QuantConnect/Lean · error · RegressionTestException

Did not receive expected security changes removal! Got {_rec

Error message

Did not receive expected security changes removal! Got {_receivedSecurityChangesEvent}

What it means

OnSecuritiesChanged increments _receivedSecurityChangesEvent only when AAA.1 appears in changes.RemovedSecurities. OnEndOfAlgorithm asserts it equals exactly 1. A value of 0 means the delisted security was never removed from the universe; a value >1 means it was removed more than once, indicating a universe-selection bug.

Source

Thrown at Algorithm.CSharp/DelistingEventsAlgorithm.cs:139

        }

        public override void OnEndOfAlgorithm()
        {
            if (!_receivedDelistedEvent)
            {
                throw new RegressionTestException("Did not receive expected delisted event");
            }
            if (!_receivedDelistedWarningEvent)
            {
                throw new RegressionTestException("Did not receive expected delisted warning event");
            }
            if (_dataCount != 13)
            {
                throw new RegressionTestException($"Unexpected data count {_dataCount}. Expected 13");
            }
            if (_receivedSecurityChangesEvent != 1)
            {
                throw new RegressionTestException($"Did not receive expected security changes removal! Got {_receivedSecurityChangesEvent}");
            }
        }

        /// <summary>
        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
        /// </summary>
        public bool CanRunLocally { get; } = true;

        /// <summary>
        /// This is used by the regression test system to indicate which languages this algorithm is written in.
        /// </summary>
        public List<Language> Languages { get; } = new() { Language.CSharp, Language.Python };

        /// <summary>
        /// Data Points count of all timeslices of algorithm
        /// </summary>
        public long DataPoints => 87;

View on GitHub (pinned to d2c3659f87)

Solutions

1. Log every change in OnSecuritiesChanged (added + removed symbols) to see whether AAA.1 is present and how many times.
2. Verify the delisting event for AAA.1 is in the data and is processed before algorithm end.
3. If duplicate removals are a Lean regression, fix the universe removal deduplication logic rather than relaxing the assert.
4. Confirm the symbol value comparison uses the same form (Value vs mapped Value) as the data provider.

public override void OnSecuritiesChanged(SecurityChanges changes)
{
    foreach (var removed in changes.RemovedSecurities)
    {
        if (removed.Symbol.Value == "AAA.1")
        {
            if (_receivedSecurityChangesEvent >= 1)
                Debug($"WARNING: duplicate removal of AAA.1");
            _receivedSecurityChangesEvent++;
        }
    }
}

When it happens

Trigger: AAA.1 is delisted but the universe manager does not emit a removal, or emits duplicate removal SecurityChanges events. Also fires if the symbol comparison removedSecurity.Symbol.Value == "AAA.1" never matches due to a symbol-mapping or ticker change.

Common situations: Lean version change in how delisted securities are removed from the universe, symbol mapping (mapped vs raw symbol value), or a data issue where the delisting event is not processed so the security is never dropped.

Related errors

• Expected {ExpectedSymbols.Count} stocks to be added to the a
• Expected symbols were not added to the algorithm
• Expected events didn't happen
• Unexpected Bar error
• Unexpected data count {_dataCount}. Expected 13

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/363372c5cf220c2b. Report an issue: GitHub.