Add `IEnumerator<T>`

[DerekMelchin]

Expected Behavior

This algorithm compiles with mypy without error

class FutureOptionsHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        self.set_end_date(2024, 12, 31)
        # Select a Futures contract.
        future = self.add_future(Futures.Indices.SP_500_E_MINI)
        futures_contract = list(self.futures_chain(future.symbol))[0]
        # Create the canoncial Option Symbol for this Futures contract.
        canonical = Symbol.create_canonical_option(futures_contract.symbol)
        # OptionUniverse example:
        history = self.history[OptionUniverse](canonical, 3)
        for universe in history:
            end_time = universe.end_time
            for contract in universe:
                symbol = contract.symbol
                expiry = contract.id.date
                price = contract.close

Actual Behavior

I get

abc_test.py:28: error: "BaseData" has no attribute "id" [attr-defined]
abc_test.py:29: error: "BaseData" has no attribute "close"; maybe "clone"? [attr-defined]

Potential Solution

GetEnumerator should return OptionUniverse objects instead of BaseData objects

Reproducing the Problem

Compile the algorithm above with mypy

System Information

Checklist

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

• I have provided detailed steps to reproduce the issue

[DerekMelchin]

Another case:

# region imports
from AlgorithmImports import *
# endregion

class SliceHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 1)
        self.set_end_date(2024, 12, 31)
        # Add some securities and datasets.
        self.add_equity('SPY')
        # Get the historical Slice objects over the last 5 days for all the subcriptions in your algorithm.
        history = self.history(5, Resolution.DAILY)
        # Iterate through each historical Slice.
        for slice_ in history:
            # Iterate through each TradeBar in this Slice.
            for symbol, trade_bar in slice_.bars.items(): 
                close = trade_bar.close