Backtests today are using unadjusted prices, not responding to changes in add_equity

It seems there might have been a change in how your algorithm's data normalization mode was set, or possibly a change in the platform's default settings. Here's what you can do to ensure your algorithm uses the desired data normalization mode:

1. Explicitly Set Data Normalization Mode: Ensure that your algorithm explicitly sets the data_normalization_mode for each security. You can do this using the add_equity method or by setting it in the universe_settings property.

   # Using add_equity method
   self.add_equity("SPY", Resolution.DAILY, data_normalization_mode=DataNormalizationMode.ADJUSTED)
   
   # Using universe_settings
   self.universe_settings.data_normalization_mode = DataNormalizationMode.ADJUSTED
   

2. Check for Platform Updates: There might have been updates or changes in the QuantConnect platform affecting default settings. It's always a good idea to check the QuantConnect forums or announcements for any updates.

3. Verify Initialization: Make sure your algorithm's initialize method correctly sets the data_normalization_mode for all securities. This ensures consistency across different runs.

4. Documentation and Support: If the issue persists, consult the QuantConnect documentation and forums for any announcements related to changes in data normalization practices or defaults. You can also reach out to QuantConnect support for further assistance.

By explicitly setting the data normalization mode, you can avoid unexpected changes in your backtest results due to platform updates or default setting changes.

Sources: Set Equity Data Normalization Mode On Add Equity, US Equity - QuantConnect.com, Universe Settings - QuantConnect.com, Settings - QuantConnect.com, Raw Prices Universe Regression Algorithm