ErrLookup › QuantConnect/Lean
QuantConnect/Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#) · C# · 4,818 source files
Analyzed at d2c3659f87 on 2026-08-13. 203 documented errors.
| Code / Message | Type | Severity | Tags |
|---|---|---|---|
| Expected greeks to have valid values. Greeks were: Delta | exception | error | options, greeks, regression-test, quantconnect, pricing-model |
| Regression test failed: current ask price was not loaded… | exception | error | options, symbol-rename, regression-test, quantconnect, data-mapping |
| Expected at least two future contracts with option chains… | exception | error | quantconnect, futures, future-options, regression-test, data-slice, option-chain |
| Expected position group buying power model type… | exception | error | options, position-group, buying-power, regression-test, quantconnect, option-strategy |
| Unexpected delisting events | exception | error | quantconnect, lean, regression-test, options, delisting, event-validation |
| Expected greeks to be calculated for | exception | error | quantconnect, lean, regression, options, greeks, option-pricing, option-style, exception-handling |
| ShareClassMeanReversionAlphaModel: symbols parameter must… | validation | error | alpha-model, pairs-trading, validation, argument-exception, quantconnect |
| Expected 3 option chains from history request, but got | exception | error | options, history, dataframe, regression-test, quantconnect, option-universe |
| Field self.ticket not expected no be assigned on the first… | exception | error | orders, order-ticket, asynchronous, race-condition, order-event, quantconnect, demo |
| VolumeShareSlippageModel.GetSlippageApproximation(): Cannot… | exception | error | quantconnect, lean, slippage, fills, market-data-type, tick-data, python |
| Expected greeks not to be calculated for | exception | error | quantconnect, lean, regression, options, greeks, option-pricing, option-style |
| Algorithm should have not run on extended hours for | exception | error | quantconnect, lean, regression, futures, extended-hours, data-feed, market-hours |
| - Unexpected symbol changed event old symbol | exception | error | futures, continuous-contract, symbol-mapping, regression-test, eurex, rollover |
| Expected filtered universe to have less contracts than… | exception | error | options, universe-filter, greeks, regression-test, quantconnect |
| Expected stocks to be added to the algorithm, but found | exception | error | quantconnect, lean, universe-selection, regression-test, securities |
| OrderEvent LimitPrice is Not expected to be 0 for… | exception | error | quantconnect, lean, orders, order-event, limit-order, regression-test, python |
| IRiskManagementModel. | exception | error | quantconnect, lean, risk-management, composite, interface-contract, python |
| No key found for either mapped or original key. Mapped Key | exception | error | quantconnect, lean, pandas, indexing, symbol-cache, key-error, python |
| Types deriving from 'UniverseSelectionModel' must implement… | exception | error | quantconnect, lean, universe-selection, interface-contract, python |
| Expected the portfolio to have holdings and to have | exception | error | orders, portfolio, consolidator, asynchronous, quantconnect, demo |
| Expected order ticket in order event to not be null | exception | error | orders, order-ticket, order-event, asynchronous, quantconnect, demo |
| Expected symbol at index on , but got | exception | error | options, history, symbol, ordering, regression-test, quantconnect |
| Unexpected delisting warning event | exception | error | quantconnect, lean, regression-test, options, delisting, state-machine, ordering |
| The Exchange hours was closed, verify… | exception | error | quantconnect, futures, stop-market-order, extended-market-hours, market-hours-database, regression-test |
| Unexpected cached margin interest rate for | exception | error | regression-test, margin-interest-rate, data-cache, crypto-futures |
| OrderEvent quantity should hold the current order Quantity | exception | error | orders, order-event, order-quantity, order-update, quantconnect, demo |
| should have returned null but returned ( ) | exception | error | quantconnect, lean, regression, parameters, get-parameter |
| OrderEvent quantity is Not expected to be 0, it should hold… | exception | error | orders, order-event, order-quantity, quantconnect, demo |
| Benchmark value error - expected a new value, current | exception | error | quantconnect, lean, benchmark, hour-change, regression-test |
| ETHUSDC buying power | exception | error | quantconnect, binance, crypto-futures, bnfcr, shared-collateral, buying-power, margin, regression-test |
| Expected options in chain on , but got | exception | error | options, history, option-chain-provider, regression-test, quantconnect, consistency |
