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FutureUniverseSelectionModel fails to remove expired contract #9009

@DerekMelchin

Description

@DerekMelchin

Expected Behavior

The FutureUniverseSelectionModel removes expired contracts from the universe.

Actual Behavior

In the following algorithm, HO XVN2H3QRUTA9 enters the universe at 2022-01-01.
This contract expires at datetime(2022, 1, 31, 0, 0), yet the ConstantAlphaModel emits an insight for it at datetime(2022, 2, 1, 0, 0)

Potential Solution

N/A

Reproducing the Problem

https://www.quantconnect.cloud/backtest/5e9ff3ca4f376569934d9fd40b5a4af7/?theme=darkly

System Information

QC Cloud

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  • 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

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