Fixes and adjustments

Alpha Streams improvements (QuantConnect#5887)

* Few improvements

- Alpha Streams algorithm will add target securities right away
- If algorithm is warming up PortfolioTargetCollection will emit not
  insight
- Fix local disk factor file provider to use local cache instead of data
  folder
- EWAS PCM will not emit targets for securities which have not been
  added by the algorithm yet, to avoid runtime exception

* Fix GetLastKnownPrice default order adding more unit tests

Alpha Streams improvements (QuantConnect#5887)

* Few improvements

- Alpha Streams algorithm will add target securities right away
- If algorithm is warming up PortfolioTargetCollection will emit not
  insight
- Fix local disk factor file provider to use local cache instead of data
  folder
- EWAS PCM will not emit targets for securities which have not been
  added by the algorithm yet, to avoid runtime exception

* Fix GetLastKnownPrice default order adding more unit tests

Add new Market.CFE (QuantConnect#5391)

As most brokers use separate exchange codes for CBOE and CFE, we added the new Market.CFE (previously Market.CBOE was used for both exchanges). This change also avoids hacky code in symbol mappers.

Add new Market.CFE (QuantConnect#5391)

As most brokers use separate exchange codes for CBOE and CFE, we added the new Market.CFE (previously Market.CBOE was used for both exchanges). This change also avoids hacky code in symbol mappers.

Add new Market.CFE (QuantConnect#5391)

As most brokers use separate exchange codes for CBOE and CFE, we added the new Market.CFE (previously Market.CBOE was used for both exchanges). This change also avoids hacky code in symbol mappers.

Fixes and adjustments

Fixes and adjustments

Set ENV to UNKNOWN by default

Set ENV to UNKNOWN by default