Upon running the backtest, i see that the logs show "Opened at 0.0 and closed at 0.83048", for example. The this log is caused by the following line:

self.Log("Opened at {} and closed at {}".format(self.OpenPrice,self.ClosePrice))

and OpenPrice and ClosePrice are in turn found by using the fillprice of an OnOrderEvent function. Can anyone help determine why my OpenPrice is always 0 but the ClosePrice works?