Seed securities by default

Algorithm.CSharp/AddBetaIndicatorNewAssetsRegressionAlgorithm.cs

@@ -1,11 +1,11 @@
 /*
  * 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"); 
+ *
+ * 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.
@@ -107,7 +107,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 77;
+        public int AlgorithmHistoryDataPoints => 26;
 
         /// <summary>
         /// Final status of the algorithm
@@ -122,18 +122,18 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Total Orders", "436"},
             {"Average Win", "0.28%"},
             {"Average Loss", "-0.01%"},
-            {"Compounding Annual Return", "1.926%"},
+            {"Compounding Annual Return", "1.925%"},
             {"Drawdown", "1.000%"},
-            {"Expectancy", "1.650"},
+            {"Expectancy", "1.649"},
             {"Start Equity", "10000.00"},
-            {"End Equity", "10411.11"},
-            {"Net Profit", "4.111%"},
+            {"End Equity", "10410.99"},
+            {"Net Profit", "4.110%"},
             {"Sharpe Ratio", "0.332"},
             {"Sortino Ratio", "0.313"},
             {"Probabilistic Sharpe Ratio", "74.084%"},
             {"Loss Rate", "90%"},
             {"Win Rate", "10%"},
-            {"Profit-Loss Ratio", "25.26"},
+            {"Profit-Loss Ratio", "25.25"},
             {"Alpha", "0.003"},
             {"Beta", "0.001"},
             {"Annual Standard Deviation", "0.01"},
@@ -146,7 +146,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Lowest Capacity Asset", "BTCUSD 2XR"},
             {"Portfolio Turnover", "2.22%"},
             {"Drawdown Recovery", "139"},
-            {"OrderListHash", "9fce77ef8817cf0159897fc64d01f5e9"}
+            {"OrderListHash", "896ecc92440d51ed26644aac5b8706e4"}
         };
     }
 }

Algorithm.CSharp/AutomaticSeedBaseRegressionAlgorithm.cs

@@ -0,0 +1,137 @@
+/*
+ * 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.
+ *
+*/
+
+using System.Collections.Generic;
+using System.Linq;
+using QuantConnect.Interfaces;
+using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Data.Market;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Regression algorithm asserting that security are automatically seeded by default
+    /// </summary>
+    public abstract class AutomaticSeedBaseRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
+    {
+        protected virtual bool ShouldHaveTradeData { get; }
+        protected virtual bool ShouldHaveQuoteData { get; }
+        protected virtual bool ShouldHaveOpenInterestData { get; }
+
+        public override void OnSecuritiesChanged(SecurityChanges changes)
+        {
+            var gotTrades = false;
+            var gotQuotes = false;
+            var gotOpenInterest = false;
+
+            foreach (var addedSecurity in changes.AddedSecurities.Where(x => !x.Symbol.IsCanonical() || x.Symbol.SecurityType == SecurityType.Future))
+            {
+                if (addedSecurity.Price == 0)
+                {
+                    throw new RegressionTestException("Security was not seeded");
+                }
+
+                if (!addedSecurity.HasData)
+                {
+                    throw new RegressionTestException("Security does not have TradeBar or QuoteBar or OpenInterest data");
+                }
+
+                gotTrades |= addedSecurity.Cache.GetData<TradeBar>() != null;
+                gotQuotes |= addedSecurity.Cache.GetData<QuoteBar>() != null;
+                gotOpenInterest |= addedSecurity.Cache.GetData<OpenInterest>() != null;
+            }
+
+            if (changes.AddedSecurities.Count > 0)
+            {
+                if (ShouldHaveTradeData && !gotTrades)
+                {
+                    throw new RegressionTestException("No contract had TradeBar data");
+                }
+
+                if (ShouldHaveQuoteData && !gotQuotes)
+                {
+                    throw new RegressionTestException("No contract had QuoteBar data");
+                }
+
+                if (ShouldHaveOpenInterestData && !gotOpenInterest)
+                {
+                    throw new RegressionTestException("No contract had OpenInterest data");
+                }
+            }
+        }
+
+        /// <summary>
+        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
+        /// </summary>
+        public bool CanRunLocally { get; } = true;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate which languages this algorithm is written in.
+        /// </summary>
+        public List<Language> Languages { get; } = new() { Language.CSharp };
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public abstract long DataPoints { get; }
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public abstract int AlgorithmHistoryDataPoints { get; }
+
+        /// <summary>
+        /// Final status of the algorithm
+        /// </summary>
+        public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
+        /// </summary>
+        public virtual Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
+        {
+            {"Total Orders", "0"},
+            {"Average Win", "0%"},
+            {"Average Loss", "0%"},
+            {"Compounding Annual Return", "0%"},
+            {"Drawdown", "0%"},
+            {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100000"},
+            {"Net Profit", "0%"},
+            {"Sharpe Ratio", "0"},
+            {"Sortino Ratio", "0"},
+            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Loss Rate", "0%"},
+            {"Win Rate", "0%"},
+            {"Profit-Loss Ratio", "0"},
+            {"Alpha", "0"},
+            {"Beta", "0"},
+            {"Annual Standard Deviation", "0"},
+            {"Annual Variance", "0"},
+            {"Information Ratio", "0"},
+            {"Tracking Error", "0"},
+            {"Treynor Ratio", "0"},
+            {"Total Fees", "$0.00"},
+            {"Estimated Strategy Capacity", "$0"},
+            {"Lowest Capacity Asset", ""},
+            {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
+        };
+    }
+}

