What causes "Python SimulationModule.pre_process failed: {e}" in nautechsystems/nautilus_trader?

Read the chained Python traceback in the error text and fix the exception in the Python module's pre_process method.

Python SimulationModule.pre_process failed: {e}

Error message

Python SimulationModule.pre_process failed: {e}

What it means

A Python-side SimulationModule's pre_process method raised an exception while the backtest exchange pre-processed incoming data. The Rust wrapper converts the resulting PyErr into an anyhow error prefixed with this message.

Source

Thrown at crates/backtest/src/python/modules.rs:276

impl PythonSimulationModule {
    #[must_use]
    pub const fn new(obj: Py<PyAny>) -> Self {
        Self { obj }
    }

    pub(crate) fn clone_ref(&self, py: Python<'_>) -> Py<PyAny> {
        self.obj.clone_ref(py)
    }
}

impl SimulationModule for PythonSimulationModule {
    fn pre_process(&self, data: &Data) -> anyhow::Result<()> {
        Python::attach(|py| -> anyhow::Result<()> {
            let data = data_to_pyobject(py, data.clone())?;
            self.obj.bind(py).call_method1("pre_process", (data,))?;
            Ok(())
        })
        .map_err(|e| anyhow::anyhow!("Python SimulationModule.pre_process failed: {e}"))
    }

    fn process(
        &self,
        ts_now: nautilus_core::UnixNanos,
        ctx: &ExchangeContext,
    ) -> anyhow::Result<SimulationModuleResult> {
        Python::attach(|py| -> anyhow::Result<SimulationModuleResult> {
            let context = Py::new(py, PySimulationModuleContext::from_exchange(ctx))?;
            let adjustments = self
                .obj
                .bind(py)
                .call_method1("process", (ts_now.as_u64(), context))?
                .extract::<Option<Vec<Money>>>()?;
            Ok(adjustments.map_or(
                SimulationModuleResult::NotReady,
                SimulationModuleResult::Completed,
            ))

View on GitHub (pinned to 18893faf8b)

Solutions

Read the chained Python traceback in the error text and fix the exception in the Python module's pre_process method.
Add defensive handling for the data types your module can receive (use isinstance checks on the converted data object).
Test the module in isolation by calling pre_process with sample data before running the full backtest.

Example fix

# before
def pre_process(self, data):
    return self.state[data.venue]  # KeyError propagates
# after
def pre_process(self, data):
    return self.state.get(data.venue, None)

Defensive patterns

Strategy: try-catch

Validate before calling

module.pre_process(sample_data)  # smoke-test with representative data before the backtest

Try / catch

class SafeModule(SimulationModule):
    def pre_process(self, data):
        try:
            return self._pre_process(data)
        except Exception:
            logging.exception("SimulationModule.pre_process failed")
            raise

Prevention

Unit-test custom SimulationModules with representative data payloads before running full backtests.
Handle None/unknown data types defensively inside pre_process.
Log the chained Python traceback: the anyhow message embeds the original PyErr.

When it happens

Trigger: The Python object implementing SimulationModule.pre_process(data) raises any exception during the backtest data pipeline (buggy user code, bad data conversion, wrong data type handling in the module).

Common situations: User-authored simulation module assumptions broken by the data payload type; None handling errors; unhandled market-data formats in custom fill models or fee modules.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/2d0ebb28ac23d590. Report an issue: GitHub.