]()
+            if not data is None and orderLocalTime <= data.EndTime:
+                return super().Fill(parameters)
+        return Fill([])