Security initialization on re-addition

[jhonabreul]

Description

Ensure securities are initialized every time they are added or re-added, including scenarios like manual removal and re-addition and deselection and re-selection by universes, like options or custom universes.
Also make sure initialization happens only once for each security on addition.

Performance tests:

Since now the securities are being initialized every time they are re-added (either manually or by being selected by a universe), we expect to have minor performance impacts on algorithms that are doing selection.

Daily coarse selection: 50 top equities by dollar volume and their options:

public override void Initialize()
{
    SetStartDate(2014, 01, 01);
    SetEndDate(2014, 03, 01);
    SetCash(100000);

    UniverseSettings.Resolution = Resolution.Daily;

    var seeder = new FuncSecuritySeeder(security => GetLastKnownPrices(security));
    SetSecurityInitializer(security => seeder.SeedSecurity(security));

    var universe = AddUniverse(coarse => coarse.OrderByDescending(x => x.DollarVolume).Take(50).Select(x => x.Symbol));

    AddUniverseOptions(universe, u => u.Expiration(0, 7));
}

Master: ~136s on avg
PR: ~146s on avg (~7% slower)

Daily coarse selection: randomly selecting 50 out 200 top equities by dollar volume and their options:

var universe = AddUniverse(coarse => coarse.OrderByDescending(x => x.DollarVolume).Take(200).OrderBy(_ => random.Next()).Take(50).Select(x => x.Symbol));
AddUniverseOptions(universe, u => u.Expiration(0, 7));

Note: selecting 50 randomly so we force some equities are de-selected and re-selected each day, which forces more security initializations.

Master: ~166s on avg
PR: ~191s on avg (~7% slower)

Related Issue

Part of #7929

Motivation and Context

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>