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`GetFutureHistory` and `GetOptionHistory` don't work for C# QuantBook
Expected Behavior
GetFutureHistory and GetOptionHistory work for C# QuantBook
Actual Behavior
If we run
var qb = new QuantBook();
var gold = qb.AddFuture(Futures.Metals.Gold);
gold.SetFilter(0, 90);
var history = qb.GetFutureHistory(gold.Symbol, new DateTime(2020, 6, 1), new DateTime(2020, 6, 5));
foreach (var slice in history)
{
}
we get
error CS1579: foreach statement cannot operate on variables of type 'FutureHistory' because 'FutureHistory' does not contain a public instance or extension definition for 'GetEnumerator'
Potential Solution
https://github.com/QuantConnect/Lean/tree/feature-csharp-getfuturehistory
Reproducing the Problem
Run the above code snippet in the research environment
System Information
QC Cloud
Checklist
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