ErrLookup › QuantConnect/Lean
QuantConnect/Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#) · C# · 4,818 source files
Analyzed at d2c3659f87 on 2026-08-13. 215 documented errors.
| Code / Message | Type | Severity | Tags |
|---|---|---|---|
| ShareClassMeanReversionAlphaModel: symbols parameter must co | validation | error | alpha-model, pairs-trading, validation, argument-exception, quantconnect |
| {Time} - Unexpected symbol changed event old symbol: {change | exception | error | futures, continuous-contract, symbol-mapping, regression-test, eurex, rollover |
| {Time} - Unexpected symbol changed event new symbol: {change | exception | error | futures, continuous-contract, symbol-mapping, regression-test, eurex, rollover |
| {Time} - Portfolio should not be invested after the traded c | exception | error | futures, delisting, liquidation, regression-test, eurex, portfolio |
| {Time} - Unexpected order event symbol: {orderEvent.Symbol}. | exception | error | futures, order-event, regression-test, eurex, order-management |
| {Time} - Unexpected buy order event status: {orderEvent.Stat | exception | error | futures, order-event, state-machine, regression-test, eurex, fills |
| {Time} - Unexpected sell order event status: {orderEvent.Sta | exception | error | futures, order-event, state-machine, regression-test, eurex, liquidation |
| {Time} - Unexpected liquidated quantity: {_liquidatedQuantit | exception | error | futures, order-event, quantity, regression-test, eurex, liquidation |
| Unexpected number of symbol changed events (mappings): {_map | exception | error | futures, continuous-contract, symbol-mapping, regression-test, eurex, invariant |
| Contract was not delisted | exception | error | futures, delisting, regression-test, eurex, invariant |
| Unexpected sold quantity: {_boughtQuantity} and liquidated q | exception | error | futures, order-event, invariant, regression-test, eurex, trading |
| {Time} unexpected symbol changed event {changedEvent}! | exception | error | futures, continuous-contract, symbol-mapping, regression-test, timing |
| Invalid buying power model. Found: {buyingPowerModel.GetType | exception | error | futures, buying-power, margin, regression-test, security-configuration |
| Future contracts did not work up as expected: {addedSecurity | exception | error | futures, universe-selection, data, regression-test, security-configuration |
| {Time} unexpected symbol changed event {changedEvent}! | exception | warning | futures, continuous-contract, symbol-mapping, regression-test, daily-resolution, timing |
| Empty history at {Time} | exception | error | futures, history, scheduled-event, data, regression-test, warmup |
| Scheduled Event did not assert history call as many times as | exception | error | futures, history, scheduled-event, regression-test, invariant |
| {Time} unexpected symbol changed event {changedEvent}! | exception | warning | futures, continuous-contract, symbol-mapping, regression-test, extended-market, timing |
| Invalid buying power model. Found: {buyingPowerModel.GetType | exception | error | futures, buying-power, margin, regression-test, extended-market, security-configuration |
| Future contracts did not work up as expected: {addedSecurity | exception | error | futures, universe-selection, data, regression-test, extended-market, security-configuration |
| Indicators are not ready! | exception | error | quantconnect, indicators, ema, warmup, regression-test |
| Index is not tradable. | exception | error | quantconnect, index, tradability, regression-test, portfolio |
| Bar Count {BarCounter} is not expected count of {ExpectedBar | exception | error | quantconnect, daily-data, bar-count, data-pipeline, regression-test |
| Unexpected open interest time: {openInterest.Single().EndTim | exception | error | quantconnect, open-interest, timestamp, data-pipeline, timezone, regression-test |
| Unexpected history count: {history.Count} | exception | error | quantconnect, history, bar-count, data-pipeline, regression-test |
| Unexpected history data start time | exception | error | quantconnect, history, timestamp, market-hours, timezone, regression-test |
| Unexpected history data end time | exception | error | quantconnect, history, timestamp, market-hours, daily-precise-end-time, regression-test |
| Index is not tradable. | exception | error | quantconnect, index, tradability, options, regression-test, portfolio |
| Trade volume should be greater than zero by the end of this | exception | error | quantconnect, options, trade-volume, ema-cross, regression-test |
