QuantConnect/Lean · error · RegressionTestException

Indicators are not ready!

Error message

Indicators are not ready!

What it means

Same AssertIndicators() pattern as error 20, but in BasicTemplateIndexOptionsAlgorithm. Thrown when _emaSlow (period 80, Minute) or _emaFast (period 200, Minute) did not reach IsReady by OnEndOfAlgorithm. The EMA indicators must accumulate their full period of SPX data samples.

Source

Thrown at Algorithm.CSharp/BasicTemplateIndexOptionsAlgorithm.cs:134

        {
            return QuantConnect.Symbol.CreateOption(
                symbol.Underlying,
                symbol.ID.Market,
                symbol.ID.OptionStyle,
                symbol.ID.OptionRight == OptionRight.Call ? OptionRight.Put : OptionRight.Call,
                symbol.ID.StrikePrice,
                symbol.ID.Date);
        }

        /// <summary>
        /// Asserts indicators are ready
        /// </summary>
        /// <exception cref="RegressionTestException"></exception>
        protected void AssertIndicators()
        {
            if (!_emaSlow.IsReady || !_emaFast.IsReady)
            {
                throw new RegressionTestException("Indicators are not ready!");
            }
        }

        /// <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 virtual bool CanRunLocally { get; } = false;

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

        /// <summary>
        /// Data Points count of all timeslices of algorithm
        /// </summary>
        public virtual long DataPoints => 0;

View on GitHub (pinned to d2c3659f87)

Solutions

1. Extend the backtest start date to provide at least 200 minute-resolution SPX bars.
2. Add SetWarmUp(200, Resolution.Minute) in Initialize to pre-fill indicators.
3. Verify SPX data files exist for the full configured date range.
4. Debug-log _emaSlow.Samples and _emaFast.Samples to identify the deficit.

Example fix

// before
_emaSlow = EMA(_spx, 80);
_emaFast = EMA(_spx, 200);

// after
_emaSlow = EMA(_spx, 80);
_emaFast = EMA(_spx, 200);
SetWarmUp(200, Resolution.Minute);

// Check indicator warmup before asserting
if (_emaSlow.Samples < _emaSlow.Period || _emaFast.Samples < _emaFast.Period)
{
    Log($"Indicator warmup incomplete: slow={_emaSlow.Samples}/{_emaSlow.Period}, " +
        $"fast={_emaFast.Samples}/{_emaFast.Period}");
}

bool AreIndicatorsReady() => _emaSlow.IsReady && _emaFast.IsReady;

When it happens

Trigger: The date range is too short for 200 minute bars, SPX data is missing so EMA updates never occur, or the OnData gate checking slice.Bars.ContainsKey(_spx) blocks all updates.

Common situations: Date range modifications that shorten the backtest below the indicator warmup threshold, data feed issues with SPX index data, or changes to EMA construction parameters.

Related errors

• Indicators are not ready!
• Index is not tradable.
• Trade volume should be greater than zero by the end of this
• Expiry event was not at the correct time, {orderEvent.UtcTim
• Algorithm did not process the option expiration like expecte

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/fdae7f93b395f402. Report an issue: GitHub.