Orders Unfilled in Simulation : Any reasons?


I am starting to work with backtesting (daily freq)… and see that many orders get unfilled… having to cancel them at the beginning of the handle method on every event…

Can anybody hint me on the possible reasons for that? or give some indications on what zipline files/methods might handle order filling?


It could be due to order volume is higher than available market volume or trade price is not within the trading range for that day.