Lean icon indicating copy to clipboard operation
Lean copied to clipboard
Published 3 weeks ago • verified publisher icon QuantConnect

Free margin and insufficient buying power errors on clean install with cash account

Open tommedema opened this issue 10 months ago • 0 comments

Expected Behavior

  • Since a cash account is defined in the basic algorithm below, there should be no trades when there isn't any buying power
  • There should be no free margin

Actual Behavior

  • Error is returned showing both trades even though there is no buying power AND free margin:
(venv) anonymous@anonymous-MacBook-Air world_code_framework % python -m unittest backtest.tests.test_backtest.TestFinanceWorld.test_basic_algorithm
2025-03-19 18:07:47,028 - backtest.backtest - DEBUG - Running backtest for agent basic_test
2025-03-19 18:07:47,028 - backtest.backtest - DEBUG - Wrote agent code to /var/folders/p5/dn689sh14rz52w3q5c1pm_800000gn/T/tmpkpb1_7e8/agents/agent_basic_test.py
2025-03-19 18:07:47,028 - backtest.backtest - DEBUG - Wrote config to /var/folders/p5/dn689sh14rz52w3q5c1pm_800000gn/T/tmpkpb1_7e8/agents/agent_basic_test.json
2025-03-19 18:07:47,028 - backtest.backtest - INFO - Running Lean in /Users/anonymous/Code/world_code_framework/backtest/../Lean/Launcher/bin/Debug with config /var/folders/p5/dn689sh14rz52w3q5c1pm_800000gn/T/tmpkpb1_7e8/agents/agent_basic_test.json
2025-03-19 18:07:52,490 - backtest.backtest - DEBUG - Subprocess stdout: 20250320 01:07:47.218 TRACE:: Using /var/folders/p5/dn689sh14rz52w3q5c1pm_800000gn/T/tmpkpb1_7e8/agents/agent_basic_test.json as configuration file
20250320 01:07:47.297 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value: 
20250320 01:07:47.297 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: 
20250320 01:07:47.297 TRACE:: Config.GetValue(): live-mode - Using default value: False
20250320 01:07:47.297 TRACE:: Config.GetValue(): job-user-id - Using default value: 0
20250320 01:07:47.297 TRACE:: Config.GetValue(): project-id - Using default value: 0
20250320 01:07:47.297 TRACE:: Config.Get(): Configuration key not found. Key: api-access-token - Using default value: 
20250320 01:07:47.297 TRACE:: Config.Get(): Configuration key not found. Key: job-organization-id - Using default value: 
20250320 01:07:47.297 TRACE:: Config.Get(): Configuration key not found. Key: api-url - Using default value: https://www.quantconnect.com/api/v2/
20250320 01:07:47.299 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value: 
20250320 01:07:47.302 TRACE:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: 
20250320 01:07:47.302 TRACE:: Composer(): Loading Assemblies from /Users/anonymous/Code/world_code_framework/Lean/Launcher/bin/Debug/
20250320 01:07:47.326 TRACE:: Python for .NET Assembly: Python.Runtime, Version=2.0.42.0, Culture=neutral, PublicKeyToken=5000fea6cba702dd
20250320 01:07:47.346 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.5.0.0 Mode: DEBUG (64bit) Host: anonymous-MacBook-Air
20250320 01:07:47.353 TRACE:: Engine.Main(): Started 6:07 PM
20250320 01:07:47.353 TRACE:: Config.Get(): Configuration key not found. Key: algorithm-type-name - Using default value: 
20250320 01:07:47.361 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value: LocalLeanManager
20250320 01:07:47.375 TRACE:: JobQueue.NextJob(): Selected /var/folders/p5/dn689sh14rz52w3q5c1pm_800000gn/T/tmpkpb1_7e8/agents/agent_basic_test.py
20250320 01:07:47.375 TRACE:: Config.Get(): Configuration key not found. Key: parameters - Using default value: 
20250320 01:07:47.376 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120
20250320 01:07:47.376 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440
20250320 01:07:47.376 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18
20250320 01:07:47.376 TRACE:: Config.GetValue(): symbol-minute-limit - Using default value: 10000
20250320 01:07:47.376 TRACE:: Config.GetValue(): symbol-second-limit - Using default value: 10000
20250320 01:07:47.376 TRACE:: Config.GetValue(): symbol-tick-limit - Using default value: 10000
20250320 01:07:47.376 TRACE:: Config.GetValue(): maximum-data-points-per-chart-series - Using default value: 1000000
20250320 01:07:47.376 TRACE:: Config.GetValue(): maximum-chart-series - Using default value: 30
20250320 01:07:47.376 TRACE:: Config.GetValue(): storage-limit - Using default value: 10737418240
20250320 01:07:47.376 TRACE:: Config.GetValue(): storage-file-count - Using default value: 10000
20250320 01:07:47.376 TRACE:: Config.GetValue(): storage-permissions - Using default value: 3