| Indicators are not ready! | exception | error | quantconnect, indicators, ema, warmup, options, regression-test |
| Index is not tradable. | exception | error | quantconnect, index, india-market, tradability, regression-test, portfolio |
| Expiry event was not at the correct time, {orderEvent.UtcTim | exception | error | quantconnect, options, expiration, timezone, utc, regression-test |
| Algorithm did not process the option expiration like expecte | exception | error | quantconnect, options, expiration, order-event, regression-test |
| Unexpected order event symbol! | exception | error | quantconnect, options, spx-weekly, option-strategy, symbol-validation, regression-test |
| Index is tradable. | exception | error | quantconnect, index, tradable, order-fill, regression-test |
| Expected positive buying power from BNFCR, got {buyingPower. | exception | error | quantconnect, binance, crypto-futures, bnfcr, buying-power, margin, regression-test |
| Order rejected — BNFCR collateral should cover margin | exception | error | quantconnect, binance, crypto-futures, order-rejection, margin, bnfcr, regression-test |
| Expected positive TotalMarginUsed, got {Portfolio.TotalMargi | exception | error | quantconnect, binance, crypto-futures, margin, portfolio, regression-test |
| ETHUSDC buying power ({ethBuyingPower.Value}) must be less t | exception | error | quantconnect, binance, crypto-futures, bnfcr, shared-collateral, buying-power, margin, regression-test |
| Expected an open position at end of algorithm | exception | error | quantconnect, binance, crypto-futures, position, portfolio, regression-test |
| Unexpected cached margin interest rate for {interestRate.Key | exception | error | regression-test, margin-interest-rate, data-cache, crypto-futures |
| The ticker did not rename throughout the course of its life | exception | error | regression-test, symbol-mapping, custom-data, map-file |
| The time zone of security {firstCustomSecurity} should be {T | exception | error | regression-test, custom-data, time-zone, add-data |
| The time zone of security {secondCustomSecurity} should be { | exception | error | regression-test, custom-data, time-zone, multi-market |
| {ActiveSecurities.Count.ToString().ToCamelCase()} data point | exception | error | regression-test, data-alignment, fill-forward, custom-data |
| No points were received | exception | error | regression-test, no-data, data-feed, custom-data |
| Custom data was not received | exception | error | regression-test, custom-data, zip-file, network |
| Custom data was not received | exception | error | regression-test, custom-data, zip-file, remote-source |
| CustomMarginInterestRateModel was not set | exception | error | regression-test, margin-interest-rate, brokerage-model, set-model |
| CustomMarginInterestRateModel was not called | exception | error | regression-test, margin-interest-rate, model-invocation, holdings |
| Expected cash {expectedCash} but got {Portfolio.Cash} | exception | error | regression-test, margin-interest-rate, cash-accounting, compounding |
| CustomOptionPriceModel.Evaluate() was never called | exception | error | regression-test, option-price-model, options, model-invocation |
| There should not be more than 5 data points, but there were | exception | error | regression-test, data-filter, equities, minute-data |
| Algorithm should have just 1 order, but was {transactions} | exception | error | regression-test, shortable-provider, orders, shorting |
| Quantity of order {_orderId} should be -1001, but was {order | exception | error | regression-test, shortable-provider, order-quantity, shorting |
| Fee rate should be 0.0025, but was {feeRate} | exception | error | regression-test, shortable-provider, fee-rate, brokerage-model |
| Fee rate should be 0.0507, but was {rebateRate} | exception | error | regression-test, shortable-provider, rebate-rate, brokerage-model |
| Universe selection should have been triggered right away. Th | exception | error | regression-test, universe-selection, custom-universe, ordering |
| Universe selection should have been triggered right away | exception | error | regression-test, universe-selection, securities-changed, ordering |
| Expected {ExpectedSymbols.Count} stocks to be added to the a | exception | error | quantconnect, lean, universe-selection, regression-test, securities |
| Expected symbols were not added to the algorithm | exception | error | quantconnect, lean, universe-selection, regression-test, symbols, equality |
| Expected events didn't happen | exception | error | quantconnect, lean, lifecycle, regression-test, ondata, universe-selection |
