Fix FuncSecuritySeeder for python (#5923)

- Fix funcSecuritySeeder for python. Adding regression algorithm

Algorithm.Python/SecuritySeederRegressionAlgorithm.py

@@ -0,0 +1,52 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from AlgorithmImports import *
+
+### <summary>
+### Regression algorithm reproducing GH issue #5921. Asserting a security can be warmup correctly on initialize
+### </summary>
+class SecuritySeederRegressionAlgorithm(QCAlgorithm):
+    def Initialize(self):
+        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+
+        self.SetStartDate(2013,10, 8)
+        self.SetEndDate(2013,10,10)
+
+        self.SetSecurityInitializer(BrokerageModelSecurityInitializer(self.BrokerageModel,
+                                                                      FuncSecuritySeeder(self.GetLastKnownPrices)))
+        self.AddEquity("SPY", Resolution.Minute)
+
+    def OnData(self, data):
+        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+
+        Arguments:
+            data: Slice object keyed by symbol containing the stock data
+        '''
+        if not self.Portfolio.Invested:
+            self.SetHoldings("SPY", 1)
+
+    def OnSecuritiesChanged(self, changes):
+        for addedSecurity in changes.AddedSecurities:
+            if not addedSecurity.HasData \
+                or addedSecurity.AskPrice == 0 \
+                or addedSecurity.BidPrice == 0 \
+                or addedSecurity.BidSize == 0 \
+                or addedSecurity.AskSize == 0 \
+                or addedSecurity.Price == 0 \
+                or addedSecurity.Volume == 0 \
+                or addedSecurity.High == 0 \
+                or addedSecurity.Low == 0 \
+                or addedSecurity.Open == 0 \
+                or addedSecurity.Close == 0:
+                raise ValueError(f"Security {addedSecurity.Symbol} was not warmed up!")