There is no `OnData(FuturesChains)` method

[DerekMelchin]

Expected Behavior

If we define an OnData method that accepts a FuturesChains argument, LEAN passes the FuturesChains to the method.

Actual Behavior

The algorithm manager doesn't call an OnData(FuturesChains) method when it fires the pricing events. https://github.com/QuantConnect/Lean/blob/299cb79832f815afdc4e2f19ed2ebe39ec8a10bd/Engine/AlgorithmManager.cs#L590-L602

Potential Solution

Add a OnData(FuturesChains) method invoker to the algorithm manager.

Reproducing the Problem

Run this backtest: https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_4260b8b9f905f754d9391c51d6f3a464.html

System Information

QC Cloud

Checklist

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