QuantConnect/Lean
Documented errors, page 2 of 3. Back to QuantConnect/Lean
| Code / Message | Type | Severity | Tags |
|---|---|---|---|
| - Unexpected order event symbol: . Expected | exception | error | futures, order-event, regression-test, eurex, order-management |
| - Unexpected sell order event status | exception | error | futures, order-event, state-machine, regression-test, eurex, liquidation |
| expected , but received | exception | error | quantconnect, lean, history, pandas, data-count, python |
| MaximumSectorExposureRiskManagementModel.on_securities_chang… | exception | error | risk-management, fundamentals, universe-selection |
| Unexpected order event symbol! | exception | error | quantconnect, options, spx-weekly, option-strategy, symbol-validation, regression-test |
| Custom data was not received | exception | error | regression-test, custom-data, zip-file, network |
| optionChainSymbolSelector must return option, index… | validation | error | universe-selection, options, symbol, validation |
| Asynchronous universe setting is not supported for coarse &… | validation | error | universe-selection, configuration, fundamentals |
| Expected open order for emitted insight | exception | error | quantconnect, lean, regression-test, insights, portfolio-construction, alpha, postcondition |
| unexpected symbol changed event ! | exception | warning | futures, continuous-contract, symbol-mapping, regression-test, extended-market, timing |
| Unexpected cancel pending event | exception | error | quantconnect, options, order-cancellation, delisting, state-machine, regression-test |
| For the same date expected data updates every 1 minute | exception | error | quantconnect, lean, minute-data, timing, resolution, regression-test |
| Algorithm should have run on regular hours for | exception | error | quantconnect, futures, extended-market-hours, regular-hours, data-availability, regression-test |
| At , is either in regular hours but current time is in… | exception | error | quantconnect, futures, extended-market-hours, market-hours-database, timezone, regression-test |
| Did not receive expected security changes removal! Got | exception | error | quantconnect, delisting, universe-selection, security-changes, regression-test |
| Total must be > 0 for Euclidean Projection onto the Simplex. | validation | error | portfolio-construction, linear-algebra, numpy, validation |
| History request returned different data than expected | exception | error | quantconnect, custom-data, history, resolution, regression-test |
| Expected a single subscription for the underlying index… | exception | error | quantconnect, lean, regression-test, subscriptions, index-options, deduplication, regression-guard |
| futureChainSymbolSelector must return future symbols. | validation | error | universe-selection, futures, symbol, validation |
| [ ] We hold a delisted securities | exception | critical | quantconnect, futures, future-options, delisting, position-management, regression-test |
| MinimumVariancePortfolioOptimizer.portfolio_variance… | validation | error | portfolio-optimizer, numpy, scipy, covariance |
| Contract was not delisted | exception | error | futures, delisting, regression-test, eurex, invariant |
| Stock was not assigned | exception | error | quantconnect, lean, regression-test, options, assignment, portfolio, postcondition |
| Scheduled Event did not assert history call as many times… | exception | error | futures, history, scheduled-event, regression-test, invariant |
| Quantity of order should be -1001, but was | exception | error | regression-test, shortable-provider, order-quantity, shorting |
| Bar Count is not expected count of | exception | error | quantconnect, daily-data, bar-count, data-pipeline, regression-test |
| Expiry warning with time | exception | error | quantconnect, futures, future-options, delisting, expiry, regression-test |
| Option was not assigned | exception | error | quantconnect, lean, regression-test, options, assignment, postcondition |
| data points were expected, but only were received | exception | error | regression-test, data-alignment, fill-forward, custom-data |
| Future contracts did not work up as expected | exception | error | futures, universe-selection, data, regression-test, security-configuration |
| Expected an open position at end of algorithm | exception | error | quantconnect, binance, crypto-futures, position, portfolio, regression-test |
| Expected cash but got | exception | error | regression-test, margin-interest-rate, cash-accounting, compounding |
