Update Chain ETF-Option with AddUniverseOptions Example

[jaredbroad]

Expected Behavior

Docs recommend the dedicated way to add option chains. We can keep the example of OptionChainProvider chaining but its kind of hacky.

Actual Behavior

Only show the OptionChainProvider method.

Checklist

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

namespace QuantConnect.Algorithm.CSharp
{
    public class ETFUniverseOptions : QCAlgorithm
    {
        Symbol _benchmark;
        List<DateTime> _selections = new List<DateTime>(); 

        public override void Initialize()
        {
            SetCash(1000000000);
            SetStartDate(2020, 1, 1);
            SetEndDate(2024, 1, 1);

            UniverseSettings.Resolution = Resolution.Hour;
            UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw;
            Portfolio.SetPositions(SecurityPositionGroupModel.Null);

            SetSecurityInitializer(security =>
            {
                var seeder = new FuncSecuritySeeder(GetLastKnownPrices).SeedSecurity(security);
                security.SetBuyingPowerModel(new ConstantBuyingPowerModel(1));
            });

            _benchmark = AddEquity("QQQ", dataNormalizationMode: DataNormalizationMode.Raw).Symbol;
            var etfUniverse = AddUniverse(Universe.ETF("QQQ", Market.USA, UniverseSettings, ETFConstituentsFilter));
            AddUniverseOptions(etfUniverse, OptionFilterFunction);
        }

        private IEnumerable<Symbol> ETFConstituentsFilter(IEnumerable<ETFConstituentData> constituents)
        { 
            return constituents.OrderByDescending(c => c.Weight).Take(10).Select(c => c.Symbol);
        }

        private OptionFilterUniverse OptionFilterFunction(OptionFilterUniverse optionFilterUniverse)
        { 
            return optionFilterUniverse.Strikes(0, 2).FrontMonth().CallsOnly();
        }
    }
}

[AlexCatarino]

Closed by 4efe7b4