Seed securities by default (#9045) · c81f5d7d1a - quantconnect--lean

Seed securities by default (#9045)

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* Add SeedInitialPrices algorithm setting

This is true by default and indicates that the engine will seed initial prices right after the security is added or selected

* Update regression algorithms

* Update regression algorithms

* Update regression algorithms

* Refactor default securities seeding

* Minor fix

* Minro fixes

* Cleanup

* Updated and add regression algorithms

* Address peer review

* Centralize logic to get last known data for multiple securities

* Some cleanup

* Minor build fix

* Minor fixes

* More logic centralization

* Some more cleanup

* Cleanup

* Update regression algorithms and minor fixes

* Update regression algorithms

* Minor fix

* More minor fixes

* Update regression algorithms

* Cleanup

* Minor test fix

* Address peer review

* Minor fix and performance improvement

* Fix to seed open interest data

* Minor test fixes

* Address peer review

* Minor change

* Minor revert

* Minor fixes and improvements

* Disable initial seeding by default

* Minor fixes

* Cleanup

* Cleanup

* Minor fix

This commit is contained in:

Jhonathan Abreu

2025-11-18 13:05:56 -04:00

committed by

GitHub

parent 4961844f82

commit c81f5d7d1a

91 changed files with 1487 additions and 294 deletions

									
										Algorithm.Python/HistoryWithCustomDataSourceRegressionAlgorithm.py
									
		+1
		
												View File
												
				@@ -55,6 +55,7 @@ class CustomData(PythonData):

				    def reader(self, config, line, date, is_live_mode):

				        trade_bar = TradeBar.parse_equity(config, line, date)

				        data = CustomData()

				        data.Symbol = config.symbol

				        data.time = trade_bar.time

				        data.value = trade_bar.value

				        data.close = trade_bar.close