| Regression test failed: current open interest isn't in the… | exception | error | quantconnect, lean, regression, options, open-interest, security-cache, data-feed |
| Option chain was not received. | exception | error | options, universe-filter, option-chain, regression-test, quantconnect |
| Security Price error. Price should change every new hour | exception | error | quantconnect, lean, hour-data, price, resolution, regression-test |
| Unexpected Bar error | exception | error | quantconnect, lean, bars, resolution, fill-forward, universe-selection, regression-test |
| Unexpected open order | exception | error | regression-test, orders, insights, csharp |
| _customWarmUp indicator was expected to be ready | exception | error | quantconnect, lean, indicator, warmup, history, regression-test |
| Expected greeks to be accessed | exception | error | quantconnect, lean, regression, options, greeks, option-pricing, option-chain |
| TradeStrategy method is not implemented | exception | error | options, template-method, not-implemented, quantconnect, option-strategy, inheritance |
| Regression test failed: current bid price was not loaded… | exception | error | options, symbol-rename, regression-test, quantconnect, data-mapping |
| Unexpected delisting event | exception | error | quantconnect, lean, regression-test, options, delisting, ordering, idempotency |
| _customNotWarmUp indicator wasn't expected to be warmed up | exception | error | quantconnect, lean, indicator, warmup, interface-check, regression-test |
| Index is tradable. | exception | error | quantconnect, index, tradable, order-fill, regression-test |
| Leverage error - expected | exception | error | quantconnect, lean, leverage, security, benchmark, regression-test |
| Security Price error. Price should not change every minute | exception | error | quantconnect, lean, hour-data, price, resolution-isolation, regression-test |
| AssertStrategyPositionGroup method is not implemented | exception | error | options, template-method, not-implemented, quantconnect, option-strategy, inheritance, position-group |
| , , , . | exception | error | quantconnect, lean, history, pandas, indexing, symbol-cache, python |
| Expected positive buying power from BNFCR, got | exception | error | quantconnect, binance, crypto-futures, bnfcr, buying-power, margin, regression-test |
| Unexpected data count | exception | error | quantconnect, delisting, data-count, regression-test, equity |
| Unexpected ActiveSecurities count | exception | error | quantconnect, lean, active-securities, subscriptions, regression-test |
| Benchmark value error - expected | exception | error | quantconnect, lean, benchmark, resolution, regression-test |
| ExpectedOrdersCount method is not implemented | exception | error | options, template-method, not-implemented, quantconnect, option-strategy, inheritance |
| Expected orders to have been submitted and filled, half for… | exception | error | options, orders, regression-test, quantconnect, option-strategy, not-implemented |
| - Unexpected symbol changed event new symbol | exception | error | futures, continuous-contract, symbol-mapping, regression-test, eurex, rollover |
| CustomMarginInterestRateModel was not called | exception | error | regression-test, margin-interest-rate, model-invocation, holdings |
| LiquidateStrategy method is not implemented | exception | error | options, template-method, not-implemented, quantconnect, option-strategy, inheritance, liquidation |
| We expected 'SPY' to be added to the Symbol cache, since… | exception | error | quantconnect, lean, symbol-cache, benchmark, reference-equality, regression-test |
| OrderEvent StopPrice is Not expected to be 0 for… | exception | error | quantconnect, lean, orders, order-event, stop-order, regression-test, python |
| _customWarmUp indicator was expected to have processed 60… | exception | error | quantconnect, lean, indicator, warmup, samples, history, regression-test |
| The time zone of security | exception | error | regression-test, custom-data, time-zone, multi-market |
| Unexpected data count | exception | error | quantconnect, lean, ondata, slice, regression-test, data-sync |
| Expected symbols were not added to the algorithm | exception | error | quantconnect, lean, universe-selection, regression-test, symbols, equality |
| The ticker did not rename throughout the course of its life… | exception | error | regression-test, symbol-mapping, custom-data, map-file |
| Total Profit: Expected | exception | error | quantconnect, dividends, portfolio, normalization-mode, regression-test |
| Unexpected cancel event | exception | error | quantconnect, options, order-cancellation, delisting, state-machine, regression-test |