| Unexpected data count: {slice.Count} | exception | error | quantconnect, lean, ondata, slice, regression-test, data-sync |
| Unexpected ActiveSecurities count: {ActiveSecurities.Count} | exception | error | quantconnect, lean, active-securities, subscriptions, regression-test |
| We expected 'SPY' to be added to the Symbol cache, since the | exception | error | quantconnect, lean, symbol-cache, benchmark, reference-equality, regression-test |
| Unexpected Bar error | exception | error | quantconnect, lean, bars, resolution, fill-forward, universe-selection, regression-test |
| For the same date expected data updates every 1 minute | exception | error | quantconnect, lean, minute-data, timing, resolution, regression-test |
| Security Price error. Price should change every new hour | exception | error | quantconnect, lean, hour-data, price, resolution, regression-test |
| Security Price error. Price should not change every minute | exception | error | quantconnect, lean, hour-data, price, resolution-isolation, regression-test |
| Benchmark value error - expected: {_previousBenchmarkValue} | exception | error | quantconnect, lean, benchmark, resolution, regression-test |
| Benchmark value error - expected a new value, current {curre | exception | error | quantconnect, lean, benchmark, hour-change, regression-test |
| Leverage error - expected: {ExpectedLeverage}, actual: {secu | exception | error | quantconnect, lean, leverage, security, benchmark, regression-test |
| OnData was not called | exception | error | quantconnect, lean, ondata, lifecycle, data-feed, regression-test |
| _customWarmUp indicator was expected to be ready | exception | error | quantconnect, lean, indicator, warmup, history, regression-test |
| _customWarmUp indicator was expected to have processed 60 da | exception | error | quantconnect, lean, indicator, warmup, samples, history, regression-test |
| _customNotWarmUp indicator wasn't expected to be warmed up | exception | error | quantconnect, lean, indicator, warmup, interface-check, regression-test |
| _customNotInherit indicator was expected to be ready | exception | error | quantconnect, lean, indicator, sma, warmup, builtin, regression-test |
| _customNotInherit indicator was expected to have processed 6 | exception | error | quantconnect, lean, indicator, sma, warmup, samples, history, regression-test |
| _duplicateSMA indicator was expected to be ready | exception | error | quantconnect, lean, indicator, warmup, multiple-indicators, sma, regression-test |
| _duplicateSMA indicator was expected to have processed 60 da | exception | error | quantconnect, indicator, warmup, sma, regression-test |
| Unexpected data count {_dataCount}. Expected 13 | exception | error | quantconnect, delisting, data-count, regression-test, equity |
| Did not receive expected security changes removal! Got {_rec | exception | error | quantconnect, delisting, universe-selection, security-changes, regression-test |
| [{UtcTime}] We hold a delisted securities: {string.Join(",", | exception | critical | quantconnect, futures, future-options, delisting, position-management, regression-test |
| We expected some FOP trading to happen | exception | error | quantconnect, future-options, option-chain, filter, regression-test |
| We shouldn't be invested anymore | exception | error | quantconnect, future-options, portfolio, delisting, regression-test |
| One or more custom data fields (Open, High, Low, Close, Pric | exception | error | quantconnect, custom-data, object-store, csv-parsing, regression-test |
| Custom data was not fetched | exception | error | quantconnect, custom-data, object-store, subscription, regression-test |
| History request returned different data than expected | exception | error | quantconnect, custom-data, history, resolution, regression-test |
| Order failure: {history[i].EndTime} > {history[i + 1].EndTim | exception | error | quantconnect, custom-data, history, sorting, regression-test |
| Total Profit: Expected {_sumOfDividends}. Actual {Portfolio. | exception | error | quantconnect, dividends, portfolio, normalization-mode, regression-test |
| Total Net Profit: Expected {expectNetProfit}. Actual {Portfo | exception | error | quantconnect, dividends, portfolio, fees, regression-test |
| {_symbol} Total Dividends: Expected {_sumOfDividends}. Actua | exception | error | quantconnect, dividends, security-holding, portfolio, regression-test |
| Unexpected universe data count {historicalSelectionData.Coun | exception | error | quantconnect, universe-selection, custom-data, history, remote-file, regression-test |
