QuantConnect/Lean · error · RegressionTestException

Unexpected open order {order}

Error message

Unexpected open order {order}

What it means

In this algorithm there is no AlphaModel; insights are emitted manually via EmitInsights. Before emitting, the test asserts there is no open order for _symbol. A pre-existing open order would mean a prior loop iteration left an order dangling before the insight-driven order is created. This is a pre-emission cleanliness check.

Source

Thrown at Algorithm.CSharp/EmitInsightNoAlphaModelAlgorithm.cs:72

            // Order margin value has to have a minimum of 0.5% of Portfolio value, allows filtering out small trades and reduce fees.
            // Commented so regression algorithm is more sensitive
            //Settings.MinimumOrderMarginPortfolioPercentage = 0.005m;
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public override void OnData(Slice slice)
        {
            if (!Portfolio.Invested)
            {
                var order = Transactions.GetOpenOrders(_symbol).FirstOrDefault();

                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);

View on GitHub (pinned to d2c3659f87)

Solutions

1. Confirm the order from a prior OnData call has filled (Invested becomes true) before re-entering the block.
2. Add an explicit open-orders guard at the top of OnData to skip re-processing.
3. Verify the Portfolio Construction Model does not create duplicate orders from repeated insights.

var open = Transactions.GetOpenOrders(_symbol);
if (open.Count > 0)
{
    // a prior order is still open; do not emit again this step
    Log($"Skipping EmitInsights; open order exists: {open[0]}");
    return;
}

When it happens

Trigger: OnData is called a second time while a previous order is still open (not yet filled), so GetOpenOrders returns it. Or the Portfolio.Invested guard did not prevent re-entry.

Common situations: The !Portfolio.Invested guard not sufficient (a pending order does not yet flip Invested); order fill delayed across time steps; a previous EmitInsights created an order that is still open.

Related errors

• Expected open order for emitted insight
• Order was not canceled
• There should be no open orders
• Unexpected open order for emitted insight: {order}
• Unexpected holdings

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/82e728910cfaccaf. Report an issue: GitHub.