| Received order event for unknown Symbol | exception | error | regression-test, future-options, order-events, symbol |
| Regression test failed: open interest is zero for all… | exception | error | quantconnect, lean, regression, options, open-interest, option-chain, data-feed |
| Please overrride the 'select' fundamental function | exception | error | universe-selection, fundamentals, not-implemented, subclassing |
| should have returned ( ) but returned null | exception | error | quantconnect, lean, regression, parameters, get-parameter, defaults |
| Unexpected history data start time | exception | error | quantconnect, history, timestamp, market-hours, timezone, regression-test |
| Unexpected open order for emitted insight | exception | error | quantconnect, lean, regression-test, insights, portfolio-construction, order-direction, postcondition |
| We expected some FOP trading to happen | exception | error | quantconnect, future-options, option-chain, filter, regression-test |
| MaximumSectorExposureRiskManagementModel: the maximum… | validation | error | risk-management, configuration, validation |
| Expected futures in chain on , but got | exception | error | quantconnect, futures, future-universe, future-chain-provider, history-request, regression-test |
| - Unexpected liquidated quantity: . Expected | exception | error | futures, order-event, quantity, regression-test, eurex, liquidation |
| Empty history at | exception | error | futures, history, scheduled-event, data, regression-test, warmup |
| Expected option assignment but got | exception | error | quantconnect, options, assignment, order-events, regression-test |
| Unexpected holdings | exception | error | quantconnect, lean, regression-test, insights, portfolio, short-selling, postcondition |
| Order rejected — BNFCR collateral should cover margin | exception | error | quantconnect, binance, crypto-futures, order-rejection, margin, bnfcr, regression-test |
| Regression test failed: current open interest was not… | exception | error | quantconnect, lean, regression, options, open-interest, security-cache, data-quality |
| The Algorithms was not handled any StopMarketOrders | exception | error | quantconnect, futures, stop-market-order, order-status, regression-test, scheduler |
| Algorithm should have run on extended hours for | exception | error | quantconnect, futures, extended-market-hours, data-availability, regression-test |
| Expected positive TotalMarginUsed, got | exception | error | quantconnect, binance, crypto-futures, margin, portfolio, regression-test |
| Algorithm did not process the option expiration like… | exception | error | quantconnect, options, expiration, order-event, regression-test |
| Universe selection should have been triggered right away… | exception | error | regression-test, universe-selection, custom-universe, ordering |
| Expected stock assignment but got | exception | error | quantconnect, options, assignment, order-events, symbol-mapping, regression-test |
| One or more custom data fields (Open, High, Low, Close… | exception | error | quantconnect, custom-data, object-store, csv-parsing, regression-test |
| Total Net Profit: Expected | exception | error | quantconnect, dividends, portfolio, fees, regression-test |
| OnData was not called | exception | error | quantconnect, lean, ondata, lifecycle, data-feed, regression-test |
| Expected to liquidate future | exception | error | quantconnect, futures, liquidation, expiry, resolution, regression-test |
| There should not be more than 5 data points, but there were | exception | error | regression-test, data-filter, equities, minute-data |
| Expected subscriptions for the added index option contract | exception | error | quantconnect, lean, regression-test, subscriptions, index-options, invariant |
| Never invested in ES futures and FOPs | exception | error | quantconnect, futures, future-options, data-availability, regression-test |
| SPY tick history is empty | exception | error | quantconnect, lean, history, tick-data, empty-data, regression-test, python |
| Universe selection should have been triggered right away | exception | error | regression-test, universe-selection, securities-changed, ordering |
| Expected 3 liquidation events, found | exception | error | quantconnect, futures, future-options, liquidation, event-count, regression-test |
| Expected to liquidate option | exception | error | quantconnect, future-options, liquidation, exercise, expiry, regression-test |
| Total Dividends: Expected . Actual | exception | error | quantconnect, dividends, security-holding, portfolio, regression-test |
