QuantConnect/Lean · error · RegressionTestException

Invalid buying power model. Found: {buyingPowerModel.GetType

Error message

Invalid buying power model. Found: {buyingPowerModel.GetType().Name}. Expected: {nameof(FutureMarginModel)}

What it means

OnEndOfAlgorithm asserts the traded future's BuyingPowerModel is a FutureMarginModel (margin-based). The code casts to FutureMarginModel then checks the original for null — if the model is null or a different type, futures margin requirements cannot be read. This guards that futures securities are configured with the correct margin model.

Source

Thrown at Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs:118

                        _contractSymbol = contract.Symbol;
                        MarketOrder(_contractSymbol, 1);
                    }
                }
            }
            else
            {
                Liquidate();
            }
        }

        public override void OnEndOfAlgorithm()
        {
            // Get the margin requirements
            var buyingPowerModel = Securities[_contractSymbol].BuyingPowerModel;
            var futureMarginModel = buyingPowerModel as FutureMarginModel;
            if (buyingPowerModel == null)
            {
                throw new RegressionTestException($"Invalid buying power model. Found: {buyingPowerModel.GetType().Name}. Expected: {nameof(FutureMarginModel)}");
            }
            var initialOvernight = futureMarginModel.InitialOvernightMarginRequirement;
            var maintenanceOvernight = futureMarginModel.MaintenanceOvernightMarginRequirement;
            var initialIntraday = futureMarginModel.InitialIntradayMarginRequirement;
            var maintenanceIntraday = futureMarginModel.MaintenanceIntradayMarginRequirement;
        }

        public override void OnSecuritiesChanged(SecurityChanges changes)
        {
            foreach (var addedSecurity in changes.AddedSecurities)
            {
                if (addedSecurity.Symbol.SecurityType == SecurityType.Future
                    && !addedSecurity.Symbol.IsCanonical()
                    && !addedSecurity.HasData)
                {
                    throw new RegressionTestException($"Future contracts did not work up as expected: {addedSecurity.Symbol}");
                }
            }

View on GitHub (pinned to d2c3659f87)

Solutions

1. Confirm _contractSymbol points to a concrete (non-canonical) future contract added via AddFutureContract or chain selection.
2. Ensure no custom SecurityInitializer sets a non-margin BuyingPowerModel on futures.
3. Check the engine version still assigns FutureMarginModel as the default for SecurityType.Future.
4. If you intentionally use a custom model, update the assertion to match your model type.

Example fix

// before
var futureMarginModel = buyingPowerModel as FutureMarginModel;
if (buyingPowerModel == null) { throw ...; }

// after: check the cast result, not the (always non-null) source
if (futureMarginModel == null) { throw ...; }

var bpm = Securities[_contractSymbol].BuyingPowerModel;
if (bpm is not FutureMarginModel fmm)
{
    Log($"Expected FutureMarginModel, got {bpm?.GetType().Name ?? "null"}.");
}

bool HasFutureMarginModel(Symbol s) => Securities[s].BuyingPowerModel is FutureMarginModel;

When it happens

Trigger: Securities[_contractSymbol].BuyingPowerModel is null or not a FutureMarginModel when OnEndOfAlgorithm runs — e.g. the security was added without futures margin configuration, or a custom buying power model replaced the default.

Common situations: A SecurityInitializer or custom BuyingPowerModel override replaced FutureMarginModel; the symbol was added as a non-future security type; engine default buying power model for futures changed; _contractSymbol resolved to a canonical/continuous symbol instead of a real contract.

Related errors

• Invalid buying power model. Found: {buyingPowerModel.GetType
• Future contracts did not work up as expected: {addedSecurity
• Future contracts did not work up as expected: {addedSecurity
• Expected positive buying power from BNFCR, got {buyingPower.
• ETHUSDC buying power ({ethBuyingPower.Value}) must be less t

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/8f8445afa56b0d88. Report an issue: GitHub.