QuantConnect/Lean · error · RegressionTestException

Algorithm should have just 1 order, but was {transactions}

Error message

Algorithm should have just 1 order, but was {transactions}

What it means

Asserts exactly one order was placed. The Sell fires only when ShortableQuantity > 1000, which (per the custom provider) is true only after 2013-10-04 16:00 returning 1001. With Daily resolution over 2013-10-04..06 the condition is met exactly once. != 1 means it never fired (0) or fired multiple times (lack of Portfolio.Invested guard).

Source

Thrown at Algorithm.CSharp/CustomShortableProviderRegressionAlgorithm.cs:58

            _spy = AddEquity("SPY", Resolution.Daily);
            _spy.SetShortableProvider(new CustomSPYShortableProvider());
        }

        public override void OnData(Slice slice)
        {
            var spyShortableQuantity = _spy.ShortableProvider.ShortableQuantity(_spy.Symbol, Time);
            if (spyShortableQuantity > 1000)
            {
                _orderId = Sell("SPY", (int)spyShortableQuantity);
            }
        }

        public override void OnEndOfAlgorithm()
        {
            var transactions = Transactions.OrdersCount;
            if (transactions != 1)
            {
                throw new RegressionTestException($"Algorithm should have just 1 order, but was {transactions}");
            }
            var orderQuantity = Transactions.GetOrderById(_orderId).Quantity;
            if (orderQuantity != -1001)
            {
                throw new RegressionTestException($"Quantity of order {_orderId} should be -1001, but was {orderQuantity}");
            }
            var feeRate = _spy.ShortableProvider.FeeRate(_spy.Symbol, Time);
            if (feeRate != 0.0025m)
            {
                throw new RegressionTestException($"Fee rate should be 0.0025, but was {feeRate}");
            }
            var rebateRate = _spy.ShortableProvider.RebateRate(_spy.Symbol, Time);
            if (rebateRate != 0.0507m)
            {
                throw new RegressionTestException($"Fee rate should be 0.0507, but was {rebateRate}");
            }
        }

View on GitHub (pinned to d2c3659f87)

Solutions

1. Add a Portfolio.Invested / Transactions.OrdersCount guard so the sell fires once, not every qualifying bar.
2. Confirm ShortableQuantity's date threshold (2013-10-04 16:00) falls inside the backtest window in the security's exchange time zone.
3. Match the expected resolution (Daily) and date range so exactly one bar returns > 1000.
4. Re-check the custom provider returns 1001 (not null) for the qualifying dates.

Example fix

// before: sells on every bar where shortable > 1000
if (spyShortableQuantity > 1000) _orderId = Sell("SPY", (int)spyShortableQuantity);

// after: sell exactly once
if (!Portfolio.Invested && spyShortableQuantity > 1000)
    _orderId = Sell("SPY", (int)spyShortableQuantity);

// Guard so the sell fires exactly once
if (!Portfolio.Invested && Transactions.OrdersCount == 0 && spyShortableQuantity > 1000)
    _orderId = Sell("SPY", (int)spyShortableQuantity);

When it happens

Trigger: OnData sells when shortable > 1000; if that branch never runs you get 0 orders, if it runs every bar you get several. The test expects precisely one sell of 1001 shares.

Common situations: ShortableQuantity returns <= 1000 for the whole window (date logic wrong, wrong Time zone); no Portfolio.Invested guard so Sell fires on every bar after the threshold; or resolution/date-range change shifts how many bars exceed 1000.

Related errors

• Quantity of order {_orderId} should be -1001, but was {order
• Fee rate should be 0.0025, but was {feeRate}
• Fee rate should be 0.0507, but was {rebateRate}
• Order was not canceled
• There should be no open orders

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/4177dd84f05a7ee0. Report an issue: GitHub.