QuantConnect/Lean · error · RegressionTestException

_customWarmUp indicator was expected to have processed 60 da

Error message

_customWarmUp indicator was expected to have processed 60 datapoints already

What it means

This RegressionTestException is thrown in Initialize after confirming _customWarmUp.IsReady. It asserts that _customWarmUp.Samples equals exactly 60, verifying the warm-up process fed precisely WarmUpPeriod data points. LEAN throws it because warm-up should feed exactly one data point per period in the history window — more indicates duplicate feeding, fewer indicates insufficient history.

Source

Thrown at Algorithm.CSharp/CustomWarmUpPeriodIndicatorAlgorithm.cs:66

            _duplicateSMA = new SimpleMovingAverage("_duplicateSMA", 60);

            // Register the daily data of "SPY" to automatically update both indicators
            RegisterIndicator("SPY", _customWarmUp, Resolution.Minute);
            RegisterIndicator("SPY", _customNotWarmUp, Resolution.Minute);
            RegisterIndicator("SPY", _customNotInherit, Resolution.Minute);
            RegisterIndicator("SPY", _duplicateSMA, Resolution.Minute);

            // Warm up _customWarmUp indicator
            WarmUpIndicator("SPY", _customWarmUp, Resolution.Minute);

            // Check _customWarmUp indicator has already been warmed up with the requested data
            if (!_customWarmUp.IsReady)
            {
                throw new RegressionTestException("_customWarmUp indicator was expected to be ready");
            }
            if (_customWarmUp.Samples != 60)
            {
                throw new RegressionTestException("_customWarmUp indicator was expected to have processed 60 datapoints already");
            }

            // Try to warm up _customNotWarmUp indicator. It's expected from LEAN to skip the warm up process
            // because this indicator doesn't implement IIndicatorWarmUpPeriodProvider
            WarmUpIndicator("SPY", _customNotWarmUp, Resolution.Minute);

            // Check _customNotWarmUp indicator is not ready, because the warm up process was skipped
            if (_customNotWarmUp.IsReady)
            {
                throw new RegressionTestException("_customNotWarmUp indicator wasn't expected to be warmed up");
            }

            WarmUpIndicator("SPY", _customNotInherit, Resolution.Minute);
            // Check _customWarmUp indicator has already been warmed up with the requested data
            if (!_customNotInherit.IsReady)
            {
                throw new RegressionTestException("_customNotInherit indicator was expected to be ready");
            }

View on GitHub (pinned to d2c3659f87)

Solutions

1. Log _customWarmUp.Samples to determine if it's above or below 60.
2. If below: verify minute history data exists for at least 60 bars before SetStartDate (2013-10-07).
3. If above: check that the indicator wasn't pre-fed by RegisterIndicator or a previous WarmUpIndicator call.
4. If testing engine changes, trace the warm-up history retrieval to confirm it fetches exactly WarmUpPeriod bars.

Example fix

// before — if warm-up feeds WarmUpPeriod+1 bars due to off-by-one
// Engine code (hypothetical):
var history = History<IBaseData>(symbol, warmUpPeriod + 1, resolution); // off by one
foreach (var bar in history) indicator.Update(bar);

// after
var history = History<IBaseData>(symbol, warmUpPeriod, resolution); // exact count
foreach (var bar in history) indicator.Update(bar);

// Validate sample count after warm-up
WarmUpIndicator("SPY", _customWarmUp, Resolution.Minute);
if (_customWarmUp.Samples != 60)
    Log($"Unexpected sample count: {_customWarmUp.Samples}, expected 60. Check history data availability.");

When it happens

Trigger: _customWarmUp.Samples != 60 after WarmUpIndicator. If Samples > 60, the indicator was fed extra points (duplicate warm-up or pre-existing samples). If Samples < 60, the history provider delivered fewer than 60 minute bars before StartDate.

Common situations: History data file truncated so fewer than 60 pre-StartDate minute bars exist, warm-up feeding logic changed to feed a different count (e.g. WarmUpPeriod + 1), or the indicator was already partially fed before WarmUpIndicator was called.

Related errors

• _customNotInherit indicator was expected to have processed 6
• _customWarmUp indicator was expected to be ready
• _customNotWarmUp indicator wasn't expected to be warmed up
• _customNotInherit indicator was expected to be ready
• _duplicateSMA indicator was expected to be ready

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/c5d6337a5e37b0ec. Report an issue: GitHub.