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64398ab
Add SeedInitialPrices algorithm setting
jhonabreul Oct 16, 2025
0678de3
Update regression algorithms
jhonabreul Oct 16, 2025
30c19e2
Update regression algorithms
jhonabreul Oct 17, 2025
1286294
Update regression algorithms
jhonabreul Oct 17, 2025
accbfe0
Refactor default securities seeding
jhonabreul Oct 20, 2025
ef1c6cf
Minor fix
jhonabreul Oct 20, 2025
749cbe0
Minro fixes
jhonabreul Oct 21, 2025
dd914d0
Cleanup
jhonabreul Oct 21, 2025
08f77e9
Updated and add regression algorithms
jhonabreul Oct 31, 2025
83326ed
Address peer review
jhonabreul Nov 3, 2025
18b2340
Centralize logic to get last known data for multiple securities
jhonabreul Nov 3, 2025
5b36d04
Some cleanup
jhonabreul Nov 4, 2025
8227415
Minor build fix
jhonabreul Nov 4, 2025
04b2a38
Minor fixes
jhonabreul Nov 4, 2025
9a8e93c
More logic centralization
jhonabreul Nov 4, 2025
95babff
Some more cleanup
jhonabreul Nov 4, 2025
5844dd0
Cleanup
jhonabreul Nov 4, 2025
7810d06
Update regression algorithms and minor fixes
jhonabreul Nov 5, 2025
8d3a04d
Update regression algorithms
jhonabreul Nov 5, 2025
af04924
Minor fix
jhonabreul Nov 5, 2025
f418cd4
More minor fixes
jhonabreul Nov 6, 2025
9172d74
Update regression algorithms
jhonabreul Nov 6, 2025
7c09024
Cleanup
jhonabreul Nov 6, 2025
b5cb461
Minor test fix
jhonabreul Nov 6, 2025
d9a5da8
Address peer review
jhonabreul Nov 6, 2025
614a89d
Minor fix and performance improvement
jhonabreul Nov 7, 2025
f62b275
Fix to seed open interest data
jhonabreul Nov 7, 2025
5f6627c
Minor test fixes
jhonabreul Nov 7, 2025
ee7b11c
Address peer review
jhonabreul Nov 10, 2025
37f8b8c
Minor change
jhonabreul Nov 11, 2025
4639ebe
Minor revert
jhonabreul Nov 12, 2025
bb894d5
Minor fixes and improvements
jhonabreul Nov 17, 2025
f5c5ff0
Disable initial seeding by default
jhonabreul Nov 17, 2025
b597244
Minor fixes
jhonabreul Nov 17, 2025
843df2f
Cleanup
jhonabreul Nov 17, 2025
a74e79f
Cleanup
jhonabreul Nov 17, 2025
3677a7f
Minor fix
jhonabreul Nov 18, 2025
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Original file line number Diff line number Diff line change
Expand Up @@ -77,7 +77,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 10;

/// <summary>
/// Final status of the algorithm
Expand Down
2 changes: 1 addition & 1 deletion Algorithm.CSharp/AddAlphaModelAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -113,7 +113,7 @@ public override IEnumerable<Insight> Update(QCAlgorithm algorithm, Slice data)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 15;

/// <summary>
/// Final status of the algorithm
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Original file line number Diff line number Diff line change
Expand Up @@ -92,7 +92,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 1;
public int AlgorithmHistoryDataPoints => 13;

/// <summary>
/// Final status of the algorithm
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Original file line number Diff line number Diff line change
Expand Up @@ -87,7 +87,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 1;
public int AlgorithmHistoryDataPoints => 22;

/// <summary>
/// Final status of the algorithm
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14 changes: 7 additions & 7 deletions Algorithm.CSharp/AddBetaIndicatorNewAssetsRegressionAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -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 => 31;

/// <summary>
/// Final status of the algorithm
Expand All @@ -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"},
Expand All @@ -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"}
};
}
}
2 changes: 1 addition & 1 deletion Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -107,7 +107,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 11;
public int AlgorithmHistoryDataPoints => 31;

/// <summary>
/// Final status of the algorithm
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Original file line number Diff line number Diff line change
Expand Up @@ -120,7 +120,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 1;
public int AlgorithmHistoryDataPoints => 8;

/// <summary>
/// Final status of the algorithm
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Original file line number Diff line number Diff line change
Expand Up @@ -169,7 +169,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 2;
public int AlgorithmHistoryDataPoints => 26;

/// <summary>
/// Final status of the algorithm
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Original file line number Diff line number Diff line change
Expand Up @@ -98,7 +98,7 @@ public override void OnData(Slice slice)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 2;
public int AlgorithmHistoryDataPoints => 20;

/// <summary>
/// Final status of the algorithm
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Original file line number Diff line number Diff line change
Expand Up @@ -100,7 +100,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 1;
public int AlgorithmHistoryDataPoints => 7;

/// <summary>
/// Final status of the algorithm
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -225,7 +225,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 28;

/// <summary>
/// Final status of the algorithm
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Original file line number Diff line number Diff line change
Expand Up @@ -86,7 +86,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 1082;

