nautechsystems/nautilus_trader · error

Python on_bar failed: {e}

Error message

Python on_bar failed: {e}

What it means

Wraps any failure raised when the Rust core dispatches a Bar into the Python actor's `on_bar` handler. The Python `on_bar` implementation raised (or the dispatch failed), and Rust re-raises it prefixed with 'Python on_bar failed'.

Source

Thrown at crates/common/src/python/actor.rs:1113

                .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.clone())
            .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. Read the chained `{e}` traceback and fix the exception in `on_bar`
  2. Confirm the signature `on_bar(self, bar)` and filter by `bar.bar_type` before strategy-specific logic
  3. Handle bars for unexpected instruments/bar specs by early-returning rather than raising
  4. Ensure indicators are registered/initialized before the first bar arrives

Example fix

// before
def on_bar(self, bar):
    self.fast.update_bar(bar); self.slow.update_bar(bar)  # slow may be None
// after
def on_bar(self, bar):
    if self.slow is None:
        return
    self.fast.update_bar(bar); self.slow.update_bar(bar)
Defensive patterns

Strategy: try-catch

Validate before calling

def _check_on_bar(self, bar):
    try:
        self.on_bar(bar)
    except Exception as e:
        self.log.error(f'on_bar failed: {e!r}')

Try / catch

try:
    self.dispatch_on_bar(bar)
except Exception as e:
    self.log.error(f'Python on_bar failed: {e}', exc_info=True)

Prevention

When it happens

Trigger: A bar closes (subscribe_bars active) and the Python `on_bar(self, bar)` override raises an exception.

Common situations: Strategy signal logic in `on_bar` accessing indicators updated only for some bar types, wrong handler arity, or state machine bugs when a bar arrives out of expected sequence (gaps, session boundaries).

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/8ba6792267abae6e. Report an issue: GitHub.