Backtest halting randomly around bar 350–400

[pjsaran]

I have the following Nautilus Trader backtest script. It runs, but stops midway at random bars without showing any error. My dataset has over 3,000 bars, but the backtest usually halts somewhere between bars 350 and 400. Could you suggest if I might be doing something wrong? I’m new to Nautilus Trader.

`if name == "main":

engine_config = BacktestEngineConfig(
    trader_id=TraderId("BACKTEST_TRADER-001"),
    logging=LoggingConfig(
        log_level="DEBUG",
        log_level_file="DEBUG",
        log_directory="./logs",
        log_file_name="backtest_engine.log",
    ),
)
engine = BacktestEngine(config=engine_config)

NASDAQ = Venue("NASDAQ")

venue_config1 = BacktestVenueConfig(
    name="NASDAQ",
    oms_type="NETTING",
    account_type="CASH",
    base_currency="USD",
    starting_balances=["1000000 USD"],
)

engine.add_venue(
    venue=NASDAQ,
    oms_type=OmsType.NETTING,  # Order Management System type
    account_type=AccountType.CASH,  # Type of trading account
    starting_balances=[Money(1_000_000, USD)],  # Initial account balance
    base_currency=USD,  # Base currency for account
    default_leverage=Decimal(1),  # No leverage used for account
)

# Step 3: Create instrument definition and add it to the engine
NDX_INSTRUMENT = TestInstrumentProvider.equity(
    symbol="NDX",
    venue="NASDAQ",
)

engine.add_instrument(NDX_INSTRUMENT)

csv_file_path = "data/NDX_1d.csv"
df = pd.read_csv(csv_file_path, sep=",", decimal=".", header=0, index_col=False)

df = df.reindex(columns=["timestamp", "open", "high", "low", "close", "volume"])

df["timestamp"] = pd.to_datetime(df["timestamp"], utc=True)

df = df.set_index("timestamp")

NDX_1D_BARTYPE = BarType(
    instrument_id=NDX_INSTRUMENT.id,
    bar_spec=BarSpecification(
        step=1,
        aggregation=BarAggregation.DAY,
        price_type=PriceType.LAST,
    ),
    aggregation_source=AggregationSource.EXTERNAL,
)

wrangler = BarDataWrangler(NDX_1D_BARTYPE, NDX_INSTRUMENT)
ndx_1day_bars_list: list[Bar] = wrangler.process(df)

engine.add_data(ndx_1day_bars_list)

strategy = DemoStrategy(bar_type=NDX_1D_BARTYPE)
engine.add_strategy(strategy)

engine.run()

`

[cjdsellers]

Relates to #3027.