QuantConnect/Lean · error · RegressionTestException

Unexpected sold quantity: {_boughtQuantity} and liquidated q

Error message

Unexpected sold quantity: {_boughtQuantity} and liquidated quantity: {_liquidatedQuantity}

What it means

OnEndOfAlgorithm final trade check: the algorithm must have bought (_boughtQuantity > 0) and liquidated (_liquidatedQuantity < 0). If either is wrong sign/zero, the algorithm did not complete a full buy-then-liquidate cycle — it never traded, or never closed the position.

Source

Thrown at Algorithm.CSharp/BasicTemplateEurexFuturesAlgorithm.cs:176

            }
        }

        public override void OnEndOfAlgorithm()
        {
            if (_mappingsCount == 0)
            {
                throw new RegressionTestException($"Unexpected number of symbol changed events (mappings): {_mappingsCount}. Expected 1.");
            }

            if (!_delisted)
            {
                throw new RegressionTestException("Contract was not delisted");
            }

            // Make sure we traded and that the position was liquidated on delisting
            if (_boughtQuantity <= 0 || _liquidatedQuantity >= 0)
            {
                throw new RegressionTestException($"Unexpected sold quantity: {_boughtQuantity} and liquidated quantity: {_liquidatedQuantity}");
            }
        }

        /// <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, Language.Python };

        /// <summary>
        /// Data Points count of all timeslices of algorithm
        /// </summary>
        public long DataPoints => 94326;

View on GitHub (pinned to d2c3659f87)

Solutions

1. Verify Securities[_contractToTrade].Exchange.ExchangeOpen is true at some point after _contractToTrade is set so Buy() executes.
2. Confirm the buy fill event passed the line-116 symbol guard and recorded _boughtQuantity.
3. Confirm delisting liquidation produced the sell fill that recorded _liquidatedQuantity.
4. Trace OnOrderEvent to ensure both buy and sell filled events reach the recording branches.

public override void OnEndOfAlgorithm()
{
    if (_boughtQuantity <= 0) Log("Never bought — check ExchangeOpen gate and order fills.");
    if (_liquidatedQuantity >= 0) Log("Never liquidated — check delisting liquidation sell fill.");
}

When it happens

Trigger: OnEndOfAlgorithm runs with _boughtQuantity <= 0 (never bought) OR _liquidatedQuantity >= 0 (never liquidated). The order-event state machine never recorded both a positive buy fill and a negative sell fill.

Common situations: Exchange was never open when the buy gate (line 95) was checked, so no Buy() fired; the contract delisted before a buy; liquidation sell never arrived; buy/sell fills recorded under a different symbol and rejected by the line-116 guard.

Related errors

• {Time} - Unexpected order event symbol: {orderEvent.Symbol}.
• {Time} - Unexpected buy order event status: {orderEvent.Stat
• {Time} - Unexpected sell order event status: {orderEvent.Sta
• {Time} - Unexpected liquidated quantity: {_liquidatedQuantit
• Unexpected number of symbol changed events (mappings): {_map

AI-assisted analysis of QuantConnect/Lean@d2c3659f87 (2026-08-13). Data as JSON: /api/errors/09089c33dddf1c3e. Report an issue: GitHub.