Align algorithm time to StartDate before OnWarmupFinished fires

Author: JosueNina

Engine/AlgorithmManager.cs

@@ -727,18 +727,6 @@ private IEnumerable<TimeSlice> Stream(IAlgorithm algorithm, ISynchronizer synchr
                 {
                     // warmup finished, send an update
                     warmingUp = false;
-
-                    // Align time to StartDate so OnWarmupFinished always fires at midnight,
-                    // even when the first post warmup slice arrives later (e.g. a ScheduledUniverse at 8 AM).
-                    if (!algorithm.LiveMode)
-                    {
-                        var warmupEndUtc = algorithm.StartDate.ConvertToUtc(algorithm.TimeZone);
-                        if (algorithm.UtcTime > warmupEndUtc)
-                        {
-                            algorithm.SetDateTime(warmupEndUtc);
-                        }
-                    }
-
                     // we trigger this callback here and not internally in the algorithm so that we can go through python if required
                     algorithm.OnWarmupFinished();
                     algorithm.Debug("Algorithm finished warming up.");

Engine/DataFeeds/Synchronizer.cs

@@ -30,6 +30,7 @@ namespace QuantConnect.Lean.Engine.DataFeeds
     public class Synchronizer : ISynchronizer, IDataFeedTimeProvider, IDisposable
     {
         private DateTimeZone _dateTimeZone;
+        private DateTime _warmupEndUtc;
 
         /// <summary>
         /// The algorithm instance
@@ -116,6 +117,13 @@ public virtual IEnumerable<TimeSlice> StreamData(CancellationToken cancellationT
                 // check for cancellation
                 if (timeSlice == null || cancellationToken.IsCancellationRequested) break;
 
+                // If the first post warmup slice skips past StartDate, emit a time pulse at StartDate
+                // so the algorithm time is aligned before OnWarmupFinished fires
+                if (!Algorithm.LiveMode && Algorithm.IsWarmingUp && timeSlice.Time > _warmupEndUtc)
+                {
+                    yield return TimeSliceFactory.CreateTimePulse(_warmupEndUtc);
+                }
+
                 if (timeSlice.IsTimePulse && Algorithm.UtcTime == timeSlice.Time)
                 {
                     previousWasTimePulse = timeSlice.IsTimePulse;
@@ -167,6 +175,7 @@ protected virtual void PostInitialize()
 
             // this is set after the algorithm initializes
             _dateTimeZone = Algorithm.TimeZone;
+            _warmupEndUtc = Algorithm.StartDate.ConvertToUtc(_dateTimeZone);
             TimeSliceFactory = new TimeSliceFactory(_dateTimeZone);
             SubscriptionSynchronizer.SetTimeSliceFactory(TimeSliceFactory);
         }