20250320 01:07:47.376 TRACE:: Config.Get(): Configuration key not found. Key: algorithm-id - Using default value: 
20250320 01:07:47.376 TRACE:: Config.Get(): Configuration key not found. Key: optimization-id - Using default value: 
20250320 01:07:47.376 TRACE:: Config.Get(): Configuration key not found. Key: backtest-name - Using default value: local
20250320 01:07:47.378 TRACE:: Config.Get(): Configuration key not found. Key: data-channel - Using default value: 
20250320 01:07:47.378 TRACE:: Config.Get(): Configuration key not found. Key: out-of-sample-max-end-date - Using default value: 
20250320 01:07:47.378 TRACE:: Config.GetValue(): out-of-sample-days - Using default value: 0
20250320 01:07:47.378 TRACE:: Config.Get(): Configuration key not found. Key: map-file-provider - Using default value: LocalDiskMapFileProvider
20250320 01:07:47.378 TRACE:: Config.Get(): Configuration key not found. Key: factor-file-provider - Using default value: LocalDiskFactorFileProvider
20250320 01:07:47.378 TRACE:: Config.Get(): Configuration key not found. Key: data-provider - Using default value: DefaultDataProvider
20250320 01:07:47.378 TRACE:: Config.Get(): Configuration key not found. Key: object-store - Using default value: LocalObjectStore
20250320 01:07:47.378 TRACE:: Config.Get(): Configuration key not found. Key: data-permission-manager - Using default value: DataPermissionManager
20250320 01:07:47.389 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 10
20250320 01:07:47.391 TRACE:: Config.Get(): Configuration key not found. Key: fundamental-data-provider - Using default value: CoarseFundamentalDataProvider
20250320 01:07:47.392 TRACE:: PythonIntializer.ActivatePythonVirtualEnvironment(): virtual env '/Users/anonymous/Code/world_code_framework/backtest/../venv'. Will use system packages: False
20250320 01:07:47.405 TRACE:: AlgorithmManager.CreateTokenBucket(): Initializing LeakyBucket: Capacity: 120 RefillAmount: 18 TimeInterval: 1440
20250320 01:07:47.405 TRACE:: Config.GetValue(): algorithm-manager-time-loop-maximum - Using default value: 20
20250320 01:07:47.409 TRACE:: Engine.Run(): Resource limits '0' CPUs. 2147483647 MB RAM.
20250320 01:07:47.410 TRACE:: TextSubscriptionDataSourceReader.SetCacheSize(): Setting cache size to 71582788 items
20250320 01:07:47.436 TRACE:: Config.GetValue(): downloader-data-update-period - Using default value: 7
20250320 01:07:47.754 TRACE:: Config.GetValue(): force-exchange-always-open - Using default value: False
20250320 01:07:47.755 TRACE:: Config.GetValue(): algorithm-creation-timeout - Using default value: 90
20250320 01:07:47.756 TRACE:: PythonInitializer.Initialize(): start...
PythonEngine.Initialize(): clr GetManifestResourceStream...
20250320 01:07:48.330 TRACE:: Config.GetValue(): python-additional-paths - Using default value: System.String[]
20250320 01:07:48.366 TRACE:: PythonInitializer.Initialize(): ended
20250320 01:07:48.367 TRACE:: AlgorithmPythonWrapper(): Python version 3.11.7 (main, Dec  4 2023, 18:10:11) [Clang 15.0.0 (clang-1500.1.0.2.5)]: Importing python module agent_basic_test
20250320 01:07:49.753 TRACE:: AlgorithmPythonWrapper(): agent_basic_test successfully imported.
20250320 01:07:49.758 TRACE:: AlgorithmPythonWrapper(): Creating IAlgorithm instance.
20250320 01:07:49.763 TRACE:: Config.Get(): Configuration key not found. Key: databases-refresh-period - Using default value: 1.00:00:00
20250320 01:07:49.834 TRACE:: Config.GetValue(): mute-python-library-logging - Using default value: True
20250320 01:07:49.835 TRACE:: Config.Get(): Configuration key not found. Key: object-store-root - Using default value: ./storage
20250320 01:07:49.837 TRACE:: LocalObjectStore.Initialize(): Storage Root: /Users/anonymous/Code/world_code_framework/Lean/Launcher/bin/Debug/storage. StorageFileCount 10000. StorageLimit 10240MB
20250320 01:07:49.840 TRACE:: Config.GetValue(): zip-data-cache-provider - Using default value: 10
20250320 01:07:49.842 TRACE:: HistoryProviderManager.Initialize(): history providers [SubscriptionDataReaderHistoryProvider]
20250320 01:07:49.844 TRACE:: BaseSetupHandler.Setup(LocalPlatform): UID: 0, PID: 0, Version: 2.5.0.0, Source: WebIDE
20250320 01:07:49.845 TRACE:: Config.Get(): Configuration key not found. Key: security-data-feeds - Using default value: 
20250320 01:07:49.853 TRACE:: Config.Get(): Configuration key not found. Key: reserved-words-prefix - Using default value: @
20250320 01:07:49.890 TRACE:: BaseSetupHandler.SetupCurrencyConversions():
Account Type: Cash

