StrategyRunner-throws-Could-not-obtain-Benchmark-Data-for-Symbol-SPY-in-WealthLabClientExtension

Greetings WealthLabbers: I am currently iterating on the development of a WealthLabClientExtension. I have run the extension against ~60% of the datasets provided by WealthLab with no issue. I do have a subscription to NorgateData and some of those datasets are where the issue arises. Specifically, any of the datasets appended with "Current & Past" cause the exception "Could not obtain Benchmark Data for Symbol: SPY" to be raised. Unfortunately, the datasets appended with "Current & Past" are also the most interesting to me ;-)

As you can see in the code fragment below, I specifically load the BenchmarkSymbol and BenchmarkData prior to the call to RunBacktest(). I can also attest that the WLHOST.Instance.GetHistory() call successfully returned a BarHistory for for the StrategyRunner. Could you take a look at the code below and see if you see something blatantly obvious? I find it suspicious that it is only Norgate datasets with "Current & Past" which cause the exception.

CODE:
    private async void RunBtn_Click(object sender, RoutedEventArgs e)
    {
        // --- Validate inputs ------------------------------------------------
        string stratName = StrategyBox.Text.Trim();
        if (string.IsNullOrEmpty(stratName))
        {
            MessageBox.Show("Please enter a strategy name.", "Monte Carlo Lab",
                MessageBoxButton.OK, MessageBoxImage.Warning);
            return;
        }

        if (!double.TryParse(CapitalBox.Text, out double capital) || capital <= 0)
        {
            MessageBox.Show("Please enter a valid starting capital.", "Monte Carlo Lab",
                MessageBoxButton.OK, MessageBoxImage.Warning);
            return;
        }

        int numRuns = int.TryParse(RunsBox.Text, out int rv) && rv >= 10 ? rv : 1000;
        int years   = int.TryParse(YearsBox.Text,  out int yv) && yv >= 1 ? yv : 10;

        // --- Lock UI --------------------------------------------------------
        RunBtn.IsEnabled    = false;
        CancelBtn.IsEnabled = true;
        _cts                = new CancellationTokenSource();
        ProgressBar.Maximum = numRuns;
        ProgressBar.Value   = 0;
        StatusText.Text     = "Running base backtest…";
        _result             = null;
        StatsGrid.ItemsSource  = null;
        ChartCanvas.Children.Clear();

        try
        {
            // ── 1. Base backtest ─────────────────────────────────────────────
            var sr = new StrategyRunner();
            sr.PositionSize.StartingCapital = capital;
            sr.DataRange = new DataRange(DataRangeType.YearRange, 0, DateTime.Now.Date.AddYears(-10), DateTime.Now.Date);

            //            sr.DataRange.DataRangeType      = DataRangeTypes.RecentYears;
            sr.DataRange.RecentValue = years;

            if (DatasetCombo.SelectedItem is DataSet ds)
                sr.DataSet = ds;

            // Explicitly pre-load the benchmark so StrategyRunner doesn't have
            // to fetch it internally, avoiding the intermittent SPY data error.
            StatusText.Text = "Loading benchmark data…";
            DateTime benchStart = DateTime.Now.Date.AddYears(-years);
            DateTime benchEnd = DateTime.Now.Date;
            BarHistory? benchmark = WLHost.Instance.GetHistory(
                "SPY", HistoryScale.Daily, benchStart, benchEnd, years * 265, null);
            if (benchmark != null)
            {
                StatusText.Text = "Benchmark data loaded: " + benchmark.Count + " bars.";
                sr.BenchmarkData = benchmark;
                MessageBox.Show(
                    $"Benchmark data for SPY loaded successfully.\n\n" +
                    $"Bars: {benchmark.Count}\n" +
                    $"Date range: {benchmark.StartDate:d} to {benchmark.EndDate:d}",
                    "Monte Carlo Lab", MessageBoxButton.OK, MessageBoxImage.Information);
            } 
            else
            {
                StatusText.Text = "Failed to load benchmark data.";
                MessageBox.Show(
                    "Failed to load benchmark data for SPY.\n\n" +
                    "Please verify your dataset selection and internet connection.",
                    "Monte Carlo Lab", MessageBoxButton.OK, MessageBoxImage.Warning);
            }

            // StrategyRunner.RunBacktest is thread-safe and may be called from
            // a background thread (WL8 uses this for optimization runs).
            StatusText.Text = "Running base backtest…";
            Backtester bt = await Task.Run(
                () => sr.RunBacktest(stratName), _cts.Token);

            if (bt is null || bt.Positions.Count == 0)
            {
                StatusText.Text = "No trades found.";
                MessageBox.Show(
                    "The backtest produced no closed trades.\n\n" +
                    "Please verify:\n" +
                    " • The strategy name exactly matches a saved strategy\n" +
                    " • The selected dataset and date range are appropriate\n" +
                    " • The strategy generates signals over the selected period",
                    "Monte Carlo Lab", MessageBoxButton.OK, MessageBoxImage.Warning);
                return;
            }

            // ── 2. Extract trade data ────────────────────────────────────────
            var positions = new List<Position>(bt.Positions.Count);
            foreach (Position p in bt.Positions)
                positions.Add(p);

            StatusText.Text =
                $"Base backtest: {positions.Count} trades. Starting {numRuns:N0} MC runs…";

            var    profits  = positions.Select(p => p.Profit).ToList();
            DateTime t0     = positions.Min(p => p.EntryDate);
            DateTime t1     = positions.Max(p => p.ExitDate);
            double   startCap = bt.StartingCapital > 0 ? bt.StartingCapital : capital;

            // Read baseline metrics.  WL8 Metrics is a dynamic property; individual
            // metrics are only present if the matching ScoreCard is installed.
            double baseNetPnlPct = 0, baseMaxDD = 0, baseAPR = 0;
            try { baseNetPnlPct = (double)bt.Metrics.NetProfit / startCap * 100.0; } catch { /* ScoreCard not installed */ }
            try { baseMaxDD     = (double)bt.Metrics.MaxDrawdownPct;               } catch { }
            try { baseAPR       = (double)bt.Metrics.APR;                          } catch { }

            // ── 3. Monte Carlo simulation ────────────────────────────────────
            var progress = new Progress<int>(v =>
            {
                ProgressBar.Value = v;
                StatusText.Text   = $"Monte Carlo: {v:N0} / {numRuns:N0}";
            });

            _result = await Task.Run(() =>
                new MonteCarloEngine().Run(
                    profits, startCap, numRuns, t0, t1, progress, _cts.Token));

            _result.BaseNetPnlPct = baseNetPnlPct;
            _result.BaseMaxDDPct  = baseMaxDD;
            _result.BaseAPR       = baseAPR;

            // ── 4. Display ───────────────────────────────────────────────────
            DisplayResults(_result);

            StatusText.Text =
                $"Done — {numRuns:N0} runs · {positions.Count} trades · " +
                $"{_result.Years:F1} yrs · {_result.ProbabilityOfProfit:F1}% profitable";
        }
        catch (OperationCanceledException)
        {
            StatusText.Text = "Cancelled.";
        }
        catch (Exception ex)
        {
            StatusText.Text = "Error — see details.";
            MessageBox.Show(
                $"Error running Monte Carlo:\n\n{ex.Message}",
                "Monte Carlo Lab", MessageBoxButton.OK, MessageBoxImage.Error);
        }
        finally
        {
            RunBtn.IsEnabled    = true;
            CancelBtn.IsEnabled = false;
            _cts?.Dispose();
            _cts = null;
        }
    }