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ProcessSplitSymbols crashes during live/paper trading warmup with InvalidOperationException #9029 (#9030)
frostbyte_neo 发布于
2025-10-13 16:21:09 +00:00 | 331 次提交 在此版本后已推送到 master- Fix ProcessSplitSymbols crash during live mode warmup
Fixes InvalidOperationException when CancelOpenOrders is called during warmup in live/paper trading mode.
When historical splits are replayed during live mode warmup, ProcessSplitSymbols attempts to cancel open orders for option contracts, but CancelOpenOrders throws an exception during warmup.
The fix adds an early return when algorithm.LiveMode && algorithm.IsWarmingUp. This is safe because in live/paper trading, current positions already reflect historical splits.
Includes unit tests validating the fix.
- Some improvements and more tests
- Ignore splits during warmup for backtesting and live trading. Adding a
regression algorithm reproducing issue
- Minor fix
Co-authored-by: Martin Molinero martin.molinero1@gmail.com
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