Use SeedInitialPrices in Examples

Author: AlexCatarino

03 Writing Algorithms/01 Key Concepts/04 Multi-Asset Modeling/99 Examples.html

@@ -19,7 +19,7 @@ <h4>
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         // Seed the last price to set the initial price of the BTCUSDT holdings.
-        SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
+        Settings.SeedInitialPrices = true;
 
         // Simulate a cash Bybit account.
         SetBrokerageModel(BrokerageName.Bybit, AccountType.Cash);
@@ -85,12 +85,7 @@ <h4>
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         # Seed the last price to set the initial price of the BTCUSDT holdings.
-        self.set_security_initializer(
-            BrokerageModelSecurityInitializer(
-                self.brokerage_model, 
-                FuncSecuritySeeder(self.get_last_known_prices)
-            )
-        )
+        self.settings.seed_initial_prices = True
 
         # Simulate a cash Bybit account.
         self.set_brokerage_model(BrokerageName.BYBIT, AccountType.CASH)
@@ -154,11 +149,7 @@ <h4>
         SetCash(1000000);
         // Seed the price of each asset with its last known price to 
         // avoid trading errors.
-        SetSecurityInitializer(
-            new BrokerageModelSecurityInitializer(
-                BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)
-            )
-        );
+        Settings.SeedInitialPrices = true;
         // Add BTCUSD spot and Future data to trade their price 
         // discrepancies.
         _spot = AddCrypto("BTCUSD", market: Market.Coinbase);
@@ -230,12 +221,7 @@ <h4>
         self.set_cash(1_000_000)
         # Seed the price of each asset with its last known price to 
         # avoid trading errors.
-        self.set_security_initializer(
-            BrokerageModelSecurityInitializer(
-                self.brokerage_model, 
-                FuncSecuritySeeder(self.get_last_known_prices)
-            )
-        )
+        self.settings.seed_initial_prices = True
         # Add BTCUSD spot and Future data to trade their price 
         # discrepancies.
         self._spot = self.add_crypto("BTCUSD", market=Market.COINBASE)

03 Writing Algorithms/01 Key Concepts/06 Security Identifiers/99 Examples.html

@@ -26,7 +26,7 @@ <h4>
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         // Seed the price data to allow the mapped contract to fill despite sparse data.
-        SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
+        Settings.SeedInitialPrices = true;
     }
 
     public override void OnWarmupFinished()
@@ -72,7 +72,7 @@ <h4>
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         # Seed the price data in order to allow the mapped contract to fill despite sparse data.
-        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
+        self.settings.seed_initial_prices = True
         self._last_scheduled_event = None
 
     def on_warmup_finished(self) -&gt; None:

03 Writing Algorithms/02 Initialization/99 Examples.html

@@ -9,13 +9,11 @@ <h4>Example 1: Set the Data Seed</h4>
 	<pre class="csharp">// Seed with the last known price of assets to prevent $0 security price errors.
 public override void Initialize()
 {
-    SetSecurityInitializer(new BrokerageModelSecurityInitializer(
-        BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
+    Settings.SeedInitialPrices = true;
 }</pre>
 	<pre class="python"># Seed with the last known price of assets to prevent $0 security price errors.
 def initialize(self):
-    self.set_security_initializer(BrokerageModelSecurityInitializer(
-        self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))</pre>
+    self.settings.seed_initial_prices = True</pre>
 </div>
 
 <h4>Example 2: Enable Extended Market Hours</h4>

03 Writing Algorithms/03 Securities/02 Requesting Data/99 Examples.html

@@ -29,9 +29,7 @@ <h4>
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         // Seed the price of each asset with its last known price to avoid trading errors.
-        SetSecurityInitializer(
-            new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices))
-        );
+        Settings.SeedInitialPrices = true;
         // Add a universe of the 25 most liquid US Equities.
         AddUniverse(Universe.Top(25));
     }
@@ -78,12 +76,7 @@ <h4>
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         # Seed the price of each asset with its last known price to avoid trading errors.
-        self.set_security_initializer(
-            BrokerageModelSecurityInitializer(
-                self.brokerage_model, 
-                FuncSecuritySeeder(self.get_last_known_prices)
-            )
-        )
+        self.settings.seed_initial_prices = True
         # Add a universe of the 25 most liquid US Equities.
         self.add_universe(self.universe.top(25))
 

