Rust: Closing orders in on_stop() are not executed in BacktestEngine

[zhanghaoda]

Bug Report

Confirmation

• I’ve re-read the relevant sections of the documentation.
• I’ve searched existing issues and discussions to avoid duplicates.
• I’ve reviewed or skimmed the source code (or examples) to confirm the behavior is not by design.
• I’ve tested this issue using a recent development wheel (dev develop or a nightly) and can still reproduce it.

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Expected Behavior

After BacktestEngine::end() is called, all trading commands emitted by strategies — including those triggered in on_stop() (such as close_all_positions()) — should be fully processed.

Specifically:

• Command queues should be drained
• Orders submitted in on_stop() should be executed
• Venue modules should process those commands
• Final fills, positions, and account balances should reflect these executions

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Actual Behavior

Commands emitted in on_stop() (e.g., close_all_positions()) are not fully processed before the engines are stopped.

As a result:

• Closing orders may not be executed
• Final fills are missing
• Positions may remain non-zero after backtest completion
• Account state (PnL, balance) does not reflect expected final trades

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Steps to Reproduce the Problem

1. Implement a strategy that opens positions during on_bar
2. Call close_all_positions() inside on_stop()
3. Run a backtest
4. Ensure there is an open position before the backtest ends
5. Observe:
   • The position is not closed
   • No corresponding fill is generated
   • Final account state is inconsistent

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Code Snippets

Strategy Example

fn on_stop(&mut self) -> anyhow::Result<()> {
    self.cancel_all_orders(self.instrument_id, None, None, None)?;
    self.close_all_positions(self.instrument_id, None, None, None, None, None, None)?;
    self.unsubscribe_bars(self.bar_type, None, None);
    Ok(())
}

Root Cause

In engine.rs, inside BacktestEngine::end():

After stopping the trader, residual commands emitted by strategies (e.g., from on_stop()) are not processed before stopping the engines.

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Suggested Fix

Insert the following code after // Stop trader and before // Stop engines:

// Stop trader
self.kernel.stop_trader();


let ts_now = self.kernel.clock.borrow().timestamp_ns();
self.drain_command_queues();
self.settle_venues(ts_now);
self.run_venue_modules(ts_now);


// Stop engines
 self.kernel.data_engine.borrow_mut().stop();
self.kernel.risk_engine.borrow_mut().stop();
self.kernel.exec_engine.borrow_mut().stop();

This ensures all pending commands are executed and reflected in the final state.

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Specifications

• OS platform: Windows
• Rust version: rustc 1.95.0 (59807616e 2026-04-14)
• Rust toolchain: rustup 1.28.2
• nautilus_trader version: 1.227.0