RC2_FSTRING_SPEC

Unrecognized f-string format spec. The value is interpolated without formatting.

This is a WARNING, not an error

Your strategy still compiles and still runs. The interpolated value appears in the string unformatted — full precision, no padding, no separators. Nothing else changes.

What it means

f-strings are translated into .NET interpolated strings, and the format spec after the : has to be translated with them. The transpiler maps the specs that have a faithful .NET equivalent; a spec outside that set has no honest translation, so instead of guessing at one it drops the spec, keeps the value, and warns.

Supported specs

Spec	Meaning	Example
.Nf	Fixed-point, N decimals	f"{rsi.value:.1f}" → 62.4
.Ne / .NE	Scientific notation	f"{x:.2e}"
.Ng / .NG	General (shortest of fixed/scientific)	f"{x:.3g}"
.N%	Percent, N decimals (value × 100)	f"{x:.2%}"
d	Integer	f"{n:d}"
x / X	Hex, lower / upper case	f"{n:x}"

Anything else — thousands separators, alignment and padding, explicit signs, zero-fill — is not translated.

Why it happens

You reached for a Python spec that has no direct .NET counterpart:

# ⚠️ each of these warns, and interpolates the raw value instead
self.buy(self.trade, reason=f"Entry at {self.trade.close:,.2f}")   # ',' grouping
self.buy(self.trade, reason=f"Entry at {self.trade.close:>10}")    # alignment / padding
self.buy(self.trade, reason=f"Entry at {self.trade.close:+.2f}")   # explicit sign

The strategy compiles. reason just ends up carrying the unformatted number.

How to fix it

Use a supported spec — for money and indicator values, .Nf is almost always what was meant:

class Report(Strategy):
    trade = Symbol()
    sizing = FixedCapital()

    def execute(self):
        rsi = RSI(14, on=self.trade)

        if rsi.value < 30 and self.trade.is_flat:
            self.buy(self.trade, reason=f"RSI is {rsi.value:.1f}")

        if rsi.value > 70 and self.trade.is_long:
            self.sell(self.trade, self.trade.position,
                      reason=f"Exit at {self.trade.close:.2f} after {self.bar_count:d} bars")

If you specifically need grouping or padding, do it in the numbers rather than the spec — round with round(x, 2) and interpolate the result.

Related

• Python Subset — where f-strings sit in the language.
• Order Verbs — reason= is the most common place an f-string shows up.