Support Composite IndicatorExtensions with QuantBook (Jupyter)

Expected Behavior

I expect indicators to be chained togethe using the IndicatorExtensions capabilities.

Actual Behavior

There doesn't appear to be any chaining of the Indicators.

Potential Solution

If the capability is already there then maybe an example of it working would help, otherwise it would be good to update the QuantBook class to have this capability.

Reproducing the Problem

For example defining the following Indicators:

ema = ExponentialMovingAverage(10)
roc = RateOfChange(20)
emaroc = IndicatorExtensions.Of(ema, roc)

And the following:

df1 = qb.Indicator(ema, symbol, start_date, end_date, resolution)
df2 = qb.Indicator(emaroc, symbol, start_date, end_date, resolution)

Both df1 and df2 have the same data.

System Information

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue

Start with the QuantBook class and the qb.Indicator entry point, then trace how IndicatorExtensions.Of combines ema and roc. Reproduce the example using ExponentialMovingAverage, RateOfChange, and emaroc in QuantBook; done means df2 reflects the composite indicator rather than matching df1, or the supported usage is documented.