We didn't experience the expected performance improvements. Locally under
unit test there was aboout an order of magnitude throughput increase, but
when run against the history benchmark, this new approach was 60% slower.
We're reverting this for now to perform further analysis and better
understand the performance profiling of the python history stack.
This algorithm shows how to implement a futures strategy in a framework algorithm.
`FutureUniverseSelectionModel` portfolio selection model was implemented to provide a base class to help create other futures universe selection models.
Stefano Raggi