Internal Subscriptions Security Price Updates

Expected Behavior

• Internal Subscriptions have no effect on algorithms.
• Internal Subscriptions provide data updates for portfolio calculations (P&L, charting, etc), for benchmarking and for cashbook conversion rates.

Actual Behavior

• Currently, internal subscriptions data updates do not directly reach the QCAlgorithm but do update SecurityCache instances with the latest data. This can have some side effects if for example the algorithm requested Hour resolution, and internal subscription is Minute, the SecurityCache will return the internal latest data.

Potential Solution

• Internal subscription updates should only update a security.RealTimePrice value that will be used by Lean internal consumers (noted above).

Reproducing the Problem

N/A

System Information

N/A

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue

No files or tests are named. Start by tracing how Internal Subscriptions updates SecurityCache and how those updates reach the QCAlgorithm; confirm the separation between algorithm data and internal consumers. Done means internal updates change only security.RealTimePrice for portfolio calculations, benchmarking, charting, and cashbook conversion without affecting algorithm data resolution.