QuantConnect/Lean · error · RegressionTestException

Order was not canceled

Error message

Order was not canceled

What it means

Asserts _orderCanceled: during the algorithm, an order was canceled (set in the OnOrderEvent cancel branch seen in the SOURCE). The test expects a specific order to be canceled after the option is assigned/delisted. Failure means the cancellation path did not execute.

Source

Thrown at Algorithm.CSharp/DuplicateOptionAssignmentRegressionAlgorithm.cs:182

            if (!_stockAssigned)
            {
                throw new RegressionTestException("Stock was not assigned");
            }

            if (!_optionDelistedWarningReceived)
            {
                throw new RegressionTestException("Option delisting warning was not received");
            }

            if (!_optionDelisted)
            {
                throw new RegressionTestException("Option was not delisted");
            }

            if (!_orderCanceled)
            {
                throw new RegressionTestException("Order was not canceled");
            }

            var openOrders = Transactions.GetOpenOrders();
            if (openOrders.Count != 0)
            {
                throw new RegressionTestException("There should be no open orders");
            }

            if (!Portfolio.Invested)
            {
                throw new RegressionTestException("Portfolio should be invested");
            }

            // We should have the stock since the option was assigned
            if (Portfolio.Positions.Groups.Single().Single().Symbol != _stock)
            {
                throw new RegressionTestException("Portfolio should have the stock");
            }

View on GitHub (pinned to d2c3659f87)

Solutions

1. Inspect the open-order log to see if the target order existed and whether it was filled vs canceled.
2. Trace the delisting-triggered order cancellation logic in the TransactionHandler/AlgorithmManager.
3. Verify the OnOrderEvent cancel branch (OrderEvent.Status == Canceled) sets _orderCanceled.

// Inspect whether the target order exists and its status
var open = Transactions.GetOpenOrders(_option);
var all = Transactions.GetOrders(_option);
var canceled = all.Where(o => o.Status == OrderStatus.Canceled).ToList();
if (canceled.Count == 0) Log($"No canceled order for {_option}. Open={open.Count}, Total={all.Count}");

When it happens

Trigger: The order that should be canceled (e.g. a remaining open option order after delisting) was never submitted, or its cancel event did not arrive as OrderStatus.Canceled.

Common situations: Lean's automatic cancellation of open orders on delisting changed; the order fill model filled the order instead of canceling it; a change to order cancellation event dispatch.

Related errors

• There should be no open orders
• Option was not sold
• Option was not assigned
• Stock was not assigned
• Option delisting warning was not received

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/6f2b18de5d9fa4d1. Report an issue: GitHub.