QuantConnect/Lean · error · RegressionTestException

Unexpected open order for emitted insight: {order}

Error message

Unexpected open order for emitted insight: {order}

What it means

After asserting an order exists, this checks the order's Direction is Sell and its Symbol equals _symbol. The Down insight must produce a Sell order on the correct symbol. A mismatch means the PCM/Execution produced an order of the wrong direction (e.g. Buy for a Down insight) or for the wrong symbol.

Source

Thrown at Algorithm.CSharp/EmitInsightNoAlphaModelAlgorithm.cs:87

                if (order != null)
                {
                    throw new RegressionTestException($"Unexpected open order {order}");
                }

                EmitInsights(Insight.Price(_symbol, Resolution.Daily, 10, InsightDirection.Down));

                // emitted insight should have triggered a new order
                order = Transactions.GetOpenOrders(_symbol).FirstOrDefault();

                if (order == null)
                {
                    throw new RegressionTestException("Expected open order for emitted insight");
                }
                if (order.Direction != OrderDirection.Sell
                    || order.Symbol != _symbol)
                {
                    throw new RegressionTestException($"Unexpected open order for emitted insight: {order}");
                }

                SetHoldings(_symbol, 1);
            }
        }

        public override void OnEndOfAlgorithm()
        {
            var holdings = Securities[_symbol].Holdings;
            if (Math.Sign(holdings.Quantity) != -1)
            {
                throw new RegressionTestException("Unexpected holdings");
            }
        }

        /// <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>

View on GitHub (pinned to d2c3659f87)

Solutions

1. Inspect the insight Direction and the resulting PCM target sign for consistency.
2. Compare the order.Symbol SID against _symbol to rule out canonical-symbol remapping.
3. Fix the PCM target calculation so a Down insight yields a Sell (negative target).

if (order.Direction != OrderDirection.Sell || order.Symbol != _symbol)
{
    Log($"Insight->order mismatch: insight=Down, order={order.Direction} sym={order.Symbol}");
}

When it happens

Trigger: The PCM inverted the direction (Down insight -> Buy), or the order's symbol does not match _symbol due to canonical symbol mapping.

Common situations: PCM target-sign logic bug (negative insight -> positive target -> Buy); symbol canonicalization (e.g. mapped/equity mapping) changing the order symbol; insight direction enum handling change.

Related errors

• Expected open order for emitted insight
• Unexpected holdings
• Option was not sold
• Option was not assigned
• Stock was not assigned

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/a9222f17754c2ad3. Report an issue: GitHub.