03 Writing Algorithms/03 Securities/03 Handling Data/99 Examples.php

@@ -100,11 +100,7 @@
         SetEndDate(2024, 9, 10);
         // Seed the price of each asset with its last known price to 
         // avoid trading errors.
-        SetSecurityInitializer(
-            new BrokerageModelSecurityInitializer(
-                BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)
-            )
-        );
+        Settings.SeedInitialPrices = true;
         _symbol = AddEquity("SPY", Resolution.Tick).Symbol;
     }
 
@@ -147,12 +143,7 @@
         self.set_end_date(2024, 9, 10)
         # Seed the price of each asset with its last known price to 
         # avoid trading errors.
-        self.set_security_initializer(
-            BrokerageModelSecurityInitializer(
-                self.brokerage_model, 
-                FuncSecuritySeeder(self.get_last_known_prices)
-            )
-        )
+        self.settings.seed_initial_prices = True
         self._symbol = self.add_equity('SPY', Resolution.TICK).symbol
 
     def on_data(self, slice: Slice) -> None:
@@ -375,9 +366,7 @@
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         // Seed the price of AAPL with its last known price to avoid trading errors.
-        SetSecurityInitializer(
-            new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices))
-        );
+        Settings.SeedInitialPrices = true;
         // Add the 7-day sentiment data for AAPL.
         _symbol = AddEquity("AAPL", Resolution.Daily).Symbol;
         _dataset7DaySymbol = AddData<BrainSentimentIndicator7Day>(_symbol).Symbol;
@@ -410,12 +399,7 @@
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         # Seed the price of AAPL with its last known price to avoid trading errors.
-        self.set_security_initializer(
-            BrokerageModelSecurityInitializer(
-                self.brokerage_model, 
-                FuncSecuritySeeder(self.get_last_known_prices)
-            )
-        )
+        self.settings.seed_initial_prices = True
         # Add the 7-day sentiment data for AAPL.
         self._symbol = self.add_equity("AAPL", Resolution.DAILY).symbol
         self._dataset_7day_symbol = self.add_data(BrainSentimentIndicator7Day, self._symbol).symbol

03 Writing Algorithms/03 Securities/99 Asset Classes/01 US Equity/01 Requesting Data/99 Examples.html

@@ -71,8 +71,7 @@ <h4>
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
 
-        var seeder = new FuncSecuritySeeder(GetLastKnownPrices);
-        AddSecurityInitializer(x =&gt; seeder.SeedSecurity(x));
+        Settings.SeedInitialPrices = true;
 
         // Add the US Equities.
         foreach (var ticker in "AAPL,AMZN,GOOG,META,MSFT".Split(","))
@@ -109,8 +108,7 @@ <h4>
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
 
-        seeder = FuncSecuritySeeder(self.get_last_known_prices)
-        self.add_security_initializer(lambda x: seeder.seed_security(x))
+        self.settings.seed_initial_prices = True
 
         # Add the US Equities.
         self.signal_by_ticker = {self.add_equity(ticker, Resolution.DAILY).symbol: 1

03 Writing Algorithms/03 Securities/99 Asset Classes/02 Equity Options/01 Requesting Data/01 Universes/99 Examples.html

@@ -124,7 +124,7 @@ <h4>
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         // Seed the price with last known price to ensure the underlying price data is available on initial option contract filtering.
-        SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
+        Settings.SeedInitialPrices = true;
         // Subscribe to underlying data for ATM calculation using the update underlying price.
         // Set data normalization mode to raw is required to ensure strike price and underlying price is comparable.
         _underlying = AddEquity("SPY", dataNormalizationMode: DataNormalizationMode.Raw);
@@ -172,7 +172,7 @@ <h4>
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         # Seed the price with last known price to ensure the underlying price data is available on initial option contract filtering.
-        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
+        self.settings.seed_initial_prices = True
         self.underlying = self.add_equity("SPY", data_normalization_mode=DataNormalizationMode.RAW)
         # Subscribe to underlying data for ATM calculation using the update underlying price.
         # Set data normalization mode to raw is required to ensure strike price and underlying price is comparable.