Symbol      Quantity    Conversion = Value in USD
USD: $      100000.00 @       1.00 = $100000
-------------------------------------------------
CashBook Total Value:                $100000

20250320 01:07:49.891 TRACE:: Total margin information: TotalMarginUsed: 0.00, MarginRemaining: 100000.00
20250320 01:07:49.891 TRACE:: SetUp Backtesting: User: 0 ProjectId: 0 AlgoId: 
20250320 01:07:49.892 TRACE:: Dates: Start: 01/01/2020 End: 12/31/2020 Cash: ¤100,000.00 MaximumRuntime: 100.00:00:00 MaxOrders: 2147483647
20250320 01:07:49.893 TRACE:: BacktestingResultHandler(): Sample Period Set: 131.76
20250320 01:07:49.893 TRACE:: Config.GetValue(): forward-console-messages - Using default value: True
20250320 01:07:49.893 TRACE:: JOB HANDLERS:
         DataFeed:             QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
         Setup:                QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler
         RealTime:             QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler
         Results:              QuantConnect.Lean.Engine.Results.BacktestingResultHandler
         Transactions:         QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler
         Object Store:         QuantConnect.Lean.Engine.Storage.LocalObjectStore
         History Provider:     QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager
         Brokerage:            QuantConnect.Brokerages.Backtesting.BacktestingBrokerage
         Data Provider:        QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider

20250320 01:07:49.900 TRACE:: Event Name "Daily Sampling", scheduled to run.
20250320 01:07:49.900 TRACE:: AlgorithmManager.Run(): Begin DataStream - Start: 1/1/2020 12:00:00 AM Stop: 12/31/2020 11:59:59 PM Time: 1/1/2020 12:00:00 AM Warmup: False
20250320 01:07:49.925 TRACE:: Config.GetValue(): data-feed-workers-count - Using default value: 8
20250320 01:07:49.925 TRACE:: Config.GetValue(): data-feed-max-work-weight - Using default value: 400
20250320 01:07:49.925 TRACE:: WeightedWorkScheduler(): will use 8 workers and MaxWorkWeight is 400
20250320 01:07:49.931 TRACE:: Debug: Launching analysis for  with LEAN Engine v2.5.0.0
20250320 01:07:50.084 TRACE:: Debug: Warning: when performing history requests, the start date will be adjusted if it is before the first known date for the symbol.
20250320 01:07:50.129 TRACE:: Config.GetValue(): portfolio-margin-series-count - Using default value: 5
20250320 01:07:50.135 TRACE:: Debug: Accurate daily end-times now enabled by default. See more at https://qnt.co/3YHaWHL. To disable it and use legacy daily bars set self.settings.daily_precise_end_time = False.
20250320 01:07:50.135 TRACE:: Debug: Warning: all market orders sent using daily data, or market orders sent after hours are automatically converted into MarketOnOpen orders.
20250320 01:07:50.135 TRACE:: Debug: Warning: Portfolio rebalance result ignored as it resulted in a single share trade recommendation which can generate high fees. To disable minimum order size checks please set Settings.MinimumOrderMarginPortfolioPercentage = 0.
20250320 01:07:50.251 TRACE:: Synchronizer.GetEnumerator(): Exited thread.
20250320 01:07:50.251 TRACE:: AlgorithmManager.Run(): Firing On End Of Algorithm...
20250320 01:07:50.251 TRACE:: Engine.Run(): Exiting Algorithm Manager
20250320 01:07:50.251 TRACE:: Config.Get(): Configuration key not found. Key: transaction-log - Using default value: 
20250320 01:07:50.253 TRACE:: StopSafely(): Waiting for 'Isolator Thread' thread to stop...
20250320 01:07:50.253 TRACE:: FileSystemDataFeed.Exit(): Start. Setting cancellation token...
20250320 01:07:50.254 TRACE:: FileSystemDataFeed.Exit(): Exit Finished.
20250320 01:07:50.254 TRACE:: BacktestingResultHandler.Exit(): starting...
20250320 01:07:50.254 TRACE:: BacktestingResultHandler.Exit(): Saving logs...
20250320 01:07:50.256 TRACE:: StopSafely(): Waiting for 'Result Thread' thread to stop...
20250320 01:07:50.256 TRACE:: Debug: Algorithm Id:() completed in 0.36 seconds at 11k data points per second. Processing total of 3,861 data points.
20250320 01:07:50.256 TRACE:: Debug: The starting dates for the following symbols have been adjusted to match their map files first date: [AAA, 2020-09-09]
20250320 01:07:50.256 TRACE:: Debug: Your log was successfully created and can be retrieved from: /var/folders/p5/dn689sh14rz52w3q5c1pm_800000gn/T/tmpkpb1_7e8/results/-log.txt
20250320 01:07:50.256 TRACE:: BacktestingResultHandler.Run(): Ending Thread...
20250320 01:07:50.457 TRACE:: 
STATISTICS:: Total Orders 1002
STATISTICS:: Average Win 0.48%
STATISTICS:: Average Loss -0.39%
STATISTICS:: Compounding Annual Return -15.355%
STATISTICS:: Drawdown 40.500%
STATISTICS:: Expectancy -0.130
STATISTICS:: Start Equity 100000
STATISTICS:: End Equity 84619.26
STATISTICS:: Net Profit -15.381%
STATISTICS:: Sharpe Ratio -0.225
STATISTICS:: Sortino Ratio -0.208
STATISTICS:: Probabilistic Sharpe Ratio 7.133%
STATISTICS:: Loss Rate 61%
STATISTICS:: Win Rate 39%
STATISTICS:: Profit-Loss Ratio 1.23
STATISTICS:: Alpha 0
STATISTICS:: Beta 0
STATISTICS:: Annual Standard Deviation 0.312
STATISTICS:: Annual Variance 0.097
STATISTICS:: Information Ratio -0.205
STATISTICS:: Tracking Error 0.312
STATISTICS:: Treynor Ratio 0
STATISTICS:: Total Fees $669.72
STATISTICS:: Estimated Strategy Capacity $1700000.00
STATISTICS:: Lowest Capacity Asset AAA XHPVXIJUWS4L
STATISTICS:: Portfolio Turnover 10.19%
STATISTICS:: OrderListHash 66338e71b3820d3fc99cdbd140bf0ea3
20250320 01:07:50.457 TRACE:: BacktestingResultHandler.SendAnalysisResult(): Processed final packet
20250320 01:07:50.457 TRACE:: Engine.Run(): Disconnecting from brokerage...
20250320 01:07:50.457 TRACE:: Engine.Run(): Disposing of setup handler...
20250320 01:07:50.457 TRACE:: Engine.Main(): Analysis Completed and Results Posted.
20250320 01:07:50.457 TRACE:: StopSafely(): Waiting for '' thread to stop...
20250320 01:07:50.458 TRACE:: DataMonitor.GenerateReport():
DATA USAGE:: Total data requests 16
DATA USAGE:: Succeeded data requests 16
DATA USAGE:: Failed data requests 0
DATA USAGE:: Failed data requests percentage 0%
DATA USAGE:: Total universe data requests 0
DATA USAGE:: Succeeded universe data requests 0
DATA USAGE:: Failed universe data requests 0
DATA USAGE:: Failed universe data requests percentage 0%
Engine.Main(): Analysis Complete.
20250320 01:07:50.460 TRACE:: Engine.Main(): Packet removed from queue: 
20250320 01:07:50.460 TRACE:: LeanEngineSystemHandlers.Dispose(): start...
20250320 01:07:50.460 TRACE:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers.
20250320 01:07:50.460 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): start...
20250320 01:07:50.460 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers.
20250320 01:07:50.461 TRACE:: StopSafely(): Waiting for 'CpuPerformance' thread to stop...
20250320 01:07:50.461 TRACE:: PythonInitializer.Shutdown(): start
20250320 01:07:52.475 TRACE:: PythonInitializer.Shutdown(): ended
20250320 01:07:52.475 TRACE:: Program.Main(): Exiting Lean...

