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quantconnect--lean/Algorithm.CSharp
Ryan Crowley b27e9e67dd
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ProcessSplitSymbols crashes during live/paper trading warmup with InvalidOperationException #9029 (#9030)
* 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

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2025-10-13 13:21:09 -03:00
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