Fix tests and small refactoring to avoid duplicate code

[arodus]

Description

Not all tests were running properly, this PR fixes the issue and refactors the tests so less duplicated code is being used. The classes could be renamed as the different brokerages are not existing anymore but they're still testing the different categories and I didn't have a better idea for a name.

Related Issue

Part of https://github.com/QuantConnect/Lean/issues/5898

Motivation and Context

Failing tests

Requires Documentation Change

How Has This Been Tested?

Running the tests

Types of changes

• [x] Bug fix (non-breaking change which fixes an issue)
• [x] 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:

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