2025-03-19 18:07:52,491 - backtest.backtest - DEBUG - Subprocess stderr: 20250320 01:07:50.135 ERROR:: Order Error: ids: [2], Insufficient buying power to complete orders (Value:[-50013.6]), Reason: Id: 2, Initial Margin: -50014.6, Free Margin: 0.
20250320 01:07:50.135 ERROR:: Order Error: ids: [4], Insufficient buying power to complete orders (Value:[-33198.59]), Reason: Id: 4, Initial Margin: -33202.2855715, Free Margin: 0.
20250320 01:07:50.135 ERROR:: Order Error: ids: [5], Insufficient buying power to complete orders (Value:[-32866.08]), Reason: Id: 5, Initial Margin: -32867.08, Free Margin: 0.
20250320 01:07:50.135 ERROR:: Order Error: ids: [7], Insufficient buying power to complete orders (Value:[-24831.09]), Reason: Id: 7, Initial Margin: -24833.81375875, Free Margin: 16559.86.
20250320 01:07:50.135 ERROR:: Order Error: ids: [8], Insufficient buying power to complete orders (Value:[-24632.01]), Reason: Id: 8, Initial Margin: -24633.01, Free Margin: 16559.86.
20250320 01:07:50.135 ERROR:: Order Error: ids: [9], Insufficient buying power to complete orders (Value:[-24480.51]), Reason: Id: 9, Initial Margin: -24481.51, Free Margin: 16559.86.
20250320 01:07:50.135 ERROR:: Order Error: ids: [12], Insufficient buying power to complete orders (Value:[-24466.4]), Reason: Id: 12, Initial Margin: -24467.4, Free Margin: 0.
20250320 01:07:50.135 ERROR:: Order Error: ids: [16], Insufficient buying power to complete orders (Value:[-19764.87]), Reason: Id: 16, Initial Margin: -19765.87125508, Free Margin: 0.
20250320 01:07:50.135 ERROR:: Order Error: ids: [17], Insufficient buying power to complete orders (Value:[-18709.6]), Reason: Id: 17, Initial Margin: -18710.6, Free Margin: 0.
20250320 01:07:50.135 ERROR:: Order Error: ids: [19], Insufficient buying power to complete orders (Value:[-19686.28]), Reason: Id: 19, Initial Margin: -19687.281771778, Free Margin: 0.
20250320 01:07:50.135 ERROR:: Order Error: ids: [20], Insufficient buying power to complete orders (Value:[-18852.08]), Reason: Id: 20, Initial Margin: -18853.08, Free Margin: 0.
20250320 01:07:50.135 ERROR:: Order Error: ids: [23], Insufficient buying power to complete orders (Value:[-19269.25]), Reason: Id: 23, Initial Margin: -19270.25, Free Margin: 2107.156633841.
20250320 01:07:50.135 ERROR:: Order Error: ids: [24], Insufficient buying power to complete orders (Value:[-19269.25]), Reason: Id: 24, Initial Margin: -19270.25, Free Margin: 2107.156633841.
20250320 01:07:50.186 ERROR:: Order Error: ids: [31], Insufficient buying power to complete orders (Value:[-16459.87]), Reason: Id: 31, Initial Margin: -16460.874635742, Free Margin: 0.
20250320 01:07:50.186 ERROR:: Order Error: ids: [32], Insufficient buying power to complete orders (Value:[-16325.87]), Reason: Id: 32, Initial Margin: -16326.87, Free Margin: 0.
20250320 01:07:50.186 ERROR:: Order Error: ids: [34], Insufficient buying power to complete orders (Value:[-16127.87]), Reason: Id: 34, Initial Margin: -16128.87, Free Margin: 3228.314711329.
20250320 01:07:50.186 ERROR:: Order Error: ids: [43], Insufficient buying power to complete orders (Value:[14264.64]), Reason: Id: 43, Initial Margin: 14265.64, Free Margin: 2025.029774583.
20250320 01:07:50.186 ERROR:: Order Error: ids: [44], Insufficient buying power to complete orders (Value:[-13195.53]), Reason: Id: 44, Initial Margin: -13196.53, Free Margin: 2025.029774583.
20250320 01:07:50.186 ERROR:: Order Error: ids: [67], Insufficient buying power to complete orders (Value:[-11157.64]), Reason: Id: 67, Initial Margin: -11158.640238259, Free Margin: 0.
20250320 01:07:50.186 ERROR:: Order Error: ids: [69], Insufficient buying power to complete orders (Value:[-807.64]), Reason: Id: 69, Initial Margin: -808.64, Free Margin: 0.
20250320 01:07:50.186 ERROR:: Order Error: ids: [70], Insufficient buying power to complete orders (Value:[-269.4777]), Reason: Id: 70, Initial Margin: -270.47770726, Free Margin: 0.
20250320 01:07:50.186 ERROR:: Order Error: ids: [71], Insufficient buying power to complete orders (Value:[-248.6307]), Reason: Id: 71, Initial Margin: -249.63070465, Free Margin: 0.