03 Writing Algorithms/03 Securities/99 Asset Classes/02 Equity Options/01 Requesting Data/02 Individual Contracts/02 Create Subscriptions.php

@@ -145,10 +145,8 @@
 <p>If you subscribe to an Option contract with <code class="csharp">AddOptionContract</code><code class="python">add_option_contract</code>, you'll need to wait until the next <code>Slice</code> to receive data and trade the contract. To trade the contract in the same time step you subscribe to the contract, set the current price of the contract in a <a href='/docs/v2/writing-algorithms/initialization#07-Set-Security-Initializer'>security initializer</a>.</p>
 
 <div class="section-example-container">
-    <pre class="csharp">var seeder = new FuncSecuritySeeder(GetLastKnownPrices);
-SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, seeder));</pre>
-    <pre class="python">seeder = FuncSecuritySeeder(self.get_last_known_prices)
-self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, seeder))</pre>
+    <pre class="csharp">Settings.SeedInitialPrices = true;</pre>
+    <pre class="python">self.settings.seed_initial_prices = True</pre>
 </div>
 
 <h4>Supported Assets</h4>

03 Writing Algorithms/03 Securities/99 Asset Classes/02 Equity Options/01 Requesting Data/02 Individual Contracts/99 Examples.html

@@ -18,7 +18,7 @@ <h4>
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         // Seed the security price to ensure the retrieval of the ATM calls at the initial filtering.
-        SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
+        Settings.SeedInitialPrices = true;
         // Set the data normalization mode as raw for option strike-price comparability.
         _aapl = AddEquity("AAPL", dataNormalizationMode: DataNormalizationMode.Raw).Symbol;
 
@@ -77,7 +77,7 @@ <h4>
         self.set_end_date(2024, 12, 31)
         self._chain = pd.DataFrame()
         # Seed the security price to ensure the retrieval of the ATM calls at the initial filtering.
-        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
+        self.settings.seed_initial_prices = True
         # Set the data normalization mode as raw for option strike-price comparability.
         self.aapl = self.add_equity("AAPL", data_normalization_mode=DataNormalizationMode.RAW).symbol
 
@@ -143,7 +143,7 @@ <h4>
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         // Seed the underlying security price to ensure accurate filtering for puts of $5 above/below current market price.
-        SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
+        Settings.SeedInitialPrices = true;
         // Set the data normalization mode as raw for option strike-price comparability.
         _spy = AddEquity("SPY", dataNormalizationMode: DataNormalizationMode.Raw).Symbol;
 
@@ -204,7 +204,7 @@ <h4>
         self.set_end_date(2024, 12, 27)
         self.legs = []
         # Seed the underlying security price to ensure accurate filtering for puts of $5 above/below current market price.
-        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
+        self.settings.seed_initial_prices = True
         # Set the data normalization mode as raw for option strike-price comparability.
         self.spy = self.add_equity("SPY", data_normalization_mode=DataNormalizationMode.RAW).symbol
 
@@ -348,11 +348,7 @@ <h4>
         SetEndDate(2024, 9, 7);
         SetCash(1000000000);
         // Seed the price of each asset with its last known price to avoid trading errors.
-        SetSecurityInitializer(
-            new BrokerageModelSecurityInitializer(
-                BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)
-            )
-        );
+        Settings.SeedInitialPrices = true;
         // Set the data normalization mode as raw for option strike-price comparability.
         _spy = AddEquity("SPY", dataNormalizationMode: DataNormalizationMode.Raw).Symbol;
     }
@@ -402,12 +398,7 @@ <h4>
         self.set_end_date(2024, 9, 7)
         self.set_cash(1000000000)
         # Seed the price of each asset with its last known price to avoid trading errors.
-        self.set_security_initializer(
-            BrokerageModelSecurityInitializer(
-                self.brokerage_model, 
-                FuncSecuritySeeder(self.get_last_known_prices)
-            )
-        )
+        self.settings.seed_initial_prices = True
         # Set the data normalization mode as raw for option strike-price comparability.
         self.spy = self.add_equity("SPY", data_normalization_mode=DataNormalizationMode.RAW).symbol
         # Set OTM threshold for wheel strategy profit margin.
@@ -469,7 +460,7 @@ <h4>
         UniverseSettings.Asynchronous = true;
         UniverseSettings.MinimumTimeInUniverse = TimeSpan.Zero;
         // Seed the security price to ensure the underlying price data is ready at the initial filtering
-        SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
+        Settings.SeedInitialPrices = true;
         // Set the data normalization mode as raw for option strike-price comparability
         var spy = AddEquity("SPY", dataNormalizationMode: DataNormalizationMode.Raw).Symbol;
         // Set up a OptionChainManager to filter the contracts based on latest data by request
@@ -594,7 +585,7 @@ <h4>
         self.universe_settings.asynchronous = True
         self.universe_settings.minimum_time_in_universe = timedelta(minutes=0)        
         # Seed the security price to ensure the underlying price data is ready at the initial filtering
-        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
+        self.settings.seed_initial_prices = True
         # Set the data normalization mode as raw for option strike-price comparability
         spy = self.add_equity("SPY", data_normalization_mode=DataNormalizationMode.RAW).symbol
         # Set up a OptionChainManager to filter the contracts based on latest data by request

03 Writing Algorithms/03 Securities/99 Asset Classes/02 Equity Options/02 Handling Data/99 Examples.html

@@ -31,7 +31,7 @@ <h4>
         SetEndDate(2024, 12, 31);
 
         // Seed the price with last known price to ensure the underlying price data is available on initial option contract filtering.
-        SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
+        Settings.SeedInitialPrices = true;
         // Subscribe to underlying data for ATM calculation using the update underlying price.
         // Set data normalization mode to raw is required to ensure strike price and underlying price is comparable.
         _spy = AddEquity("SPY", dataNormalizationMode: DataNormalizationMode.Raw).Symbol;
@@ -78,7 +78,7 @@ <h4>
         self.contracts = []
 
         # Seed the price with last known price to ensure the underlying price data is available on initial option contract filtering.
-        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
+        self.settings.seed_initial_prices = True
         # Subscribe to underlying data for ATM calculation using the update underlying price.
         # Set data normalization mode to raw is required to ensure strike price and underlying price is comparable.
         self.spy = self.add_equity("SPY", data_normalization_mode=DataNormalizationMode.RAW).symbol
@@ -137,7 +137,7 @@ <h4>
         SetEndDate(2024, 12, 31);
 
         // Seed the price with last known price to ensure the underlying price data is available on initial option contract filtering.
-        SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
+        Settings.SeedInitialPrices = true;
         // Subscribe to underlying data for ATM calculation using the update underlying price.
         // Set data normalization mode to raw is required to ensure strike price and underlying price is comparable.
         var spy = AddEquity("SPY", dataNormalizationMode: DataNormalizationMode.Raw).Symbol;
@@ -167,7 +167,7 @@ <h4>
         self.set_end_date(2024, 12, 31)
 
         # Seed the price with last known price to ensure the underlying price data is available on initial option contract filtering.
-        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
+        self.settings.seed_initial_prices = True
         # Subscribe to underlying data for ATM calculation using the update underlying price.
         # Set data normalization mode to raw is required to ensure strike price and underlying price is comparable.
         spy = self.add_equity("SPY", data_normalization_mode=DataNormalizationMode.RAW).symbol
@@ -212,7 +212,7 @@ <h4>
         SetEndDate(2024, 12, 31);
 
         // Seed the price with last known price to ensure the underlying price data is available on initial option contract filtering.
-        SetSecurityInitializer(new BrokerageModelSecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
+        Settings.SeedInitialPrices = true;
         // Subscribe to underlying data for ATM calculation using the update underlying price.
         // Set data normalization mode to raw is required to ensure strike price and underlying price is comparable.
         var spy = AddEquity("SPY", dataNormalizationMode: DataNormalizationMode.Raw).Symbol;
@@ -241,7 +241,7 @@ <h4>
         self.set_end_date(2024, 12, 31)
 
         # Seed the price with last known price to ensure the underlying price data is available on initial option contract filtering.
-        self.set_security_initializer(BrokerageModelSecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))
+        self.settings.seed_initial_prices = True
         # Subscribe to underlying data for ATM calculation using the update underlying price.
         # Set data normalization mode to raw is required to ensure strike price and underlying price is comparable.
         spy = self.add_equity("SPY", data_normalization_mode=DataNormalizationMode.RAW).symbol