Update regression algorithms

Algorithm.Python/BasicTemplateEurexFuturesAlgorithm.py

@@ -50,9 +50,6 @@ class BasicTemplateEurexFuturesAlgorithm(QCAlgorithm):
         benchmark = self.add_index("SX5E")
         self.set_benchmark(benchmark.symbol)
 
-        func_seeder = FuncSecuritySeeder(self.get_last_known_prices)
-        self.set_security_initializer(lambda security: func_seeder.seed_security(security))
-
     def on_data(self, slice):
         for changed_event in slice.symbol_changed_events.values():
             self._mappings_count += 1

Algorithm.Python/BasicTemplateFuturesAlgorithm.py

@@ -43,9 +43,6 @@ class BasicTemplateFuturesAlgorithm(QCAlgorithm):
         benchmark = self.add_equity("SPY")
         self.set_benchmark(benchmark.symbol)
 
-        seeder = FuncSecuritySeeder(self.get_last_known_prices)
-        self.set_security_initializer(lambda security: seeder.seed_security(security))
-
     def on_data(self,slice):
         if not self.portfolio.invested:
             for chain in slice.future_chains:

Algorithm.Python/BasicTemplateFuturesWithExtendedMarketAlgorithm.py

@@ -43,9 +43,6 @@ class BasicTemplateFuturesWithExtendedMarketAlgorithm(QCAlgorithm):
         benchmark = self.add_equity("SPY")
         self.set_benchmark(benchmark.symbol)
 
-        seeder = FuncSecuritySeeder(self.get_last_known_prices)
-        self.set_security_initializer(lambda security: seeder.seed_security(security))
-
     def on_data(self,slice):
         if not self.portfolio.invested:
             for chain in slice.future_chains:

Algorithm.Python/CoarseFineOptionUniverseChainRegressionAlgorithm.py

@@ -31,6 +31,12 @@ class CoarseFineOptionUniverseChainRegressionAlgorithm(QCAlgorithm):
         self.set_end_date(2014,6,7)
 
         self.universe_settings.resolution = Resolution.MINUTE
+
+        # Let's disable initial price seeding, the algorithm will wait until both equity
+        # and options are added an have prices to do the tests, we don't want the equity
+        # having prices before the options are added.
+        self.settings.seed_initial_prices = False
+
         self._twx = Symbol.create("TWX", SecurityType.EQUITY, Market.USA)
         self._aapl = Symbol.create("AAPL", SecurityType.EQUITY, Market.USA)
         self._last_equity_added = None

Algorithm.Python/CrunchDAOSignalExportDemonstrationAlgorithm.py

@@ -38,8 +38,6 @@ class CrunchDAOSignalExportDemonstrationAlgorithm(QCAlgorithm):
         comment = ""            # A comment for the submission
         self.signal_export.add_signal_export_provider(CrunchDAOSignalExport(api_key, model, submission_name, comment))
 
-        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
-
         # Add a custom data universe to read the CrunchDAO skeleton
         self.add_universe(CrunchDaoSkeleton, "CrunchDaoSkeleton", Resolution.DAILY, self.select_symbols)
 

Algorithm.Python/CustomDataRegressionAlgorithm.py

@@ -32,8 +32,6 @@ class CustomDataRegressionAlgorithm(QCAlgorithm):
         resolution = Resolution.SECOND if self.live_mode else Resolution.DAILY
         self.add_data(Bitcoin, "BTC", resolution)
 
-        seeder = FuncSecuritySeeder(self.get_last_known_prices)
-        self.set_security_initializer(lambda x: seeder.seed_security(x))
         self._warmed_up_checked = False
 
     def on_data(self, data: Slice) -> None:

Algorithm.Python/CustomDataSecurityCacheGetDataRegressionAlgorithm.py

@@ -26,16 +26,13 @@ class CustomDataSecurityCacheGetDataRegressionAlgorithm(QCAlgorithm):
 
         self.add_data(Bitcoin, "BTC", Resolution.DAILY)
 
-        seeder = FuncSecuritySeeder(self.get_last_known_prices)
-        self.set_security_initializer(lambda x: seeder.seed_security(x))
-
     def on_data(self, data: Slice) -> None:
         bitcoin = self.securities['BTC'].cache.get_data(Bitcoin)
         if bitcoin is None:
             raise RegressionTestException("Expected Bitcoin data in cache, but none was found")
         if bitcoin.value == 0:
             raise RegressionTestException("Expected Bitcoin value to be non-zero")
-        
+
         bitcoin_from_slice = list(data.get(Bitcoin).values())[0]
         if bitcoin_from_slice != bitcoin:
             raise RegressionTestException("Expected cached Bitcoin to match the one from Slice")