| Unexpected universe data receieved | exception | error | quantconnect, universe-selection, custom-data, csv-parsing, regression-test |
| Expected option assignment but got: {orderEvent} | exception | error | quantconnect, options, assignment, order-events, regression-test |
| Expected stock assignment but got: {orderEvent} | exception | error | quantconnect, options, assignment, order-events, symbol-mapping, regression-test |
| Unexpected order fill event: {orderEvent} | exception | error | quantconnect, options, order-events, state-machine, regression-test |
| Unexpected cancel pending event: {orderEvent} | exception | error | quantconnect, options, order-cancellation, delisting, state-machine, regression-test |
| Unexpected cancel event: {orderEvent} | exception | error | quantconnect, options, order-cancellation, delisting, state-machine, regression-test |
| Unexpected delisting events | exception | error | quantconnect, lean, regression-test, options, delisting, event-validation |
| Unexpected delisting warning event: {delisting} | exception | error | quantconnect, lean, regression-test, options, delisting, state-machine, ordering |
| Unexpected delisting event: {delisting} | exception | error | quantconnect, lean, regression-test, options, delisting, ordering, idempotency |
| Option was not sold | exception | error | quantconnect, lean, regression-test, options, order-fill, postcondition |
| Option was not assigned | exception | error | quantconnect, lean, regression-test, options, assignment, postcondition |
| Stock was not assigned | exception | error | quantconnect, lean, regression-test, options, assignment, portfolio, postcondition |
| Option delisting warning was not received | exception | error | quantconnect, lean, regression-test, options, delisting, postcondition |
| Option was not delisted | exception | error | quantconnect, lean, regression-test, options, delisting, postcondition |
| Order was not canceled | exception | error | quantconnect, lean, regression-test, orders, cancellation, postcondition |
| There should be no open orders | exception | error | quantconnect, lean, regression-test, orders, postcondition, cleanup |
| Portfolio should be invested | exception | error | quantconnect, lean, regression-test, portfolio, positions, postcondition |
| Portfolio should have the stock | exception | error | quantconnect, lean, regression-test, portfolio, position-groups, postcondition |
| SMA was not updated. | exception | error | quantconnect, lean, regression-test, indicators, sma, subscriptions, data-flow |
| Expected a single subscription to exist ({spx}) | exception | error | quantconnect, lean, regression-test, subscriptions, index, invariant |
| Expected subscriptions for the added index option contract | exception | error | quantconnect, lean, regression-test, subscriptions, index-options, invariant |
| Expected a single subscription for the underlying index secu | exception | error | quantconnect, lean, regression-test, subscriptions, index-options, deduplication, regression-guard |
| Unexpected open order {order} | exception | error | quantconnect, lean, regression-test, insights, orders, alpha, precondition |
| Expected open order for emitted insight | exception | error | quantconnect, lean, regression-test, insights, portfolio-construction, alpha, postcondition |
| Unexpected open order for emitted insight: {order} | exception | error | quantconnect, lean, regression-test, insights, portfolio-construction, order-direction, postcondition |
| Unexpected holdings | exception | error | quantconnect, lean, regression-test, insights, portfolio, short-selling, postcondition |
| Unexpected open order {order} | exception | error | regression-test, orders, insights, csharp |
| MaximumSharpeRatioPortfolioOptimizer.portfolio_variance: Vol | validation | error | portfolio-optimizer, numpy, scipy, covariance |
| Long position must be allowed in MeanReversionPortfolioConst | validation | error | portfolio-construction, configuration, portfolio-bias |
| Total must be > 0 for Euclidean Projection onto the Simplex. | validation | error | portfolio-construction, linear-algebra, numpy, validation |
| MinimumVariancePortfolioOptimizer.portfolio_variance: Volati | validation | error | portfolio-optimizer, numpy, scipy, covariance |
| Long position must be allowed in RiskParityPortfolioConstruc | validation | error | portfolio-construction, configuration, portfolio-bias |
| MaximumSectorExposureRiskManagementModel: the maximum sector | validation | error | risk-management, configuration, validation |
