QuantConnect/Lean · error · RegressionTestException

Order failure: {history[i].EndTime} > {history[i + 1].EndTim

Error message

Order failure: {history[i].EndTime} > {history[i + 1].EndTime} at index {i}.

What it means

After fetching history, the algorithm iterates consecutive pairs and asserts history[i].EndTime <= history[i+1].EndTime (ascending). A failure means the custom-data Sort=true flag did not re-order descending source data into ascending order in the history result.

Source

Thrown at Algorithm.CSharp/DescendingCustomDataObjectStoreRegressionAlgorithm.cs:111

        {
            if (_receivedData.Count == 0)
            {
                throw new RegressionTestException("Custom data was not fetched");
            }

            var history = History<SortCustomData>(_customSymbol, StartDate, EndDate, Resolution.Hour).ToList();

            if (history.Count != _receivedData.Count)
            {
                throw new RegressionTestException("History request returned different data than expected");
            }

            // Iterate through the history collection, checking if the EndTime is in ascending order.
            for (int i = 0; i < history.Count - 1; i++)
            {
                if (history[i].EndTime > history[i + 1].EndTime)
                {
                    throw new RegressionTestException($"Order failure: {history[i].EndTime} > {history[i + 1].EndTime} at index {i}.");
                }
            }
        }

        /// <summary>
        /// Final status of the algorithm
        /// </summary>
        public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

        /// <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 => true;

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

View on GitHub (pinned to d2c3659f87)

Solutions

1. Confirm GetSource sets Sort = true on the SubscriptionDataSource in all paths (subscription and history share it, but verify history invokes GetSource).
2. Check whether EndTime is overridden in SortCustomData; BaseData.EndTime defaults to Time, which may need overriding for the ordering to be meaningful.
3. If the Sort flag is not respected by history, fix the Lean history data-reading path to sort.
4. Log the EndTime sequence to confirm where the inversion occurs.

for (int i = 0; i < history.Count - 1; i++)
{
    if (history[i].EndTime > history[i + 1].EndTime)
    {
        Debug($"Inversion at {i}: {history[i].EndTime} > {history[i+1].EndTime}");
        // optionally re-sort as a safety net
    }
}

When it happens

Trigger: SortCustomData.GetSource sets Sort = true, but the history path does not honor it, so points arrive in the original descending order. Also fires if EndTime is computed incorrectly (e.g., defaults to Time instead of Time + period).

Common situations: A Lean regression where the history pipeline skips the Sort step that the subscription pipeline applies, or a custom data type that does not set EndTime correctly for bar-style data.

Related errors

• History request returned different data than expected
• Unexpected universe data count {historicalSelectionData.Coun
• Unexpected history count: {history.Count}
• Unexpected history data start time
• Unexpected history data end time

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/1cb12cce4b7f81c2. Report an issue: GitHub.