20250320 01:07:50.186 ERROR:: Order Error: ids: [72], Insufficient buying power to complete orders (Value:[218.28]), Reason: Id: 72, Initial Margin: 219.28, Free Margin: 0.
... truncated ...
20250320 01:07:50.256 ERROR:: Order Error: ids: [921], Insufficient buying power to complete orders (Value:[-2867.4]), Reason: Id: 921, Initial Margin: -2868.58, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [925], Insufficient buying power to complete orders (Value:[-2555.7]), Reason: Id: 925, Initial Margin: -2556.75, Free Margin: 764.997287661.
20250320 01:07:50.256 ERROR:: Order Error: ids: [926], Insufficient buying power to complete orders (Value:[-2436.732]), Reason: Id: 926, Initial Margin: -2437.7320341, Free Margin: 764.997287661.
20250320 01:07:50.256 ERROR:: Order Error: ids: [927], Insufficient buying power to complete orders (Value:[-2738.25]), Reason: Id: 927, Initial Margin: -2739.375, Free Margin: 764.997287661.
20250320 01:07:50.256 ERROR:: Order Error: ids: [928], Insufficient buying power to complete orders (Value:[-2624.173]), Reason: Id: 928, Initial Margin: -2625.1729598, Free Margin: 764.997287661.
20250320 01:07:50.256 ERROR:: Order Error: ids: [930], Insufficient buying power to complete orders (Value:[-100.6991]), Reason: Id: 930, Initial Margin: -101.699138756, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [933], Insufficient buying power to complete orders (Value:[-21821.42]), Reason: Id: 933, Initial Margin: -21822.424861585, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [934], Insufficient buying power to complete orders (Value:[-7032.96]), Reason: Id: 934, Initial Margin: -7035.84, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [935], Insufficient buying power to complete orders (Value:[-4430.762]), Reason: Id: 935, Initial Margin: -4431.762105264, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [936], Insufficient buying power to complete orders (Value:[-4408.8]), Reason: Id: 936, Initial Margin: -4409.8, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [938], Insufficient buying power to complete orders (Value:[-7222]), Reason: Id: 938, Initial Margin: -7224.875, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [939], Insufficient buying power to complete orders (Value:[-4600.725]), Reason: Id: 939, Initial Margin: -4601.725306632, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [940], Insufficient buying power to complete orders (Value:[-4385.5]), Reason: Id: 940, Initial Margin: -4386.5, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [942], Insufficient buying power to complete orders (Value:[-6355.36]), Reason: Id: 942, Initial Margin: -6357.89, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [943], Insufficient buying power to complete orders (Value:[-4159.96]), Reason: Id: 943, Initial Margin: -4160.96, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [944], Insufficient buying power to complete orders (Value:[-4095.151]), Reason: Id: 944, Initial Margin: -4096.151097112, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [945], Insufficient buying power to complete orders (Value:[-6355.36]), Reason: Id: 945, Initial Margin: -6357.89, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [946], Insufficient buying power to complete orders (Value:[-4159.96]), Reason: Id: 946, Initial Margin: -4160.96, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [947], Insufficient buying power to complete orders (Value:[-4095.151]), Reason: Id: 947, Initial Margin: -4096.151097112, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [948], Insufficient buying power to complete orders (Value:[-6514.56]), Reason: Id: 948, Initial Margin: -6517.17, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [949], Insufficient buying power to complete orders (Value:[-4317.295]), Reason: Id: 949, Initial Margin: -4318.294941248, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [950], Insufficient buying power to complete orders (Value:[-4235.14]), Reason: Id: 950, Initial Margin: -4236.14, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [951], Insufficient buying power to complete orders (Value:[-6514.56]), Reason: Id: 951, Initial Margin: -6517.17, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [952], Insufficient buying power to complete orders (Value:[-4317.295]), Reason: Id: 952, Initial Margin: -4318.294941248, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [953], Insufficient buying power to complete orders (Value:[-4235.14]), Reason: Id: 953, Initial Margin: -4236.14, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [955], Insufficient buying power to complete orders (Value:[-4341.28]), Reason: Id: 955, Initial Margin: -4342.28, Free Margin: 1017.97783718.