| MaximumSectorExposureRiskManagementModel.on_securities_chang | exception | error | risk-management, fundamentals, universe-selection |
| Asynchronous universe setting is not supported for coarse & | validation | error | universe-selection, configuration, fundamentals |
| Please overrride the 'select' fundamental function | exception | error | universe-selection, fundamentals, not-implemented, subclassing |
| futureChainSymbolSelector must return future symbols. | validation | error | universe-selection, futures, symbol, validation |
| optionChainSymbolSelector must return option, index options, | validation | error | universe-selection, options, symbol, validation |
| Expected no order events for underlying Symbol {security.sym | exception | error | regression-test, future-options, order-events, assignment |
| Received order event for unknown Symbol: {order_event.symbol | exception | error | regression-test, future-options, order-events, symbol |
| No holdings were created for option contract {option_contrac | exception | error | regression-test, future-options, holdings, fill |
| Expected no options holdings after closing position | exception | error | regression-test, future-options, holdings, fill |
| Assignment was not expected for {order_event.symbol} | exception | error | regression-test, future-options, assignment, exercise |
| Expected no holdings at end of algorithm, but are invested i | exception | error | regression-test, portfolio, holdings, future-options |
| Expected at least one option contract for {} | exception | error | regression-test, future-options, option-chain, data |
| Expected at least two future contracts with option chains, b | exception | error | quantconnect, futures, future-options, regression-test, data-slice, option-chain |
| The Exchange hours was closed, verify 'extended_market_hours | exception | error | quantconnect, futures, stop-market-order, extended-market-hours, market-hours-database, regression-test |
| The Algorithms was not handled any StopMarketOrders | exception | error | quantconnect, futures, stop-market-order, order-status, regression-test, scheduler |
| Expected 3 futures chains from history request, but got {his | exception | error | quantconnect, futures, future-universe, history-request, pandas, regression-test |
| Expected {expected_chain_count} futures in chain on {date}, | exception | error | quantconnect, futures, future-universe, future-chain-provider, history-request, regression-test |
| Expected symbol {expected_symbol} at index {i} on {date}, b | exception | error | quantconnect, futures, future-universe, symbol-ordering, history-request, regression-test |
| Expiry warning with time {delisting.time} but is expected to | exception | error | quantconnect, futures, future-options, delisting, expiry, regression-test |
| Delisting warning received at an unexpected date: {self.time | exception | error | quantconnect, futures, future-options, delisting, timezone, regression-test |
| Delisting occurred at unexpected time: {delisting.time} - ex | exception | error | quantconnect, futures, future-options, delisting, expiry, regression-test |
| Delisting notice received at an unexpected date: {self.time} | exception | error | quantconnect, futures, future-options, delisting, timezone, regression-test |
| Expected to liquidate option {order_event.symbol} at {self.e | exception | error | quantconnect, future-options, liquidation, exercise, expiry, regression-test |
| Expected to liquidate future {order_event.symbol} at {self.e | exception | error | quantconnect, futures, liquidation, expiry, resolution, regression-test |
| Never invested in ES futures and FOPs | exception | error | quantconnect, futures, future-options, data-availability, regression-test |
| Expected 4 delisting events received, found: {self.delisting | exception | error | quantconnect, futures, future-options, delisting, event-count, regression-test |
| Expected 3 liquidation events, found {self.liquidated} | exception | error | quantconnect, futures, future-options, liquidation, event-count, regression-test |
| FuturesChain() returned contract with no data. | exception | error | quantconnect, futures, futures-chain, data-quality, data-frame, regression-test |
| At {Time}, {_es.symbol} is either in regular hours but curre | exception | error | quantconnect, futures, extended-market-hours, market-hours-database, timezone, regression-test |
| Algorithm should have run on regular hours for {self._es.sym | exception | error | quantconnect, futures, extended-market-hours, regular-hours, data-availability, regression-test |
