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[codex] Fix manual session warm-up with daily bars#9439

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aiSynergy37 wants to merge 1 commit intoQuantConnect:masterfrom
aiSynergy37:codex/fix-manual-forex-session-warmup
Draft

[codex] Fix manual session warm-up with daily bars#9439
aiSynergy37 wants to merge 1 commit intoQuantConnect:masterfrom
aiSynergy37:codex/fix-manual-forex-session-warmup

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Summary

  • Let Session.Update ingest already-daily TradeBar/QuoteBar data directly as completed session bars
  • Preserve the existing intraday consolidator path for lower-resolution session updates
  • Add regression coverage for manual daily Forex quote bar session warm-up

Issue

Fixes #9353

Testing

  • dotnet build Common/QuantConnect.csproj --no-restore --nologo -v:q -clp:ErrorsOnly
  • dotnet build Tests/QuantConnect.Tests.csproj --no-restore --nologo -v:q -clp:ErrorsOnly -p:RunAnalyzers=false -m:1 -p:UseSharedCompilation=false
  • Attempted focused test: dotnet test Tests/QuantConnect.Tests.csproj --filter "FullyQualifiedName=QuantConnect.Tests.Indicators.SessionTests.DailyQuoteBarsPopulateSessionDirectly" --no-restore --no-build -m:1 --logger "console;verbosity=minimal"
    • Blocked locally by Windows Application Control: An Application Control policy has blocked this file. (0x800711C7) for Tests/bin/Debug/QuantConnect.Tests.dll.

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Manually Warming Up the Forex Session

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