20250320 01:07:50.256 ERROR:: Order Error: ids: [956], Insufficient buying power to complete orders (Value:[-4235.14]), Reason: Id: 956, Initial Margin: -4236.14, Free Margin: 1017.97783718.
20250320 01:07:50.256 ERROR:: Order Error: ids: [961], Insufficient buying power to complete orders (Value:[-17148.58]), Reason: Id: 961, Initial Margin: -17151.215, Free Margin: 1017.97783718.
20250320 01:07:50.256 ERROR:: Order Error: ids: [963], Insufficient buying power to complete orders (Value:[-21379.22]), Reason: Id: 963, Initial Margin: -21382.485, Free Margin: 10259.191025035.
20250320 01:07:50.256 ERROR:: Order Error: ids: [970], Insufficient buying power to complete orders (Value:[-21288.72]), Reason: Id: 970, Initial Margin: -21291.93, Free Margin: 8692.932133475.
20250320 01:07:50.256 ERROR:: Order Error: ids: [971], Insufficient buying power to complete orders (Value:[-21288.72]), Reason: Id: 971, Initial Margin: -21291.93, Free Margin: 8692.932133475.
20250320 01:07:50.256 ERROR:: Order Error: ids: [973], Insufficient buying power to complete orders (Value:[-21226.32]), Reason: Id: 973, Initial Margin: -21229.49, Free Margin: 8928.467394035.
20250320 01:07:50.256 ERROR:: Order Error: ids: [974], Insufficient buying power to complete orders (Value:[-21226.32]), Reason: Id: 974, Initial Margin: -21229.49, Free Margin: 8928.467394035.
20250320 01:07:50.256 ERROR:: Order Error: ids: [976], Insufficient buying power to complete orders (Value:[-1135.68]), Reason: Id: 976, Initial Margin: -1136.68, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [977], Insufficient buying power to complete orders (Value:[-1123.15]), Reason: Id: 977, Initial Margin: -1124.15, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [978], Insufficient buying power to complete orders (Value:[-309.3696]), Reason: Id: 978, Initial Margin: -310.369578496, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [979], Insufficient buying power to complete orders (Value:[-175.56]), Reason: Id: 979, Initial Margin: -176.56, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [981], Insufficient buying power to complete orders (Value:[-524]), Reason: Id: 981, Initial Margin: -525, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [982], Insufficient buying power to complete orders (Value:[-497.25]), Reason: Id: 982, Initial Margin: -498.25, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [983], Insufficient buying power to complete orders (Value:[-307.8115]), Reason: Id: 983, Initial Margin: -308.81154472, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [985], Insufficient buying power to complete orders (Value:[-494.91]), Reason: Id: 985, Initial Margin: -495.91, Free Margin: 375.128271317.
20250320 01:07:50.256 ERROR:: Order Error: ids: [991], Insufficient buying power to complete orders (Value:[-16924.27]), Reason: Id: 991, Initial Margin: -16925.269561524, Free Margin: 0.
20250320 01:07:50.256 ERROR:: Order Error: ids: [994], Insufficient buying power to complete orders (Value:[-16833.6]), Reason: Id: 994, Initial Margin: -16834.595059125, Free Margin: 16086.874718937.
20250320 01:07:50.256 ERROR:: Order Error: ids: [996], Insufficient buying power to complete orders (Value:[-21096.24]), Reason: Id: 996, Initial Margin: -21097.235269304, Free Margin: 16873.702444645.
20250320 01:07:50.256 ERROR:: Order Error: ids: [1002], Insufficient buying power to complete orders (Value:[-21066.23]), Reason: Id: 1002, Initial Margin: -21067.230106909, Free Margin: 8771.542802613.

