Securities Selected in Coarse/FineFundamental Have Market Price Set

[AlexCatarino]

Expected Behavior

Securities selected in Coarse/FineFundamental have the market price set.

Actual Behavior

Price is zero, and algorithms need to implement initialization logic to be able to place orders.

Potential Solution

Use CoarseFundamental members Price, PriceFactor, and SplitFactor (AdjustedPrice) to set the market price of the security.

Reproducing the Problem

Call SetHoldings in OnSecuritiesChanged method.

Checklist

• [x] I have completely filled out this template
• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues
• [x] I have provided detailed steps to reproduce the issue

[jhonabreul]

AlgorithmSettings.SeedInitialPrices is false by default, opening this issue again until we can enable it by default (performance needs to be improved)