Enable FA managed brokerage accounts and account group visibility in algorithms

[Farrell-A]

*Opened for incoming PRs

Expected Behavior

Have LEAN provide a brokerage-neutral way for algorithms to understand and manage the individual accounts behind a master or advisor brokerage account.

When supported by the connected brokerage, C# and Python algorithms should be able to:

• request a current snapshot of accessible managed accounts;
• see which accounts belong to each account group;
• identify unassigned accounts and duplicate group memberships;
• inspect account-level cash, values, and exact positions;
• determine when the snapshot was collected and whether it is ready, stale, or incomplete;
• request that an account be moved to an existing group or removed from all groups;
• request an update to an existing group’s saved allocation; and
• verify whether an asynchronous account-group operation completed successfully.

The algorithm should explicitly request refreshes and decide how fresh the information must be before acting.

This would enable important multi-account workflows such as:

• reconciling strategy intent with actual account-level brokerage state.
• discovering newly attached client accounts;
• identifying accounts that need onboarding or exception handling;
• detecting deposits, withdrawals, or externally changed holdings;
• finding accounts that are outside their intended strategy group;
• safely coordinating account-group changes; and
• Brokerages that do not support these capabilities should continue to operate normally.

Related feature requests:

IB Brokerage: QuantConnect/Lean.Brokerages.InteractiveBrokers#259
IBAutomater: QuantConnect/IBAutomater#112
Documentation: QuantConnect/Documentation#2624

Actual Behavior

LEAN’s portfolio represents the algorithm’s trading portfolio, but it does not expose a standard model for the individual managed accounts behind a Financial Advisor or other master account.

An algorithm currently cannot reliably determine:

• per-account cash, values, state, and positions of their client's individual accounts;
• all managed accounts accessible through the brokerage session;
• current account-group membership;
• which accounts are unassigned or assigned to groups;
• whether account-group configuration changed after the algorithm observed it; or

Potential Solution

Add optional, brokerage-neutral account-service interfaces and immutable result models.
Expose algorithm APIs for:

• reading the latest cached account snapshot;
• requesting complete or scoped snapshot refreshes;
• requesting assignment to an existing group or removal from all groups;
• replacing an existing group’s complete saved allocation; and
• reading the latest verified result of those requests.
• The models should support account relationships, group membership, aliases, family relationships, financial state, positions, freshness, completeness, and optimistic version information.

The implementation should remain additive:

• existing algorithms should not require modification;
• unsupported brokerages should return unavailable results;
• existing accounting and transaction processing should remain unchanged; and
• brokerage-specific request IDs, XML, and protocol handling should remain outside LEAN core.
• Equivalent Python properties and methods should be included.

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