QuantConnect / QuantConnect/Lean
Seed security prices by default
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Nobody has claimed this yet.
depth
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
- Add new algorithm setting, enabled by default, for security seed. If enabled after a security is added we should seed an initial historical price to them
Actual Behavior
- Security currently do not have an initial price set
Potential Solution
- After universe selection, for all security additions changes, we can run them through a history request to see their initial price.
See relatedGetLastKnownPrices, currently supports a single asset, we want to run history requests in parallel -> universe selection of 500 assets can't seed sequentially
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
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the existing GetLastKnownPrices implementation and the universe-selection path where security additions are handled. Trace how an initial historical price could be requested for newly added securities, including parallel requests for large selections. Done means a default-enabled setting seeds an initial price for each added security without sequentially processing a 500-asset universe.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- data
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100