| Algorithm should have run on extended hours for {self._es.sy | exception | error | quantconnect, futures, extended-market-hours, data-availability, regression-test |
| Algorithm should have run on regular hours for {self._gc.sym | exception | error | quantconnect, futures, regular-hours, data-availability, regression-test |
| Algorithm should have not run on extended hours for {self._g | exception | error | quantconnect, lean, regression, futures, extended-hours, data-feed, market-hours |
| {call} should have returned null but returned {actual} ({typ | exception | error | quantconnect, lean, regression, parameters, get-parameter |
| {call} should have returned {expected} ({type(expected)}) bu | exception | error | quantconnect, lean, regression, parameters, get-parameter, defaults |
| {call} should have returned {expected} ({type(expected)}) bu | exception | error | quantconnect, lean, regression, parameters, get-parameter, type-coercion |
| The total number of insights should be {expected}. Actual: { | exception | error | quantconnect, lean, regression, alpha-model, framework, insights, historical-returns |
| {} expected {}, but received {} | exception | error | quantconnect, lean, regression, history, trade-bars, data-provider |
| Unexpected multi symbol dividend count: {len(multi_symbol_re | exception | error | quantconnect, lean, regression, history, auxiliary-data, dividends, multi-symbol |
| Unexpected continuous future mapping event count: {len(conti | exception | error | quantconnect, lean, regression, history, auxiliary-data, continuous-futures, symbol-mapping, futures |
| Unexpected continuous future mapping event count: {len(conti | exception | error | quantconnect, lean, regression, history, auxiliary-data, continuous-futures, symbol-mapping, futures, last-trading-day |
| Unexpected dividend count: {len(dividend)} | exception | error | quantconnect, lean, regression, history, auxiliary-data, dividends |
| Unexpected distribution: {distribution} | exception | error | quantconnect, lean, regression, history, auxiliary-data, dividends, data-quality |
| Unexpected split count: {len(split)} | exception | error | quantconnect, lean, regression, history, auxiliary-data, splits |
| Unexpected splitfactor: {splitfactor} | exception | error | quantconnect, lean, regression, history, auxiliary-data, splits, data-quality |
| Regression test failed: current open interest isn't in the s | exception | error | quantconnect, lean, regression, options, open-interest, security-cache, data-feed |
| Regression test failed: current open interest was not correc | exception | error | quantconnect, lean, regression, options, open-interest, security-cache, data-quality |
| Regression test failed: current open interest was not correc | exception | error | quantconnect, lean, regression, options, open-interest, security-cache, fill-forward |
| Regression test failed: open interest is zero for all contra | exception | error | quantconnect, lean, regression, options, open-interest, option-chain, data-feed |
| Expected greeks to be accessed | exception | error | quantconnect, lean, regression, options, greeks, option-pricing, option-chain |
| Expected greeks not to be calculated for {contract.symbol.va | exception | error | quantconnect, lean, regression, options, greeks, option-pricing, option-style |
| Expected greeks to be calculated for {contract.symbol.value} | exception | error | quantconnect, lean, regression, options, greeks, option-pricing, option-style, exception-handling |
| Expected greeks to have valid values. Greeks were: Delta: {g | exception | error | options, greeks, regression-test, quantconnect, pricing-model |
| Regression test failed: current ask price was not loaded fro | exception | error | options, symbol-rename, regression-test, quantconnect, data-mapping |
| Regression test failed: current bid price was not loaded fro | exception | error | options, symbol-rename, regression-test, quantconnect, data-mapping |
| Expected position group buying power model type: OptionStrat | exception | error | options, position-group, buying-power, regression-test, quantconnect, option-strategy |
| Expected no holdings at end of algorithm | exception | error | options, liquidation, portfolio, regression-test, quantconnect, option-strategy |
| Expected {self.expected_orders_count()} orders to have been | exception | error | options, orders, regression-test, quantconnect, option-strategy, not-implemented |
| ExpectedOrdersCount method is not implemented | exception | error | options, template-method, not-implemented, quantconnect, option-strategy, inheritance |
