QuantConnect/Lean · error · NotImplementedError

AssertStrategyPositionGroup method is not implemented

Error message

AssertStrategyPositionGroup method is not implemented

What it means

assert_strategy_position_group is the abstract verification hook on OptionStrategyFactoryMethodsBaseAlgorithm. After the strategy is invested, on_data calls it so the subclass can assert the position group contains exactly the expected legs (symbols, quantities, right/strike/expiry). The base raises NotImplementedError because the expected legs depend on the concrete strategy; a subclass must define them.

Source

Thrown at Algorithm.Python/OptionStrategyFactoryMethodsBaseAlgorithm.py:72

            self.quit()

    def on_end_of_algorithm(self):
        if self.portfolio.invested:
            raise AssertionError("Expected no holdings at end of algorithm")

        orders_count = len(list(self.transactions.get_orders(lambda order: order.status == OrderStatus.FILLED)))
        if orders_count != self.expected_orders_count():
            raise AssertionError(f"Expected {self.expected_orders_count()} orders to have been submitted and filled, "
                            f"half for buying the strategy and the other half for the liquidation. Actual {orders_count}")

    def expected_orders_count(self) -> int:
        raise NotImplementedError("ExpectedOrdersCount method is not implemented")

    def trade_strategy(self, chain: OptionChain, option_symbol: Symbol) -> None:
        raise NotImplementedError("TradeStrategy method is not implemented")

    def assert_strategy_position_group(self, position_group: IPositionGroup, option_symbol: Symbol) -> None:
        raise NotImplementedError("AssertStrategyPositionGroup method is not implemented")

    def liquidate_strategy(self) -> None:
        raise NotImplementedError("LiquidateStrategy method is not implemented")

View on GitHub (pinned to d2c3659f87)

Solutions

Implement assert_strategy_position_group in the subclass to check group positions match the strategy legs.
Run a concrete subclass instead of the base.
Decorate with @abstractmethod to surface the omission earlier.

Example fix

# before: base raises NotImplementedError
# after
def assert_strategy_position_group(self, position_group, option_symbol):
    positions = list(position_group.positions)
    assert len(positions) == 2, 'Expected 2 legs in the group'

Defensive patterns

Strategy: validation

Validate before calling

if self.assert_strategy_position_group.__func__ is OptionStrategyFactoryMethodsBaseAlgorithm.assert_strategy_position_group:
    raise NotImplementedError('Subclass must override assert_strategy_position_group()')

Prevention

Decorate abstract template methods with @abstractmethod.
Implement every hook when subclassing the base.
Run concrete subclasses only.

When it happens

Trigger: on_data reaches the post-investment verification branch and calls self.assert_strategy_position_group(position_group, self._option_symbol) on an instance whose class did not override the method.

Common situations: Running the base class; a new subclass missing the override; refactoring the base signature without updating overrides.

Related errors

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/4ef1992f160e3c1d. Report an issue: GitHub.