Benchmark data mixed normalization mode fix

[jhonabreul]

Description

Skip the security security initializer for benchmark securities, avoiding the user defined ones (if set).

A user defined security initializer might use a security seeder or set the security market price with historical data and:

• If the benchmark security has not been added to the algorithm, there won't be a subscription data config to use for the historical data request.
• In this case, the universe settings will be used to make a subscription data config for the request, and if the user sets the data normalization mode to != Adjusted (which is used for benchmark securities) and the data will be mixed with initial Raw values (for example) and then the normal adjusted ones.

We avoid this by not initializing the benchmark security, since it does not need it

Regression algorithms AlgorithmHistoryDataPoints decrease:

These algorithms use user defined security initializers that set the security market price with historical data. These history requests are skipped for benchmark securities, hence the decrease.

Related Issue

Close #7846

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Unit test and regression algorithms

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[Martin-Molinero]

Thank you! 👍