I have an algo that uses the following and is suddenly not working.  Did something change with QC or LEAN?

 def Initialize(self):
 	self.SetSecurityInitializer(self.customSecurityInitializer)
 	
 def customSecurityInitializer(self, security):            
            security.SetDataNormalizationMode(DataNormalizationMode.Raw)
            for bar in self.GetLastKnownPrices(security.Symbol):
                security.SetMarketPrice(bar)

This code has always worked just fine, but now I am getting runtime errors that certain equity assets are set to adjusted and I need to set to DataNormalizationMode.Raw

Runtime Error: ArgumentException : The underlying equity asset (SGMO) is set to Adjusted, please change this to DataNormalizationMode.Raw with the SetDataNormalization() method at QuantConnect.Algorithm.QCAlgorithm.AddOptionContract(Symbol symbol, Nullable`1 resolution, Boolean fillDataForward, Decimal leverage) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Algorithm/QCAlgorithm.cs:line 1822 at OptionsFilter self.AddOptionContract(contract in main.py: line 132

I tried running the algo over dates that I know I've backtested successfully before and still get this error.  FYI, I am using universes if that makes a difference.

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