Security Re-Addition Behavior Tidy Up

[jhonabreul]

Description

This includes multiple changes that improve and fix the security re-addition behavior:

• Security instances are not re-created:
  • Security instances are re-used from the SecurityManager so state can be tracked
• Security changed events for removal are not emitted for securities that are removed from one universe for kept or added by another one.
• Securities are re-initialized when re-added to the algorithm:
  • Securities can be re-added manually or by being re-selected by any universe.

Note: some regression algorithms stats changed due to the security re-addition behavior fixes, including the initialization of re-added securities which also makes the history data point count increase.

Related Issue

Closes #7929

Motivation and Context

Securities can be re-added manually or by being re-selected by any universe, which requires them to be re-initialized, specially if the algorithm is using a custom security initializer.

Also, removed security change events where being emitted for securities removed from a universe, even if other universes still select them.

Requires Documentation Change

How Has This Been Tested?

Regression algorithms

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[jhonabreul]

Closing for now in favor of #8656