/// <summary>
/// Final status of the algorithm
Expand Down
18 changes: 9 additions & 9 deletions Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -122,7 +122,7 @@ public override void OnData(Slice slice)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 1;
public int AlgorithmHistoryDataPoints => 56;

/// <summary>
/// Final status of the algorithm
Expand All @@ -136,13 +136,13 @@ public override void OnData(Slice slice)
{
{"Total Orders", "3"},
{"Average Win", "2.73%"},
{"Average Loss", "-2.98%"},
{"Compounding Annual Return", "-4.619%"},
{"Average Loss", "-2.96%"},
{"Compounding Annual Return", "-4.347%"},
{"Drawdown", "0.300%"},
{"Expectancy", "-0.042"},
{"Expectancy", "-0.039"},
{"Start Equity", "100000"},
{"End Equity", "99668"},
{"Net Profit", "-0.332%"},
{"End Equity", "99688"},
{"Net Profit", "-0.312%"},
{"Sharpe Ratio", "-4.614"},
{"Sortino Ratio", "0"},
{"Probabilistic Sharpe Ratio", "0.427%"},
Expand All @@ -157,11 +157,11 @@ public override void OnData(Slice slice)
{"Tracking Error", "0.049"},
{"Treynor Ratio", "2.01"},
{"Total Fees", "$2.00"},
{"Estimated Strategy Capacity", "$5700000.00"},
{"Estimated Strategy Capacity", "$5600000.00"},
{"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
{"Portfolio Turnover", "0.55%"},
{"Portfolio Turnover", "0.54%"},
{"Drawdown Recovery", "0"},
{"OrderListHash", "fc5ab25181a01ca5ce39212f60eb0ecd"}
{"OrderListHash", "22a002085b7ee6b5b11391ef0a86755e"}
};
}
}
Original file line number Diff line number Diff line change
Expand Up @@ -174,7 +174,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 2;
public int AlgorithmHistoryDataPoints => 18;

/// <summary>
/// Final status of the algorithm
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -121,7 +121,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 1;
public int AlgorithmHistoryDataPoints => 35;

/// <summary>
/// Final status of the algorithm
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -101,7 +101,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 1806;

/// <summary>
/// Final status of the algorithm
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -82,7 +82,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 170;

/// <summary>
/// Final status of the algorithm
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -210,7 +210,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 93;

/// <summary>
/// Final status of the algorithm
Expand Down
2 changes: 2 additions & 0 deletions Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -31,6 +31,8 @@ public class AddRemoveSecurityCacheRegressionAlgorithm : QCAlgorithm, IRegressio
/// </summary>
public override void Initialize()
{
Settings.SeedInitialPrices = false;

SetStartDate(2013, 10, 07); //Set Start Date
SetEndDate(2013, 10, 11); //Set End Date
SetCash(100000); //Set Strategy Cash
Expand Down
2 changes: 1 addition & 1 deletion Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -115,7 +115,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 30;

/// <summary>
/// Final status of the algorithm
Expand Down
2 changes: 1 addition & 1 deletion Algorithm.CSharp/AddRiskManagementAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -67,7 +67,7 @@ public override void Initialize()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 10;

/// <summary>
/// Final status of the algorithm
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -106,7 +106,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 1;
public int AlgorithmHistoryDataPoints => 15;

/// <summary>
/// Final status of the algorithm
Expand Down
2 changes: 1 addition & 1 deletion Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -86,7 +86,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 15;

/// <summary>
/// Final status of the algorithm
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -97,7 +97,7 @@ public override void OnEndOfAlgorithm()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 20;

/// <summary>
/// Final status of the algorithm
Expand Down
2 changes: 1 addition & 1 deletion Algorithm.CSharp/AdjustedVolumeRegressionAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -161,7 +161,7 @@ public override void OnData(Slice slice)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 50;

/// <summary>
/// Final status of the algorithm
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Original file line number Diff line number Diff line change
Expand Up @@ -243,7 +243,7 @@ public Dictionary<Symbol, long> AllShortableSymbols(DateTime localTime)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 0;
public int AlgorithmHistoryDataPoints => 66;

/// <summary>
/// Final status of the algorithm
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -81,7 +81,7 @@ public override void OnData(Slice slice)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 100;
public int AlgorithmHistoryDataPoints => 105;

/// <summary>
/// Final status of the algorithm
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Original file line number Diff line number Diff line change
Expand Up @@ -151,7 +151,7 @@ protected override decimal ComputeNextValue(QuoteBar input)
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 85;
public int AlgorithmHistoryDataPoints => 109;

/// <summary>
/// Final status of the algorithm
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -82,7 +82,7 @@ public override void Initialize()
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 18;
public int AlgorithmHistoryDataPoints => 87;

/// <summary>
/// Final status of the algorithm
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Original file line number Diff line number Diff line change
Expand Up @@ -113,7 +113,7 @@ protected override decimal ComputeNextValue(IReadOnlyWindow<IndicatorDataPoint>
/// <summary>
/// Data Points count of the algorithm history
/// </summary>
public int AlgorithmHistoryDataPoints => 40;
public int AlgorithmHistoryDataPoints => 50;

/// <summary>
/// Final status of the algorithm
Expand Down
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