AlgorithmManager removal of delisted securities

[Martin-Molinero]

Expected Behavior

• AlgorithmManager does not need to temper with universes members nor drive them

Actual Behavior

• AlgorithmManager.HandleDelistedSymbols is manually going through all the universes and removing the delisted security, this is not following the normal procedure of removing a security from a universe which triggers universe selection and cleans up subscriptions/SubscriptionDataConfig at the data feed layer. Found when testing OptionChain and OptionContract improvements #4804

Potential Solution

• Refactor removal of delisted securities so it's handled internally by the data feed and the universes

Reproducing the Problem

N/A

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

[jaredbroad]

• Moved to BacktestingBrokerages
• Goal to move to universes but would need to be processed on the next loop of the universe to give time to process the orders