Seed runtime-added currency conversion rates immediately#9568
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JosueNina wants to merge 3 commits into
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Seed runtime-added currency conversion rates immediately#9568JosueNina wants to merge 3 commits into
JosueNina wants to merge 3 commits into
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Fixes the spurious 'The conversion rate for <currency> is not available' runtime error caused by a two-path seeding asymmetry. The setup path (BaseSetupHandler.SetupCurrencyConversions) wires up a currency's conversion feed AND seeds its rate via history/last-known-price so the rate is non-zero right away. The runtime path (UniverseSelection.EnsureCurrencyDataFeeds, invoked during universe selection / SetCash mid-run) only created the conversion subscription and left the rate at 0 until the first bar of the pair arrived. Any conversion in that gap (classically a midnight scheduled SetHoldings firing before the day's first conversion-pair bar) threw. EnsureCurrencyDataFeeds now seeds newly introduced, still-zero-rate conversion securities and calls cash.Update(), mirroring the setup path. Seeding is gated behind a seedNewCurrencies flag (default true) so the setup caller, which performs its own optionally white-listed seeding, can opt out and not regress white-list semantics. SeedSecurities degrades gracefully when no history/data is available, leaving the rate at 0 as before, so live mode and no-history scenarios are safe. Adds a regression test exercising the runtime path. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
CI failures from the runtime currency-conversion seeding change: 1. AlgorithmWarmupTests.WarmUpInternalSubscriptions threw ArgumentNullException because the new EnsureCurrencyDataFeeds seeding path ran GetLastKnownPrices in a stub where the conversion security lacked SymbolProperties. Pre-seeding is best-effort and must never break the algorithm, so wrap it in try/catch and degrade gracefully (leave the rate at 0, the pre-fix behavior) - matching the documented intent. The first conversion-pair bar still updates the rate. 2. ScheduledUniverseSelectionModelRegressionAlgorithm (C# + Python) asserted AlgorithmHistoryDataPoints == 0. The algorithm runtime-adds Forex pairs (EURGBP -> GBP cash) via scheduled universe selection; the fix now correctly seeds that runtime currency's conversion rate with a last-known-price history request (deterministically 50 points). The old 0 reflected the buggy unseeded behavior, so update the expectation to 50. No other statistics changed. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Description
If a currency is added while the algorithm is running (for example a scheduled event adds a security whose quote currency isn't in the cashbook yet), the runtime path created the conversion feed but never set its rate. The rate stayed at 0 until the first bar of the pair arrived, so any conversion before that, like a scheduled SetHoldings, would throw "The conversion rate for X is not available".
The warmup setup path already seeds these rates, but the runtime path didn't. This change makes the runtime path seed them the same way, only when a new feed is actually added, and it falls back safely when there is no data so live trading isn't affected.
Motivation and Context
N/A
Requires Documentation Change
N/A
How Has This Been Tested?
It was tested using unit and regression tests.
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>