nautechsystems/nautilus_trader · error

unapplied CFD swap total overflow

Error message

unapplied CFD swap total overflow

What it means

Raised when accumulating a failed (non-retryable) CFD swap adjustment amount into the per-currency `unapplied_swap_totals` diagnostic would overflow. Like the applied-total overflow, it protects the integrity of diagnostic aggregation for swap adjustments that could not be applied.

Source

Thrown at crates/backtest/src/modules/cfd_swap.rs:505

                AccountAdjustmentOutcome::Failed(error) if error.is_retryable() => {
                    log::warn!(
                        "Cannot apply CFD swap adjustment for {} on {}: {error}",
                        adjustment.amount.currency,
                        adjustment.booking_date
                    );
                    failed.push(adjustment);
                }
                AccountAdjustmentOutcome::Failed(error) => {
                    log::warn!(
                        "CFD swap adjustment {} on {} is recorded as unapplied: {error}",
                        adjustment.amount,
                        adjustment.booking_date
                    );
                    let mut totals = self.unapplied_swap_totals.borrow_mut();
                    let total = totals.entry(adjustment.amount.currency).or_default();
                    *total = total
                        .checked_add(adjustment.amount.as_decimal())
                        .ok_or_else(|| anyhow::anyhow!("unapplied CFD swap total overflow"))?;
                }
            }
        }

        let mut day = self.rollover_day.borrow_mut();
        let day = day
            .as_mut()
            .ok_or_else(|| anyhow::anyhow!("CFD swap rollover day is not initialized"))?;
        if failed.is_empty() {
            day.date = batch_end_date;
            day.pending_end_date = None;
            day.warned_failures.clear();
            self.rollover_completed.set(true);
        } else {
            day.pending_adjustments = Some(failed);
        }
        Ok(())
    }

View on GitHub (pinned to 18893faf8b)

Solutions

1. Fix the root cause making adjustments fail (funding, account config, rate data) so failures stop accumulating.
2. Run a shorter backtest window or reset diagnostics periodically.
3. Validate input amounts and account currencies before starting the run.

anyhow::ensure!(account.is_funded_for(currency), "account must hold {currency} before swaps accrue");

if let Err(e) = engine.acknowledge(&outcomes) {
    if e.to_string().contains("unapplied CFD swap total overflow") {
        log::error!("too many failed adjustments accumulated; fix underlying failures");
    } else { return Err(e); }
}

When it happens

Trigger: Many failed swap adjustments (e.g. persistent account/funding errors) whose summed amounts exceed the Decimal accumulator bound during a backtest.

Common situations: Long backtests where every rollover fails (e.g. account currency never funded, missing rate data) so unapplied amounts pile up daily; corrupted amount data inflating each adjustment.

Understand the failure class

Background: "value must be between 0 and 1" / "out of range" / "must not be negative" errors: fixing range-validation failures across open-source libraries — this error's family across 42 libraries.

Related errors

• CFD swap diagnostic total overflow
• cannot calculate CFD swap for {instrument_id}: midpoint over
• cannot calculate CFD swap for position {}: adjustment overfl
• cannot calculate CFD swap for position {}: currency conversi
• Simulation module {module_index} log_diagnostics failed: {e:

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/94a1b8d88083b8b3. Report an issue: GitHub.