| Unexpected sold quantity | exception | error | futures, order-event, invariant, regression-test, eurex, trading |
| Long position must be allowed in… | validation | error | portfolio-construction, configuration, portfolio-bias |
| Option was not sold | exception | error | quantconnect, lean, regression-test, options, order-fill, postcondition |
| CustomMarginInterestRateModel was not set | exception | error | regression-test, margin-interest-rate, brokerage-model, set-model |
| We shouldn't be invested anymore | exception | error | quantconnect, future-options, portfolio, delisting, regression-test |
| No holdings were created for option contract | exception | error | regression-test, future-options, holdings, fill |
| Order was not canceled | exception | error | quantconnect, lean, regression-test, orders, cancellation, postcondition |
| Unexpected history data end time | exception | error | quantconnect, history, timestamp, market-hours, daily-precise-end-time, regression-test |
| Custom data was not fetched | exception | error | quantconnect, custom-data, object-store, subscription, regression-test |
| Fee rate should be 0.0025, but was | exception | error | regression-test, shortable-provider, fee-rate, brokerage-model |
| Order failure: > at index . | exception | error | quantconnect, custom-data, history, sorting, regression-test |
| Delisting warning received at an unexpected date | exception | error | quantconnect, futures, future-options, delisting, timezone, regression-test |
| Expected no holdings at end of algorithm, but are invested… | exception | error | regression-test, portfolio, holdings, future-options |
| Unexpected universe data receieved | exception | error | quantconnect, universe-selection, custom-data, csv-parsing, regression-test |
| Trade volume should be greater than zero by the end of this… | exception | error | quantconnect, options, trade-volume, ema-cross, regression-test |
| Algorithm should have run on regular hours for | exception | error | quantconnect, futures, regular-hours, data-availability, regression-test |
| CustomOptionPriceModel.Evaluate() was never called | exception | error | regression-test, option-price-model, options, model-invocation |
| Fee rate should be 0.0507, but was | exception | error | regression-test, shortable-provider, rebate-rate, brokerage-model |
| Assignment was not expected for | exception | error | regression-test, future-options, assignment, exercise |
| Unexpected history count | exception | error | quantconnect, history, bar-count, data-pipeline, regression-test |
| Long position must be allowed in… | validation | error | portfolio-construction, configuration, portfolio-bias |
| Expected symbol at index on , but got | exception | error | quantconnect, futures, future-universe, symbol-ordering, history-request, regression-test |
| FuturesChain() returned contract with no data. | exception | error | quantconnect, futures, futures-chain, data-quality, data-frame, regression-test |
| Option was not delisted | exception | error | quantconnect, lean, regression-test, options, delisting, postcondition |
| Unexpected distribution | exception | error | quantconnect, lean, regression, history, auxiliary-data, dividends, data-quality |
| Expected no options holdings after closing position | exception | error | regression-test, future-options, holdings, fill |
| No points were received | exception | error | regression-test, no-data, data-feed, custom-data |
| Unexpected order fill event | exception | error | quantconnect, options, order-events, state-machine, regression-test |
| Portfolio should be invested | exception | error | quantconnect, lean, regression-test, portfolio, positions, postcondition |
| Regression test failed: current open interest was not… | exception | error | quantconnect, lean, regression, options, open-interest, security-cache, fill-forward |
| There should be no open orders | exception | error | quantconnect, lean, regression-test, orders, postcondition, cleanup |
| Delisting occurred at unexpected time | exception | error | quantconnect, futures, future-options, delisting, expiry, regression-test |
| Expected 4 delisting events received, found | exception | error | quantconnect, futures, future-options, delisting, event-count, regression-test |
| Option delisting warning was not received | exception | error | quantconnect, lean, regression-test, options, delisting, postcondition |
| Delisting notice received at an unexpected date | exception | error | quantconnect, futures, future-options, delisting, timezone, regression-test |