| TradeStrategy method is not implemented | exception | error | options, template-method, not-implemented, quantconnect, option-strategy, inheritance |
| AssertStrategyPositionGroup method is not implemented | exception | error | options, template-method, not-implemented, quantconnect, option-strategy, inheritance, position-group |
| LiquidateStrategy method is not implemented | exception | error | options, template-method, not-implemented, quantconnect, option-strategy, inheritance, liquidation |
| Expected filtered universe to have less contracts than origi | exception | error | options, universe-filter, greeks, regression-test, quantconnect |
| Option chain was not received. | exception | error | options, universe-filter, option-chain, regression-test, quantconnect |
| Expected 3 option chains from history request, but got {hist | exception | error | options, history, dataframe, regression-test, quantconnect, option-universe |
| Expected {expected_chain_count} options in chain on {date}, | exception | error | options, history, option-chain-provider, regression-test, quantconnect, consistency |
| Expected symbol {expected_symbol} at index {i} on {date}, bu | exception | error | options, history, symbol, ordering, regression-test, quantconnect |
| Expected order ticket in order event to not be null | exception | error | orders, order-ticket, order-event, asynchronous, quantconnect, demo |
| Field self.ticket not expected no be assigned on the first o | exception | error | orders, order-ticket, asynchronous, race-condition, order-event, quantconnect, demo |
| Expected the portfolio to have holdings and to have {self.tr | exception | error | orders, portfolio, consolidator, asynchronous, quantconnect, demo |
| OrderEvent quantity is Not expected to be 0, it should hold | exception | error | orders, order-event, order-quantity, quantconnect, demo |
| OrderEvent quantity should hold the current order Quantity | exception | error | orders, order-event, order-quantity, order-update, quantconnect, demo |
| OrderEvent LimitPrice is Not expected to be 0 for LimitOrder | exception | error | quantconnect, lean, orders, order-event, limit-order, regression-test, python |
| OrderEvent StopPrice is Not expected to be 0 for StopMarketO | exception | error | quantconnect, lean, orders, order-event, stop-order, regression-test, python |
| OrderEvent Ticket was not set | exception | error | quantconnect, lean, orders, order-event, order-ticket, regression-test, python |
| OrderEvent.ORDER_ID and order_event.ticket.order_id do not m | exception | error | quantconnect, lean, orders, order-event, order-ticket, data-integrity, regression-test, python |
| Algorithm should have been invested at the end of the algori | exception | error | quantconnect, lean, portfolio, orders, set-holdings, no-data, python |
| Expected 2 subscriptions, but found {len(subscriptions)} | exception | error | quantconnect, lean, subscriptions, tick-data, history, regression-test, python |
| History call failed: {e} | exception | error | quantconnect, lean, history, tick-data, pandas, regression-test, python |
| SPY tick history is empty | exception | error | quantconnect, lean, history, tick-data, empty-data, regression-test, python |
| Unexpected columns in SPY tick history | exception | error | quantconnect, lean, history, tick-data, pandas, columns, regression-test, python |
| Empty history data frame for {symbol} | exception | error | quantconnect, lean, history, pandas, empty-data, custom-data, python |
| Could not unstack df. Columns: {', '.join(df.columns)} | {co | exception | error | quantconnect, lean, history, pandas, columns, custom-data, python |
| {symbols}, {symbol.id}, {symbol}, {ticker}. {e} | exception | error | quantconnect, lean, history, pandas, indexing, symbol-cache, python |
| {method_call} expected {expected}, but received {count} | exception | error | quantconnect, lean, history, pandas, data-count, python |
| IRiskManagementModel.{attribute_names[1]} must be implemente | exception | error | quantconnect, lean, risk-management, composite, interface-contract, python |
| Types deriving from 'UniverseSelectionModel' must implement | exception | error | quantconnect, lean, universe-selection, interface-contract, python |
| VolumeShareSlippageModel.GetSlippageApproximation(): Cannot | exception | error | quantconnect, lean, slippage, fills, market-data-type, tick-data, python |
| No key found for either mapped or original key. Mapped Key: | exception | error | quantconnect, lean, pandas, indexing, symbol-cache, key-error, python |