Improve options and futures filter universes filtering performance

Expected Behavior

Options and futures filter universes filter methods enumerate (to filter) the data multiple times.

Actual Behavior

Evaluate whether the ContractSecurityFilterUniverse classes filter methods could have Enumnerable like behaviour, reducing the number of times the contracts are enumerated and filtered.

Potential Solution

Evaluate and find a way to chain the filters, like a Linq clause would. For instance, our OptionFilterUniverse Where extension (and other extensions and filter methods), which materializes the enumerable right away by calling ToList()

Reproducing the Problem

Any algorithm adding options like BasicTemplateOptionsAlgorithm. This would be a performance improvement.

System Information

N/A

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 ContractSecurityFilterUniverse classes and the OptionFilterUniverse.Where extension linked in the issue, paying attention to where ToList() materializes the enumerable. Exercise the filters through BasicTemplateOptionsAlgorithm and compare the filtering behavior and enumeration work before and after the change. Done means the filters can be chained without changing their results and reduce repeated enumeration.