In this PR we are disabling the default security seeding (automatically getting the last price for a security when added to the algorithm) for a couple reasons, both when using large universes:
- In live trading, these history requests are sent to a history server, potentially causing timeouts
- In backtesting, depending on the algorithm this could also cause slowdowns up to 30%
Summary of members in python wrapper classes where pointing to other methods for reference when they should have a meaningful description to be used in documentation
Creates a class that wraps a PyObject that represents a ISecurityInitializer object for the case where we use a class to initialize securities
Adds SetSecurityInitializer method that accepts a PyObject that may represent a method, a function or class that is used to initialize securities