Algorithm.CSharp/BasicSetAccountCurrencyAlgorithm.cs

@@ -77,7 +77,7 @@ public override void OnData(Slice slice)
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 120;
+        public int AlgorithmHistoryDataPoints => 15;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicSetAccountCurrencyWithAmountAlgorithm.cs

@@ -47,7 +47,7 @@ public override void SetAccountCurrency()
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 120;
+        public int AlgorithmHistoryDataPoints => 15;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs

@@ -202,7 +202,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 240;
+        public int AlgorithmHistoryDataPoints => 35;
 
         /// <summary>
         /// Final status of the algorithm
@@ -220,7 +220,7 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
-            {"Start Equity", "31588.24"},
+            {"Start Equity", "31592.84"},
             {"End Equity", "30866.71"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},

Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs

@@ -154,7 +154,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 340;
+        public int AlgorithmHistoryDataPoints => 354;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs

@@ -154,7 +154,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 340;
+        public int AlgorithmHistoryDataPoints => 354;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BinanceCashAccountFeeRegressionAlgorithm.cs

@@ -46,7 +46,7 @@ public override void Initialize()
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 28;
+        public override int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BinanceMarginAccountFeeRegressionAlgorithm.cs

@@ -46,7 +46,7 @@ public override void Initialize()
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 28;
+        public override int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BitfinexCashAccountFeeRegressionAlgorithm.cs

@@ -45,7 +45,7 @@ public override void Initialize()
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 28;
+        public override int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BitfinexMarginAccountFeeRegressionAlgorithm.cs

@@ -45,7 +45,7 @@ public override void Initialize()
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 28;
+        public override int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BybitCryptoFuturesRegressionAlgorithm.cs

@@ -226,7 +226,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 60;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm
@@ -244,7 +244,7 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
-            {"Start Equity", "100285.86"},
+            {"Start Equity", "100285.85"},
             {"End Equity", "100285.26"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},

Algorithm.CSharp/BybitCryptoRegressionAlgorithm.cs

@@ -135,7 +135,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 60;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm
@@ -153,7 +153,7 @@ public override void OnEndOfAlgorithm()
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
-            {"Start Equity", "117171.12"},
+            {"Start Equity", "117170.74"},
             {"End Equity", "117244.52"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},

Algorithm.CSharp/BybitCustomDataCryptoRegressionAlgorithm.cs

@@ -147,7 +147,7 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 60;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CancelOpenOrdersRegressionAlgorithm.cs

@@ -130,7 +130,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 120;
+        public int AlgorithmHistoryDataPoints => 20;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CoarseFineOptionUniverseChainRegressionAlgorithm.cs

@@ -47,6 +47,11 @@ public override void Initialize()
             _aapl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
             UniverseSettings.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.
+            Settings.SeedInitialPrices = false;
+
             SetStartDate(2014, 06, 04);
             // TWX is selected the 4th and 5th and aapl after that.
             // If the algo ends on the 6th, TWX subscriptions will not be removed before OnEndOfAlgorithm is called: