Minor change

This is true by default and indicates that the engine will seed initial prices right after the security is added or selected

.github/workflows/research-regression-tests.yml

@@ -28,9 +28,9 @@ jobs:
           shell: bash
           run: |
             # install dependencies
-            pip3 install papermill==2.4.0 clr-loader==0.2.9
+            pip3 install papermill==2.4.0 clr-loader==0.1.6
             # install kernel
-            dotnet tool install -g --no-cache --version 1.0.661703 --add-source "https://pkgs.dev.azure.com/dnceng/public/_packaging/dotnet-tools/nuget/v3/index.json" Microsoft.dotnet-interactive
+            dotnet tool install --global Microsoft.dotnet-interactive --version 1.0.607001
             # Add dotnet tools to Path
             export PATH="$HOME/.dotnet/tools:$PATH"
             # activate kernel for jupyter

Algorithm.CSharp/AccumulativeInsightPortfolioRegressionAlgorithm.cs

@@ -77,7 +77,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddAlphaModelAlgorithm.cs

@@ -113,7 +113,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 15;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddAndRemoveOptionContractRegressionAlgorithm.cs

@@ -87,12 +87,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 26;
+        public long DataPoints => 24;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 1;
+        public int AlgorithmHistoryDataPoints => 13;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs

@@ -82,12 +82,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 25;
+        public long DataPoints => 24;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 1;
+        public int AlgorithmHistoryDataPoints => 22;
 
         /// <summary>
         /// Final status of the algorithm

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 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 26;
+        public int AlgorithmHistoryDataPoints => 31;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs

@@ -107,7 +107,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 11;
+        public int AlgorithmHistoryDataPoints => 31;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs

@@ -120,7 +120,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 1;
+        public int AlgorithmHistoryDataPoints => 8;
 
         /// <summary>
         /// Final status of the algorithm
@@ -132,34 +132,34 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Orders", "4"},
+            {"Total Orders", "3"},
             {"Average Win", "0%"},
-            {"Average Loss", "-0.10%"},
-            {"Compounding Annual Return", "-14.232%"},
-            {"Drawdown", "0.200%"},
+            {"Average Loss", "-0.03%"},
+            {"Compounding Annual Return", "-2.594%"},
+            {"Drawdown", "0.000%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},
-            {"End Equity", "99803.9"},
-            {"Net Profit", "-0.196%"},
-            {"Sharpe Ratio", "-7.95"},
+            {"End Equity", "99966.4"},
+            {"Net Profit", "-0.034%"},
+            {"Sharpe Ratio", "-10.666"},
             {"Sortino Ratio", "0"},
             {"Probabilistic Sharpe Ratio", "1.216%"},
             {"Loss Rate", "100%"},
             {"Win Rate", "0%"},
             {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.128"},
-            {"Beta", "0.026"},
-            {"Annual Standard Deviation", "0.016"},
+            {"Alpha", "-0.029"},
+            {"Beta", "0.004"},
+            {"Annual Standard Deviation", "0.003"},
             {"Annual Variance", "0"},
-            {"Information Ratio", "-1.186"},
-            {"Tracking Error", "0.237"},
-            {"Treynor Ratio", "-4.747"},
+            {"Information Ratio", "-0.768"},
+            {"Tracking Error", "0.241"},
+            {"Treynor Ratio", "-6.368"},
             {"Total Fees", "$8.60"},
-            {"Estimated Strategy Capacity", "$2000.00"},
-            {"Lowest Capacity Asset", "ES VU1EHIDJYLMP"},
-            {"Portfolio Turnover", "66.50%"},
+            {"Estimated Strategy Capacity", "$5500000.00"},
+            {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
+            {"Portfolio Turnover", "66.80%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "4720516462fcabb4db1aead46051cb4a"}
+            {"OrderListHash", "39f1e15c27212d8fdd58aeb7fb2b93cc"}
         };
     }
 }

Algorithm.CSharp/AddFutureOptionContractDataStreamingRegressionAlgorithm.cs

@@ -169,7 +169,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 2;
+        public int AlgorithmHistoryDataPoints => 26;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs

@@ -98,7 +98,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 2;
+        public int AlgorithmHistoryDataPoints => 20;
 
         /// <summary>
         /// Final status of the algorithm
@@ -134,10 +134,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "68696.045"},
             {"Total Fees", "$35.70"},
             {"Estimated Strategy Capacity", "$2600000.00"},
-            {"Lowest Capacity Asset", "ES 31C3JQS9DCF1G|ES XCZJLC9NOB29"},
+            {"Lowest Capacity Asset", "ES 31C3JQS9D84PW|ES XCZJLC9NOB29"},
             {"Portfolio Turnover", "495.15%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "af830085995d0b8fa0d33a6e80dd1241"}
+            {"OrderListHash", "85257286f088992d599c1ad0799a6237"}
         };
     }
 }

Algorithm.CSharp/AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm.cs

@@ -100,7 +100,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 1;
+        public int AlgorithmHistoryDataPoints => 7;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs

@@ -225,7 +225,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 28;
 
         /// <summary>
         /// Final status of the algorithm
@@ -240,31 +240,31 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Orders", "2"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "430.834%"},
-            {"Drawdown", "4.200%"},
+            {"Compounding Annual Return", "309.669%"},
+            {"Drawdown", "0.900%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
-            {"End Equity", "102313.03"},
-            {"Net Profit", "2.313%"},
-            {"Sharpe Ratio", "17.721"},
+            {"End Equity", "101950.53"},
+            {"Net Profit", "1.951%"},
+            {"Sharpe Ratio", "15.402"},
             {"Sortino Ratio", "0"},
             {"Probabilistic Sharpe Ratio", "95.977%"},
             {"Loss Rate", "0%"},
             {"Win Rate", "0%"},
             {"Profit-Loss Ratio", "0"},
-            {"Alpha", "2.663"},
-            {"Beta", "1.264"},
-            {"Annual Standard Deviation", "0.184"},
-            {"Annual Variance", "0.034"},
-            {"Information Ratio", "16.514"},
-            {"Tracking Error", "0.169"},
-            {"Treynor Ratio", "2.574"},
+            {"Alpha", "1.886"},
+            {"Beta", "1.066"},
+            {"Annual Standard Deviation", "0.155"},
+            {"Annual Variance", "0.024"},
+            {"Information Ratio", "13.528"},
+            {"Tracking Error", "0.142"},
+            {"Treynor Ratio", "2.237"},
             {"Total Fees", "$3.57"},
-            {"Estimated Strategy Capacity", "$28000000.00"},
-            {"Lowest Capacity Asset", "ES XCZJLCA62LNO|ES XCZJLC9NOB29"},
-            {"Portfolio Turnover", "33.84%"},
+            {"Estimated Strategy Capacity", "$760000.00"},
+            {"Lowest Capacity Asset", "ES XCZJLDQX2SRO|ES XCZJLC9NOB29"},
+            {"Portfolio Turnover", "32.31%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "7c82013ecabca41591e0253a477025dd"}
+            {"OrderListHash", "7a04f66a30d793bf187c2695781ad3ee"}
         };
     }
 }

Algorithm.CSharp/AddFutureUniverseSelectionModelRegressionAlgorithm.cs

@@ -86,7 +86,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 1082;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs

@@ -117,12 +117,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 37598;
+        public long DataPoints => 37597;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 1;
+        public int AlgorithmHistoryDataPoints => 56;
 
         /// <summary>
         /// Final status of the algorithm
@@ -136,13 +136,13 @@ namespace QuantConnect.Algorithm.CSharp
         {
             {"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%"},
@@ -157,11 +157,11 @@ namespace QuantConnect.Algorithm.CSharp
             {"Tracking Error", "0.049"},
             {"Treynor Ratio", "2.01"},
             {"Total Fees", "$2.00"},
-            {"Estimated Strategy Capacity", "$5700000.00"},
-            {"Lowest Capacity Asset", "AOL VRKS95ENPM9Y|AOL R735QTJ8XC9X"},
-            {"Portfolio Turnover", "0.55%"},
+            {"Estimated Strategy Capacity", "$5600000.00"},
+            {"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
+            {"Portfolio Turnover", "0.54%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "d314aef81752b6583fd58f9e49054cd4"}
+            {"OrderListHash", "22a002085b7ee6b5b11391ef0a86755e"}
         };
     }
 }

Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs

@@ -169,12 +169,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 5800;
+        public long DataPoints => 5798;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 2;
+        public int AlgorithmHistoryDataPoints => 18;
 
         /// <summary>
         /// Final status of the algorithm
@@ -210,10 +210,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0.335"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$2800000.00"},
-            {"Lowest Capacity Asset", "AOL VRKS95ENPM9Y|AOL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
             {"Portfolio Turnover", "1.14%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "e33b98d8e94ed92d0441fc6fe0d461fb"}
+            {"OrderListHash", "90aa4bf345a6ba5ea2b0b14e32d1598f"}
         };
     }
 }

Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs

@@ -116,12 +116,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 3818;
+        public long DataPoints => 3814;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 1;
+        public int AlgorithmHistoryDataPoints => 35;
 
         /// <summary>
         /// Final status of the algorithm
@@ -157,10 +157,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$5000000.00"},
-            {"Lowest Capacity Asset", "AAPL VXBK4R62H7S6|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL VXBK4R62CXGM|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "22.70%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "71511e4929377cd55fbf5e7e9555c248"}
+            {"OrderListHash", "29fd1b75f6db05dd823a6db7e8bd90a9"}
         };
     }
 }

Algorithm.CSharp/AddOptionUniverseSelectionModelRegressionAlgorithm.cs

@@ -96,12 +96,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 2349547;
+        public long DataPoints => 1658167;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 1806;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs

@@ -82,7 +82,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 170;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddRemoveOptionUniverseRegressionAlgorithm.cs

@@ -210,7 +210,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 93;
 
         /// <summary>
         /// Final status of the algorithm
@@ -246,10 +246,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$6.00"},
             {"Estimated Strategy Capacity", "$4000.00"},
-            {"Lowest Capacity Asset", "GOOCV 305RBQ2BZGA4M|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV 305RBQ2BZBZT2|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "2.58%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "f418de0673fc166487daf80991dfe3a0"}
+            {"OrderListHash", "12037c87de17d6e62eadd99c70a0685e"}
         };
     }
 }

Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs

@@ -31,6 +31,8 @@ namespace QuantConnect.Algorithm.CSharp
         /// </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
@@ -83,7 +85,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 15042;
+        public long DataPoints => 11202;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs

@@ -110,12 +110,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 7065;
+        public long DataPoints => 7063;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 30;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddRiskManagementAlgorithm.cs

@@ -67,7 +67,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs

@@ -101,12 +101,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 1579;
+        public long DataPoints => 1578;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 1;
+        public int AlgorithmHistoryDataPoints => 15;
 
         /// <summary>
         /// Final status of the algorithm
@@ -142,10 +142,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$6200000.00"},
-            {"Lowest Capacity Asset", "AAPL VXBK4QA5IWKM|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL VXBK4QA5EM92|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "90.27%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "a332b93ff5e2dfe89258c450a64c7125"}
+            {"OrderListHash", "a111609c2c64554268539b5798e5b31f"}
         };
     }
 }

Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs

@@ -86,7 +86,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 15;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AddUniverseSelectionModelCoarseAlgorithm.cs

@@ -97,7 +97,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 20;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AdjustedVolumeRegressionAlgorithm.cs

@@ -161,7 +161,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 50;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs

@@ -243,7 +243,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 66;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs

@@ -81,7 +81,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 100;
+        public int AlgorithmHistoryDataPoints => 105;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs

@@ -38,7 +38,7 @@ namespace QuantConnect.Algorithm.CSharp
             SetEndDate(2013, 10, 10);
 
             var SP500 = QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME);
-            _symbol = FuturesChain(SP500).OrderBy(x => x.Symbol.ID.Date).First();
+            _symbol = FuturesChain(SP500).First();
 
             // Test case: custom IndicatorBase<QuoteBar> indicator using Future unsubscribed symbol
             var indicator1 = new CustomIndicator();
@@ -151,7 +151,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 85;
+        public int AlgorithmHistoryDataPoints => 109;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs

@@ -82,7 +82,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 18;
+        public int AlgorithmHistoryDataPoints => 87;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs

@@ -113,7 +113,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 40;
+        public int AlgorithmHistoryDataPoints => 50;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/AuxiliaryDataHandlersRegressionAlgorithm.cs

@@ -119,12 +119,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 126222;
+        public long DataPoints => 126221;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 100;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BacktestingAsynchronousOrdersRegressionAlgorithm.cs

@@ -111,7 +111,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BacktestingBrokerageRegressionAlgorithm.cs

@@ -301,7 +301,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 198;
 
         /// <summary>
         /// Final status of the algorithm
@@ -340,7 +340,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "17.02%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "1be5073f2cf8802ffa163f7dab7d040e"}
+            {"OrderListHash", "a7ce5ff2bbe0fe273cf1631ea5a73fa6"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateAlgorithm.cs

@@ -80,7 +80,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateAxosAlgorithm.cs

@@ -74,7 +74,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs

@@ -122,7 +122,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 888;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs

@@ -128,7 +128,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 593;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs

@@ -202,7 +202,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 35;
+        public int AlgorithmHistoryDataPoints => 45;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateCryptoFutureAlgorithm.cs

@@ -238,7 +238,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 15;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateCryptoFutureHourlyAlgorithm.cs

@@ -201,7 +201,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 11;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateDailyAlgorithm.cs

@@ -71,7 +71,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateEurexFuturesAlgorithm.cs

@@ -58,9 +58,6 @@ namespace QuantConnect.Algorithm.CSharp
 
             var benchmark = AddIndex("SX5E");
             SetBenchmark(benchmark.Symbol);
-
-            var seeder = new FuncSecuritySeeder(GetLastKnownPrices);
-            SetSecurityInitializer(security => seeder.SeedSecurity(security));
         }
 
         public override void OnData(Slice slice)

Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs

@@ -92,7 +92,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs

@@ -181,7 +181,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 2;
+        public int AlgorithmHistoryDataPoints => 15;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs

@@ -63,9 +63,6 @@ namespace QuantConnect.Algorithm.CSharp
 
             var benchmark = AddEquity("SPY");
             SetBenchmark(benchmark.Symbol);
-
-            var seeder = new FuncSecuritySeeder(GetLastKnownPrices);
-            SetSecurityInitializer(security => seeder.SeedSecurity(security));
         }
 
         /// <summary>
@@ -154,7 +151,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 354;
+        public int AlgorithmHistoryDataPoints => 398;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs

@@ -127,12 +127,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 5867;
+        public virtual long DataPoints => 5861;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public virtual int AlgorithmHistoryDataPoints => 0;
+        public virtual int AlgorithmHistoryDataPoints => 59;
 
         /// <summary>
         /// Final status of the algorithm
@@ -144,34 +144,34 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public virtual Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Orders", "38"},
+            {"Total Orders", "34"},
             {"Average Win", "0.33%"},
-            {"Average Loss", "-0.03%"},
-            {"Compounding Annual Return", "0.098%"},
+            {"Average Loss", "-0.04%"},
+            {"Compounding Annual Return", "0.106%"},
             {"Drawdown", "0.300%"},
-            {"Expectancy", "0.165"},
+            {"Expectancy", "0.178"},
             {"Start Equity", "1000000"},
-            {"End Equity", "1000991.96"},
-            {"Net Profit", "0.099%"},
-            {"Sharpe Ratio", "-1.708"},
-            {"Sortino Ratio", "-0.84"},
-            {"Probabilistic Sharpe Ratio", "14.542%"},
-            {"Loss Rate", "89%"},
-            {"Win Rate", "11%"},
-            {"Profit-Loss Ratio", "10.07"},
+            {"End Equity", "1001066.2"},
+            {"Net Profit", "0.107%"},
+            {"Sharpe Ratio", "-1.695"},
+            {"Sortino Ratio", "-0.804"},
+            {"Probabilistic Sharpe Ratio", "14.797%"},
+            {"Loss Rate", "88%"},
+            {"Win Rate", "12%"},
+            {"Profit-Loss Ratio", "9.01"},
             {"Alpha", "-0.007"},
             {"Beta", "0.002"},
             {"Annual Standard Deviation", "0.004"},
             {"Annual Variance", "0"},
-            {"Information Ratio", "-1.354"},
+            {"Information Ratio", "-1.353"},
             {"Tracking Error", "0.089"},
-            {"Treynor Ratio", "-4.054"},
-            {"Total Fees", "$85.54"},
+            {"Treynor Ratio", "-4.112"},
+            {"Total Fees", "$76.30"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Portfolio Turnover", "1.04%"},
+            {"Portfolio Turnover", "0.92%"},
             {"Drawdown Recovery", "69"},
-            {"OrderListHash", "eafc33ea4dcb219f7aacdbdd0973d5bc"}
+            {"OrderListHash", "ddaa9dd20647fdbc4811d6e64bb30a40"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs

@@ -141,7 +141,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public virtual int AlgorithmHistoryDataPoints => 0;
+        public virtual int AlgorithmHistoryDataPoints => 132;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs

@@ -43,6 +43,11 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public override long DataPoints => 70262;
 
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public override int AlgorithmHistoryDataPoints => 103;
+
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
         /// </summary>

Algorithm.CSharp/BasicTemplateFuturesHistoryAlgorithm.cs

@@ -145,7 +145,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public virtual int AlgorithmHistoryDataPoints => 6075;
+        public virtual int AlgorithmHistoryDataPoints => 6463;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs

@@ -52,7 +52,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 6112;
+        public override int AlgorithmHistoryDataPoints => 6712;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateFuturesHourlyAlgorithm.cs

@@ -36,7 +36,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 25339;
+        public override long DataPoints => 25312;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public override int AlgorithmHistoryDataPoints => 134;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
@@ -70,7 +75,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Lowest Capacity Asset", "ES VP274HSU1AF5"},
             {"Portfolio Turnover", "20.14%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "c301a0a086f8905b1a555f0257087272"}
+            {"OrderListHash", "f6482c8757f82cb9f4c058e3ed6bc494"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs

@@ -63,9 +63,6 @@ namespace QuantConnect.Algorithm.CSharp
 
             var benchmark = AddEquity("SPY");
             SetBenchmark(benchmark.Symbol);
-
-            var seeder = new FuncSecuritySeeder(GetLastKnownPrices);
-            SetSecurityInitializer(security => seeder.SeedSecurity(security));
         }
 
         /// <summary>
@@ -154,7 +151,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 354;
+        public int AlgorithmHistoryDataPoints => 610;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs

@@ -36,41 +36,41 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 5971;
+        public override long DataPoints => 5965;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
         /// </summary>
         public override Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Orders", "36"},
+            {"Total Orders", "32"},
             {"Average Win", "0.33%"},
-            {"Average Loss", "-0.03%"},
-            {"Compounding Annual Return", "0.103%"},
+            {"Average Loss", "-0.04%"},
+            {"Compounding Annual Return", "0.110%"},
             {"Drawdown", "0.300%"},
-            {"Expectancy", "0.172"},
+            {"Expectancy", "0.184"},
             {"Start Equity", "1000000"},
-            {"End Equity", "1001033.76"},
-            {"Net Profit", "0.103%"},
-            {"Sharpe Ratio", "-1.701"},
-            {"Sortino Ratio", "-0.809"},
-            {"Probabilistic Sharpe Ratio", "14.685%"},
-            {"Loss Rate", "89%"},
-            {"Win Rate", "11%"},
-            {"Profit-Loss Ratio", "9.55"},
+            {"End Equity", "1001108"},
+            {"Net Profit", "0.111%"},
+            {"Sharpe Ratio", "-1.688"},
+            {"Sortino Ratio", "-0.772"},
+            {"Probabilistic Sharpe Ratio", "14.944%"},
+            {"Loss Rate", "88%"},
+            {"Win Rate", "12%"},
+            {"Profit-Loss Ratio", "8.47"},
             {"Alpha", "-0.007"},
             {"Beta", "0.002"},
             {"Annual Standard Deviation", "0.004"},
             {"Annual Variance", "0"},
             {"Information Ratio", "-1.353"},
             {"Tracking Error", "0.089"},
-            {"Treynor Ratio", "-4.042"},
-            {"Total Fees", "$81.24"},
+            {"Treynor Ratio", "-4.099"},
+            {"Total Fees", "$72.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Portfolio Turnover", "0.99%"},
+            {"Portfolio Turnover", "0.87%"},
             {"Drawdown Recovery", "69"},
-            {"OrderListHash", "67120ad5c9a6116001dda6c8061e5353"}
+            {"OrderListHash", "741a26424d2210171ad849d92fc75d23"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs

@@ -41,7 +41,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 67998;
+        public override long DataPoints => 67924;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public override int AlgorithmHistoryDataPoints => 214;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm

Algorithm.CSharp/BasicTemplateHourlyAlgorithm.cs

@@ -80,7 +80,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateIndexAlgorithm.cs

@@ -132,7 +132,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public virtual int AlgorithmHistoryDataPoints => 0;
+        public virtual int AlgorithmHistoryDataPoints => 2;
 
         /// <summary>
         /// Final status of the algorithm
@@ -168,10 +168,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-1.771"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$3000.00"},
-            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
             {"Portfolio Turnover", "23.97%"},
             {"Drawdown Recovery", "9"},
-            {"OrderListHash", "4b560d2a8cfae510c3c8dc92603470fc"}
+            {"OrderListHash", "51f1bc2ea080df79748dc66c2520b782"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexDailyAlgorithm.cs

@@ -147,10 +147,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-6.937"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
-            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
             {"Portfolio Turnover", "2.42%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "ce421d0aeb7bde3bc92a6b87c09c510e"}
+            {"OrderListHash", "61e8517ac3da6bed414ef23d26736fef"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexHourlyAlgorithm.cs

@@ -64,10 +64,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-6.189"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$300000.00"},
-            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
             {"Portfolio Turnover", "24.63%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "7bc05310e971f09b0663bc380fdfee80"}
+            {"OrderListHash", "5595ab834c2584c1d124ad575e88cc1a"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexOptionsDailyAlgorithm.cs

@@ -108,10 +108,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-44.954"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
-            {"Lowest Capacity Asset", "SPX XL80P59H9OI6|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P59H5E6M|SPX 31"},
             {"Portfolio Turnover", "0.00%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "34d295b82e29b1dbe8f104d3300d9255"}
+            {"OrderListHash", "8340619d603921c1ce261287890b9c1c"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexOptionsHourlyAlgorithm.cs

@@ -79,10 +79,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "116.921"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
-            {"Lowest Capacity Asset", "SPX XL80P59H9OI6|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P59H5E6M|SPX 31"},
             {"Portfolio Turnover", "0.00%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "214026660a13ecaecc7074fa97f86ea1"}
+            {"OrderListHash", "1c5f424cfe62777733ee68a20320bb8d"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndiaIndexAlgorithm.cs

@@ -114,7 +114,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 9;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateOptionEquityStrategyAlgorithm.cs

@@ -44,7 +44,7 @@ namespace QuantConnect.Algorithm.CSharp
             _optionSymbol = option.Symbol;
 
             // set our strike/expiry filter for this option chain
-            option.SetFilter(u => u.StandardsOnly().Strikes(-2, +2)
+            option.SetFilter(u => u.Strikes(-2, +2)
                 // Expiration method accepts TimeSpan objects or integer for days.
                 // The following statements yield the same filtering criteria
                 .Expiration(0, 180));
@@ -73,7 +73,7 @@ namespace QuantConnect.Algorithm.CSharp
                     var higherStrike = callContracts[2].Strike;
 
                     var optionStrategy = OptionStrategies.CallButterfly(_optionSymbol, higherStrike, middleStrike, lowerStrike, expiry);
-
+                    
                     Order(optionStrategy, 10);
                 }
             }
@@ -107,7 +107,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 135;
 
         /// <summary>
         /// Final status of the algorithm
@@ -143,10 +143,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$26.00"},
             {"Estimated Strategy Capacity", "$69000.00"},
-            {"Lowest Capacity Asset", "GOOCV W78ZERHAT67A|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "61.31%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "ccd6cb1b6244d0c6d30b2760938958f1"}
+            {"OrderListHash", "35d406df401e5b27244e20f5ec57346e"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs

@@ -50,9 +50,8 @@ namespace QuantConnect.Algorithm.CSharp
             // set our strike/expiry filter for this option chain
             // SetFilter method accepts TimeSpan objects or integer for days.
             // The following statements yield the same filtering criteria
-            option.SetFilter(u => u.StandardsOnly()
-                                   .Strikes(-2, +2)
-                                   .Expiration(0, 180));
+            option.SetFilter(-2, +2, 0, 180);
+            // option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(180));
 
             // Adding this to reproduce GH issue #2314
             SetWarmup(TimeSpan.FromMinutes(1));
@@ -84,7 +83,7 @@ namespace QuantConnect.Algorithm.CSharp
                 Liquidate();
             }
 
-            foreach (var kpv in slice.Bars)
+            foreach(var kpv in slice.Bars)
             {
                 Log($"---> OnData: {Time}, {kpv.Key.Value}, {kpv.Value.Close:0.00}");
             }
@@ -118,7 +117,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 135;
 
         /// <summary>
         /// Final status of the algorithm
@@ -154,10 +153,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$543.40"},
             {"Estimated Strategy Capacity", "$4000.00"},
-            {"Lowest Capacity Asset", "GOOCV W78ZFMEBFLDY|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV W78ZFMEBBB2E|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "338.60%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "8229716b93428dc885cf856b4cc9fc35"}
+            {"OrderListHash", "301c15063f6e269023d144ca69a765da"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsAlgorithm.cs

@@ -48,10 +48,11 @@ namespace QuantConnect.Algorithm.CSharp
             _optionSymbol = option.Symbol;
 
             // set our strike/expiry filter for this option chain
-            option.SetFilter(u => u.StandardsOnly().Strikes(-2, +2)
+            option.SetFilter(u => u.Strikes(-2, +2)
                                    // Expiration method accepts TimeSpan objects or integer for days.
                                    // The following statements yield the same filtering criteria
-                                   .Expiration(0, 180)); // .Expiration(TimeSpan.Zero, TimeSpan.FromDays(180)));
+                                   .Expiration(0, 180));
+                                   // .Expiration(TimeSpan.Zero, TimeSpan.FromDays(180)));
 
             // use the underlying equity as the benchmark
             SetBenchmark(equity.Symbol);
@@ -113,7 +114,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 135;
 
         /// <summary>
         /// Final status of the algorithm
@@ -149,10 +150,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$1300000.00"},
-            {"Lowest Capacity Asset", "GOOCV 30AKMEIPOX2DI|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV 30AKMEIPOSS1Y|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "10.71%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "19ba1220073493495880581b38df2da9"}
+            {"OrderListHash", "8a36462ee0349c04d01d464e592dd347"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsConsolidationAlgorithm.cs

@@ -107,7 +107,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BasicTemplateOptionsDailyAlgorithm.cs

@@ -127,7 +127,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 115;
 
         /// <summary>
         /// Final status of the algorithm
@@ -163,10 +163,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-3.212"},
             {"Total Fees", "$1.00"},
             {"Estimated Strategy Capacity", "$72000.00"},
-            {"Lowest Capacity Asset", "AAPL W78ZEO29CFS6|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL W78ZEO2985GM|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.02%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "5639c19a7d56ec312f61029b943903b8"}
+            {"OrderListHash", "5e20fad3461ac9998afe8d76ad43b25c"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsFilterUniverseAlgorithm.cs

@@ -104,7 +104,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 160;
 
         /// <summary>
         /// Final status of the algorithm
@@ -143,7 +143,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "15.08%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "c53bc9318676161ed3b7797c945e2113"}
+            {"OrderListHash", "f68f6d64a5721ee148bc3c643f8d1b7f"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs

@@ -139,12 +139,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 17487;
+        public long DataPoints => 17486;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 12;
 
         /// <summary>
         /// Final status of the algorithm
@@ -183,7 +183,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "13.50%"},
             {"Drawdown Recovery", "2"},
-            {"OrderListHash", "2ab4ffc0944a2888a3be0568c2570a79"}
+            {"OrderListHash", "d40c84371facba5dac8a2c919ea75807"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsHourlyAlgorithm.cs

@@ -48,7 +48,7 @@ namespace QuantConnect.Algorithm.CSharp
             _optionSymbol = option.Symbol;
 
             // set our strike/expiry filter for this option chain
-            option.SetFilter(u => u.StandardsOnly().Strikes(-2, +2)
+            option.SetFilter(u => u.Strikes(-2, +2)
                                    // Expiration method accepts TimeSpan objects or integer for days.
                                    // The following statements yield the same filtering criteria
                                    .Expiration(0, 180));
@@ -114,7 +114,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 21;
 
         /// <summary>
         /// Final status of the algorithm
@@ -150,10 +150,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "1.434"},
             {"Total Fees", "$4.00"},
             {"Estimated Strategy Capacity", "$1000.00"},
-            {"Lowest Capacity Asset", "AAPL 2ZTXYMUAHGSME|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL 2ZTXYMUAHCIAU|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "2.28%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "70bbc60c969f18e943e8e00cf0f7a0ea"}
+            {"OrderListHash", "7804b3dcf20d3096a2265a289fa81cd3"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs

@@ -108,7 +108,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public virtual int AlgorithmHistoryDataPoints => 0;
+        public virtual int AlgorithmHistoryDataPoints => 2;
 
         /// <summary>
         /// Final status of the algorithm
@@ -144,10 +144,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-0.725"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$580000.00"},
-            {"Lowest Capacity Asset", "SPXW 31K54PVWHYTTA|SPX 31"},
+            {"Lowest Capacity Asset", "SPXW 31K54PVWHUJHQ|SPX 31"},
             {"Portfolio Turnover", "0.40%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "03148bbb5453fc1056a3285bd31ce158"}
+            {"OrderListHash", "db5e3681c5fa1888262f2370a9b14c11"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs

@@ -150,10 +150,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0.589"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$13000000.00"},
-            {"Lowest Capacity Asset", "SPXW XKX6S2GMDZSE|SPX 31"},
+            {"Lowest Capacity Asset", "SPXW XKX6S2GM9PGU|SPX 31"},
             {"Portfolio Turnover", "0.28%"},
             {"Drawdown Recovery", "2"},
-            {"OrderListHash", "9d03f85003416861df07ccb31a18af9a"}
+            {"OrderListHash", "17764ae9e216d003b1f3ce68d15b68ef"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateTradableIndexAlgorithm.cs

@@ -87,10 +87,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-1.771"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$3000.00"},
-            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
             {"Portfolio Turnover", "24.03%"},
             {"Drawdown Recovery", "9"},
-            {"OrderListHash", "691cf4990024b856a0a70255c9fd2545"}
+            {"OrderListHash", "fcd6fddb0a315e21095c2b35eb633e2b"}
         };
     }
 }

Algorithm.CSharp/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs

@@ -81,7 +81,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 256;
+        public int AlgorithmHistoryDataPoints => 296;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/BybitCryptoFuturesRegressionAlgorithm.cs

@@ -226,7 +226,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 10;
+        public int AlgorithmHistoryDataPoints => 213;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs

@@ -79,7 +79,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 50;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/ClassicRangeConsolidatorWithTickAlgorithm.cs

@@ -38,5 +38,10 @@ namespace QuantConnect.Algorithm.CSharp
                 throw new RegressionTestException($"All RangeBar's should have non-zero volume, but this doesn't");
             }
         }
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public override int AlgorithmHistoryDataPoints => 26;
     }
 }

Algorithm.CSharp/ClassicRenkoConsolidatorAlgorithm.cs

@@ -120,7 +120,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm.cs

@@ -114,7 +114,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 7;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CoarseFineFundamentalRegressionAlgorithm.cs

@@ -164,7 +164,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 18;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CoarseFineOptionUniverseChainRegressionAlgorithm.cs

@@ -211,7 +211,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Lowest Capacity Asset", "AOL R735QTJ8XC9X"},
             {"Portfolio Turnover", "17.64%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "228e694280e05c8aa24246a5866b5a83"}
+            {"OrderListHash", "a8605c1f5a9c67f60f1ddc963ec45542"}
         };
     }
 }

Algorithm.CSharp/CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs

@@ -116,7 +116,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 25;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CoarseFundamentalTop3Algorithm.cs

@@ -123,7 +123,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 40;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CoarseNoLookAheadBiasAlgorithm.cs

@@ -97,7 +97,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CoarseSelectionTimeRegressionAlgorithm.cs

@@ -104,7 +104,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 6;
+        public int AlgorithmHistoryDataPoints => 36;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CoarseSelectionsAutomaticSeedRegressionAlgorithm.cs

@@ -43,7 +43,6 @@ namespace QuantConnect.Algorithm.CSharp
             SetEndDate(2015, 03, 01);
             SetCash(100000);
 
-            Settings.SeedInitialPrices = true;
             UniverseSettings.Resolution = Resolution.Daily;
 
             AddUniverse((coarse) =>

Algorithm.CSharp/Collective2PortfolioSignalExportDemonstrationAlgorithm.cs

@@ -153,7 +153,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 50;
+        public int AlgorithmHistoryDataPoints => 60;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/Collective2SignalExportDemonstrationAlgorithm.cs

@@ -176,7 +176,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 50;
+        public int AlgorithmHistoryDataPoints => 60;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/ComboLegLimitOrderAlgorithm.cs

@@ -85,7 +85,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 0;
+        public override int AlgorithmHistoryDataPoints => 135;
 
         /// <summary>
         /// Final status of the algorithm
@@ -121,10 +121,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$26.00"},
             {"Estimated Strategy Capacity", "$58000.00"},
-            {"Lowest Capacity Asset", "GOOCV W78ZERHAT67A|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "30.22%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "6168ffaa5b9f3c389f5da52e90455889"}
+            {"OrderListHash", "ab6171073cd96df46fd9d7bce62f5594"}
         };
     }
 }

Algorithm.CSharp/ComboLimitOrderAlgorithm.cs

@@ -151,7 +151,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 0;
+        public override int AlgorithmHistoryDataPoints => 135;
 
         /// <summary>
         /// Final status of the algorithm
@@ -187,10 +187,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$52.00"},
             {"Estimated Strategy Capacity", "$5000.00"},
-            {"Lowest Capacity Asset", "GOOCV W78ZERHAT67A|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "60.91%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "7daf3d43bef2b023ab26517085840c0e"}
+            {"OrderListHash", "100742aeee45101940dc60e26fa1aa39"}
         };
     }
 }

Algorithm.CSharp/ComboMarketOrderAlgorithm.cs

@@ -57,7 +57,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 0;
+        public override int AlgorithmHistoryDataPoints => 135;
 
         /// <summary>
         /// Final status of the algorithm
@@ -93,10 +93,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$26.00"},
             {"Estimated Strategy Capacity", "$69000.00"},
-            {"Lowest Capacity Asset", "GOOCV W78ZERHAT67A|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "30.35%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "0b9f42bc22c9c7c382bc57a64c99f7e5"}
+            {"OrderListHash", "615c795b0c450cb8e4c3cba803ebb180"}
         };
     }
 }

Algorithm.CSharp/ComboOrderAlgorithm.cs

@@ -58,7 +58,7 @@ namespace QuantConnect.Algorithm.CSharp
             var option = AddOption(equity.Symbol, fillForward: true);
             _optionSymbol = option.Symbol;
 
-            option.SetFilter(u => u.StandardsOnly().Strikes(-2, +2)
+            option.SetFilter(u => u.Strikes(-2, +2)
                   .Expiration(0, 180));
         }
 

Algorithm.CSharp/ComboOrderTicketDemoAlgorithm.cs

@@ -47,7 +47,7 @@ namespace QuantConnect.Algorithm.CSharp
             var option = AddOption(equity.Symbol, fillForward: true);
             _optionSymbol = option.Symbol;
 
-            option.SetFilter(u => u.StandardsOnly().Strikes(-2, +2)
+            option.SetFilter(u => u.Strikes(-2, +2)
                   .Expiration(0, 180));
         }
 
@@ -243,7 +243,8 @@ namespace QuantConnect.Algorithm.CSharp
             }
             if (orderEvent.Quantity != order.Quantity)
             {
-                throw new RegressionTestException($@"OrderEvent quantity should hold the current order Quantity. Got {orderEvent.Quantity}, expected {order.Quantity}");
+                throw new RegressionTestException($@"OrderEvent quantity should hold the current order Quantity. Got {orderEvent.Quantity
+                    }, expected {order.Quantity}");
             }
             if (order is ComboLegLimitOrder && orderEvent.LimitPrice == 0)
             {
@@ -302,7 +303,8 @@ namespace QuantConnect.Algorithm.CSharp
             {
                 throw new RegressionTestException(
                     "There were expected 6 filled market orders, 3 filled combo limit orders and 6 filled combo leg limit orders, " +
-                    $@"but there were {filledComboMarketOrders.Count} filled market orders, {filledComboLimitOrders.Count} filled combo limit orders and {filledComboLegLimitOrders.Count} filled combo leg limit orders");
+                    $@"but there were {filledComboMarketOrders.Count} filled market orders, {filledComboLimitOrders.Count
+                    } filled combo limit orders and {filledComboLegLimitOrders.Count} filled combo leg limit orders");
             }
 
             if (openOrders.Count != 0 || openOrderTickets.Count != 0)
@@ -334,7 +336,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 135;
 
         /// <summary>
         /// Final status of the algorithm
@@ -370,10 +372,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$26.00"},
             {"Estimated Strategy Capacity", "$2000.00"},
-            {"Lowest Capacity Asset", "GOOCV W78ZERHAT67A|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "58.98%"},
             {"Drawdown Recovery", "0"},
-            {"OrderListHash", "bec09c16bbc4d87a4e5122f29dd5a38b"}
+            {"OrderListHash", "e69460f62d4c165fe4b4a9bff1f48962"}
         };
     }
 }

Algorithm.CSharp/ComboOrdersFillModelAlgorithm.cs

@@ -124,7 +124,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CompleteOrderTagUpdateAlgorithm.cs

@@ -162,7 +162,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CompositeAlphaModelFrameworkAlgorithm.cs

@@ -74,7 +74,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 208;
+        public int AlgorithmHistoryDataPoints => 248;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CompositeIndicatorWorksAsExpectedRegressionAlgorithm.cs

@@ -87,7 +87,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 50;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/CompositeRiskManagementModelFrameworkAlgorithm.cs

@@ -68,7 +68,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/ConfidenceWeightedFrameworkAlgorithm.cs

@@ -81,7 +81,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm

Algorithm.CSharp/ConsolidateDifferentTickTypesRegressionAlgorithm.cs

@@ -124,7 +124,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 26;
 
         /// <summary>
         /// Final status of the algorithm