We never want universe data to impact a security's price or other cache
properties. To that end, this change adds another way of adding data to
the cache that simply stores the data for retrieval and does NOT update
any of the security cache properties. The check for aux data was left in
to prevent aux data from setting security prices as well.
Universe data is piped through the TimeSlice and saved in the
security cache in the algorithm manager for consumption by the
algorithm.
This change includes an update to SecurityCache.AddData to preclude
us from setting the security price using auxiliary data. Tests were
updated accordingly.
This change aims to keep the quote bar preference for values in the cache
while also ensuring that the volume data is properly being updated. Tests
were added to provide coverage around expected property changes from different
starting configurations (last data type) and a data update.
AlexCatarino