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@jhonabreul jhonabreul commented Oct 17, 2025

Description

Add a new algorithm setting AlgorithmSettings.SeedInitialPrices to indicate whether securities should be seeded with initial prices rigth after manuall adding them or after selection. This is true by default, so securities now will have a price set when the added SecurityChanges is received.

The logic to get seed data is in the new Dictionary<Symbol, IEnumerable<BaseData>> GetLastKnownPrices(IEnumerable<Security> securities) method and it's used as a centralized way to seed securities through AlgorithmUtils.SeedSecurities on universe selection and to set up currency conversion rates.

Algorithms:

CustomDataUniverseRegressionAlgorithm:
The added check can be reverted after #9055 if addressed.

AddBetaIndicatorNewAssetsRegressionAlgorithm:
Currency conversions seeded with minute data after new changes, using a quote bar as last data instead of a daily trade bar (master).

Related Issue

Closes #8945
Closes #8255
Closes #4736

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Regression algorithms

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@jhonabreul jhonabreul force-pushed the feature-8255-seed-securities-by-default branch from c6b59c4 to 5b36d04 Compare November 4, 2025 13:11
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@Martin-Molinero Martin-Molinero left a comment

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Thank you!

@jhonabreul jhonabreul merged commit c81f5d7 into QuantConnect:master Nov 18, 2025
7 of 8 checks passed
@jhonabreul jhonabreul deleted the feature-8255-seed-securities-by-default branch November 18, 2025 17:06
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Seed security prices by default Securities Selected in Coarse/FineFundamental Have Market Price Set Simplify Setting Security Initializer

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