nautechsystems/nautilus_trader · error

Python on_bar failed: {e}

Error message

Python on_bar failed: {e}

What it means

Wraps a Python exception raised inside the strategy's `on_bar` handler. `dispatch_on_bar` calls the user's Python `on_bar(self, bar)` for each `Bar` delivered by the Rust core; an unhandled exception is re-thrown as this anyhow error. It indicates user strategy code failed while processing an aggregated bar.

Source

Thrown at crates/trading/src/python/strategy.rs:1155

                .map_err(|e| anyhow::anyhow!("Failed to convert InstrumentAny to Python: {e}"))?;
            self.dispatch_on_instrument(py_instrument)
                .map_err(|e| anyhow::anyhow!("Python on_instrument failed: {e}"))
        })
    }

    fn on_quote(&mut self, quote: &QuoteTick) -> anyhow::Result<()> {
        self.dispatch_on_quote(*quote)
            .map_err(|e| anyhow::anyhow!("Python on_quote failed: {e}"))
    }

    fn on_trade(&mut self, tick: &TradeTick) -> anyhow::Result<()> {
        self.dispatch_on_trade(*tick)
            .map_err(|e| anyhow::anyhow!("Python on_trade failed: {e}"))
    }

    fn on_bar(&mut self, bar: &Bar) -> anyhow::Result<()> {
        self.dispatch_on_bar(*bar)
            .map_err(|e| anyhow::anyhow!("Python on_bar failed: {e}"))
    }

    fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> anyhow::Result<()> {
        self.dispatch_on_book_deltas(deltas)
            .map_err(|e| anyhow::anyhow!("Python on_book_deltas failed: {e}"))
    }

    fn on_book_depth(&mut self, depth: &OrderBookDepth10) -> anyhow::Result<()> {
        self.dispatch_on_book_depth(depth)
            .map_err(|e| anyhow::anyhow!("Python on_book_depth failed: {e}"))
    }

    fn on_book(&mut self, order_book: &OrderBook) -> anyhow::Result<()> {
        self.dispatch_on_book(order_book)
            .map_err(|e| anyhow::anyhow!("Python on_book failed: {e}"))
    }

    fn on_mark_price(&mut self, mark_price: &MarkPriceUpdate) -> anyhow::Result<()> {

View on GitHub (pinned to 18893faf8b)

Solutions

1. Inspect the chained `{e}` traceback for the failing line in the Python `on_bar`.
2. Validate indicator warm-up length before indexing rolling buffers.
3. Wrap indicator updates in try/except during the first N bars.
4. Run a backtest over the same bar aggregation to reproduce offline.

Example fix

# before
def on_bar(self, bar):
    self.closes.append(bar.close)
    avg = sum(self.closes[-self.window:]) / self.window  # short-buffer math errors early

# after
def on_bar(self, bar):
    self.closes.append(bar.close)
    if len(self.closes) < self.window:
        return
    avg = sum(self.closes[-self.window:]) / self.window

# before using rolling state
def enough_history(closes, window):
    return len(closes) >= window

def is_valid_bar(bar):
    return bar.open is not None and bar.high >= bar.low and bar.close is not None

def on_bar(self, bar):
    try:
        self._on_bar(bar)
    except Exception as e:
        self.log.error(f"on_bar failed for {bar.bar_type}: {e}", exc_info=True)

When it happens

Trigger: Unhandled Python exception in `on_bar`: indicator update calls (e.g. feeding an uninitialized indicator), division by a zero bar close, lookups into deques/arrays shorter than expected on early bars, or `bar.close.as_double()` misuse after API changes.

Common situations: Indicator warm-up windows longer than the available history causing index errors; strategies assuming bars never have zero volume; version upgrades where Price/Quantity conversion helpers changed (e.g. `.as_double()` vs `float()`).

Related errors

• Python on_historical_bars failed: {e}
• Python on_bar failed: {e}
• Python on_degrade failed: {e}
• Python on_time_event failed: {e}
• Python on_data failed: {e}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/84960ba42ad4ab7e. Report an issue: GitHub.