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Portfolio/Securities Missing Symbols On Contract Rollovers

Open DerekMelchin opened this issue 1 year ago • 2 comments

Expected Behavior

When a futures contract rollover occurs, the old symbol is in portfolio and the new symbol is in securities.

Actual Behavior

Sometimes the old symbol isn't in portfolio and sometimes the new symbol isn't in securities

Potential Solution

N/A

Reproducing the Problem

https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_0d751a800d550e01fdb48e193cd90ace.html

System Information

QC Cloud

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

DerekMelchin avatar May 03 '24 21:05 DerekMelchin

This issue has the same nature of https://github.com/QuantConnect/Lean/issues/7868

Martin-Molinero avatar Jun 07 '24 14:06 Martin-Molinero

Re-opening it since not 100% the same as #7868

jhonabreul avatar Oct 18 '24 13:10 jhonabreul