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Supports downloading and generating future universe files #9275

@Romazes

Description

@Romazes

Expected Behavior

LEAN should provide a generic data downloader wrapper that:

  • Supports downloading historical market data from multiple data sources via their respective historical providers
  • Supports downloading universe files (Future)

Actual Behavior

Each data source currently implements its own DataDownloader with:

Potential Solution

Introduce a Generic DataDownloader wrapper / base implementation that:

  • Encapsulates shared downloader logic

Example for Brokerages: https://github.com/QuantConnect/Lean/blob/master/DownloaderDataProvider/Models/BrokerageDataDownloader.cs

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

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