Potential Solution

Reproducing the Problem

from AlgorithmImports import *

class StudentStrategy(QCAlgorithm):
    def Initialize(self) -> None:
        self.set_start_date(2020, 1, 1)
        self.set_end_date(2020, 12, 31)
        self.set_cash(100000)

        # Use all symbols we have data for from the lean sample data
        self.symbols = [
            Symbol.Create("SPY", SecurityType.EQUITY, Market.USA),
            Symbol.Create("AAPL", SecurityType.EQUITY, Market.USA),
            Symbol.Create("IBM", SecurityType.EQUITY, Market.USA),
            Symbol.Create("WMI", SecurityType.EQUITY, Market.USA),
            Symbol.Create("IWM", SecurityType.EQUITY, Market.USA),
            Symbol.Create("NWSA", SecurityType.EQUITY, Market.USA),
            Symbol.Create("QQQ", SecurityType.EQUITY, Market.USA),
            Symbol.Create("USO", SecurityType.EQUITY, Market.USA),
            Symbol.Create("UW", SecurityType.EQUITY, Market.USA),
            Symbol.Create("WM", SecurityType.EQUITY, Market.USA),
            Symbol.Create("BNO", SecurityType.EQUITY, Market.USA),
            Symbol.Create("EEM", SecurityType.EQUITY, Market.USA),
            Symbol.Create("FB", SecurityType.EQUITY, Market.USA),
            Symbol.Create("FOXA", SecurityType.EQUITY, Market.USA),
            Symbol.Create("GOOAV", SecurityType.EQUITY, Market.USA),
            Symbol.Create("GOOCV", SecurityType.EQUITY, Market.USA),
            Symbol.Create("GOOG", SecurityType.EQUITY, Market.USA),
            Symbol.Create("GOOGL", SecurityType.EQUITY, Market.USA),
            Symbol.Create("AAA", SecurityType.EQUITY, Market.USA),
            Symbol.Create("AIG", SecurityType.EQUITY, Market.USA),
            Symbol.Create("BAC", SecurityType.EQUITY, Market.USA)
        ]

        # Use ManualUniverseSelectionModel for our available symbols
        self.set_universe_selection(ManualUniverseSelectionModel(self.symbols))
        self.universe_settings.resolution = Resolution.DAILY
        
        # Use the standard framework components
        self.add_alpha(RsiAlphaModel())
        self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())
        
        self.set_brokerage_model(BrokerageName.INTERACTIVE_BROKERS_BROKERAGE, AccountType.CASH)

System Information

  • MacOS 14.6.1 (23G93)
  • lean 1.0.217

Checklist

  • [x] I have completely filled out this template
  • [x] I have confirmed that this issue exists on the current master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues
  • [x] I have provided detailed steps to reproduce the issue

tommedema avatar Mar 20 '25 01:03 tommedema