QuantConnect/Lean · error · RegressionTestException

SMA was not updated.

Error message

SMA was not updated.

What it means

This algorithm adds a duplicate SPY security to test that a benchmark/indicator still receives data. The assertion checks _spyMovingAverage != 0: the Simple Moving Average indicator must have been updated with data during the run. A value of 0 means the indicator's Consolidator never received a single data point, so data did not flow to that security subscription.

Source

Thrown at Algorithm.CSharp/DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs:74

        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice slice)
        {
            Log($"{Time} - {Securities["SPY"].Price}, {_spyMovingAverage}");
        }

        /// <summary>
        /// End of algorithm run event handler. This method is called at the end of a backtest or live trading operation. Intended for closing out logs.
        /// </summary>
        public override void OnEndOfAlgorithm()
        {
            Log($"_spy1.Subscriptions.Count(): {_spy1.Subscriptions.Count()}");
            Log($"_spy2.Subscriptions.Count(): {_spy2.Subscriptions.Count()}");
            Log($"_spy1.Subscriptions.First().Consolidators.Count: {_spy1.Subscriptions.First().Consolidators.Count}");
            Log($"_spy2.Subscriptions.First().Consolidators.Count: {_spy2.Subscriptions.First().Consolidators.Count}");

            if (_spyMovingAverage == 0)
            {
                throw new RegressionTestException("SMA was not updated.");
            }
        }

        /// <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 { get; } = true;

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

        /// <summary>
        /// Data Points count of all timeslices of algorithm
        /// </summary>
        public long DataPoints => 48;

View on GitHub (pinned to d2c3659f87)

Solutions

1. Confirm RegisterIndicator(_spy, _sma, Resolution) was called and the consolidator count (logged above) is > 0.
2. Verify SPY data exists for the backtest date range and the duplicate-security subscription resolves the same SID/data.
3. Trace Slice delivery to the duplicate security's consolidator in AlgorithmManager.

// After Initialize, confirm the indicator is wired to data
var sub = _spy1.Subscriptions.FirstOrDefault();
if (sub == null || sub.Consolidators.Count == 0)
{
    Log("No consolidator attached to _spy1; SMA will not update");
}

When it happens

Trigger: The SMA indicator is never fed bars: the consolidator is not wired to the subscription, the duplicate security subscription did not produce data, or the data resolution/date does not yield bars. Also if the indicator was never registered with RegisterIndicator.

Common situations: Adding the duplicate security via a path that does not attach the consolidator; data file missing for the test date; resolution mismatch; a SubscriptionManager change that drops data delivery to manually-added securities.

Related errors

• Unexpected ActiveSecurities count: {ActiveSecurities.Count}
• _customNotInherit indicator was expected to be ready
• _customNotInherit indicator was expected to have processed 6
• _duplicateSMA indicator was expected to be ready
• Expected a single subscription to exist ({spx})

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/21b2472ab7bef6e8. Report an issue: GitHub.