Fix InstrumentProvider initialization behavior

Allow reload when `reload` flag is `True`.

RELEASES.md

@@ -26,6 +26,7 @@ This release will be the final version that uses Poetry for package and dependen
 - Fixed `CustomData` import in `DataEngine` (#2207), thanks @graceyangfan and @faysou
 - Fixed databento helper function (#2208), thanks @faysou
 - Fixed live reconciliation of generated order fills to use the `venue_position_id` (when provided)
+- Fixed `InstrumentProvider` initialization behavior when `reload` flag `True`, thanks @ryantam626
 
 ### Documentation Updates
 None

nautilus_trader/common/providers.py

@@ -160,25 +160,26 @@ async def initialize(self, reload: bool = False) -> None:
             while self._loading:
                 await asyncio.sleep(0.1)
 
-        if not self._loaded:
-            self._log.info("Initializing instruments")
+        if not reload and self._loaded:
+            return  # Already loaded
 
-            # Set state flag
-            self._loading = True
+        # Set state flag
+        self._loading = True
+        self._log.info("Initializing instruments")
 
-            if self._load_all_on_start:
-                await self.load_all_async(self._filters)
-            elif self._load_ids_on_start:
-                instrument_ids = [
-                    i if isinstance(i, InstrumentId) else InstrumentId.from_str(i)
-                    for i in self._load_ids_on_start
-                ]
+        if self._load_all_on_start:
+            await self.load_all_async(self._filters)
+        elif self._load_ids_on_start:
+            instrument_ids = [
+                i if isinstance(i, InstrumentId) else InstrumentId.from_str(i)
+                for i in self._load_ids_on_start
+            ]
 
-                instruments_str = ", ".join([i.value for i in instrument_ids])
-                filters_str = "..." if not self._filters else f" with filters {self._filters}..."
-                self._log.info(f"Loading instruments: {instruments_str}{filters_str}")
+            instruments_str = ", ".join([i.value for i in instrument_ids])
+            filters_str = "..." if not self._filters else f" with filters {self._filters}..."
+            self._log.info(f"Loading instruments: {instruments_str}{filters_str}")
 
-                await self.load_ids_async(instrument_ids, self._filters)
+            await self.load_ids_async(instrument_ids, self._filters)
 
         if self._instruments:
             self._log.info(f"Loaded {self.count} instruments")