| Could not unstack df. Columns | exception | error | quantconnect, lean, history, pandas, columns, custom-data, python |
| - Portfolio should not be invested after the traded… | exception | error | futures, delisting, liquidation, regression-test, eurex, portfolio |
| _customNotInherit indicator was expected to have processed… | exception | error | quantconnect, lean, indicator, sma, warmup, samples, history, regression-test |
| Unexpected columns in SPY tick history | exception | error | quantconnect, lean, history, tick-data, pandas, columns, regression-test, python |
| Index is not tradable. | exception | error | quantconnect, index, tradability, regression-test, portfolio |
| Expected no holdings at end of algorithm | exception | error | options, liquidation, portfolio, regression-test, quantconnect, option-strategy |
| Expected 2 subscriptions, but found | exception | error | quantconnect, lean, subscriptions, tick-data, history, regression-test, python |
| Expected a single subscription to exist | exception | error | quantconnect, lean, regression-test, subscriptions, index, invariant |
| _duplicateSMA indicator was expected to have processed 60… | exception | error | quantconnect, indicator, warmup, sma, regression-test |
| Indicators are not ready! | exception | error | quantconnect, indicators, ema, warmup, regression-test |
| History call failed | exception | error | quantconnect, lean, history, tick-data, pandas, regression-test, python |
| SMA was not updated. | exception | error | quantconnect, lean, regression-test, indicators, sma, subscriptions, data-flow |
| Expected events didn't happen | exception | error | quantconnect, lean, lifecycle, regression-test, ondata, universe-selection |
| Unexpected open interest time | exception | error | quantconnect, open-interest, timestamp, data-pipeline, timezone, regression-test |
| Expected at least one option contract for | exception | error | regression-test, future-options, option-chain, data |
| MaximumSharpeRatioPortfolioOptimizer.portfolio_variance… | validation | error | portfolio-optimizer, numpy, scipy, covariance |
| _duplicateSMA indicator was expected to be ready | exception | error | quantconnect, lean, indicator, warmup, multiple-indicators, sma, regression-test |
| OrderEvent Ticket was not set | exception | error | quantconnect, lean, orders, order-event, order-ticket, regression-test, python |
| _customNotInherit indicator was expected to be ready | exception | error | quantconnect, lean, indicator, sma, warmup, builtin, regression-test |
| Expected 3 futures chains from history request, but got | exception | error | quantconnect, futures, future-universe, history-request, pandas, regression-test |
| should have returned ( ) but returned ( ) | exception | error | quantconnect, lean, regression, parameters, get-parameter, type-coercion |
| Unexpected continuous future mapping event count | exception | error | quantconnect, lean, regression, history, auxiliary-data, continuous-futures, symbol-mapping, futures, last-trading-day |
| Empty history data frame for | exception | error | quantconnect, lean, history, pandas, empty-data, custom-data, python |
| Portfolio should have the stock | exception | error | quantconnect, lean, regression-test, portfolio, position-groups, postcondition |
| Expected no order events for underlying Symbol | exception | error | regression-test, future-options, order-events, assignment |
| OrderEvent.ORDER_ID and order_event.ticket.order_id do not… | exception | error | quantconnect, lean, orders, order-event, order-ticket, data-integrity, regression-test, python |
| The total number of insights should be | exception | error | quantconnect, lean, regression, alpha-model, framework, insights, historical-returns |
| - Unexpected buy order event status | exception | error | futures, order-event, state-machine, regression-test, eurex, fills |
| Algorithm should have been invested at the end of the… | exception | error | quantconnect, lean, portfolio, orders, set-holdings, no-data, python |
| Expiry event was not at the correct time | exception | error | quantconnect, options, expiration, timezone, utc, regression-test |
| Unexpected multi symbol dividend count | exception | error | quantconnect, lean, regression, history, auxiliary-data, dividends, multi-symbol |
| Invalid buying power model. Found | exception | error | futures, buying-power, margin, regression-test, security-configuration |
| Unexpected number of symbol changed events (mappings) | exception | error | futures, continuous-contract, symbol-mapping, regression-test, eurex, invariant |
| Unexpected universe data count | exception | error | quantconnect, universe-selection, custom-data, history, remote-file, regression-test |
| Algorithm should have just 1 order, but was | exception | error | regression-test, shortable-provider, orders, shorting |