Seed security prices by default

[Martin-Molinero]

Expected Behavior

• Add new algorithm setting, enabled by default, for security seed. If enabled after a security is added we should seed an initial historical price to them

Actual Behavior

• Security currently do not have an initial price set

Potential Solution

• After universe selection, for all security additions changes, we can run them through a history request to see their initial price. See related GetLastKnownPrices, currently supports a single asset, we want to run history requests in parallel -> universe selection of 500 assets can't seed sequentially

Reproducing the Problem

N/A

System Information

N/A

Checklist

• [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

[ArthurAsenheimer]

@Martin-Molinero I think this is a great idea and it would benefit most users. I just want to add a suggestion and I don't want to open a new ticket because it fits so well here. Could we extend the security seeder to also take into account the open interest for futures and options?

[Martin-Molinero]

See related https://github.com/QuantConnect/Lean/issues/4736

[jhonabreul]

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