Algorithm.Python/CustomSecurityInitializerAlgorithm.py

@@ -25,13 +25,12 @@ from AlgorithmImports import *
 class CustomSecurityInitializerAlgorithm(QCAlgorithm):
 
     def initialize(self):
-        
+
         # set our initializer to our custom type
         self.set_brokerage_model(BrokerageName.INTERACTIVE_BROKERS_BROKERAGE)
-        
-        func_security_seeder = FuncSecuritySeeder(self.custom_seed_function)
-        self.set_security_initializer(CustomSecurityInitializer(self.brokerage_model, func_security_seeder, DataNormalizationMode.RAW))
-        
+
+        self.set_security_initializer(CustomSecurityInitializer(self.brokerage_model, DataNormalizationMode.RAW))
+
         self.set_start_date(2013,10,1)
         self.set_end_date(2013,11,1)
 
@@ -64,12 +63,11 @@ class CustomSecurityInitializer(BrokerageModelSecurityInitializer):
     We sub-class the BrokerageModelSecurityInitializer so we can also
     take advantage of the default model/leverage setting behaviors'''
 
-    def __init__(self, brokerage_model, security_seeder, data_normalization_mode):
+    def __init__(self, brokerage_model, data_normalization_mode):
         '''Initializes a new instance of the CustomSecurityInitializer class with the specified normalization mode
         brokerage_model -- The brokerage model used to get fill/fee/slippage/settlement models
-        security_seeder -- The security seeder to be used
         data_normalization_mode -- The desired data normalization mode'''
-        self.base = BrokerageModelSecurityInitializer(brokerage_model, security_seeder)
+        super().__init__(brokerage_model, SecuritySeeder.NULL)
         self.data_normalization_mode = data_normalization_mode
 
     def initialize(self, security):
@@ -77,7 +75,7 @@ class CustomSecurityInitializer(BrokerageModelSecurityInitializer):
         security -- The security to be initialized
         seed_security -- True to seed the security, false otherwise'''
         # first call the default implementation
-        self.base.initialize(security)
+        super().initialize(security)
 
         # now apply our data normalization mode
         security.set_data_normalization_mode(self.data_normalization_mode)

Algorithm.Python/NumeraiSignalExportDemonstrationAlgorithm.py

@@ -32,8 +32,6 @@ class NumeraiSignalExportDemonstrationAlgorithm(QCAlgorithm):
         self.set_end_date(2020, 10, 12)    #Set End Date
         self.set_cash(100000)             #Set Strategy Cash
 
-        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
-
         # Add the CRSP US Total Market Index constituents, which represents approximately 100% of the investable US Equity market
         self.etf_symbol = self.add_equity("VTI").symbol
         self.add_universe(self.universe.etf(self.etf_symbol))
@@ -54,7 +52,7 @@ class NumeraiSignalExportDemonstrationAlgorithm(QCAlgorithm):
         # and created a model. See (https://signals.numer.ai/models)
         numerai_model_id = ""
 
-        numerai_filename = "" # (Optional) Replace this value with your submission filename 
+        numerai_filename = "" # (Optional) Replace this value with your submission filename
 
         # Disable automatic exports as we manually set them
         self.signal_export.automatic_export_time_span = None
@@ -71,7 +69,7 @@ class NumeraiSignalExportDemonstrationAlgorithm(QCAlgorithm):
 
         # Get historical data
         # close_prices = self.history(symbols, 22, Resolution.DAILY).close.unstack(0)
-        
+
         # Create portfolio targets
         #  Numerai requires that at least one of the signals have a unique weight
         #  To ensure they are all unique, this demo gives a linear allocation to each symbol (ie. 1/55, 2/55, ..., 10/55)
@@ -91,5 +89,5 @@ class NumeraiSignalExportDemonstrationAlgorithm(QCAlgorithm):
         for security in changes.removed_securities:
             if security in self._securities:
                 self._securities.remove(security)
-                
+
         self._securities.extend([security for security in changes.added_securities if security.symbol != self.etf_symbol])

Algorithm.Python/RawPricesUniverseRegressionAlgorithm.py

@@ -36,11 +36,8 @@ class RawPricesUniverseRegressionAlgorithm(QCAlgorithm):
         self.set_end_date(2014,4,7)      #Set End Date
         self.set_cash(50000)            #Set Strategy Cash
 
-        # Set the security initializer with zero fees and price initial seed
-        securitySeeder = FuncSecuritySeeder(self.get_last_known_prices)
-        self.set_security_initializer(CompositeSecurityInitializer(
-            FuncSecurityInitializer(lambda x: x.set_fee_model(ConstantFeeModel(0))),
-            FuncSecurityInitializer(lambda security: securitySeeder.seed_security(security))))
+        # Set the security initializer with zero fees
+        self.set_security_initializer(FuncSecurityInitializer(lambda x: x.set_fee_model(ConstantFeeModel(0))))
 
         self.add_universe("MyUniverse", Resolution.DAILY, self.selection_function)
 

Algorithm.Python/SecuritySeederRegressionAlgorithm.py

@@ -23,6 +23,8 @@ class SecuritySeederRegressionAlgorithm(QCAlgorithm):
         self.set_start_date(2013,10, 8)
         self.set_end_date(2013,10,10)
 
+        # Let's disable default automatic security seeding to use our own
+        self.settings.seed_initial_prices = False
         self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model,
                                                                         FuncSecuritySeeder(self.get_last_known_prices)))
         self.add_equity("SPY", Resolution.MINUTE)