QuantConnect/Lean · error · RegressionTestException

_duplicateSMA indicator was expected to be ready

Error message

_duplicateSMA indicator was expected to be ready

What it means

This RegressionTestException is thrown in Initialize after WarmUpIndicator("SPY", _duplicateSMA, Resolution.Minute). _duplicateSMA is a second SimpleMovingAverage(60) added to match a Python counterpart algorithm. It asserts _duplicateSMA.IsReady == true, verifying that multiple built-in indicators can be warmed up independently in the same Initialize call.

Source

Thrown at Algorithm.CSharp/CustomWarmUpPeriodIndicatorAlgorithm.cs:94

                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");
            }
            if (_customNotInherit.Samples != 60)
            {
                throw new RegressionTestException("_customNotInherit indicator was expected to have processed 60 datapoints already");
            }

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

        public override void OnData(Slice slice)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings("SPY", 1);
            }

            if (Time.Second == 0)
            {
                // Compute the difference between the indicators values
                var diff = Math.Abs(_customNotWarmUp.Current.Value - _customWarmUp.Current.Value);

View on GitHub (pinned to d2c3659f87)

Solutions

1. Verify _duplicateSMA is a distinct instance (not a reference to _customNotInherit).
2. Trace WarmUpIndicator to confirm it doesn't skip subsequent indicators on the same symbol due to a cache hit.
3. Check that _duplicateSMA.WarmUpPeriod is correctly set (60) and the interface is detected.
4. If testing engine changes, ensure warm-up history is re-fetched or re-delivered for each indicator, not cached per symbol.

Example fix

// before — warm-up caches history per symbol, second indicator misses out
private readonly Dictionary<Symbol, List<IBaseData>> _warmupCache = new();
public void WarmUpIndicator(Symbol symbol, IndicatorBase indicator, Resolution res)
{
    if (_warmupCache.ContainsKey(symbol)) return; // BUG: skips second indicator
    // ...
}

// after — warm up each indicator independently
public void WarmUpIndicator(Symbol symbol, IndicatorBase indicator, Resolution res)
{
    if (indicator is not IIndicatorWarmUpPeriodProvider provider) return;
    var history = History<IBaseData>(symbol, provider.WarmUpPeriod, res);
    foreach (var bar in history) indicator.Update(bar);
}

// Validate each indicator independently after warm-up
WarmUpIndicator("SPY", _duplicateSMA, Resolution.Minute);
if (!_duplicateSMA.IsReady)
{
    Log($"_duplicateSMA not ready. Samples: {_duplicateSMA.Samples}");
    // Check if warm-up history was cached and not re-delivered
    var history = History<IBaseData>("SPY", 60, Resolution.Minute);
    Log($"History available: {history.Count()} bars");
}

When it happens

Trigger: _duplicateSMA.IsReady is false after WarmUpIndicator. This means the second SMA's warm-up failed even though the first SMA (_customNotInherit) succeeded. Causes: WarmUpIndicator has a per-symbol caching issue that prevents warming up a second indicator on the same symbol, or the second indicator's WarmUpPeriod is not detected.

Common situations: A LEAN version change to WarmUpIndicator added caching that prevents re-warming a second indicator on the same symbol within one Initialize, the history data was consumed/cached and not re-delivered, or the warm-up loop only processes the first registered indicator per symbol.

Related errors

• _customNotInherit indicator was expected to be ready
• _customNotInherit indicator was expected to have processed 6
• _customWarmUp indicator was expected to be ready
• _customWarmUp indicator was expected to have processed 60 da
• _customNotWarmUp indicator wasn't expected to be warmed up

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/b02ee90c54076770. Report an issue: GitHub.