Fix warming up bug QCAlgorithm.WarmUpIndicator()

[Marinovsky]

Description

The method QCAlgorithm.WarmUpIndicator() was not working properly, since the private method WarmUpIndicatorImpl<T>() was keeping the last data point in history. When using a daily consolidator but an hourly symbol, the difference between the history last bar EndTime and the consolidator working bar was not greater than the period (1 day), so the current consolidator working bar was never returned. To fix this, now the method uses the current algorithm time converted to the security timezone.

Related Issue

Closes #8405

Motivation and Context

With this change, the method QCAlgorithm.WarmUpIndicator() will work correctly when used with a symbol whose resolution differs the consolidator one

Requires Documentation Change

N/A

How Has This Been Tested?

As a regression algorithm, I added the algorithm shared by the user reproducing the bug and asserted the bug was solved.

Types of changes

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

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

[Martin-Molinero]

Thank you 👍